- The count data model has changed. It is now possible to have several gamma parameters instead of gamma = 1 as assumed in the previous version.
- In the count data model identification, sigma is now set to 1, because there are several gamma's.
- The network formation model now includes two unobserved effects instead of one.
SARML
has been replaced bysar
.SARTML
has been replaced bysart
.CDnetNPL
has been replaced bycdnet
.simSARnet
has been replaced bysimsar
.simTobitnet
has been replaced bysimsart
.simCDnet
has been replaced bysimcdnet
.netformation
has been replaced byhomophily
.
It is now possible to estimate the SART model under rational expectations. In the previous version, the SART model is only available under complete information.
This version follows the major revision of the paper in September 2022.
- The count data model includes a more flexible specification. Especially, it is possible to assume that the cut points are not equally spaced for large values of the dependent variable.
- I also implement a network formation model with degree heterogeneity as fixed effects (see Yan et al., 2019).
- Models under incomplete information are now estimated using LBFGS algorithm of the package RcppNumerical. Thus, the optimization is performed in C++ and is very fast compared to the version 1.0.1.
Note and Warning found in the check for MACOS have been fixed
R defaulted to C++11 in R 4.0.0, to C++14 in R 4.2.0 and to C++17.
Fixed effect is allowed in the model SAR.
- I address the problem of single-agent subnetwork.
- AIC and BIC are added to the output of cdnet. They can be used to choose Rbar.
homophily
has been changed tohomophily.re
for the random effect models.homophily.FE
has heen changed tohomophily.fe
.- Random effects in
homophily.re
can be one side or two sides. - Fixed effects in
homophily.fe
can be one side or two sides. - Symmetric network models are included in
homophily.re
. - Symmetric network models are included in
homophily.fe
. - The function
homophili.data
is added to convert data between directed network models and symmetric network models.
- Following the revision of the paper Count Data Model with Social Interaction under Rational Expectations,
cdnet
now allows heterogeneity in peer effects. For example peer effects can be estimated between Blacks and Whites, Girls and Boys etc. cdnet
allows heterogeneity in the cut-points. The cost function in the utility function is nonparametric and depends on some characteristics X such as gender, race, etc.