Undirected network models with degree heterogeneity and homophily

The degree heterogeneity and homophily are two typical features in network data. In this paper, we formulate a general model for undirected networks with these two features and present the moment estimation for inferring the degree and homophily parameters. Our model only specifies a marginal distribution on each edge in weighted or unweighted graphs and admits the non-independent dyad structures unlike previous works that assume independent dyads. We establish a unified theoretical framework under which the consistency of the moment estimator hold as the size of networks goes to infinity. We also derive its asymptotic representation that can be used to characterize its limiting distribution. The asymptotic representation of the estimator of the homophily parameter contains a bias term. Accurate inference necessitates bias-correction.Several applications are provided to illustrate the unified theoretical result.

[1]  M. McPherson,et al.  Birds of a Feather: Homophily in Social Networks , 2001 .

[2]  F. Chung,et al.  The average distances in random graphs with given expected degrees , 2002, Proceedings of the National Academy of Sciences of the United States of America.

[3]  Bernard Delyon,et al.  Exponential inequalities for sums of weakly dependent variables , 2009 .

[4]  J. Neyman,et al.  Consistent Estimates Based on Partially Consistent Observations , 1948 .

[5]  M. McPherson,et al.  BIRDS OF A FEATHER: Homophily , 2001 .

[6]  Martin Weidner,et al.  Individual and time effects in nonlinear panel models with large N , T , 2013, 1311.7065.

[7]  Patrick J. Wolfe,et al.  Null models for network data , 2012, ArXiv.

[8]  Hong Qin,et al.  Asymptotic normality in the maximum entropy models on graphs with an increasing number of parameters , 2013, J. Multivar. Anal..

[9]  Roman Vershynin,et al.  Introduction to the non-asymptotic analysis of random matrices , 2010, Compressed Sensing.

[10]  C. Hillar,et al.  Maximum entropy distributions on graphs , 2013, 1301.3321.

[11]  Edoardo M. Airoldi,et al.  A Survey of Statistical Network Models , 2009, Found. Trends Mach. Learn..

[12]  Elizabeth L. Scott,et al.  Consistent Estimates Based on Partially Consistent Observations Author ( s ) : , 2007 .

[13]  Allan Sly,et al.  Random graphs with a given degree sequence , 2010, 1005.1136.

[14]  Gueorgi Kossinets,et al.  Empirical Analysis of an Evolving Social Network , 2006, Science.

[15]  Chenlei Leng,et al.  Asymptotics in directed exponential random graph models with an increasing bi-degree sequence , 2014, 1408.1156.

[16]  T. Yan,et al.  A central limit theorem in the β-model for undirected random graphs with a diverging number of vertices , 2012, 1202.3307.

[17]  B. Snel,et al.  Comparative assessment of large-scale data sets of protein–protein interactions , 2002, Nature.

[18]  Peter D. Hoff,et al.  Bilinear Mixed-Effects Models for Dyadic Data , 2005 .

[19]  B. Graham An Econometric Model of Network Formation With Degree Heterogeneity , 2017 .

[20]  T. Yan,et al.  A note on a network model with degree heterogeneity and homophily , 2018, Statistics & Probability Letters.

[21]  Stephen E. Fienberg,et al.  A Brief History of Statistical Models for Network Analysis and Open Challenges , 2012 .

[22]  Garry Robins,et al.  An introduction to exponential random graph (p*) models for social networks , 2007, Soc. Networks.

[23]  P. Holland,et al.  An Exponential Family of Probability Distributions for Directed Graphs , 1981 .

[24]  W. Hoeffding Probability Inequalities for sums of Bounded Random Variables , 1963 .

[25]  T. Snijders,et al.  p2: a random effects model with covariates for directed graphs , 2004 .

[26]  M. Newman,et al.  Statistical mechanics of networks. , 2004, Physical review. E, Statistical, nonlinear, and soft matter physics.

[27]  George G. Roussas,et al.  Exponential probability inequalities with some applications , 1996 .

[28]  C. Borror Generalized Linear Models and Extensions, Second Edition , 2008 .

[29]  Andreas Dzemski,et al.  An Empirical Model of Dyadic Link Formation in a Network with Unobserved Heterogeneity , 2018, Review of Economics and Statistics.

[30]  Stephen E. Fienberg,et al.  Statistical Inference in a Directed Network Model With Covariates , 2016, Journal of the American Statistical Association.

[31]  T. Yan A Probit Network Model with Arbitrary Dependence , 2018, 1803.09971.

[32]  Koen Jochmans,et al.  Semiparametric Analysis of Network Formation , 2018 .

[33]  Persi Diaconis,et al.  A Sequential Importance Sampling Algorithm for Generating Random Graphs with Prescribed Degrees , 2011, Internet Math..

[34]  T. Yan,et al.  Asymptotics in Undirected Random Graph Models Parameterized by the Strengths of Vertices , 2015 .

[35]  G. Roussas,et al.  Exponential inequality for associated random variables , 1999 .

[36]  Stephen E. Fienberg,et al.  Maximum lilkelihood estimation in the $\beta$-model , 2011, 1105.6145.

[37]  Adrian E. Raftery,et al.  Representing degree distributions, clustering, and homophily in social networks with latent cluster random effects models , 2009, Soc. Networks.

[38]  M. Jackson,et al.  An Economic Model of Friendship: Homophily, Minorities and Segregation , 2007 .

[39]  J. Lindeberg Eine neue Herleitung des Exponentialgesetzes in der Wahrscheinlichkeitsrechnung , 1922 .

[40]  Eric D. Kolaczyk,et al.  Statistical Analysis of Network Data , 2009 .