Parameter Estimation Procedures for Exponential-Family Random Graph Models on Count-Valued Networks: A Comparative Simulation Study

11/03/2021
by   Peng Huang, et al.
0

The exponential-family random graph models (ERGMs) have emerged as an important framework for modeling social and other networks. ERGMs for valued networks are less well-studied than their unvalued counterparts, and pose particular computational challenges. Networks with edge values on the non-negative integers (count-valued networks) are an important such case, with applications ranging from migration and trade flow data to data on frequency of interactions and encounters. Here, we propose an efficient maximum pseudo-likelihood estimation (MPLE) scheme for count-valued ERGMs, and compare its performance with existing Contrastive Divergence (CD) and Monte Carlo Maximum Likelihood Estimation (MCMLE) approaches via a simulation study based on migration flow networks in two U.S states. Our results suggest that edge value variance is a key factor in method performance, with high-variance edges posing a particular challenge for CD. MCMLE can work well but requires careful seeding in the high-variance case, and the MPLE itself performs well when edge variance is high.

READ FULL TEXT

page 1

page 12

page 13

page 16

page 17

page 24

page 25

page 26

research
02/28/2018

Fast Maximum Likelihood estimation via Equilibrium Expectation for Large Network Data

Complex network data may be analyzed by constructing statistical models ...
research
11/29/2022

Triadic Temporal Exponential Random Graph Models (TTERGM)

Temporal exponential random graph models (TERGM) are powerful statistica...
research
09/11/2020

A simulation study of semiparametric estimation in copula models based on minimum Alpha-Divergence

The purpose of this paper is to introduce two semiparametric methods for...
research
02/10/2020

Introducing Graph Cumulants: What is the Variance of Your Social Network?

In an increasingly interconnected world, understanding and summarizing t...
research
08/08/2017

Exponential Random Graph Models with Big Networks: Maximum Pseudolikelihood Estimation and the Parametric Bootstrap

With the growth of interest in network data across fields, the Exponenti...
research
09/02/2020

Improving ERGM Starting Values Using Simulated Annealing

Much of the theory of estimation for exponential family models, which in...
research
08/12/2023

California Exodus? A Network Model of Population Redistribution in the United States

Motivated by debates about California's net migration loss, we employ va...

Please sign up or login with your details

Forgot password? Click here to reset