节点属性的网络方差分析随机效应模型

IF 1.1 Q3 MATHEMATICS, INTERDISCIPLINARY APPLICATIONS
Gabriel Montes-Rojas, P. Elosegui
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引用次数: 1

摘要

本文开发了一种子图网络随机效应误差分量结构,对网络数据进行方差分析。特别是,它提出了一个模型来评估节点属性的网络相互依赖性,允许边缘和三角形特定组件。后者作为更一般的网络效应建模的基础模型。提出了方差分量的一致估计和拉格朗日乘数规范检验,用于评价网络结构中随机分量的合适模型。蒙特卡罗仿真结果表明,该方法在有限样本下具有良好的性能。拟议的测试适用于阿根廷的无担保银行间市场网络。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
Network ANOVA random effects models for node attributes
This paper develops a subgraph network random effects error components structure for network data to perform analysis of variance. In particular, it proposes a model for evaluating the network interdependence of nodes attributes allowing for edge and triangle specific components. The latter serve as a basal model for modeling more general network effects. Consistent estimators of the variance components and Lagrange Multiplier specification tests for evaluating the appropriate model of random components in networks structures is proposed. Monte Carlo simulations show that the tests have good performance in finite samples. The proposed tests is applied to the unsecured (Call) interbank market network in Argentina.
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来源期刊
Journal of Dynamics and Games
Journal of Dynamics and Games MATHEMATICS, INTERDISCIPLINARY APPLICATIONS-
CiteScore
2.00
自引率
0.00%
发文量
26
期刊介绍: The Journal of Dynamics and Games (JDG) is a pure and applied mathematical journal that publishes high quality peer-review and expository papers in all research areas of expertise of its editors. The main focus of JDG is in the interface of Dynamical Systems and Game Theory.
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