Scaling bias in pooled exponential random graph models

Researchers often use pooled exponential random graph models (ERGM) to analyze samples of networks. However, pooled ERGM—here, understood to include both meta-regression and combined estimation on a stacked adjacency matrix—may be biased if there is heterogeneity in the latent error variance (‘scaling’) of each lower-level model. This study explores the implications of scaling for pooled ERGM analysis. We illustrate that scaling can produce bias in pooled ERGM coefficients that is more severe than in single-network ERGM and we introduce two methods for reducing this bias. Simulations suggest that scaling bias can be large enough to alter conclusions about pooled ERGM coefficient size, significance, and direction, but can be substantially reduced by estimating the marginal effect within a block diagonal or random effects meta-regression framework. We illustrate each method in an empirical example using Add Health data on 15 in-school friendship networks. Results from the application illustrate that many substantive conclusions vary depending on choice of pooling method and interpretational quantity.     

Relational collaboration among spatial multipoint competitors

The presence of network ties between multipoint competitors is frequently assumed but rarely examined directly. The outcomes of multipoint competition, therefore, are better understood than their underlying relational mechanisms. Using original fieldwork and data that we have collected on an interorganizational network of patient transfer relations within a regional community of hospitals, we report and interpret estimates of Exponential Random Graph Models (ERGM) that specify the probability of observing network ties between organizations as a function of the degree of their spatial multipoint contact. We find that hospitals competing more intensely for patients across multiple geographical segments of their market (spatial multipoint competitors) are significantly more likely to collaborate. This conclusion is robust to alternative explanations for the formation of network ties based on organizational size differences, resource complementarities, performance differentials, and capacity constraints. We show that interorganizational networks between spatial multipoint competitors are characterized by clear tendencies toward clustering and a global core-periphery structure arising as consequences of multiple mechanisms of triadic closure operating simultaneously. We conclude that the effects of competition on the structure of interorganizational fields depends on how markets as physical and social settings are connected by cross-cutting network ties between competitors.     

Modelling a disease-relevant contact network of people who inject drugs

This study uses social network analysis to model a contact network of people who inject drugs (PWID) relevant for investigating the spread of an infectious disease (hepatitis C). Using snowball sample data, parameters for an exponential random graph model (ERGM) including social circuit dependence and four attributes (location, age, injecting frequency, gender) are estimated using a conditional estimation approach that respects the structure of snowball sample designs. Those network parameter estimates are then used to create a novel, model-dependent estimate of network size. Simulated PWID contact networks are created and compared with Bernoulli graphs. Location, age and injecting frequency are shown to be statistically significant attribute parameters in the ERGM. Simulated ERGM networks are shown to fit the collected data very well across a number of metrics. In comparison with Bernoulli graphs, simulated networks are shown to have longer paths and more clustering. Results from this study make possible simulation of realistic networks for investigating treatment and intervention strategies for reducing hepatitis C prevalence.     

What makes a network go round? Exploring the structure of a strong component with exponential random graph models

A strong component is a subgraph in a directed network where, following the direction of ties, all nodes in the graph are reachable from one another. Mutual reachability implies that every node in the graph is theoretically able to send materials to and/or influence every other node suggesting that strong components are amongst the more egalitarian network structures. Despite this intriguing feature, they remain understudied. Using exponential random graph models (ERGM) for directed networks, we investigate the social and structural processes underlying the generation of strong components. We illustrate our argument using a network of 301 nodes and 703 personal lending ties from Renaissance Florence. ERGM shows that our strong component arises from triadic clustering alongside an absence of higher-order star structures. We contend that these processes produce a strong component with a hierarchical, rather than an egalitarian structure: while some nodes are deeply embedded in a dense network of exchange, the involvement of others is more tenuous. More generally, we argue that such tiered core-periphery strong components will predominate in networks where the social context creates conditions for an absence of preferential attachment alongside the presence of localized closure. Although disparate social processes can give rise to hierarchical strong components linked to these two structural mechanisms, in Florence they are associated with the presence of multiple dimensions of social status and the connectedness of participants across disparate network domains.     

Exponential random graph models for multilevel networks

Modern multilevel analysis, whereby outcomes of individuals within groups take into account group membership, has been accompanied by impressive theoretical development (e.g. Kozlowski and Klein, 2000) and sophisticated methodology (e.g. Snijders and Bosker, 2012). But typically the approach assumes that links between groups are non-existent, and interdependence among the individuals derives solely from common group membership. It is not plausible that such groups have no internal structure nor they have no links between each other. Networks provide a more complex representation of interdependence. Drawing on a small but crucial body of existing work, we present a general formulation of a multilevel network structure. We extend exponential random graph models (ERGMs) to multilevel networks, and investigate the properties of the proposed models using simulations which show that even very simple meso effects can create structure at one or both levels. We use an empirical example of a collaboration network about French cancer research elites and their affiliations (0125 and 0120) to demonstrate that a full understanding of the network structure requires the cross-level parameters. We see these as the first steps in a full elaboration for general multilevel network analysis using ERGMs.     

Bayesian exponential random graph models with nodal random effects

We extend the well-known and widely used exponential random graph model (ERGM) by including nodal random effects to compensate for heterogeneity in the nodes of a network. The Bayesian framework for ERGMs proposed by Caimo and Friel (2011) yields the basis of our modelling algorithm. A central question in network models is the question of model selection and following the Bayesian paradigm we focus on estimating Bayes factors. To do so we develop an approximate but feasible calculation of the Bayes factor which allows one to pursue model selection. Three data examples and a small simulation study illustrate our mixed model approach and the corresponding model selection.     

The structure and vulnerability of a drug trafficking collaboration network

Prior research has established that collaboration networks exhibit heavy-tailed degree distributions, assortative degree mixing, and large clustering coefficients. Using court record data, we assess these properties in a collaboration network among heroin traffickers. Consistent with prior research, we find an exponential degree distribution and strong local clustering. However, the traffickers mix dissortatively by degree rather than assortatively. Using a graph sampling method, we show that a consequence of dissortative mixing is that targeted vertex removals have a greater impact on the connectivity and cohesion of the trafficking network. We also note the importance of degree mixing for characterizing and identifying topological weaknesses.     

Multilevel models for social networks: Hierarchical Bayesian approaches to exponential random graph modeling

In many applications, researchers may be interested in studying patterns of dyadic relationships that involve multiple groups, with a focus on modeling the systematic patterns within groups and how these structural patterns differ across groups. A number of different models – many of them potentially quite powerful – have been developed that allow for researchers to study these differences. However, as with any set of models, these are limited in ways that constrain the types of questions researchers may ask, such as those involving the variance in group-wise structural features. In this paper, we demonstrate some of the ways in which multilevel models based on a hierarchical Bayesian approach might be used to further develop and extend existing exponential random graph models to address such constraints. These include random coefficient extensions to the standard ERGM for sets of multiple unconnected or connected networks and examples of multilevel models that allow for the estimation of structural entrainment among connected groups. We demonstrate the application of these models to real-world and simulated data sets.     

Stable exponential random graph models with non-parametric components for large dense networks

Exponential random graph models (ERGM) behave peculiar in large networks with thousand(s) of actors (nodes). Standard models containing 2-star or triangle counts as statistics are often unstable leading to completely full or empty networks. Moreover, numerical methods break down which makes it complicated to apply ERGMs to large networks. In this paper we propose two strategies to circumvent these obstacles. First, we use a subsampling scheme to obtain (conditionally) independent observations for model fitting and secondly, we show how linear statistics (like 2-stars etc.) can be replaced by smooth functional components. These two steps in combination allow to fit stable models to large network data, which is illustrated by a data example including a residual analysis.     

Multilevel embeddedness: The case of the global fisheries governance complex

This paper explores how bilateral and multilateral clustering are embedded in a multilevel system of interdependent networks. We argue that in complex systems in which bilateral and multilateral relations are themselves interrelated, such as global fisheries governance, embeddedness cannot be reduced to unipartite or bipartite clustering but implicates multilevel closure. We elaborate expectations for ties’ multilevel embeddedness based on network theory and substantive considerations and explore them using a multilevel ERGM. We find states’ bilateral ties are embedded in their shared membership in multilateral fisheries agreements, which is itself clustered around foci represented by similar content and treaty secretariats.     

Conditionally exponential random models for individual properties and network structures: Method and application

Exponential random models have been widely adopted as a general probabilistic framework for complex networks and recently extended to embrace broader statistical settings such as dynamic networks, valued networks or two-mode networks. Our aim is to provide a further step into the generalization of this class of models by considering sample spaces which involve both families of networks and nodal properties verifying combinatorial constraints. We propose a class of probabilistic models for the joint distribution of nodal properties (demographic and behavioral characteristics) and network structures (friendship and professional partnership). It results in a general and flexible modeling framework to account for homophily in social structures. We present a Bayesian estimation method based on the full characterization of their sample spaces by systems of linear constraints. This provides an exact simulation scheme to sample from the likelihood, based on linear programming techniques. After a detailed analysis of the proposed statistical methodology, we illustrate our approach with an empirical analysis of co-authorship of journal articles in the field of neuroscience between 2009 and 2013.     

Obesity-related behaviors in adolescent friendship networks

This study examines obesity-related behaviors within adolescent friendship networks, because adolescent peers have been identified as being important determinants of many health behaviors. We applied ERGM selection models for single network observations to determine if close adolescent friends engage in similar behaviors and to explore associations between behavior and popularity. Same-sex friends were found to be similar on measures of organized physical activity in two out of three school-based friendship networks. Female friends were found to engage in similar screen-based behaviors, and male friends tended to be similar in their consumption of high-calorie foods. Popularity (receiving ties) was also associated with some behaviors, although these effects were gender specific and differed across networks.     

NEW SPECIFICATIONS FOR EXPONENTIAL RANDOM GRAPH MODELS

The most promising class of statistical models for expressing structural properties of social networks observed at one moment in time is the class of exponential random graph models (ERGMs), also known as p * models. The strong point of these models is that they can represent a variety of structural tendencies, such as transitivity, that define complicated dependence patterns not easily modeled by more basic probability models. Recently, Markov chain Monte Carlo (MCMC) algorithms have been developed that produce approximate maximum likelihood estimators. Applying these models in their traditional specification to observed network data often has led to problems, however, which can be traced back to the fact that important parts of the parameter space correspond to nearly degenerate distributions, which may lead to convergence problems of estimation algorithms, and a poor fit to empirical data.
This paper proposes new specifications of exponential random graph models. These specifications represent structural properties such as transitivity and heterogeneity of degrees by more complicated graph statistics than the traditional star and triangle counts. Three kinds of statistics are proposed: geometrically weighted degree distributions, alternating k -triangles, and alternating independent two-paths. Examples are presented both of modeling graphs and digraphs, in which the new specifications lead to much better results than the earlier existing specifications of the ERGM. It is concluded that the new specifications increase the range and applicability of the ERGM as a tool for the statistical analysis of social networks.     

Change we can believe in: Comparing longitudinal network models on consistency,interpretability and predictive power

While several models for analysing longitudinal network data have been proposed, their main differences, especially regarding the treatment of time, have not been discussed extensively in the literature. However, differences in treatment of time strongly impact the conclusions that can be drawn from data. In this article we compare auto-regressive network models using the example of TERGMs – a temporal extensions of ERGMs – and process-based models using SAOMs as an example. We conclude that the TERGM has, in contrast to the ERGM, no consistent interpretation on tie-level probabilities, as well as no consistent interpretation on processes of network change. Further, parameters in the TERGM are strongly dependent on the interval length between two time-points. Neither limitation is true for process-based network models such as the SAOM. Finally, both compared models perform poorly in out-of-sample prediction compared to trivial predictive models.     

Who benefits from network intervention programs? TERGM analysis across ten Philippine low-income communities

Building social capital and strengthening social networks among members of low-income communities has been recommended as a potential pathway out of poverty. However, it is not clear how network-strengthening interventions and community-based programs interact with pre-existing networks and power structures. We examine the impact of one such intervention in ten low income communities in the Philippines. The intervention is a standardized program of a faith-based organization implemented in thousands of communities in multiple countries. It brings together low-income individuals in each community for 16 weekly sessions about health, income generation, and Christian values. An important but yet unmeasured goal of the intervention is the strengthening of social networks among the participants. We measured the social networks before and after the intervention and analysed their changes both separately and jointly for all ten communities with temporal exponential random graph models (TERGM). We modelled the post-intervention network structures conditioning on the pre-intervention networks, pre-intervention node attributes, and attribute changes through the intervention. We found social engagement (measured by social visits to others) to moderate most consistently the effects of the intervention across the ten communities. Those who were more socially engaged consistently strengthened their networks through the intervention. By contrast, some network mechanisms strongly diverged between the communities. In particular, religiosity was positively associated with gaining social links through this faith-based intervention in some communities and negatively in others. Similar communities may in some aspects react to the same intervention in opposite ways—a phenomenon that should be further explored through studies of larger numbers of comparable networks.     

Advances in Exponential Random Graph (p*) Models Applied to a Large Social Network

Recent advances in statistical network analysis based on the family of exponential random graph (ERG) models have greatly improved our ability to conduct inference on dependence in large social networks (Snijders 2002, Pattison and Robins 2002, Handcock 2002, Handcock 2003, Snijders et al. 2006, Hunter et al. 2005, Goodreau et al. 2005, previous papers this issue). This paper applies advances in both model parameterizations and computational algorithms to an examination of the structure observed in an adolescent friendship network of 1,681 actors from the National Longitudinal Study of Adolescent Health (AddHealth). ERG models of social network structure are fit using the R package statnet, and their adequacy assessed through comparison of model predictions with the observed data for higher-order network statistics.For this friendship network, the commonly used model of Markov dependence leads to the problems of degeneracy discussed by Handcock (2002, 2003). On the other hand, model parameterizations introduced by Snijders et al (2006) and Hunter and Handcock (2006) avoid degeneracy and provide reasonable fit to the data. Degree-only models did a poor job of capturing observed network structure; those that did best included terms both for heterogeneous mixing on exogenous attributes (grade and self-reported race) as well as endogenous clustering. Networks simulated from this model were largely consistent with the observed network on multiple higher-order network statistics, including the number of triangles, the size of the largest component, the overall reachability, the distribution of geodesic distances, the degree distribution, and the shared partner distribution. The ability to fit such models to large datasets and to make inference about the underling processes generating the network represents a major advance in the field of statistical network analysis.     

Closure,connectivity and degree distributions: Exponential random graph (p*) models for directed social networks

The new higher order specifications for exponential random graph models introduced by Snijders et al. [Snijders, T.A.B., Pattison, P.E., Robins G.L., Handcock, M., 2006. New specifications for exponential random graph models. Sociological Methodology 36, 99–153] exhibit substantial improvements in model fit compared with the commonly used Markov random graph models. Snijders et al., however, concentrated on non-directed graphs, with only limited extensions to directed graphs. In particular, they presented a transitive closure parameter based on path shortening. In this paper, we explain the theoretical and empirical advantages in generalizing to additional closure effects. We propose three new triadic-based parameters to represent different versions of triadic closure: cyclic effects; transitivity based on shared choices of partners; and transitivity based on shared popularity. We interpret the last two effects as forms of structural homophily, where ties emerge because nodes share a form of localized structural equivalence. We show that, for some datasets, the path shortening parameter is insufficient for practical modeling, whereas the structural homophily parameters can produce useful models with distinctive interpretations. We also introduce corresponding lower order effects for multiple two-path connectivity. We show by example that the in- and out-degree distributions may be better modeled when star-based parameters are supplemented with parameters for the number of isolated nodes, sources (nodes with zero in-degrees) and sinks (nodes with zero out-degrees). Inclusion of a Markov mixed star parameter may also help model the correlation between in- and out-degrees. We select some 50 graph features to be investigated in goodness of fit diagnostics, covering a variety of important network properties including density, reciprocity, geodesic distributions, degree distributions, and various forms of closure. As empirical illustrations, we develop models for two sets of organizational network data: a trust network within a training group, and a work difficulty network within a government instrumentality.     

Representing degree distributions, clustering, and homophily in social networks with latent cluster random effects models

Social network data often involve transitivity, homophily on observed attributes, community structure, and heterogeneity of actor degrees. We propose a latent cluster random effects model to represent all of these features, and we develop Bayesian inference for it. The model is applicable to both binary and non-binary network data. We illustrate the model using two real datasets: liking between monks and coreaderships between Slovenian publications. We also apply it to two simulated network datasets with very different network structure but the same highly skewed degree sequence generated from a preferential attachment process. One has transitivity and community structure while the other does not. Models based solely on degree distributions, such as scale-free, preferential attachment and power-law models, cannot distinguish between these very different situations, but the latent cluster random effects model does.     

A comparison of email networks and off-line social networks: A study of a medium-sized bank

Recently there has been a surge in the availability of online data concerning the connections between people, and these online data are now widely used to map the social structure of communities. There has been little research, however, on how these new types of relational data correspond to classical measures of social networks. To fill this gap, we contrast the structure of an email network with the underlying friendship, communication, and advice seeking networks. Our study is an explorative case study of a bank, and our data contains emails among employees and a survey of the ego networks of the employees. Through calculating correlations with QAP standard errors and estimating exponential random graph (ERG) models, we find that although the email network is related to the survey-based social networks, email networks are also significantly different: while off-line social networks are strongly shaped by gender, tenure, and hierarchical boundaries, the role of these boundaries are much weaker in the email network.