Estimating the correlation in network disturbance models
Estimating the correlation in network disturbance models
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DOI:
10.1093/comnet/cnab028
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发表时间:
2020-11
期刊:
影响因子:
--
通讯作者:
A. Barbour;G. Reinert
中科院分区:
文献类型:
--
作者:
A. Barbour;G. Reinert
The network disturbance model of P. Doreian (1989), expresses the dependency between observations taken at the vertices of a network by modelling the correlation between neighbouring vertices, using a single correlation parameter $\rho$. It has been observed that estimation of $\rho$ in dense graphs, using the method of maximum likelihood, leads to results that can be both biased and very unstable. In this article, we sketch why this is the case, showing that the variability cannot be avoided, no matter how large the network. We also propose a more intuitive estimator of $\rho$, which shows little bias. The related network effects model is briefly discussed.