IDEAS home Printed from https://ideas.repec.org/a/eee/econom/v209y2019i2p145-157.html
   My bibliography  Save this article

Portal nodes screening for large scale social networks

Author

Listed:
  • Zhu, Xuening
  • Chang, Xiangyu
  • Li, Runze
  • Wang, Hansheng

Abstract

Network autoregression model (NAM), as a powerful tool to study user social behaviors on large scale social networks, has drawn great attention in recent years. In this paper, we are interested in identifying the influential users (i.e., portal nodes) in a social network under the framework of NAM. Especially, we consider the autoregression model that allows to have a heterogeneous and sparse network effect coefficients. Therefore, the portal nodes take influential powers which are corresponding to the nonzero network effect coefficients. A screening procedure is designed to screen out the portal nodes and the strong screening consistency is established theoretically. A quasi maximum likelihood method is applied to estimate the influential powers. The asymptotic normality of the resulting estimator is established. Further selection procedure is given by taking advantage of the local linear approximation algorithm. Extensive numerical studies are conducted by using a Sina Weibo dataset for illustration purpose.

Suggested Citation

  • Zhu, Xuening & Chang, Xiangyu & Li, Runze & Wang, Hansheng, 2019. "Portal nodes screening for large scale social networks," Journal of Econometrics, Elsevier, vol. 209(2), pages 145-157.
  • Handle: RePEc:eee:econom:v:209:y:2019:i:2:p:145-157
    DOI: 10.1016/j.jeconom.2018.12.021
    as

    Download full text from publisher

    File URL: http://www.sciencedirect.com/science/article/pii/S0304407618302689
    Download Restriction: Full text for ScienceDirect subscribers only

    File URL: https://libkey.io/10.1016/j.jeconom.2018.12.021?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    1. Härdle, Wolfgang Karl & Wang, Weining & Yu, Lining, 2016. "TENET: Tail-Event driven NETwork risk," Journal of Econometrics, Elsevier, vol. 192(2), pages 499-513.
    2. Zou, Hui, 2006. "The Adaptive Lasso and Its Oracle Properties," Journal of the American Statistical Association, American Statistical Association, vol. 101, pages 1418-1429, December.
    3. Yu, Jihai & de Jong, Robert & Lee, Lung-fei, 2008. "Quasi-maximum likelihood estimators for spatial dynamic panel data with fixed effects when both n and T are large," Journal of Econometrics, Elsevier, vol. 146(1), pages 118-134, September.
    4. Raghuram Iyengar & Christophe Van den Bulte & Thomas W. Valente, 2011. "Opinion Leadership and Social Contagion in New Product Diffusion," Marketing Science, INFORMS, vol. 30(2), pages 195-212, 03-04.
    5. Emre Barut & Jianqing Fan & Anneleen Verhasselt, 2016. "Conditional Sure Independence Screening," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 111(515), pages 1266-1277, July.
    6. Xiaodong Liu & Eleonora Patacchini & Edoardo Rainone, 2017. "Peer effects in bedtime decisions among adolescents: a social network model with sampled data," Econometrics Journal, Royal Economic Society, vol. 20(3), pages 103-125, October.
    7. Hinz, Oliver & Skiera, Bernd & Barrot, Christian & Becker, Jan, 2011. "Seeding Strategies for Viral Marketing: An Empirical Comparison," Publications of Darmstadt Technical University, Institute for Business Studies (BWL) 56543, Darmstadt Technical University, Department of Business Administration, Economics and Law, Institute for Business Studies (BWL).
    8. Ethan Cohen‐Cole & Xiaodong Liu & Yves Zenou, 2018. "Multivariate choices and identification of social interactions," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 33(2), pages 165-178, March.
    9. Lung-Fei Lee & Jihai Yu, 2009. "Spatial Nonstationarity and Spurious Regression: the Case with a Row-normalized Spatial Weights Matrix," Spatial Economic Analysis, Taylor & Francis Journals, vol. 4(3), pages 301-327.
    10. Tao Zou & Wei Lan & Hansheng Wang & Chih-Ling Tsai, 2017. "Covariance Regression Analysis," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 112(517), pages 266-281, January.
    11. Dou, Baojun & Parrella, Maria Lucia & Yao, Qiwei, 2016. "Generalized Yule–Walker estimation for spatio-temporal models with unknown diagonal coefficients," Journal of Econometrics, Elsevier, vol. 194(2), pages 369-382.
    12. Fan J. & Li R., 2001. "Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties," Journal of the American Statistical Association, American Statistical Association, vol. 96, pages 1348-1360, December.
    13. Jing Zhou & Yundong Tu & Yuxin Chen & Hansheng Wang, 2017. "Estimating Spatial Autocorrelation With Sampled Network Data," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 35(1), pages 130-138, January.
    14. Sinan Aral & Dylan Walker, 2011. "Creating Social Contagion Through Viral Product Design: A Randomized Trial of Peer Influence in Networks," Management Science, INFORMS, vol. 57(9), pages 1623-1639, February.
    15. Lung-Fei Lee, 2004. "Asymptotic Distributions of Quasi-Maximum Likelihood Estimators for Spatial Autoregressive Models," Econometrica, Econometric Society, vol. 72(6), pages 1899-1925, November.
    16. Dou, Baojun & Parrella, Maria Lucia & Yao, Qiwei, 2016. "Generalized Yule–Walker estimation for spatio-temporal models with unknown diagonal coefficients," LSE Research Online Documents on Economics 67151, London School of Economics and Political Science, LSE Library.
    Full references (including those not matched with items on IDEAS)

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Chen, Yu & Gao, Yu & Shu, Lei & Zhu, Xiaonan, 2023. "Network effects on risk co-movements: A network quantile autoregression-based analysis," Finance Research Letters, Elsevier, vol. 56(C).
    2. Xu, Xiu & Wang, Weining & Shin, Yongcheol, 2020. "Dynamic Spatial Network Quantile Autoregression," IRTG 1792 Discussion Papers 2020-024, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series".
    3. Huang, Danyang & Hu, Wei & Jing, Bingyi & Zhang, Bo, 2023. "Grouped spatial autoregressive model," Computational Statistics & Data Analysis, Elsevier, vol. 178(C).
    4. Zhao, Jiayang & Liu, Jie, 2023. "Homogeneous analysis on network effects in network autoregressive model," Finance Research Letters, Elsevier, vol. 58(PD).
    5. Wu, Yujia & Lan, Wei & Fan, Xinyan & Fang, Kuangnan, 2024. "Bipartite network influence analysis of a two-mode network," Journal of Econometrics, Elsevier, vol. 239(2).
    6. Chen, Elynn Y. & Fan, Jianqing & Zhu, Xuening, 2023. "Community network auto-regression for high-dimensional time series," Journal of Econometrics, Elsevier, vol. 235(2), pages 1239-1256.

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Ren, Yimeng & Li, Zhe & Zhu, Xuening & Gao, Yuan & Wang, Hansheng, 2024. "Distributed estimation and inference for spatial autoregression model with large scale networks," Journal of Econometrics, Elsevier, vol. 238(2).
    2. Michele Aquaro & Natalia Bailey & M. Hashem Pesaran, 2021. "Estimation and inference for spatial models with heterogeneous coefficients: An application to US house prices," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 36(1), pages 18-44, January.
    3. Zhu, Xuening & Huang, Danyang & Pan, Rui & Wang, Hansheng, 2020. "Multivariate spatial autoregressive model for large scale social networks," Journal of Econometrics, Elsevier, vol. 215(2), pages 591-606.
    4. Zhu, Xuening & Wang, Weining & Wang, Hansheng & Härdle, Wolfgang Karl, 2019. "Network quantile autoregression," Journal of Econometrics, Elsevier, vol. 212(1), pages 345-358.
    5. Xuan Liang & Jiti Gao & Xiaodong Gong, 2022. "Semiparametric Spatial Autoregressive Panel Data Model with Fixed Effects and Time-Varying Coefficients," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 40(4), pages 1784-1802, October.
    6. Chen, Elynn Y. & Fan, Jianqing & Zhu, Xuening, 2023. "Community network auto-regression for high-dimensional time series," Journal of Econometrics, Elsevier, vol. 235(2), pages 1239-1256.
    7. Hanno Reuvers & Etienne Wijler, 2021. "Sparse Generalized Yule-Walker Estimation for Large Spatio-temporal Autoregressions with an Application to NO2 Satellite Data," Papers 2108.02864, arXiv.org, revised Dec 2021.
    8. Huang, Danyang & Hu, Wei & Jing, Bingyi & Zhang, Bo, 2023. "Grouped spatial autoregressive model," Computational Statistics & Data Analysis, Elsevier, vol. 178(C).
    9. Wu, Yujia & Lan, Wei & Fan, Xinyan & Fang, Kuangnan, 2024. "Bipartite network influence analysis of a two-mode network," Journal of Econometrics, Elsevier, vol. 239(2).
    10. Reuvers, Hanno & Wijler, Etienne, 2024. "Sparse generalized Yule–Walker estimation for large spatio-temporal autoregressions with an application to NO2 satellite data," Journal of Econometrics, Elsevier, vol. 239(1).
    11. repec:hum:wpaper:sfb649dp2016-047 is not listed on IDEAS
    12. Tizheng Li & Xiaojuan Kang, 2022. "Variable selection of higher-order partially linear spatial autoregressive model with a diverging number of parameters," Statistical Papers, Springer, vol. 63(1), pages 243-285, February.
    13. Li, Xinjue & Zboňáková, Lenka & Wang, Weining & Härdle, Wolfgang Karl, 2019. "Combining Penalization and Adaption in High Dimension with Application in Bond Risk Premia Forecasting," IRTG 1792 Discussion Papers 2019-030, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series".
    14. Jingxuan Luo & Lili Yue & Gaorong Li, 2023. "Overview of High-Dimensional Measurement Error Regression Models," Mathematics, MDPI, vol. 11(14), pages 1-22, July.
    15. Fang Lu & Jing Yang & Xuewen Lu, 2022. "One-step oracle procedure for semi-parametric spatial autoregressive model and its empirical application to Boston housing price data," Empirical Economics, Springer, vol. 62(6), pages 2645-2671, June.
    16. Jin, Fei & Lee, Lung-fei, 2018. "Irregular N2SLS and LASSO estimation of the matrix exponential spatial specification model," Journal of Econometrics, Elsevier, vol. 206(2), pages 336-358.
    17. Sarah Gelper & Ralf van der Lans & Gerrit van Bruggen, 2021. "Competition for Attention in Online Social Networks: Implications for Seeding Strategies," Management Science, INFORMS, vol. 67(2), pages 1026-1047, February.
    18. Yueqin Wu & Yan Sun, 2017. "Shrinkage estimation of the linear model with spatial interaction," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 80(1), pages 51-68, January.
    19. Kwok, Hon Ho, 2019. "Identification and estimation of linear social interaction models," Journal of Econometrics, Elsevier, vol. 210(2), pages 434-458.
    20. Liangfei Qiu & Zhan (Michael) Shi & Andrew B. Whinston, 2018. "Learning from Your Friends’ Check-Ins: An Empirical Study of Location-Based Social Networks," Information Systems Research, INFORMS, vol. 29(4), pages 1044-1061, December.
    21. Xuan Liu & Jianbao Chen, 2021. "Variable Selection for the Spatial Autoregressive Model with Autoregressive Disturbances," Mathematics, MDPI, vol. 9(12), pages 1-20, June.

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:econom:v:209:y:2019:i:2:p:145-157. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.elsevier.com/locate/jeconom .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.