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In this study, we consider linear social interaction models under incomplete information that allow for missing outcome data due to sample selection. For model estimation, assuming that each individual forms his/her belief about the other members' outcomes based on rational expectations, we propose a two-step series nonlinear least squares estimator. Both the consistency and asymptotic normality of the estimator are established. As an empirical illustration, we apply the proposed model anddoi:10.6084/m9.figshare.5530285.v1 fatcat:nt7bk3oidjawtpezlh3mohorwe