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Diagnosing Multicollinearity in Exponential Random Graph Models

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  • Duxbury, Scott W

Abstract

Exponential random graph models (ERGM) have been widely applied in the social sciences in the past ten years. However, diagnostics for ERGM have lagged behind their use. Collinearity-type problems can emerge without detection when fitting ERGM, skewing coefficients, biasing standard errors, and yielding inconsistent model estimates. This article provides a method to detect multicollinearity in ERGM. It outlines the problem and provides a method to calculate the variance inflation factor from ERGM parameters. It then evaluates the method with a Monte Carlo simulation, fitting 216,000 ERGMs and calculating the variance inflation factors for each model. The distribution of variance inflation factors is analyzed using multilevel regression to determine what network characteristics lend themselves to collinearity-type problems. The relationship between variance inflation factors and unstable standard errors (a standard sign of collinearity) is also examined. The method is shown to effectively detect multicollinearity and guidelines for interpretation are discussed.

Suggested Citation

  • Duxbury, Scott W, 2018. "Diagnosing Multicollinearity in Exponential Random Graph Models," SocArXiv 2tgm7, Center for Open Science.
    • Handle: RePEc:osf:socarx:2tgm7
    DOI: 10.31219/osf.io/2tgm7
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    1. Pavel N. Krivitsky & Mark S. Handcock, 2014. "A separable model for dynamic networks," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 76(1), pages 29-46, January.
    2. Steven Goodreau & James Kitts & Martina Morris, 2009. "Birds of a feather, or friend of a friend? using exponential random graph models to investigate adolescent social networks," Demography, Springer;Population Association of America (PAA), vol. 46(1), pages 103-125, February.
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    5. Duxbury, Scott W, 2019. "Mediation and Moderation in Statistical Network Models," SocArXiv 9bs4u, Center for Open Science.

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