Testing For Global Covariate Effects in Dynamic Interaction Event Networks
Abstract
In statistical network analysis it is common to observe so called interaction data. Such data is characterized by actors forming the vertices and interacting along edges of the network, where edges are randomly formed and dissolved over the observation horizon. In addition covariates are observed and the goal is to model the impact of the covariates on the interactions. We distinguish two types of covariates: global, systemwide covariates (i.e. covariates taking the same value for all individuals, such as seasonality) and local, dyadic covariates modeling interactions between two individuals in the network. Existing continuous time network models are extended to allow for comparing a completely parametric model and a model that is parametric only in the local covariates but has a global nonparametric time component. This allows, for instance, to test whether global time dynamics can be explained by simple global covariates like weather, seasonality etc. The procedure is applied to a bikesharing network by using weather and weekdays as global covariates and distances between the bike stations as local covariates.
 Publication:

arXiv eprints
 Pub Date:
 March 2021
 arXiv:
 arXiv:2103.14668
 Bibcode:
 2021arXiv210314668K
 Keywords:

 Statistics  Methodology;
 Mathematics  Statistics Theory