netivreg: Estimation of Peer Effects in Endogenous Social Networks

The command netivreg implements the Generalized Three-Stage Least Squares (G3SLS) estimator developed in Estrada (2022, Causal Inference in Multilayered Networks ) and the Generalized Method of Moments (GMM) estimator in Chan et al. (2024, Estimating Social Effects with Randomized and Observational Network Data ) for the endogenous linear-in-means model. The two procedures utilize full observability of a two-layered multiplex network data structure using Statas new multiframes capabilities and Python integration (version 16 and above). Applications of the command include simulated data and three years worth of data on peer-reviewed articles published in top general interest journals in Economics.