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Netzwerkökonometrie (Peer-Effekte)×Instrumentalvariablen-Methode (IV) zur Kausalinferenz×Spatial-Lag-Modell (SAR / Spatial Autoregressive)×
FachgebietÖkonometrieGesundheitsökonomieRäumliche Analyse
FamilieRegression modelProcess / pipelineRegression model
Entstehungsjahr20091990s (modern applications)1988
UrheberYann Bramoullé, Habiba Djebbari & Bernard FortinAngrist & Pischke (applied econometrics); rooted in econometric theoryAnselin (textbook formalisation); LeSage & Pace
TypLinear-in-means peer effects regressionMethodSpatial autoregressive regression
Wegweisende QuelleBramoullé, Y., Djebbari, H., & Fortin, B. (2009). Identification of peer effects through social networks. Journal of Econometrics, 150(1), 41–55. DOI ↗Angrist, J. D., & Pischke, J. S. (2009). Mostly Harmless Econometrics: An Empiricist's Companion. Princeton: Princeton University Press. link ↗Anselin, L. (1988). Spatial Econometrics: Methods and Models. Kluwer Academic. DOI ↗
AliasnamenSocial Interactions Model, Peer Effects Model, Social Network Regression, Ağ EkonometrisiIV, two-stage least squares, TSLS, causal estimationSAR model, spatial autoregressive model, spatial lag, Uzamsal Gecikme Modeli (SAR / Spatial Lag)
Verwandt335
ZusammenfassungNetwork econometrics estimates how individuals' outcomes are causally shaped by the behaviour and characteristics of their social-network neighbours. Formalised by Bramoullé, Djebbari, and Fortin (2009), the framework embeds a row-normalised adjacency matrix into a linear regression, separating endogenous peer effects (imitation of outcomes), exogenous contextual effects (influence of neighbours' attributes), and correlated effects (shared environment), while using network topology to construct valid instruments.Instrumental variables (IV) is an econometric method to estimate causal effects when treatment or exposure is not randomly assigned and confounding is severe or unmeasured. IV relies on a third variable (instrument) that influences treatment but does not directly affect the outcome, allowing researchers to isolate the causal effect from the noise of confounding. Developed extensively in econometrics (Angrist & Pischke, 1990s–2000s), IV methods are increasingly used in health economics and health services research to leverage natural experiments and policy changes.The Spatial Lag Model is an autoregressive regression that assumes spatial dependence in the dependent variable itself: the outcome values of neighbouring units enter the model as an explanatory term (ρWy). It was formalised in Anselin's Spatial Econometrics (1988) and developed further by LeSage and Pace (2009), and it decomposes spillover effects into direct, indirect, and total impacts.
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ScholarGateMethoden vergleichen: Network Econometrics · Instrumental Variables in Health Research · Spatial Lag Model. Abgerufen am 2026-06-18 von https://scholargate.app/de/compare