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Contemporaneous Statistics for Estimation in Stochastic Actor-Oriented Co-evolution Models.
Journal article

Contemporaneous Statistics for Estimation in Stochastic Actor-Oriented Co-evolution Models.

  • Amati V Social Networks Lab, Department of Humanities, Social and Political Sciences, ETH Zurich, Weinbergstrasse 109, 8092, Zurich, Switzerland. viviana.amati@gess.ethz.ch.
  • Schönenberger F Social Networks Lab, Department of Humanities, Social and Political Sciences, ETH Zurich, Weinbergstrasse 109, 8092, Zurich, Switzerland.
  • Snijders TAB Department of Sociology, Faculty of Behavioral and Social Sciences, University of Groningen, Grote Rozenstraat 31, 9712TG, Groningen, The Netherlands.
  • 2019-07-17
Published in:
  • Psychometrika. - 2019
behaviour
generalized method of moments
networks
panel data
stochastic actor-oriented model
stochastic approximation
Algorithms
Computer Simulation
Humans
Stochastic Processes
English Stochastic actor-oriented models (SAOMs) can be used to analyse dynamic network data, collected by observing a network and a behaviour in a panel design. The parameters of SAOMs are usually estimated by the method of moments (MoM) implemented by a stochastic approximation algorithm, where statistics defining the moment conditions correspond in a natural way to the parameters. Here, we propose to apply the generalized method of moments (GMoM), using more statistics than parameters. We concentrate on statistics depending jointly on the network and the behaviour, because of the importance of their interdependence, and propose to add contemporaneous statistics to the usual cross-lagged statistics. We describe the stochastic algorithm developed to approximate the GMoM solution. A small simulation study supports the greater statistical efficiency of the GMoM estimator compared to the MoM.
Language
  • English
Open access status
closed
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Persistent URL
https://sonar.ch/global/documents/288794
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