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Re: st: correct VCmatrix of festimates


From   Fabio Zona <fabio.zona@unibocconi.it>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: correct VCmatrix of festimates
Date   Sat, 6 Mar 2010 17:24:00 +0100 (CET)

who is this guy Kit Baum that did some work with international trade data that was also dyadic in its nature??



----- Messaggio originale -----
Da: "Stas Kolenikov" <skolenik@gmail.com>
A: statalist@hsphsun2.harvard.edu
Inviato: Sabato, 6 marzo 2010 16:46:56 GMT +01:00 Amsterdam/Berlino/Berna/Roma/Stoccolma/Vienna
Oggetto: Re: st: correct VCmatrix of festimates

On Sat, Mar 6, 2010 at 9:34 AM, Fabio Zona <fabio.zona@unibocconi.it> wrote:

> dear statalists
>
> i have a cross-section dataset (1 year) of dyadic data; how can I get a
> correct variance-covariance matrix of estimates?
>
> I organize data in a matrix; I should cluster for both row and column
>  simultaneously.....
> eg.: (for firms a, b and c, number 1 indicate if the two firms have
> something in common):
>
>  a  b  c
> a    1  0
> b 1     1
> c 0  1
>

With dyadic data, you often want to have separate source and destination
random effects, and you would then estimate a big likelihood model with
everything wrapped in it. Keyword search (-findit dyadic-) brings up some
spatial modeling packages. I also vaguely remember Kit Baum did some work
with international trade data that was also dyadic in its nature.

-- 
Stas Kolenikov, also found at http://stas.kolenikov.name
Small print: I use this email account for mailing lists only.

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