The Annals of Applied Statistics

A mixed effects model for longitudinal relational and network data, with applications to international trade and conflict

Anton H. Westveld and Peter D. Hoff

Full-text: Open access

Abstract

The focus of this paper is an approach to the modeling of longitudinal social network or relational data. Such data arise from measurements on pairs of objects or actors made at regular temporal intervals, resulting in a social network for each point in time. In this article we represent the network and temporal dependencies with a random effects model, resulting in a stochastic process defined by a set of stationary covariance matrices. Our approach builds upon the social relations models of Warner, Kenny and Stoto [Journal of Personality and Social Psychology 37 (1979) 1742–1757] and Gill and Swartz [Canad. J. Statist. 29 (2001) 321–331] and allows for an intra- and inter-temporal representation of network structures. We apply the methodology to two longitudinal data sets: international trade (continuous response) and militarized interstate disputes (binary response).

Article information

Source
Ann. Appl. Stat., Volume 5, Number 2A (2011), 843-872.

Dates
First available in Project Euclid: 13 July 2011

Permanent link to this document
https://projecteuclid.org/euclid.aoas/1310562208

Digital Object Identifier
doi:10.1214/10-AOAS403

Mathematical Reviews number (MathSciNet)
MR2840178

Zentralblatt MATH identifier
05961694

Keywords
Bayesian inference international trade longitudinal data militarized interstate disputes network data relational data

Citation

Westveld, Anton H.; Hoff, Peter D. A mixed effects model for longitudinal relational and network data, with applications to international trade and conflict. Ann. Appl. Stat. 5 (2011), no. 2A, 843--872. doi:10.1214/10-AOAS403. https://projecteuclid.org/euclid.aoas/1310562208


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