动态交互事件网络中全局协变量效应的检验

Testing For Global Covariate Effects in Dynamic Interaction Event Networks

Journal of Business & Economic Statistics · 2023
被引 2
人大 AABS 4

中文导读

扩展了连续时间网络模型,用于检验全局协变量(如天气、季节性)能否解释网络交互的时间动态,并应用于共享单车网络分析。

Abstract

In statistical network analysis it is common to observe so called interaction data. Such data is characterized by actors forming the vertices and interacting along edges of the network, where edges are randomly formed and dissolved over the observation horizon. In addition, covariates are observed and the goal is to model the impact of the covariates on the interactions. We distinguish two types of covariates: global, system-wide covariates (i.e., covariates taking the same value for all individuals, such as seasonality) and local, dyadic covariates modeling interactions between two individuals in the network. Existing continuous time network models are extended to allow for comparing a completely parametric model and a model that is parametric only in the local covariates but has a global nonparametric time component. This allows, for instance, to test whether global time dynamics can be explained by simple global covariates like weather, seasonality etc. The procedure is applied to a bike-sharing network by using weather and weekdays as global covariates and distances between the bike stations as local covariates.

全局协变量效应检验动态交互事件网络非参数时间成分自行车共享网络