🤖 AI Summary
本文开发了一种适用于二元数据线性回归模型的Wald推断方法，解决了多重观测共享同一对单元的问题，并提出了一种替代的删除一个单元的刀切法。
📝 Abstract
This paper develops Wald inference for least-squares estimation of linear regression models on dyadic data, accommodating configurations where multiple observations share the same pair of units (e.g., directed flows, multilayer networks, and dyadic panels). We establish that the dyadic-robust Wald statistic is asymptotically $χ^2_q$ for an arbitrary nonrandom sequence of full-rank restrictions, under a single condition on the accumulation of dependence. Throughout, no convergence rate is assumed or estimated, permitting the condition number of the score's variance matrix to diverge. We further propose a delete-one-unit jackknife alternative that is positive semidefinite by construction. This jackknife statistic attains the same asymptotic limit under one additional condition on dyad multiplicity and remains asymptotically conservative when that condition fails. A supplement contains all proofs, Monte Carlo experiments featuring estimated coefficients that converge at heterogeneous rates, and an empirical gravity application to bilateral trade.