Focused Model Selection for Social Networks

25 Pages Posted: 29 Mar 2016

See all articles by Eugen Pircalabelu

Eugen Pircalabelu

KU Leuven - Faculty of Business and Economics (FBE)

Gerda Claeskens

KU Leuven - Department of Economics

Date Written: March 2016

Abstract

We present a focused selection method for social networks. The procedure is driven by a focus, the main quantity we want to estimate well. It represents the statistical translation of a research hypothesis into parameters of interest. Given a collection of models, the procedure estimates for each model the mean squared error of the estimator of the focus. The model with the smallest such value is selected. We present focused model selection for (i) exponential random graph models, (ii) network autocorrelation models and (iii) network regression models to investigate existing relations in social networks. Worked-out examples illustrate the methodology.

Keywords: Variable selection, Social network, Focused information criterion, Exponential random graphs, Network based models

Suggested Citation

Pircalabelu, Eugen and Claeskens, Gerda, Focused Model Selection for Social Networks (March 2016). Available at SSRN: https://ssrn.com/abstract=2755879 or http://dx.doi.org/10.2139/ssrn.2755879

Eugen Pircalabelu (Contact Author)

KU Leuven - Faculty of Business and Economics (FBE) ( email )

Naamsestraat 69
Leuven, B-3000
Belgium

Gerda Claeskens

KU Leuven - Department of Economics ( email )

Leuven, B-3000
Belgium

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