Estimating Social Intercorrelation with Sampled Network Data个人简介

被阅览数:次  发布时间:2014/04/23 16:16:08

主讲人: 王汉生教授
主讲人简介:
北京大学光华管理学院计量经济和商务统计系系主任,北大商务智能中心主任,嘉茂荣聘教授,包括JASA,JBES,Statistica Sinica 在内多个国际期刊副主编
简介:
Social intercorrelation is a parameter of importance for network data analysis. To estimate social intercorrelation, maximum likelihood has been popularly used. However, its rigorous implementation requires the whole network to be observed. This is practically infeasible if network size is huge (e.g., Facebook, Twitter, Weibo, WeChat, etc). In that case, one has to rely on sampled network data to infer about social intercorrelation. By doing so, network relationships (i.e., edges) involving unsampled nodes are overlooked. This leads to distorted network structure and underestimated social intercorrelation. To solve the problem, we propose here a novel solution. It makes use of the fact that social intercorrelation is typically small. This enables us to approximate the targeting likelihood by its first order Taylor's expansion. Depending on the choice of the likelihood, we obtain respectively an approximate maximum likelihood estimator (AMLE) and paired maximum likelihood estimator (PMLE). We show theoretically that both methods are consistent and asymptotically normal with identical asymptotic efficiency. However, the difference is that PMLE is computationally superior. Numerical studies based on both simulated and real datasets are presented for illustration purpose.
时间: 2014年3月20日(周四)下午16:30-17:30
地点: 经济楼N座302室
期数: 厦门大学统计学高级系列讲座
主办单位: 厦门大学经济学院、厦门大学王亚南经济研究院
类型: 系列讲座

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