MCMC estimation for the p2 network regression model with crossed random effects
Abstract
The p2 model is a statistical model for the analysis of binary relational data with covariates, as occur in social network studies. It can be characterized as a multinomial regression model with crossed random effects that reflect actor heterogeneity and dependence between the ties from and to the same actor in the network. Three Markov chain Monte Carlo (MCMC) estimation methods for the p2 model are presented to improve iterative generalized least squares (IGLS) estimation developed earlier, two of which use random walk proposals. The third method, an independence chain sampler, and one of the random walk algorithms use normal approximations of the binary network data to generate proposals in the MCMC algorithms. A large‐scale simulation study compares MCMC estimates with IGLS estimates for networks with 20 and 40 actors. It was found that the IGLS estimates have a smaller variance but are severely biased, while the MCMC estimates have a larger variance with a small bias. For networks with 20 actors, mean squared errors are generally comparable or smaller for the IGLS estimates. For networks with 40 actors, mean squared errors are the smallest for the MCMC estimates. Coverage rates of confidence intervals are good for the MCMC estimates but not for the IGLS estimates.
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