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Psychometrika

, Volume 84, Issue 4, pp 1068–1096 | Cite as

Contemporaneous Statistics for Estimation in Stochastic Actor-Oriented Co-evolution Models

  • Viviana AmatiEmail author
  • Felix Schönenberger
  • Tom A. B. Snijders
Article
  • 117 Downloads

Abstract

Stochastic actor-oriented models (SAOMs) can be used to analyse dynamic network data, collected by observing a network and a behaviour in a panel design. The parameters of SAOMs are usually estimated by the method of moments (MoM) implemented by a stochastic approximation algorithm, where statistics defining the moment conditions correspond in a natural way to the parameters. Here, we propose to apply the generalized method of moments (GMoM), using more statistics than parameters. We concentrate on statistics depending jointly on the network and the behaviour, because of the importance of their interdependence, and propose to add contemporaneous statistics to the usual cross-lagged statistics. We describe the stochastic algorithm developed to approximate the GMoM solution. A small simulation study supports the greater statistical efficiency of the GMoM estimator compared to the MoM.

Keywords

generalized method of moments networks behaviour panel data stochastic actor-oriented model stochastic approximation 

Notes

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Copyright information

© The Psychometric Society 2019

Authors and Affiliations

  1. 1.Social Networks Lab, Department of Humanities, Social and Political SciencesETH ZurichZurichSwitzerland
  2. 2.Department of Sociology, Faculty of Behavioral and Social SciencesUniversity of GroningenGroningenThe Netherlands
  3. 3.Nuffield CollegeUniversity of OxfordOxfordUK
  4. 4.Department of StatisticsUniversity of OxfordOxfordUK

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