Home

Manual for SIENA version 3.2. - the Department of Statistics

1. where sim is the mean of all similarity scores which are defined as sim Alos with A max j v vj being the observed range of the covariate v and fourth the v related identity is defined by he j vig T vi v where the indicator function I v vj is 1 if the condition v v is satisfied and 0 if it is not user defined interaction effects are possible as described in Section 6 6 The internal effect parameter is decomposed by SIENA into its two or three constituents as described in the mentioned section The change statistic for the interaction is the product of the change statistics of the two or three components 56 16 Running Siena outside of StOCNET The SIENA program consists of a basic computation part which is associated with the SCOCNET windows shell The computational part can be used both directly and from StOCNET The StOC NET windows shell is easy for data specification and model definition However especially for frequent users it can be more convenient to run SIENA outside of the StOCNET environment How to do this is explained in this section The computational part of SIENA is composed of six executable programs These programs are 1 Siena01 exe for the basic data input using an existing basic information file see below 2 Siena02 exe for data description 3 Siena04 exe for changing the preset non estimated internal effect parameters in the defini tions of the effects and for
2. 3 generate At E A choose random i A for all k 1 K and 7 1 n calculate Sik x i gt j see 4 5 in Section 22 1 6 forall 7 1 n calculate fileli j Ek Busia ali j ae 7 choose random j exp fi ax i gt j 8 Sett t At 9 Set Tij i 1 Tij 10 a if estimation method is conditional Doig Pig Tiz ta jltiz te ig t1 b if est method is unconditional t gt 1 statistics u X Initialise_y matyn time RunEpoch RunStep rs_tau NewRanp i UtilityComponents or Contrib_n Contrib_fn ChoiceProbabilities NewRanp j ChangeTie Distance ObservedNetworkDistance time NetworkStatistics The procedures and variables in this outline are defined in the following data types procedures and units The list is in the order of their occurrence in the outline Procedure variable Initialise_y matyn time RunEpoch RunStep rs_tau NewRanp i UtilityComponents Defined in type in unit or procedure ModelSpecification S_Base Eight ModelSpecification S Base ModelSpecification S_Base ModelSpecification S_Base RunStep S_Base RanGen RunStep S_Base TEffects Digraph 75 Contrib_n Contrib_fn ChoiceProbabilities NewRanp J ChangeTie Distance ObservedNetworkDistance time NetworkStatistics TEffects TEffects ModelSpecification RunStep ModelSpecification ModelSpecification DataSpecification ModelSpecification Mode
3. outdegrees effect on rate 65 000 0 000000 0 lss The section must contain first a row with the number of effects further down for each of these effects two rows one containing the effect name the other containing a sequence of numbers These have the following meaning a 0 1 entry denoting whether the effect is included 1 or excluded 0 a 0 1 entry denoting whether the effect is fixed 1 or not fixed 0 during the estimation process a 0 1 entry indicating whether a fixed effect shall be included 1 or excluded 0 in goodness of fit calculations see Section 9 the starting value of the parameter for the estimation procedure an internal effect parameter for modeling the constants c in the mathematical definition of the effects see Section 15 1 1 Subsections 2 x 2 contain the specification of the network decision rule including the evaluation endowment functions and which has the following shape 2 1 2 objective function effects for dependent network variable 1 46 number of such effects first row contains label of the effect next three rows functions in which effect can be included row 1 evaluation function row 2 endowment function row 3 reinforcement function columns correspond to a inclusion b random effects c fixing d testing e starting value f potential extra parameters for effect calculation density outdegree 1000 1 143698 0 0000 0 000000
4. popularity of alter sqrt measure effect defined by 1 n times the sum of the square roots of the in degrees of the others to whom 7 is tied sig 2 5 Dog Tij YTF Dog Tij Dn THI this often works better in practice than the popularity effect itself also it is often reasonable to assume that differences between high in degrees are relatively less important than the same differences between low in degrees activity effect defined by 1 n times the sum of the out degrees of the others to whom is tied Hy a Dj ty j F opty Dn ean for non directed networks the popularity and activity effects are taken together as degree effects since in degrees and out degrees are the same in this case out degree up to c where c is some constant defined by sito 2 max z square root out degree c x o d where c is some constant defined by Sit 2 yT Cit where c is chosen to diminish the collinearity between this and the density effect squared out degree c where c is some constant defined by net gt 2 Siia 2 Ti where c is chosen to diminish the collinearity between this and the density effect sum of 1 out degree c where c is some constant defined by siis x 1 ai4 48 14 15 16 17 18 sum of 1 out degree c out degree c 1 where c is some constant defined by aris 1 z i oie e411 number of 3 cycles s
5. where x 1 indicates presence of a tie from i to j while xi 0 indicates absence of this tie 2 reciprocity effect defined by the number of reciprocated ties siz a a Tij Lji 3 transitivity effect defined by the number of transitive patterns in 2 s relations ordered pairs of actors j h to both of whom is tied while also j is tied to h tA for directed networks 75 n Zij Lin Zjh and for non directed networks s x ch Lij Lin Ljh 3 47 10 11 12 13 direct and indirect ties effect defined by the number of actors to whom 7 is directly as well as indirectly tied sig x Xj Zij Maxn Lin Lj balance defined by the similarity between the outgoing ties of actor 7 and the outgoing ties of the other actors j to whom 7 is tied n n 1 snst x dt 5 bo Gin Zin j 1 h 1 h i j where bo is a constant included to reduce the correlation between this effect and the density effect defined by M n n S JO ain tm zjnltm 1 m 1 i j 1 h 1 hij M Dn n 1 n 2 number of distances two effect defined by the number of actors to whom 7 is indirectly tied through one intermediary i e at sociometric distance 2 sig x FL Zij 0 max Tin Thi gt 0 popularity effect defined by 1 n times the sum of the in degrees of the others to whom i is tied net ste a P tiy 43 Fy Vig Dp Ths
6. 2 Generalised score test c 1 eval reciprocity 0 0000 c 3 9982 d f 1 p value 0 0455 one sided normal variate 1 9996 One step estimates 1 constant network rate period 1 6 3840 1 constant network rate period 2 6 4112 eval outdegree density 0 9404 eval reciprocity 1 2567 To understand what test statistic lt c gt is about consider the case where the network is observed at two time points and let R be the number of reciprocated ties at the second time point Then it can be shown that the test statistic is some function of Expected R under the restricted model observed R Thus the test statistic has some appealing interpretation in terms of goodness of fit when re ciprocated ties do have added value for the firms which means that the reciprocity parameter is not 0 other than the model assumes then the deviation of the observed R from the R that is expected under the model will be large large misfit and so will be the value of the test statistic Large values of the test statistic imply low p values which in turn suggests to abandon the model in favor of models incorporating reciprocity Under some conditions the distribution of the test statistic tends as the number of observations increases to the chi square distribution where the number of degrees of freedom is equal to the number of restricted parameters The corresponding p value is given in the output file In the present case one parame
7. An actor oriented statistical network model Computational and Mathematical Organization Theory 5 167 192 van Duijn M A J E P H Zeggelink M Huisman F N Stokman and F W Wasseur 2003 Evolution of Sociology Freshmen into a Friendship Network Journal of Mathematical Sociology 27 153 191 Wasserman S 1979 A stochastic model for directed graphs with transition rates determined by reciprocity Pp 392 412 in Sociological Methodology 1980 edited by K F Schuessler San 84 Francisco Jossey Bass Wasserman S and P Pattison 1996 Logit models and logistic regression for social networks I An introduction to Markov graphs and p Psychometrika 61 401 425 85
8. These are the effects defined in formula 18 of Snijders 2003b and indicated with the parameters Qj amp 2 and a3 respectively The user has to see from the estimation results which or which two out of these effects should be included to yield a good fit for the out degrees In addition these types there is Model Type 6 which implements the reciprocity model of Wasserman 1979 and Leenders 1995 also see Snijders 1999 2005 provided that no other effects are chosen than the outdegree effect the reciprocity effect and perhaps the reciprocity endowment effect and possible also effects of actor covariates or dyadic covariates This model is meaningful only as a straw man model to provide a test of the null hypothesis that the dynamics of the dyads are mutually independent against the alternative hypothesis that there do exist network effects which make the dyad processes mutually dependent For this purpose Model Type 6 can be chosen while for one or more network effects such as the effects representing transitivity the null hypothesis is tested that their coefficients are zero see Section 9 The Model Type is specified in the model options as part of the Model Code 6 5 2 Model Type non directed networks Non directed networks are an undocumented option there currently only is the presentation Snij ders 2007 and therefore mentioned here reluctantly for those users who want to use this option anyway SIENA detect
9. Unit S_BASE has an include file S EFFECTS which contains the basic definitions of the available effects i e components of the evaluation and endowment functions The effects are defined in the procedure DefineNetworkEffects The effects in the evaluation and endowment functions are defined conjointly see below e C For the evaluation and endowment functions of the behavior dynamics 1 Procedure DefineModel_fnames and DefineModel_gnames define the names of the effects in the evaluation and endowment functions respectively 2 function Contr_fa and Contr_ga give the contribution of each effect to the evaluation and endowment functions respectively e D For the statistics 1 Procedure DefineFunctionnames defines the names of the statistics for the network statis tics this uses the names defined in procedure DefineNetworkEffects in file S EFFECTS 2 procedures NetworkStatistics and ActionStatistics calculate the statistics 22 1 Effect definition Unit DIGRAPH is used not only to define data types but also for defining effects 1 type TEffect defines an effect which is a term in the evaluation function and possibly a corresponding term in the endowment function 2 type TEffects defines an array of effects The effects are defined by means of the arrays 78 1 ContributionWeight giving weights for the contribution of this effect to the evaluation func tion 2 ConfigWeight giving weights for the definition of th
10. first look at the t statistics for deviations from targets These are good if they are all smaller than 0 1 in absolute value and reason ably good if they are all smaller than 0 2 We say that the algorithm has converged if they are all smaller than 0 1 in absolute value and that it has nearly converged if they are all smaller than 0 2 These bounds are indications only and may be taken with a grain of salt Items 3 4 apply only to the ERGM non longitudinal case and to estimation for longitudinal data using the ML Maximum Likelihood method Inthe ERGM non longitudinal case and when using the ML Maximum Likelihood method for longitudinal data it is often harder to obtain good convergence This means that it may take several runs of the estimation algorithm and that it may be necessary to fiddle with two parameters in the Model Specification Options the Multiplication factor and the Initial value of gain parameter The Multiplication factor determines for these cases the number of Metropolis Hastings steps taken for simulating each new network When this is too low the sequentially simulated networks are too similar which will lead to high autocorrelation in the generated statistics This leads to poor performance of the algorithm These autocorrelations are given in the output file When some autocorrelations are more than 0 1 it is good to increase the Multi plication factor When the Multiplication factor is unne
11. in particular it is possible that the effect in question does have to be included in the model to have a good fit but the precise parameter value is poorly defined hence the large standard error and the significance of the effect cannot be tested with the t ratio This can be explored by estimating the model without this parameter and also with this parameter fixed at some large value see section 13 1 whether the value is large positive or large negative depends on the direction of the effect For the results of both model fits it is advisable to check the fit by simulating the resulting model and considering the statistic corresponding to this particular parameter The indicative sizes of 2 and 5 result from experience with network effects and with effects of covariates on usual scales with standard deviations ranging between say 0 4 and 2 These numbers have to be modified for covariates with different standard errors 3 Collinearity check After the parameter estimates the covariance matrix of the estimates is presented In this case it is Covariance matrix of estimates correlations below diagonal 0 087 0 036 0 003 0 230 0 283 0 033 0 078 0 440 0 020 The diagonal values are the variances i e the squares of the standard errors e g 0 087 is the square of 0 2957 Below the diagonal are the correlations E g the correlation between the esti mated density effect and the estimated reciprocity effect is 0 230 T
12. which defines the contribution of each given effect to the endowment function for the behavior and is used in procedure Runstep 5 Unit S ML contains procedures for maximum likelihood estimation including the chain data structure for the augmented data The main function computed here is Scores the score function for the augmented data This unit includes the function FRAN Function Random which is the basic function in the equation solved by procedure POLRUP in unit S_EST Depending on the type of estimation requested FRAN calls function SimStats in unit S BASE or function Scores in unit S_ML 6 In unit S_EST the Robbins Monro algorithm is contained in the procedure POLRUP for Polyak Ruppert see Snijders 2001 When parameters are to be tested by Neyman Rao tests S_EST calls the procedure TestStatistic in the unit S_TEST 7 Unit S_SIM is used for simulations and calls the function SimStats in S_BASE 8 The unit S ERGM_EST and the file S LERGM PAS which is an include file used in S_BASE contain procedures used only for the ERGM non longitudinal 1 observation case 21 1 Sketch of the simulation algorithm The simulation algorithm used in the Method of Moments estimation as well as for straight simulation is explained here using the notation of Snijders 2005 and Snijders Steglich and Schweinberger 2007 It is formulated here only for the case of two observation moments t and t2 and no dependent behavior v
13. 0 0000 0 000000 0 reciprocity 1000 1 467572 0 0000 0 000000 0000 0 000000 0 The section must contain first a row with the number of effects further down for each of these effects four rows one containing the effect name the other containing sequences of numbers These have the following meaning jo a 0 1 entry denoting whether the effect is included x a 0 1 entry denoting whether a corresponding random effect effect is included a 0 1 entry denoting whether the effect is fixed a 0 1 entry indicating whether a fixed effect is included in goodness of fit calcula tions the starting value of the parameter for the estimation procedure an internal effect parameter Of the three rows that follow this pattern the first row corresponds to the evaluation function the second row corresponds to the endowment function and the third row is reserved for future model extensions that allow the modeling of adaptive learning behavior In the current version of SIENA but one dependent network variable can be analyzed at a time so there will only be sections 2 1 y 66 e Sections starting 3 x contain the model specification for dependent action variables again indexed by x as for the network variables there are two subsections Subsections 3 x 1 contain the specification of the behavioral rate function Subsections 3 x 2 contain the specification of the behavioral decision rule including the ev
14. 1 or Model Type 2 gives a better fit to the observed degree distribution the output gives a comparison between the observed out degrees and the fitted distribution of the out degrees as exhibited by the simulated out degrees For Model Type 2 this comparison is always given For Model Type 1 this comparison is given by adding 10 to the Model Code in the advanced options For TEX users the log file contains code that can be used to make a graph of the type given in Snijders 2003 For using Model Type 2 it is advised to first estimate some model according to Model Type 1 this may be a simple model containing a reciprocity effect only but it could also include more effects and then using the parameters estimated under Model Type 1 change the specification to Model Type 2 and use the unconditional estimation method see Section 7 3 4 instead of the conditional method which is the default It is likely that the very first model estimated under Model Type 2 will have results with poor convergence properties but in such cases it is advised just to estimate the same model another time now using the parameter values obtained under the previous Model Type 2 run as the initial values for the estimation To obtain a good model specification with respect to the rates of change in dependence of the out degrees three effects can be included 1 the out degrees effect 2 the factorial out degree effect 3 the logarithmic out degree effect
15. A B 2002 Markov Chain Monte Carlo Estimation of Exponential Random Graph Models Journal of Social Structure Vol 3 2002 No 2 Available from http www2 heinz cmu edu project INSNA joss index1 html Snijders T A B 2003 Accounting for Degree Distributions in Empirical Analysis of Network Dynam ics Proceedings of the National Academy of Sciences USA to be published Available from http stat gamma rug nl snijders siena html Snijders T A B 2004 Explained Variation in Dynamic Network Models Math matiques Informa tique et Sciences Humaines Mathematics and Social Sciences 168 4 Snijders T A B 2005 Models for Longitudinal Network Data Chapter 11 in P Carrington J Scott and S Wasserman Eds Models and methods in social network analysis New York Cambridge University Press Snijders T A B 2006 Statistical Methods for Network Dynamics In S R Luchini et al eds Pro ceedings of the XLIII Scientific Meeting Italian Statistical Society pp 281 296 Padova CLEUP Snijders T A B 2007 Analysing dynamics of non directed social networks In preparation Trans parencies available at internet Snijders T A B J H Koskinen and M Schweinberger 2007 Maximum Likelihood Estimation for Social Network Dynamics In preparation Snijders T A B P E Pattison G L Robins and M S Handcock 2006 New specifications for exponential random graph models Sociological Methodology 99 153 Snijders Tom A B St
16. SI file 00 19 3 Data files 00 19 4 Output files 0 20 Units and executable files 20 1 Executable files 21 Starting to look at the source code 21 1 Sketch of the simulation algorithm 22 Parameters and effects 22 1 Effect definition 22 2 Changing or adding definitions of effects 23 Statistical Monte Carlo Studies 24 Constants 25 References 62 62 62 65 65 69 70 70 71 72 72 74 77 78 80 82 82 83 1 General information SIENA shorthand for Simulation Investigation for Empirical Network Analysis is a computer pro gram that carries out the statistical estimation of models for repeated measures of social networks according to the dynamic actor oriented model of Snijders and van Duijn 1997 Snijders 2001 and Snijders Steglich and Schweinberger 2007 also see Steglich Snijders and Pearson 2007 The model for network evolution is explained also in Snijders 2005 Some examples are presented e g in van de Bunt 1999 van de Bunt van Duijn and Snijders 1999 and van Duijn Zeggelink Stokman and Wasseur 2003 and Steglich Snijders and West 2006 A website for SIENA is maintained at http stat gamma rug nl snijders siena html Introductions in French and Spanish are given in de Federico de la R a 2004 2005 and Jariego and de Federico de la R a 2006 The program also carries out MCMC estimation for
17. SIENA allows that there are some missing data on network variables on covariates and on de pendent action variables Missing data in changing dyadic covariates are not yet implemented Missing data must be indicated by missing data codes this can be specified in StOCNET if SIENA is operated through StOCNET not by blanks in the data set In the current implementation of SIENA missing data are treated in a simple way trying to minimize their influence on the estimation results The simulations are carried out over all actors Missing data are treated separately for each period between two consecutive observations of the network In the initial observation for each period missing entries in the adjacency matrix are set to 0 i e it is assumed that there is no tie Missing covariate data as well as missing entries on dependent action variables are replaced by the variable s average score at this observation moment In the course of the simulations however the adjusted values of the dependent action variables and of the network variables are allowed to change In order to ensure a minimal impact of missing data treatment on the results of parameter estimation method of moments estimation and or simulation runs the calculation of the target statistics used for these procedures is restricted to non missing data When for an actor in a given period any variable is missing that is required for calculating a contribution to such a statistic this
18. actor in this period does not contribute to the statistic in question For network and dependent action variables an actor must provide valid data both at the beginning and at the end of a period for being counted in the respective target statistics 5 7 Composition change SIENA can also be used to analyze networks of which the composition changes over time because actors join or leave the network between the observations This can be done in two ways using the method of Huisman and Snijders 2003 or using structural zeros For the maximum likelihood estimation option the Huisman Snijders method is not implemented and only the structural zeros method can be used Structural zeros can specified for all elements of the tie variables toward and from actors who are absent at a given observation moment How to do this is described in subsection 5 1 1 This is straightforward and not further explained here This subsection explains the method of Huisman and Snijders 2003 For this case a data file is needed in which the times of composition change are given For networks with constant composition no entering or leaving actors this file is omitted and the current subsection can be disregarded Network composition change due to actors joining or leaving the network is handled separately from the treatment of missing data The digraph data files must contain all actors who are part of the network at any observation time denoted by n and ea
19. addition the options as indicated in the following example file This file contains specifications for the meta analysis of Siena projects It serves as input for the Siena08 program 1 general information about the Siena project list 10 number of projects names follow A B 0 2 options for estimation of projects 5 upper bound for standard error in meta analysis 1 code 0 estimate 1l aggregate from out files 2 generate dsc file 1 code 1 extra output To get started try this out with a small data set 46 15 Mathematical definition of effects Here the mathematical formulae for the definition of the effects are given In Snijders 2001 2005 and Steglich Snijders and Pearson 2007 further background to these formulae can be found The effects are grouped into effects for modelling network evolution and effects for modelling behavioral evolution i e the dynamics of dependent actor variables Within each group of effects the effects are listed in the order in which they appear in SIENA Some of the effects contain a number which is denoted in this section by c and called in this manual an internal effect parameter These are totally different from the statistical parameters which are the weights of the effects in the objective function These numbers can be determined by the user as the par column in the advanced model specification options of StOCNET or by changing the pname mo file descri
20. al 2007 SIENA car ries out Markov chain Monte Carlo MCMC estimation for this model as described in Snijders 2002 This algorithm computes a Monte Carlo approximation of the maximum likelihood esti mate However if the model specification is not well in accordance with the data set then the algorithm will not converge properly This is discussed in Snijders 2002 and Handcock 2002 How to specify the model is discussed in Snijders Pattison Robins and Handcock 2006 focusing on how to specify transitivity To model this concept more complicated effects are required than the traditional transitive triplet count Also when the model specification is good however it may require repeated SIENA runs each using the previously obtained estimate as the new starting value to obtain satisfactory convergence of the algorithm This means in practice that 1 great care is required for the model specification 2 the user may have to tune two constants for the algorithm called the multiplication factor and the initial gain parameter which are discussed below In any case it is advisable always to choose the conditional estimation simulation option which means here that the total number of ties is kept fixed For unconditional estimation the total number of ties is a random variable The choice between these two is made in the advanced options If there are structural zeros see Section 5 1 1 and the elements of the adjacency matrix that are n
21. and out degrees fixed see Snijders and van Duijn 2002 38 The choice between these types of steps is made in the model options The default for directed networks is step type 4 which is represented by code 14 because of the necessity to use a continuous chain see below Some other options are available by modifying the pname MO file as indicated in Section 19 2 1 below When there are structurally determined positions options 6 and 7 should be used only if these positions also are placed symmetrically In the conditional option where the number of arcs is fixed options 1 and 4 6 exchange values of arcs xj and Zak with i j A h k with probabilities defined by the Gibbs and Metropolis Hastings rules respectively option 2 changes values of dyads zij zji and tnx Ten with i j h k keeping xj ji Ehk Len constant and option 3 changes the value of one triplet Zij Ejh ih OF Lij Ejh hi Keeping the sum zij Ljh ey OF Zij ay Tpi constant The number of steps or run length for generating one exponential random graph is r n 2d 1 d where r is a constant which can be changed in the model options and called multiplication factor in the model and estimation options screen n is the number of actors and d is the density of the graph truncated to lie between 0 05 and 0 95 The default value of r can be increased when it is doubted that the run length is sufficient to achieve convergence of the MCMC algor
22. and peer networks project number 575 28 012 the project An open software system for the statistical analysis of social networks project number 405 20 20 and to the foundation ProGAMMA which all contributed to the work on SIENA and StOCNET Part I Minimal Intro The following is a minimal cookbook style introduction for getting started with SIENA as operated from within StOCNET 2 General remarks for StOCNET Ensure that the directories in Options Directories are existing and that these are the direc tories where your data are stored and where the output is to be stored Always keep in mind that when the green ov Apply sign is visible StOCNET expects you to press this button in order to confirm the most recent commands and to continue You can choose to Cancel if you do not wish to confirm The output file which you see in Results is the file with extension out that is stored in the directory specified in Options Directories as the Directory of session files Operating StOCNET Start by choosing to enter a new session or open a previous session You have to go sequentially through the various steps Data Transformation optional Selection optional Model Results When starting a new session you must select one or more network data sets as dependent variable s and optionally one or more network data sets as dyadic covariates independent variables In addition y
23. assumptions are sometimes hardly credible in the light of substantive insight and empirical data and it may be desired to test them by including suitable dummy variables See Schweinberger 2005 for examples 9 4 Alternative application convergence problems An alternative use of the score test statistic is as follows When convergence of the estimation algorithm is doubtful it is sensible to restrict the model to be estimated Either problematic or non problematic parameters can be kept constant at preliminary estimates estimated parame ters values Though such strategies may be doubtful in at least some cases it may be in other cases the only viable option besides simply abandoning problematic models The test statistic can be exploited as a guide in the process of restricting and estimating models as small values of the test statistic indicate that the imposed restriction on the parameters is not problematic 36 10 Simulation The simulation option simulates the network evolution for fixed parameter values This is meaning ful mainly at the point that you have already estimated parameters and then either want to check again whether the statistics used for estimation have expected values very close to their observed values or want to compute expected values of other statistics The statistics to be simulated can be specified in a special screen in StOCNET The number of runs is set at a default value of 1 000 an
24. consecutive observation moments has elapsed In conditional estimation in each period the simulations run on until a stopping criterion is reached that is calculated from the observed data Conditioning is possible for each of the dependent variables network or behavior where conditional means conditional on the observed number of changes on this dependent variable Conditioning on the network variable means running simulations until the number of different entries between the initially observed network of this period and the simulated network is equal to the number of entries in the adjacency matrix that differ between the initially and the finally observed networks of this period Conditioning on a behavioral variable means running simulations until the sum of absolute score differences on the behavioral variable between the initially observed behavior of this period and the simulated behavior is equal to the sum of absolute score differences between the initially and the finally observed behavior of this period Conditional estimation is slightly more stable and efficient because the corresponding rate pa rameters are not estimated by the Robbins Monro algorithm so this method decreases the number of parameters estimated by this algorithm Therefore it is the default for models that do not include any dependent behavior variables For models including dependent behavior variables the default estimation type is unconditional bec
25. ego and of the other actor covariate ego X covariate alter a positive effect here means just like a positive similarity effect that actors with a higher value on the covariate will prefer ties to others who likewise have a relatively high value this effect is quite analogous to the similarity effect and for dichotomous covariates in models where the ego and alter effects are also included it even is equivalent to the similarity effect although expressed differently the covariate identity effect which expresses the tendency of the actors to be tied to others with exactly the same value on the covariate whereas the preceding four effects are appropriate for interval scaled covariates and mostly also for ordinal variables the identity effect is suitable for categorical variables the interaction effect of covariate similarity with reciprocity 21 The usual order of importance of these covariate effects on network evolution is evaluation effects are most important followed by endowment and rate effects Inside the group of evaluation effects it is the covariate similarity effect that is most important follwed by the effects of covariate ego and covariate alter For each dyadic covariate the following network evaluation effects can be included in the model for network evolution e network evaluation and endowment functions 1 main effect of the dyadic covariate 2 the interaction effect of the dyadic covariate with reci
26. for valued data can only be input in the Pajek format by using the keywords Arcs and Edges Code numbers for missing numbers also must be indicated in the case of either input data format These codes must of course be different from the code numbers representing present arcs Although this section talks only about digraphs directed graphs it is also possible that all observed ties for all time points are mutual This will be automatically detected by SIENA and the program will then utilize methods for non directed networks 5 1 1 Structurally determined values It is allowed that some of the values in the digraph are structurally determined i e deterministic rather than random This is analogous to the phenomenon of structural zeros in contingency tables but in SIENA not only structural zeros but also structural ones are allowed A structural zero means that it is certain that there is no tie from actor to actor j a structural one means that it is certain that there is a tie This can be e g because the tie is impossible or formally imposed respectively Structural zeros provide an easy way to deal with actors leaving or joining the network between the start and the end of the observations Another way more complicated but it gives possibilities to represent actors entering or leaving at specified moments between observations is described in Section 5 7 Structurally determined values are defined by reserved codes
27. if available Note that this second option of specifying entries always supersedes the first specification if a valid code number is specified this will always be used For joiners and leavers crucial information is contained in the times they join or leave the network i e the times of composition change which must be presented in a separate input file This data file must contain n lines each line representing the corresponding actor in the digraph files with on each line four numbers The first two concern joiners the last two concern leavers 1 the last observation moment at which the actor is not yet observed 2 the time of joining expressed as a fraction of the length of the period 3 the last observation moment at which the actor is observed 4 the time of leaving also expressed as a fraction Also actors who are part of the network at all observation moments must be given values in this file In the following example the number of observation moments is considered to be M 5 which means there are four periods period m starts at observation moment m and ends at m 1 for m 1 2 4 M 1 Example of file with times of composition change Present at all five observation times 0 10 5 00 Joining in period 2 at fraction 0 6 of length of period 2 06 5 0 0 Leaving in period 3 at fraction 0 4 of length of period 0 1 0 3 0 4 Joining in per 1 0 7 and leaving in per 4 0 2 1 0 7 4 0 2 Leaving in per 2 0 6 and joinin
28. in the input data the value 10 indicates a structural zero the value 11 indicates a structural one Structurally determined values can be different for the different time points The diagonal of the data matrix always is composed of structural zeros but this does not have to be indicated in the data matrix by special codes The correct definition of the structurally determined values can be checked from the brief report of this in the output file and by looking at the file pname s01 for the first time point pname s02 second time point etc In these files the structurally determined positions structural zeros as well as structural ones are indicated by the value 1 all others i e the positions where ties are random by the value 0 Structural zeros offer the possibility of analyzing several networks simultaneously under the assumption that the parameters are identical E g if there are three networks with 12 20 and 15 13 actors respectively then these can be integrated into one network of 12 20 15 47 actors by specifying that ties between actors in different networks are structurally impossible This means that the three adjacency matrices are combined in one 47 x 47 data file with values 10 for all entries that refer to the tie from an actor in one network to an actor in a different network In other words the adjacency matrices will be composed of three diagonal blocks and the off diagonal blocks will have all entries e
29. is nzzc Further unit EIGHT contains procedures linking the methods in DIGRAPH to the data struc tures available in EIGHT Unit S_DAT contains the defining ingredients for the network models The intended demar cation between S_DAT and S_BASE is that the former contains the model definition and the latter the operation of the model dynamics This is not realized completely because of various conflicting constraints Unit S_BASE contains the simulation procedures The main procedures in this unit are the following a Function SimStats generates the required statistics and is called by procedure Simulate in S_SIM and indirectly through FRAN in unit S ML by Estimate in S_EST The procedure SimStats first simulates the network and behavior by the procedure Runepoch and then calculates statistics by the procedures NetworkStatistics and Action Statistics the values of these statistics are output arguments of SimStats b Procedures NetworkStatistics and ActionStatistics calculate the statistics from the gen erated network or adjacency matrix and behavior variables and is called by SimStats c Procedure Runepoch generates a stochastic network and action variables for given pa rameter values and a given initial situation by simulating the dynamic model for one period between two observations This procedure is called by procedure SimStats If there are M observations M gt 2 Runepoch is called M 1 times d Procedure
30. more than one dependent behavior variable then within these three categories the parameters are ordered according to the dependent variable whose dynamics they influence The distinction between the theta and alpha parameters in principle also allows linear or other restrictions between the alphas In the present version the possibility of such restrictions is not implemented but this possibility may be elaborated in a later version The effects for the evolution model distinguishing between effects for the network dynamics and effects for the behavior dynamics are defined in several procedures which of course must correspond To each effect corresponds one statistic used for estimating the parameter for this effect This is spelled out in Sections 22 1 and 22 2 Originally unit S_DAT contained the data definition and S_BASE the model definition This distinction has been a bit blurred in version 3 0 by the construction work on the program but the plan is to reorganize the units again to make the distinction between the units more helpful In unit S_DAT the numbers of the various types of effects are defined 1 NetworkEffects_f the number of effects in the evaluation function for the network dynamics NetworkEffects_g the number of effects in the endowment function for the network dynamics NetworkEffects_I the number of effects in the rate function for the network dynamics ActionEffects_f the number of effects in the evaluation funct
31. starting with y represent dependent variables a yn is the adjacency matrix of the dependent network variable current value yn i j is the tie variable from i to j b ya is the vector of dependent individual variables current value ya i h is the h th individual variable for actor i c ynm gives the adjacency matrices of the dependent network variable all values ynm i j m is the tie variable from i to j at observation moment m 72 d mis is the indicator matrix for missing values mis i j m 0 if ynm i j m is an observed value and 1 if it is missing Note that yn and ya change dynamically during the simulation process the variables con taining the data from which ynm and mis are calculated are read in the input phase and then are left unaltered For the sake of flexibility the variables in the list above are implemented as functions not as arrays ii Variables starting with a single z represent individual variables a Array z contains the constant actor variables the number of such variables is nz b Array zc contains the changing actor variables their number is nzc c The number of dependent actor variables is nza these variables are the first nza among the nzc changing actor variables iii Variables starting with zz represent individual variables a Array zz contains the constant dyadic covariates their number is nzz b Array zzc contains the changing dyadic covariates their number
32. that actors whose alters have a higher average value of the behavior also have themselves a stronger tendency toward high values on the behavior 6 The indegree effect expressing that actors with a higher indegree more popular actors have a stronger tendency toward high values on the behavior 7 The outdegree effect expressing that actors with a higher outdegree more active actors have a stronger tendency toward high values on the behavior Effects 1 and 2 will practically always have to be included as control variables For dependent behavior variables with 2 categories this applies only to effect 1 The average similarity total similarity and average alter effects are different specifications of social influence The choice between them will be made on theoretical grounds and or on the basis of statistical significance 22 6 4 Exponential Random Graph Models For the non longitudinal ERGM case default advice is given in Snijders et al 2006 and in Robins et al 2007 The basic structural part of the model is comprised for directed networks by the following effects 1 The reciprocity effect 2 The alternating k out stars effect to represent the distribution of the out degrees The alternating k in stars effect to represent the distribution of the in degrees te For alternating transitive k triangles effect to represent the tendency to transitivity 5 The alternating independent two paths
33. the exponential random graph model abbreviated to ERGM or ERG model also called p model of Frank and Strauss 1986 Frank 1991 Wasserman and Pattison 1996 and Snijders Pattison Robins and Handcock 2006 The algorithm is described in Snijders 2002 A good introduction is Robins Snijders Wang Handcock and Pattison 2007 This manual is for SIENA version 3 Changes of this version compared to earlier versions are in Section 18 The program and this manual can be downloaded from the web site http stat gamma rug nl stocnet One way to run SIENA is as part of the StOCNET program col lection Boer Huisman Snijders Steglich Wichers amp Zeggelink 2006 which can be downloaded from the same website For the operation of StOCNET the reader is referred to the corresponding manual If desired SIENA can be operated also independently of StOCNET as is explained in Section 16 This manual consists of two parts the user s manual and the programmer s manual It can be viewed and printed with the Adobe Acrobat reader The manual is updated rather frequently and it may be worthwhile to check now and then for updates The manual focuses on the use of SIENA for analysing the dynamics of directed networks The case of non directed networks is very similar and at various points this case is described more in particular Sections on data requirements general operation etc apply as well to parameter estimation in the ERGM Some
34. the pair of actors is chosen at a rate which is the product of the rate functions A and A for the two actors This means that opportunities for change of the single tie variable zij occur at the rate A x Aj The numerical interpretation is different from that in Models 1 2 6 6 Additional interaction effects It is possible for the user to define additional interaction effects for the network This applies both to longitudinal and non longitudinal ERG modeling The basis is provided by the initial definition by SIENA of unspecified interaction effects Modifying the internal effect parameters of these effects allows the definition of two way or three way interactions Not all user defined interactions are possible e For longitudinal models Ego effects of actor variables can interact with all effects Further interaction effects are permitted which are combinations of actor variables dyadic variables and reciprocity e For non longitudinal ERG models Actor covariates and dyadic covariates can interact with each other and with reciprocity The specification is made by changing the internal effect parameter for the interaction effects The values of these internal parameters can be changed in the pname mo file described in Sec tion 19 2 1 In StOCNET they are accessible as the par column in the Advanced Options screen of the Model Specification For interaction effects this parameter represents a code for the two or th
35. this effect multiplies the factor A by exp ap ri 15 1 4 Network rate function for Model Type 2 For Model Type 2 see Section 6 5 the network rate function is defined according to Snijders 2003 by pman pm EEE Pm Ai s Pm aS where pm Ai s and pm Ai s represent respectively the rate at which an actor of current out degree s increases or decreases his out degree by 1 The parameter pm is a multiplicative effect of the observation period Function xi is called the distributional tendency function and is represented according to Snijders 2003 formula 17 by amp s exp a aglog s 1 where the names given in SIENA are 51 e a out degrees effect e a2 logarithmic out degree effect e Q3 factorial out degree effect The reasons for these names and interpretation of the effects can be found in Snijders 2003 To the exponent also effects of actor covariates can be added The so called volatility function v nu is defined as v s 1 a Also to this exponent effects of actor covariates can be added 15 2 Behavioral evolution The model of the dynamics of a dependent actor variable consists of a model of actors decisions according to evaluation and endowment functions and a model of the timing of these decisions according to a rate function just like the model for the network dynamics The decisions now do not concern the creation or dissolution of netw
36. 0 it is calculated using 5 and a alpa f k alpa_g k in procedures Contrib_fn and Con trib_fn_alpha in unit Digraph How these procedures are placed in the simulation algorithm is indicated in Section 21 1 The statistic used for estimating the weight a of the evaluation effect is given by 5 5 fli dg m par pa ae c c2 op 6 oon c4 gn 6 amp 5 or c6 gF c7 TP ifj cg Os Co ise io TET flij dg i 3 m par 7 where cp ConfigWeight h and the superscript refers to the observation moment This statistic is calculated by procedure CalcFunctions_f in unit DIGRAPH The endowment function is defined only if fli 0 The contribution of the effect to the endowment function i e an extra component of the loss incurred when changing tie variable xij from 1 to 0 is given by the analogue of 5 given that the the corresponding statistical parameter multiplied by 5 The statistic used for estimating the weight a of the endowment effect is given by m 1 m m m m m m gt rg Ei ci c2 Lii t C3 tig cantly cs az ce zy i j C7 Lee T C8 OS Cg ISi T C10 DP flij dg i j m par 8 where cp ConfigWeight h and the superscripts and m 1 refer to the observation moments Note that the factor 1 a ee means that the summation extends only over i j for which there was a tie at observation m which had disappeared at moment m 1 while the subscripts betwee
37. 1 Algorithm During the estimation process SCOCNET transfers control to the SIENA program The estimation algorithm has for both the MoM and ML method three phases 1 In phase 1 the parameter vector is held constant at its initial value This phase is for having a first rough estimate of the matrix of derivatives 2 Phase 2 consists of several subphases More subphases means a greater precision The default number of subphases is 4 The parameter values change from run to run reflecting the deviations between generated and observed values of the statistics The changes in the parameter values are smaller in the later subphases The program searches for parameter values where these deviations average out to 0 This is reflected by what is called the quasi autocorrelations in the output screen These are averages of products of successively generated deviations between generated and observed statistics It is a good sign for the convergence of the process when the quasi autocorrelations 27 are negative or positive but close to 0 because this means the generated values are jumping around the observed values 3 In phase 3 the parameter vector is held constant again now at its final value This phase is for estimating the covariance matrix and the matrix of derivatives used for the computation of standard errors The default number of runs in phase 3 is 1000 This requires a lot of computing time but when the number of phase 3 run
38. Manual for SIENA version 3 Tom A B Snijders Christian E G Steglich Michael Schweinberger Mark Huisman University of Groningen ICS Department of Sociology Grote Rozenstraat 31 9712 TG Groningen The Netherlands University of Oxford Department of Statistics April 16 2007 Abstract SIENA for Simulation Investigation for Empirical Network Analysis is a computer program that carries out the statistical estimation of models for the evolution of social networks according to the dynamic actor oriented model of Snijders 2001 2005 and Snijders Steglich and Schweinberger 2007 It also carries out MCMC estimation for the exponential random graph model according to the procedures described in Snijders 2002 and Snijders Pattison Robins and Handcock 2006 Contents 1 General information I Minimal Intro 2 General remarks for StOCNET 2 1 Operating StOCNET Using SIENA 3 1 Steps for estimation Choosing SIENA in StOCNET 3 2 Steps for looking at results Executing SIENA 3 3 Giving references II User s manual 4 5 Program parts Input data 5 1 5 2 5 3 5 4 5 5 5 6 5 7 5 8 Digraph data files Structurally determined values osoo e COvariateS me on Ea Ghee e a p Bo E ah ey Ped we a 5 1 1 Dyadic Individual covariates Centeri Model specification 6 1 Important structural effects for network dynamics 6 2 Effects for network dynamics associated with covar
39. O file Then manipulate the global constant sequences declared in unit Siena_7 by setting it to some positive integer value k the default is 1 The constant sequences gives the number of runs sequences The result is that running SIENA will generate k data sets according to the probability model specified pname MO file From each data set the parameters are estimated and test statistics are evaluated Some Matlab source files are by default generated by SIENA The source code when inter preted by Matlab produces histograms of some statistics in particular histograms of the parameter estimates and the test statistics It should be noted that SIENA generates networks with desired properties but by default no covariates If covariates are desired suitable code must be added at the beginning of the procedure SimulateData in the unit S_EST Please note that both internal and external storage see Section 19 3 of generated covariates is required Internal storage is difficult unless one knows SIENA it is advisable to contact the authors in such cases 24 Constants The program contains the following constants Trying to use a basic information file that implies a data set going beyond these constants leads to an error message in the output file and stops the further operation of SIENA name meaning in unit pmax maximum number p of included effects S_Constants ccemax maximum number of possible statistics S_Constants nzmax maximu
40. Runstep makes one stochastic step according to the actor oriented evolution model i e it either changes one entry i j of the adjacency matrix to be changed or it changes the value of one action variable for one The time variable time is also increased by an amount depending stochastically on the rate functions This procedure is called by procedure Runepoch e Procedure ChangeTie is called at the end of procedure RunStep if a change in the network is made and carries out the required change of the network and the associated updates of various statistics 73 Procedure ChangeBehavior is called at the end of procedure RunStep if a change in behavior is made and carries out the required change of the dependent action variable and the associated updates of various statistics g Function NetworkLambda which is the rate function for the network changes made by each actor and is used in procedure Runstep For Model Type 2 it uses functions and v h Function ActionLambda which is the rate function for the behavior changes made by each actor and is used in procedure Runstep i Procedure ChoiceProbabilities which defines the probabilities with which a given actor i chooses to change the tie variable to actor j for each of j 1 n j Function contr_fa which defines the contribution s4 x of each given effect h to the evaluation function for the behavior and is used in procedure Runstep k Function contr_ga
41. a01 exe This file contains up to eight sections each starting with a line containing the section number 1 through 8 These sections must have the following contents 1 Section 1 contains basic information about type and amount of data This section is required for all SIENA projects It must contain nine rows each starting with an integer number e number of observations of the network 1 for exponential random graph modeling 2 or more for modeling network evolution over time denoted by M e number of actors denoted further by n e number of dependent network variables must be equal to one in the current version of SIENA The network data are further specified in Section 2 e number of dependent actor variables Possible dependent actor variables are further specified in Section 3 e number of files with constant actor covariates further specified in Section 4 e number of files with changing actor variables further specified in Section 5 e number of constant dyadic covariates further specified in Section 6 e number of exogenous changing dyadic covariates from version 2 4 of SIENA onward Section 7 contains the specification of this type of covariate data e indicator of file with times of composition change 0 means no change of network compo sition 1 4 mean composition change 1 is the default treatment of composition change 2 3 are alternatives using missing data 4 effectively transforms the composition
42. algorithm does not succeed in producing t values less than 0 15 then the estimation results are of doubtful value 2 Parameter values and standard errors The next crucial part of the output is the list of estimates and standard errors For this data set and model specification the following result was obtained 3 Estimates and standard errors O Rate parameter 5 4292 0 6920 Other parameters 1 eval outdegree density 0 7648 0 2957 2 eval reciprocity 2 3071 0 5319 3 eval number of actors at distance 2 0 5923 0 1407 The rate parameter is the parameter called p in section 15 1 3 below The value 5 4292 indicates that the estimated number of changes per actor i e changes in the choices made by this actor as reflected in the row for this actor in the adjacency matrix between the two observations is 5 43 rounded in view of the standard error 0 69 Note that this refers to unobserved changes and that some of these changes may cancel make a new choice and then withdraw it again so the average observed number of differences per actor will be somewhat smaller than this estimated number of unobserved changes The other three parameters are the weights in the evaluation function The terms in the evaluation function in this model specification are the out degree effect defined as s in Section 29 15 1 1 the reciprocity effect s 2 and the number of distances 2 indirect relations effect defined as s 5 Therefo
43. aluation endowment functions These subsections have the same format as the corresponding subsections for the network evolution model e The final Section 4 contains specifications of various estimation options Most of these are accessible in StOCNET e g through the model options mentioned in Section 12 The consecutive options are the following Some of these may not be accessible from StOCNET and be possible only when working with SIENA outside of StOCNET 1 Estimation method code 0 for unconditional estimation code 1 or code 21 for estimation conditional on observed changes in the network codes 21 k for estimation conditional on observed changes on the dependent action variable k code 2 for maximum likelihood estimation code 3 for Bayesian estimation For exponential random graphs another available option is to include incidental vertex parameters code 10 for unconditional estimation with incidental vertex parameters code 11 for conditional estimation with incidental vertex parameters 2 For estimation method 2 and 3 an indicator of whether initial estimates should be computed code 0 no code 1 yes unconditional estimates are computed and used as initial estimates 3 For Bayesian estimation Metropolis Hastings M H algorithm for the fixed effects in the evaluation and endowment functions code 1 random walk M H code 2 independence sampler code 3 first order autor
44. an and Meng 1998 Handcock and Hunter 2006 This can be requested a bit deviously by the number of runs in phase 3 defined in the specification options a If the number of phase 3 runs is a multiple of 100 plus 1 e g 101 501 etc then the log likelihood ratio is calculated comparing the estimates obtained with the standard initial values b If the number of phase 3 runs is a multiple of 100 plus 2 e g 102 502 etc then the log likelihood ratio is calculated comparing the estimates obtained with the initial values used in the current estimation procedure The first option will be the most frequently useful because it yields log likelihood ratios which for different models fitted to a given data set all are comparable 3 Score type tests of single and multiple parameters are described in the next section 9 1 Goodness of fit testing To compare competing models for network and behavior evolution goodness of fit tests are indis pensable A generalized Neyman Rao score test is implemented for the MoM estimation method in SIENA which can be used for goodness of fit tests see Schweinberger 2005 for the ML method including the ERGM case following the same steps produces the Rao efficient score test In sec tion 9 2 it is described how goodness of fit tests can be carried out and in section 9 3 an example is given including interpretation Section 9 4 considers an alternative application of the test which may be o
45. ariables The distinction between evaluation function and endowment function is obscured here both are jointly referred to as objective function The following notation is used in typewriter font are the symbols in the source code number of actors n X dependent network digraph matyn Lij indicator variable of tie from i to j in digraph X yn i j x i j digraph x in which is replaced by 1 2 and the other elements of x remain unchanged rate function for network change networklambda K gt 1 number of terms in the objective function Br parameters in the objective function alpa f k alpa g k theta k Sikl components of the objective function E A exponential distribution with parameter A 74 The schematic outline of the algorithm is as follows In typewriter font the procedures and variables are mentioned that are most important for this step in the algorithm the outline is followed by an indication of where these procedures and variables are defined The algorithm as a whole is implemented in the procedure SimStats in unit S_Base Replacing a variable by the sign means summation over this index generate means to generate a random variable with the indicated distribution choose random means to generate a discrete random variable with probabilities proportional to the indicated values network X z t1 time t 0 1 Initial conditions 2 Repeat until 11 Calculate
46. ase the Model Code defines the kind of steps made in the MCMC algorithm It is advised to use one of the values 11 16 because these generate a continuous chain which yields much better convergence 3 The number of subphases in phase 2 of the estimation algorithm This determines the precision of the estimate Advice 3 for quick preliminary investigations 4 or 5 for serious estimations 4 The number of runs in phase 3 of the estimation algorithm This determines the precision of the estimated standard errors and covariance matrix of the estimates and of the t values reported as diagnostics of the convergence Advice 200 for preliminary investigations when precise standard errors and t values are not important 1000 for serious investigations 2000 for estimations of which results are to be reported These numbers can be twice as low if instead of the new from Version 2 3 default option of estimation by the Score Function method the older method of Finite Differences is used The latter method has runs that take more time but needs less runs 5 A constant used in other estimation procedures In the ERGM non longitudinal case this is the multiplication factor r for the run length used in the MCMC algorithm 6 The initial gain value which is the step size in the starting steps of the Robbins Monro procedure indicated in Snijders 2001 by ay 7 The choice between standard initial values suitable estimates for the density an
47. atic use of 6 and 9 as codes for missing data the user now has to supply these codes explicitly small improvements in the user interface 61 Part III Programmer s manual The programmer s manual will not be important for most users It is intended for those who want to know what all the pname files are all about and for those who wish to have a look inside the source code The SIENA program consists of a basic computation part programmed by the authors of this manual in Turbo Pascal and Delphi associated with the StCOCNET windows shell programmed by Peter Boer and Rob de Negro in Delphi with first Evelien Zeggelink then Mark Huisman and later Christian Steglich as the project leader 19 SIENA files Internally the following files are used Recall that pname is the name of the project which the user can choose at will The extension file names cannot be changed 19 1 Basic information file The basic information file is called pname IN and contains the definition of the numbers of cases and variables the names of the files in which data are initially stored and their codes including missing data identification and the names of the variables The requirements for the input data files are given in section 5 The basic information file is written by StOCNET when the data are defined and can also be written by any text editor that can produce ASCII TXT files note that it must have extension name IN It is read by Sien
48. ation screen then click on OK Back on the SIENA main screen now click on the Model specification button You will be requested to make some choices for the specification the meaning of which should be clear given what is explained above On the left hand side of the Model specification screen you can specify evaluation and endowment effects indicated by two columns of checkboxes marked w and e respectively In the specification of the evaluation function choose the out degree effect the reciprocity effect and one other effect In the specification of the endowment function choose no effects at all On the right hand side of the screen you can specify rate function effects At first leave the specification of the rate function as it is see Section 6 in which it was advised to start modeling with a constant rate function Then let the program estimate the parameters You will see a screen with intermediate re sults current parameter values the differences deviation values between simulated and ob served statistics these should average out to 0 if the current parameters are close to the correct estimated value and the quasi autocorrelations discussed in Section 7 It is possible to intervene in the algorithm by clicking on the appropriate buttons the current parameter values may be altered or the algorithm may be restarted or terminated In most cases this is not necessary Some patience is needed to let the machin
49. atistics used to estimate the parameters by the Method of Moments For the maximum likelihood estimation procedure non constant rate functions are not yet imple mented If new effects are added to the model for the behavior dynamics these additions must be made coherently to each of the following procedures e For each kind of effect 1 Procedure DefineFunctionNames in unit S_DAT which contains the names of all the statistics calculated from each simulation 2 Procedure ActionStatistics in unit S BASE which calculates these statistics e For effects in the rate function for behavior change the analogous procedures have to be changed as those for the rate function for network change function ActionEffects_I in unit S DAT procedure DefineModel_Inames in unit S_BASE func tion ActionLambda in unit S_BASE and procedure ActionStatistics in unit S_BASE e For effects in the evaluation and endowment functions for behavior change the following procedures have to be changed function ActionEffects_f in unit S DAT procedure DefineModel_fnames in unit S_BASE and function Contr_fa in unit S_BASE the latter function must be coordinated with procedure CalcComponents _fa in unit EIGHT The functions AddNoTies_yn SubtractTies_yn Contr_fa Contr_ga NetworkLambda and Action Lambda are evaluated very frequently by the algorithm Therefore these have been written so that very few calculations are needed to evaluate them Such calculatio
50. ause in most applications there will be no straight forward choice for the conditioning variable The possibility to choose between unconditional and the different types of conditional estimation is one of the model options If there are changes in network composition see Section 5 7 only the unconditional estimation procedure is available 7 3 5 Automatic changes from conditional to unconditional estimation Even though conditional estimation is slightly more efficient than unconditional estimation there is one kind of problem that sometimes occurs with conditional estimation and which is not en countered by unconditional estimation It is possible but luckily rare that the initial parameter values were chosen in an unfortu nate way such that the conditional simulation does not succeed in ever attaining the condition required by its stopping rule see Section 7 3 4 This is detected by SIENA which then switches automatically to unconditional estimation after some time it switches back again to conditional estimation 8 Standard errors The estimation of standard errors for the MoM estimates requires the estimation of derivatives which indicate how sensitive the expected values of the statistics see Section 7 1 are with respect to the parameters The derivatives can be estimated by four methods 0 finite differences method with common random numbers 1 score function method 1 2 score function method 2 4 score function meth
51. bed in Section 19 2 1 15 1 Network evolution The model of network evolution consists of the model of actors decisions to establish new ties or dissolve existing ties according to evaluation and endowment functions and the model of the timing of these decisions according to the rate function The objective function of the actor is the sum of the network evaluation function and the network endowment function u t x FP ax gh a 1 and a random term where the evaluation function f t x and the endowment function g t x are as defined in the following subsections It may be noted that the network evaluation function was called objective function and the endowment function was called gratification function in Snijders 2001 15 1 1 Network evaluation function The network evaluation function for actor 7 is defined as P a X Osik a 2 k where 8p are parameters and s x are effects as defined below The potential effects in the network evaluation function are the following Note that in all effects where a constants c occurs this constant can be chosen and changed by the user Also note that the evaluation effects which are a function only of the out degree of actor 7 are excluded for Model Type 2 For non directed networks the same formulae are used unless a different formula is given explicitly 1 out degree effect or density effect defined by the out degree tp sii Ti her Tij
52. ce problems 10 Simulation 10 1 Conditional and unconditional simulation 11 Exponential random graphs 12 Options for model type estimation and simulation 13 Getting started 13 1 Model choice 44 5 252s Se ee ee eye re ee ed 13 1 1 Exploring which effects to include 13 2 Convergence problems 0 13 3 Composition change 0 2000 14 Multilevel network analysis 15 Formulas for effects 15 1 Network evolution 0 0 0 0 0 00 eee 15 1 1 Network evaluation function 15 1 2 Network endowment function 15 1 3 Network rate function 15 1 4 Network rate function for Model Type2 15 2 Behavioral evolution 0 0 0 00000 ee 15 2 1 Behavioral evaluation function 15 2 2 Behavioral endowment function 15 2 3 Behavioral rate function 15 3 Exponential random graph model 16 Running Siena outside of StOCNET 17 Limitations and time use 18 Changes compared to earlier versions 33 33 33 34 35 36 36 37 37 38 40 42 42 43 43 44 46 47 47 47 50 50 51 52 52 54 54 54 57 59 59 III Programmer s manual 19 SIENA files 19 1 Basic information file 19 2 Definition files 19 2 1 Model specification through the MO file 0 00 20 000 19 2 2 Specification of simulations through the
53. cessarily high computing time will be unnecessarily high This item also is of interest mainly for the ERGM and ML cases The Initial value of gain parameter determines the step sizes in the parameter updates in the iterative algorithm A too low value implies that it takes very long to attain a reasonable parameter estimate when starting from an initial parameter value that is far from the true parameter estimate A too high value implies that the algorithm will be unstable and may be thrown off course into a region of unreasonable e g hopelessly large parameter values In the longitudinal case using the Method of Moments the default estimation procedure it usually is unnecessary to change this In the ERGM case when the autocorrelations are smaller than 0 1 but the t statistics for deviations from targets are relatively small less than say 0 3 but do not all become less than 0 1 in absolute value in repeated runs of the estimation algorithm then it will be good to decrease the Initial value of gain parameter Do this by dividing it by e g a factor 2 or a factor 5 and then try again a few estimation runs If all this is of no avail then the conclusion may be that the model specification is incorrect for the given data set Further help in interpreting output is in Section 7 2 of this manual 3 3 Giving references When using SIENA it is appreciated that you refer to this manual and to one or more relevant refe
54. ch actor must be given a separate and fixed line in these files even for observation times where the actor is not a part of the network e g when the actor did not yet join or the actor already left the network In other words the adjacency matrix for each observation time has dimensions n x n At these times where the actor is not in the network the entries of the adjacency matrix can be specified in two ways First as missing values using missing value code s In the estimation procedure these missing values of the joiners before they joined the network are regarded as 0 In the Siena01 program there is an option which can be activated upon request by the programmers to automatically convert 16 entries and the missing entries of the leavers after they left the network are fixed at the last observed values This is different from the regular missing data treatment Note that in the initial data description the missing values of the joiners and leavers are treated as regular missing observations This will increase the fractions of missing data and influence the initial values of the density parameter A second way is by giving the entries a regular observed code representing the absence or presence of an arc in the digraph as if the actor was a part of the network In this case additional information on relations between joiners and other actors in the network before joining or leavers and other actors after leaving can be used
55. ch includes a number of basic effects 2 Simulate the model for these parameter values but also include some other relevant statistics among the simulated statistics 3 Look at the values for these other statistics effects with large t values are candidates for inclusion in a next model It should be kept in mind however that this exploratory approach may lead to capitalization on chance and also that the t value obtained as a result of the straight simulations is conditional on the fixed parameter values used without taking into account the fact that these parameter values are estimated themselves It is possible that for some model specifications the data set will lead to divergence e g because the data contains too little information about this effect or because some effects are collinear with each other In such cases one must find out which are the effects causing problems and leave these out of the model Simulation can be helpful to distinguish between the effects which should be fixed at a high positive or negative value and the effects which should be left out because they are superfluous When the distribution of the out degrees is fitted poorly which can be investigated by the extra output requested by selecting Model Code larger than 10 in the model options an improvement usually is possible either by including non linear effects of the out degrees in the evaluation function or by changing to Model Type 2 see Sec
56. change information to structural zeros See Section 5 7 If there is composition change the file must be further specified in Section 8 62 Section 2 contains information about the network data as follows e for each of the M network observations the following three lines a line with the name of the data file a line with the codes that are regarded as a present arc in the digraph a line with the codes that are regarded as missing data e a line with the name of the network variable All codes should be in the range from 0 to 9 Section 3 contains information about the dependent actor variables in this format e for each dependent actor variable the following three lines a line with the name of the data file a line with the code that is regarded as missing data a line with the name of the variable Section 4 contains information about constant actor covariates as follows e For each file containing such covariates there must be the following lines a line with the name of the data file a line with the number of variables in this file for each variable a line with the code for missing data x a line with the name of the variable Note that this format differs from the one used in Sections 3 and 5 through 7 because here data files can potentially contain more than one covariate while in these other sections only one variable is given per file Section 5 contain
57. composition change directives 2 network files in temporal order names follow vrnd32t2 dat 1 2 3 code for tie 6 9 code for missing vrnd32t4 dat 1 2 3 code for tie 6 9 code for missing friendship 4 files with constant actor covariates vars dat 3 number of covariates in this file names follow 99 code for missing 64 gender 99 code for missing program 99 code for missing smoke The basic data input is carried out by executing SienaOl exe This programs reads the basic information file Some preliminary output is given in the files pname out and pname log 19 2 Definition files The program writes and reads for internal use the following two definition files e pname MO defines model specification and options for model estimation e pname Sl defines statistics and number of runs for simulation These definition files are read in a format where certain lines are skipped entirely and other lines are skipped after reading a certain number These skipped parts are between square brackets Their purpose is to give information to the human reader about the meaning of the lines Note however that SIENA does not check for the brackets but skips information on the basis of line numbers and reading numerical information The three files pname IN pname MO and pname SI must be compatible as they contain some overlapping information for successfully running SIENA 19 2 1 Model specification t
58. copying the model definition from one project to another 4 Siena05 exe for simulations with fixed parameter values 5 Siena07 exe for parameter estimation 6 Siena08 exe for multilevel analysis which is a stand alone program anyway and not discussed here see Section 14 The mainly used programs are Siena01 exe for initiating the project which only needs to be done once and Siena07 exe for parameter estimation These programs can be used also independently of StOCNET To run them the project name must be given in a command line e g Siena01 bunt if bunt is the name of the project and there exists a bunt in file This bunt is called a command line parameter There are the following four ways to specify a command with a command line parameter in Windows 1 The command line can be given at the DOS prompt in a Windows environment 2 it can be given in the Windows Run command for Windows 98 and higher 3 a batch file with extension BAT can be created e g with filename SIE1 BAT containing the single line Siena01 bunt so that the program Siena01 will be executed when the batch file is called it may be necessary to close the DOS window after the program is ready 4 or a shortcut to the executable file can be made where the project name is indicated in the target in the properties of the shortcut The third and fourth ways are the most straightforward in Windows I T S prefer the use of the batch fi
59. ctivity defined by it s out degree weighted by his covariate value S99 a Vi Tiz covariate related similarity defined by the sum of centered similarity scores sim between i and the other actors 7 to whom he is tied s88 0 X wiy sim sim where sim is the mean of all similarity scores which are defined as sim Aios with A max j v v being the observed range of the covariate v covariate related similarity x reciprocity defined by the sum of centered similarity scores for all reciprocal dyads in which 7 is situated siza 2 a Tijxji sim j sim 49 25 covariate related identity defined by the number of ties of to all other actors 7 who have exactly the same value on the covariate sias 2 Joy Big Hui v5 where the indicator function I v vj is 1 if the condition v v is satisfied and 0 if it is not 26 covariate related identity x reciprocity defined by the number of reciprocated ties between i and all other actors 7 who have exactly the same value on the covariate 5336 DI tijtji T vi vj 27 covariate ego x alter defined by the product of i s covariate and the sum of those of his alters net Siz7 vi D Tij Vj 28 covariate ego x alter x reciprocity defined by the product of it s covariate and the sum of those of his reciprocated alters net Sias Vi D1 Tij Lis Vj 29 covariate related similarity x popularity alter def
60. ctly connected others i e a preference of i for ties i j to those j for which there are many h with h A j 6 The distribution of degrees can be modeled more closely by using the effects sum of 1 out degree 1 and or the other effects defined by non linear functions of out degrees 6 2 Effects for network dynamics associated with covariates For each individual covariate there are several effects which can be included in a model specifi cation both in the network evolution part and in the behavioral evolution part should there be dependent behavior variables in the data e network rate function 1 the covariate s effect on the rate of network change of the actor e network evaluation and endowment functions 1 the covariate similarity effect a positive parameter implies that actors prefer ties to oth ers with similar values on this variable thus contributing to the network autocorrelation of this variable not by changing the variable but by changing the network the effect on the actor s activity covariate ego a positive parameter will imply the tendency that actors with higher values on this covariate increase their out degrees more rapidly the effect on the actor s popularity to other actors covariate alter a positive parameter will imply the tendency that the in degrees of actors with higher values on this covariate increase more rapidly the interaction between the value of the covariate of
61. ctober 2004 5 39 de Federico de la R a A 2005 El an lisis din mico de redes sociales con SIENA M todo Discusi n y Aplicaci n Empiria 10 151 181 Frank O 1991 Statistical analysis of change in networks Statistica Neerlandica 45 283 293 Frank O and D Strauss 1986 Markov graphs Journal of the American Statistical Association 81 832 842 Gelman A and X L Meng 1998 Simulating Normalizing Constants From Importance Sampling to Bridge Sampling to Path Sampling Statistical Science 13 163 185 Geyer C J and E A Thompson 1992 Constrained Monte Carlo maximum likelihood for dependent data Journal of the Royal Statistical Society ser B 54 657 699 Handcock Mark S 2002 Statistical Models for Social Networks Inference and Degeneracy Pp 229 240 in Dynamic Social Network Modeling and Analysis Workshop Summary and Papers edited by Ronald Breiger Kathleen Carley and Philippa E Pattison National Research Council of the National Academies Washington DC The National Academies Press Handcock Mark S and Hunter David R 2006 Inference in curved exponential family models for networks Journal of Computational and Graphical Statistics 15 565 583 Huisman M E and T A B Snijders 2003 Statistical analysis of longitudinal network data with changing composition Sociological Methods amp Research 32 253 287 Jariego I M and de Federico de la R a A 2006 El an lisis di
62. d can be changed in the simulation options The user can break in and terminate the simulations early When only 1 run is requested an entire data set is generated and written to file in SIENA format and also in Pajek format The output file contains means variances covariances and correlations of the selected statistics The output file also contains t statistics for the various statistics these can be regarded as tests for the simple null hypothesis that the model specification with the current parameter values is correct The simulation feature can be used in the following way Specify a model and estimate the parameters After this estimation supposing that it converged properly add a number of potential effects This number might be too large for the estimation algorithm Therefore do not Estimate but choose Simulate instead The results will indicate which are the statistics for which the largest deviations as measured by the t statistics occurred between simulated and observed values Now go back to the model specification and return to the specification for which the parameters were estimated earlier The effects corresponding to the statistics with large t values are candidates for now being added to the model One should be aware however that such a data driven approach leads to capitalization on chance Since the selected effects were chosen on the basis of the large deviation between observed and expected values the t tests based
63. d reciprocity parameters and zero values for all other parameters or the current parameter values as initial values for estimating new parameter values 8 The selection of the period for which a goodness of fit on period homogeneity is to be carried out 40 9 The selection of the effect for which a goodness of fit on actor homogeneity is to be carried out 1 for the out degree effect 2 for the reciprocity effect if this is selected a list of actors also has to be supplied 10 A random number seed If the value 0 is chosen the program will randomly select a seed This is advised to obtain truly random results If results from an earlier run are to be exactly replicated the random number seed from this earlier run can be used 11 The method to estimate derivatives 0 is the older finite differences method this is the method used in SIENA versions 1 and 2 which has a bias 1 and 2 are the more efficient and unbiased methods proposed by Schweinberger and Snijders 2007 the preferred method is number 1 See Section 8 Options about the simulation runs can be accessed in the StOCNET environment via the simu lation specification button on the SIENA model s main screen This button only is activated when simulation is chosen as the Run model There is one option for simulations that can be chosen here 1 The number of runs in the straight simulations Advice the default of 1000 will usually be adequate Depending
64. data structures together with some basics of the model definition it uses unit EIGHT for some lower level data storage and also DIGRAPH for definition of network data and model ingredients S CONSTANTS contains definitions of maximal values of numbers of actors numbers of variables etc S_BASE contains the basic model definition and the basic simulation procedures S_SIM is the unit for carrying out straight simulations S_EST contains the procedure for estimation using S_TEST for goodness of fit tests S_DESC contains procedures for data description Then there are some special purpose units of which the most important ones are 7 8 9 10 S_Start contains the procedure ReadWriteData to start a project by reading the pname IN file and the initial data files and writing the internally used files It uses only S_DAT Procedure ReadWriteData from S_START must be followed always by procedure BeforeFirst ModelDefinition from S_BASE S_ML contains procedures for maximum likelihood estimation S_RE contains procedures for random effect models as yet undocumented S signed contains procedures for models for signed digraphs as yet undocumented Further there are five units containing specific kinds of utilities Their names do not start with S_ because they do not use the other units except perhaps S CONSTANTS 11 12 13 14 15 EIGHT is a unit for storing the data Its name was chosen for histor
65. dicates the constants in the program that define limitations for the data sets used 18 Changes compared to earlier versions There are a few as yet undocumented options that will be disclosed when papers on these methods will be available e g Bayesian estimation procedures and models for signed digraphs Version 3 is a major overhaul of the program It contains 1 an entirely different representation of graphs and digraphs employing edge lists instead of adjacency matrices to store them which gives considerable speed increases for large networks input still is by adjacency matrices the possibility of input through edge lists is one of the lans for the future 2 a faster algorithm for ERGM estimation 3 a different representation of components of the objective function effects which should make it easier to add new effects to the program 4 ML estimation procedures for network evolution models as described in Snijders Koskinen and Schweinberger in preparation 5 the possibility to use the program for a number of actors that is limited only by computing time and available memory not by constraints in the software 6 a more efficient procedure for calculating derivatives and hence standard errors 7 a corrected and expanded way of modeling longitudinal data of symmetric i e non directed networks 8 the possibility to use changing dyadic covariates 9 the option of user defined interactions 10 the o
66. e by one The goodness of fit table looks as follows 2 Generalised score test c Testing the goodness of fit of the model restricted by 1 eval covariate_ij centered 0 0000 2 eval covariate_i alter 0 0000 3 eval covariate_i similarity 0 0000 c 92 5111 d f 3 p value 0 0001 1 tested separately two sided c 62 5964 d f 1 p value 0 0001 one sided normal variate 7 9118 2 tested separately two sided c 16 3001 d f 1 p value 0 0001 one sided normal variate 4 0373 3 tested separately two sided c 23 4879 d f 1 p value 0 0001 one sided normal variate 4 8464 One step estimates 1 constant network rate period 1 7 4022 1 constant network rate period 2 6 4681 eval outdegree density 0 4439 eval reciprocity 1 1826 eval transitive triplets 0 1183 eval covariate_ij centered 0 4529 eval covariate_i alter 0 1632 eval covariate_i similarity 0 4147 In the example output three parameters are restricted The p value corresponding to the joint test indicates that the restricted model is not tenable Looking at the separate tests it seems that the misfit is due to all three parameters Thus it is sensible to improve the goodness of fit of the baseline model by including all of these parameters and estimate them 9 3 2 Testing homogeneity assumptions SIENA by default assumes that the parameter values are constant across actors and periods Such
67. e complete its three phases How this depends on the data set and the number of parameters in the model is indicated in Section 17 After having obtained the outcomes of the estimation process the model can be respecified non significant effects may be excluded but it is advised always to retain the out degree and the reciprocity effects and other effects may be included 13 1 Model choice For the selection of an appropriate model for a given data set it is best to start with a simple model including e g 2 or 3 effects delete non significant effects and add further effects in groups of 1 to 3 effects Like in regression analysis it is possible that an effect that is non significant in a given model may become significant when other effects are added or deleted When you start working with a new data set it is often helpful first to investigate the main endogenous network effects reciprocity transitivity etc to get an impression of what the network dynamics looks like and later add effects of covariates The most important effects are discussed in Section 6 the effects are defined mathematically in Section 15 42 13 1 1 Exploring which effects to include The present section describes an exploratory approach to model specification A more advanced approach to testing model specifications is described in Section 9 For an exploration of further effects to be included the following steps may be followed 1 Estimate a model whi
68. e corresponding statistic and the functions 3 flijc defining a contribution of tie 7 1 to the evaluation function this function has ar guments dg i j m t par where dg is the valued digraph i j indicates the tie variable m defines the period observation number t is shorthand for the current value of tie vari able of digraph dg avoiding its unnecessary calculation and par is a fixed parameter incorporated in the effect 4 flij defining a contribution of tie x 1 to the statistic with arguments dg i j m par 5 fli defining an extra contribution of actor i to the statistic with arguments dg i m par The parameter par is a parameter that can be used to modify the definition of the effect e g par could be the order amp of a k star and which is given in the MO file as the last element of each line corresponding to an effect In many cases ContributionWeight ConfigWeight flij dg i j m par flijc dg i 7j m 1 par and fli 0 but flexibility and possibilities for handling missing data are gained by this way of specifying which contains some redundancies for data sets without any missings The contribution of the effect to the evaluation function is defined as follows if the effect has weight a a statistical parameter to be distinguished from the preset parameter indicated by par then increasing tie variable x from 0 to 1 will increase the evaluation function by a times C1 CQ Zj
69. e necessary to let the rate function depend on the individual covariate that indicates this size or on the out degree e evaluation function effects The evaluation function models the network actors satisfaction with their local network neighborhood configuration It is assumed that actors change their scores on the dependent variable such that they improve their total satisfaction with a random element to represent the limited predictability of behavior In contrast to the endowment function described below the evaluation function evaluates only the local network neighborhood configuration that results from the change under consideration In most applications the evaluation func tion will be the main focus of model selection The network evaluation function normally should always contain the density or out degree effect to account for the observed density For directed networks it mostly is also advisable to include the reciprocity effect this being one of the most fundamental network effects Like wise behavior evaluation functions should normally always contain the tendency parameter to account for the observed prevalence of the behavior e endowment function effects The endowment function is an extension of the evaluation function that allows to distinguish between new and old network ties when evaluating possible network changes and between increasing or decreasing behavioral scores when evaluating possible b
70. ection 12 e g to the value 0 001 or 0 0001 Some guidance for how to do this is also given in Section 3 2 39 12 Options for model type estimation and simulation There are several options available in SIENA The main options concern the model type and the estimation procedure used Options concerning model type and estimation procedure can be accessed in the StOCNET environment via the Model specification screen s option page More detailed information is given starting at page 67 1 There is a choice between conditional 1 and unconditional 0 estimation If there are dependent action variables the default for conditional estimation is to condition on the observed distance for the network variable but it then is possible also to condition on the distances observed for the dependent action variables In addition there are options for maximum likelihood 2 and Bayesian 3 estimation these are beginning to be documented 2 The Model Code This defines the Model Type and an associated output option In the longitudinal case the meaning of this code is as follows Model Codes 10 or more give extra output for evaluating the fit of the out degree distribution and for the explained variation Snijders 2004 the integer Model Code in the unit position i e Model Code itself if it is less than 10 and Model Code 10 if the code is more than 10 defines the Model Type defined in Section 6 5 In the ERGM non longitudinal c
71. effect to represent the preconditions for transitivity or alternatively the association between in degrees and out degrees 6 The number of three cycles to represent cyclicity or generalized reciprocity or the converse of hierarchy For nondirected networks the basic structural part is comprised by the following smaller set 1 The alternating k stars effect to represent the distribution of the degrees 2 For alternating transitive k triangles effect to represent the tendency to transitivity 3 The alternating independent two paths effect to represent the preconditions for transitivity or alternatively the association between in degrees and out degrees Other effects can be added to improve the fit To obtain good convergence results for the ERGM case it will usually be necessary to increase the default value of the multiplication factor see Sections 3 2 and 11 6 5 Model Type When the data is perfectly symmetric this will be detected by SIENA Then the analysis options for nondirected networks will be followed 6 5 1 Model Type directed networks For directed networks the Model Type distinguishes between the model of Snijders 2001 Model Type 1 that of Snijders 2003 Model Type 2 and the tie based model described in Snijders 2006 Model Type 3 Model Type 1 is the default model and is described in the basic publications on Stochastic Actor Oriented Models for network dynamics Model type 2 is at this moment not
72. eglich Christian E G and Schweinberger Michael 2007 Modeling the co evolution of networks and behavior In Longitudinal models in the behavioral and related sciences edited by Kees van Montfort Han Oud and Albert Satorra pp 41 71 Mahwah NJ Lawrence Erlbaum Snijders T A B and M A J Van Duijn 1997 Simulation for statistical inference in dynamic network models Pp 493 512 in Simulating Social Phenomena edited by R Conte R Hegselmann and P Terna Berlin Springer Snijders T A B and van Duijn M A J 2002 Conditional maximum likelihood estimation under various specifications of exponential random graph models Pp 117 134 in Jan Hagberg ed Contributions to Social Network Analysis Information Theory and Other Topics in Statistics A Festschrift in honour of Ove Frank University of Stockholm Department of Statistics Steglich Ch Snijders T A B and Pearson M 2007 Dynamic Networks and Behavior Separating Selection from Influence Submitted Steglich Ch E G Snijders T A B and West P 2006 Applying SIENA An Illustrative Analysis of the Coevolution of Adolescents Friendship Networks Taste in Music and Alcohol Consumption Methodology 2 48 56 Van de Bunt G G 1999 Friends by choice An actor oriented statistical network model for friendship networks through time Amsterdam Thesis Publishers Van de Bunt G G M A J van Duijn and T A B Snijders 1999 Friendship networks through time
73. egrees Strong heterogeneity between the actors will have to be represented by suitable covariates if these are not available one 43 may define one or a few dummy variables each representing an outlying actor and give this dummy variable an ego effect in the case of deviant out degrees and an alter effect in the case of deviant in degrees Another possibility is that there is time heterogeneity Indications about this can be gathered also from the descriptives given in the start of the output file the number of changes upward and downward in the network and also if any in the dependent behavioral variable If these do not show a smooth or similar pattern across the observations then it may be useful to include actor variables representing time trends These could be smooth e g linear but they also could be dummy variables representing one or more observational periods these must be included as an ego effect to represent time trends in the tendency to make ties or to display higher values of the behavior in question e Too many weak effects are included Use a smaller number of effects delete non significant ones and increase complexity step by step Retain parameter estimates from the last sim pler model as the initial values for the new estimation procedure provided for this model the algorithm converged without difficulties e Two or more effects are included that are almost collinear in the sense that they can b
74. egressive M H 4 For Bayesian estimation scale factor of the proposal distribution code 0 scale factor is calibrated during burn in code c gt 0 positive real number c is used as scale factor 5 For models with actor dependent random coefficients Metropolis Hastings M H algo rithm for the random effects code 1 random walk M H code 2 independence sampler code 3 first order autoregressive M H 6 For models with actor dependent random coefficients scale factor of the proposal dis tribution 67 7 code 0 scale factor is calibrated during burn in code c gt 0 positive real number c is used as scale factor A code for the type of model For longitudinal data this is the Model Code described in the section on model options For exponential random graph models this code defines the steps used in the one observation case for simulating a random di graph see also the description above code 1 Gibbs steps for single tie variables code 2 Gibbs steps for dyads code 3 Gibbs steps for triplets code 4 Metropolis Hastings steps for single tie variables version A this is the default for directed networks code 5 Metropolis Hastings steps for single tie variables version B code 6 Metropolis Hastings steps for single tie variables version A for non directed graphs code 7 Metropolis Hastings steps for single tie variables for antisymmetric grap
75. ehavioral changes The function models the loss of satisfaction incurred when existing network ties are dissolved or when behavioral scores are decreased to a lower value hence the label endowment Advice start modeling without any endowment effects and add them at a later stage The estimation and simulation procedures of SIENA operate on the basis of the model spec ification which comprises the set of effects included in the model as described above together with the current parameter values and the Model Type see Section 6 5 After data input the 3The evaluation function was called objective function in Snijders 2001 4The endowment function is similar to the gratification function in Snijders 2001 19 constant rate parameters and the density effect in the network evaluation function have default initial values depending on the data All other parameter values initially are 0 The estimation process changes the current value of the parameters to the estimated values Values of effects not included in the model are not changed by the estimation process It is possible for the user to change parameter values and to request that some of the parameters are fixed in the estimation process at their current value 6 1 Important structural effects for network dynamics For the structural part of the model for network dynamics the most important effects are as follows The mathematical formulae for these and other effects are give
76. el specification see section 19 2 1 and save it as a text ASCII TXT file Here it is more convenient to use a light weight text editor such as Notepad Textpad or Wordpad which do not have the inbuilt preferences for formatting text that MS Word has 6 Click on the shortcut or batch file for Siena07 The last two steps modifying the pname MO file and running Siena07 can be repeated as much as one likes Other possibilities are 7 Get some basic descriptive statistics by running Siena02 8 Simulate the model for fixed parameter values by running Siena05 The statistics to be simulated are indicated in the file pname si which can be modified to add to or delete from the list of simulated statistics The program Siena04 is of minor importance Some of the model defining statistics in the SIENA model contain numbers or preset non changing internal effect parameters which can be set at other values by the user Examples are the value 3 in out degree up to 3 for the longitudinal version of SIENA and the value 2 in the linear combination of k out stars in the non longitudinal exponential random graph or p model version of SIENA These numbers should not be confused with the statistical parameters that are estimated by Siena07 These values are represented in the pname MO file by the last of the 6 values in the line for this effect When these values are modified the change must be put into effect by ca
77. ey are less than 0 3 These bounds are indications only and are not meant as severe limitations The corresponding part of the output is the following Total of 1954 iterations Parameter estimates based on 954 iterations basic rate parameter as well as convergence diagnostics covariance and derivative matrices based on 1000 iterations Information for convergence diagnosis Averages standard deviations and t ratios for deviations from targets 1 0 236 7 006 0 034 2 0 204 7 059 0 029 3 1 592 22 242 0 072 Good convergence is indicated by the t ratios being close to zero In this case the t ratios are 0 034 0 029 and 0 072 which is less than 0 1 in absolute value so the convergence is excellent In data exploration if one or more of these t ratios are larger in absolute value than 0 3 it is advisable to restart the estimation process For results that are to be reported it is advisable to carry out a new estimation when one or more of the t ratios are larger in absolute value than 0 1 Large values of the averages and standard deviations are in themselves not at all a reason for concern For the exponential random graph or p model the convergence of the algorithm is more problematic than for longitudinal modeling A sharper value of the t ratios must be found before the user may be convinced of good convergence It is advisable to try and obtain t values which are less than 0 15 If even with repeated trials the
78. f interest when facing convergence problems 9 2 How to do Most goodness of fit tests will have the following form some model is specified and one or more parameters are restricted to some constant in most cases 0 Such restrictions on parameters can be imposed in the StOCNET program collection by pressing the Model specifications button 33 on the main SIENA interface selecting the parameter of interest pressing the Advanced button checking the box in the column with label t corresponding to the parameter of interest and specifying the value to which the parameter is restricted Outside the StOCNET program collection parameters can be restricted by opening the pname MO file going to the parameters of interest and setting the values in the fourth column equal to 1 The goodness of fit test proceeds by simply estimating the restricted model not the unrestricted model with unrestricted parameters by the standard SIENA estimation algorithm No more information needs to be communicated When the model is restricted SIENA by default assumes that the restricted model is to be tested against the unrestricted model and by default SIENA evaluates the generalized Neyman Rao score test statistic 9 3 Example one sided tests two sided tests and one step estimates Suppose that it is desired to test the goodness of fit of the model restricted by the null hypothesis that the transitivity parameter is zero The following output may be obtained
79. f you are analyzing only a network as the dependent variable then the actor covariates if any must go to the box Constant covariates or Changing covariates the changing refers to change over time and can be used only for the longitudinal option Next go to the Model specification and select the effects you wish to include in the model When starting choose a small number e g 1 to 4 effects After clicking OK you can then continue by estimating parameters the Estimation option must be selected which contrasts with Simulation and the estimation algorithm then is started by clicking the Run button It will depend on the size of the data set and the number of parameters in the model how long the estimation takes The output file opens automatically in the Results step Below you see some points about how to evaluate the reliability of the results If the con vergence of the algorithm is not quite satisfactory but not extremely poor then you can continue just by Running the estimation algorithm again If the parameter estimates obtained are very poor not in a reasonable range then it usually is best to start again with a simpler model and from a standardized starting value The latter option must be selected in the Model specification Options screen SIENA estimates parameters by the following procedure 1 Certain statistics are chosen that should reflect the parameter values the finally obtained
80. g in per 3 0 8 3 08 2 0 6 Note that for joining the numbers 0 1 0 have a different meaning than the numbers 1 0 0 The former numbers indicate that an actor is observed at time 1 he she joined the network right before the first time point the latter indicate that an actor is not observed at observation time 1 he she joined just after the first time point The same holds for leavers 5 0 0 indicates that an actor is observed at time point 5 whereas 4 1 0 indicates that an actor left right before he she was observed at time point 5 From the example it follows that an actor is only allowed to join leave join and then leave or leave and then join the network The time that the actor is part of the network must be an uninterrupted period It is not allowed that an actor joins twice or leaves twice When there is no extra information about the time at which an actor joins or leaves in some known period there are three options set the fraction equal to 0 0 0 5 or 1 0 The second option is thought to be least restrictive The following special options are available for treatment of composition change by indicating this in the corresponding line in the IN file see Section 19 1 2 The values of the joiners before joining are replaced by the value 0 no ties and the values of the leavers after leaving are treated as regular missing data 3 The values of the joiners before joining and the values of the leavers after leaving are trea
81. g window while missing data are identified in the Transformation dialog window In the Model dialog window network data and additional variables subsequently can be selected for SIENA analyses This is done by first choosing SIENA from the list of available statistical methods and then pushing the Data specification button Names of variables must be composed of at most 11 characters This is because they are used as parts of the names of effects which can be included in the model and the effect names should not be too long The use of the default variable and file names proposed by StOCNET is not recommended 5 1 Digraph data files Each digraph must be contained in a separate input file Two data formats are allowed 1 Adjacency matrices The first is an adjacency matrix i e n lines each with n integer numbers separated by blanks or tabs each line ended by a hard return The diagonal values are meaningless but must be present Although this section talks only about digraphs directed graphs it is also possible that all observed adjacency matrices are symmetric This will be automatically detected by SIENA and the program will then utilize methods for non directed networks The data matrices for the digraphs must be coded in the sense that their values are converted by the program to the 0 and 1 entries in the adjacency matrix A set of code numbers is required for each digraph data matrix these codes are regarded as the numbers represe
82. happens from subphase 2 2 onward for some parameters these may be the parameters that led to problems in the estimation algorithm e g because the corresponding effect is collinear with other effects or because they started from unfortunate starting values or because the data set contains too little information about their value 13 3 Composition change Example data files for a network of changing composition are also provided with the program These files are called vtest2 dat vtest3 dat and vtest4 dat They contain the same network data as the friendship data files of van de Bunt for these three observation times and with the same coding except that in these data some joiners and leavers were artificially created These actors were given the code 9 for the observation moment at which they were not part of the network The attribute file vtestexo dat contains the times at which the network composition changes see 44 also the example in Section 5 7 This file is necessary for the program to correctly include the times at which actors join or leave the network For example the first line of the file contains the values 10 7 3 0 0 which indicates that the first actor joins the network at fraction 0 7 of period 1 the period between the first and second observation moments and leaves the network right after the beginning of the third period i e he she does not leave the network before the last observation at the third time p
83. he other hand have one such value for each period between measurement points If there are M waves of network data this covers M 1 periods and accordingly for specifying a single changing dyadic covariate M 1 data files with covariate matrices are needed The StOCNET interface requires the user to enter these in blocks of M 1 and within each block in sequential order This is done in the Data specification menu of the SIENA model page For each such block also a name must be provided to identify the changing dyadic covariate For data sets with only two waves the specification of changing dyadic covariates is meaningless because there is only one period hence there is no change over periods possible Constant dyadic covariates can be selected in the respective section of the Data specification menu They are identified by the name given to them in the initial Data step in StOCNET The reasons for restricting dyadic covariates to integer values from 0 to 255 are historical and have to do with how the constant dyadic covariate data are stored internally If the user wishes to use a dyadic covariate with a different range this variable first must be transformed to integer values from 0 to 255 E g for a continuous variable ranging from 0 to 1 the most convenient way probably is to multiply by 100 so the range becomes 0 100 and round to integer values In the current implementation this type of recoding cannot easily be carried out wi
84. hese correlations can be used to see whether there is an important degree of collinearity between the effects Collinearity means that several different combinations of parameter values could represent the same data pattern in this case the same values of the network statistics When one or more of the correlations are very close to 1 0 or 1 0 this is a sign of collinearity This will also lead to large standard errors of those parameters It is then advisable to omit one of the corresponding effects from the model because it may be redundant given the other strongly correlated effect It is possible that the standard error of the retained effect becomes much smaller by omitting the other effect which can also mean a change of the t test from non significance to significance 30 7 3 Other remarks about the estimation algorithm 7 3 1 Changing initial parameter values for estimation When you wish to change initial parameter values for running a new estimation procedure this can be done in StOCNET as one of the model options It can also be done by breaking in into the SIENA program 7 3 2 Fixing parameters Sometimes an effect must be present in the model but its precise numerical value is not well determined E g if the network at time t would contain only reciprocated choices then the model should contain a large positive reciprocity effect but whether it has the value 3 or 5 or 10 does not make a difference This will be ref
85. hrough the MO file The model specification options were already discussed in Section 12 These can be changed outside the StOCNET shell by changing the pname MO file by a text editor In this way you may also used advanced SIENA options which are not yet available through StOCNET whether such options exist will depend on the versions of SIENA and StOCNET When looking at the pname MO file you can see that this file by and large contains the same information as the screen opening up in StOCNET when clicking the Model specification button More precisely the pname MO file consists of several sections marked by symbols as follows e Section 1 contains general information about the project such as data format numbers and names of variables The information given in this section must be compatible to the information provided in the file pname IN e Sections starting 2 x contain the model specification for dependent network variables in dexed by x There are two subsections Subsections 2 x 1 contain the specification of the network rate function which looks like this 2 1 1 rate function effects for dependent network variable 1 11 number of these effects each effect is given in two rows first row contains label of the effect second row contains flags for inclusion fixing and testing the starting value and potential extra parameters for effect calculation basic network rate parameter 000 5 851107 0
86. hs tournaments code 8 Metropolis Hastings steps keeping the in degrees and out degrees fixed To each of these values the number 10 may be added so the values become 11 18 In that case a continuous chain is used i e the last generated graph is used as the intial value in the MCMC sequence for simulating the next graph Otherwise i e for the values 1 8 the initial value is an independently generated random graph For practical purposes one should always use a continuous chain i e only use codes 11 18 8 The number of subphases in phase 2 of the estimation algorithm advice 4 9 The number of phase 3 iterations for the estimation algorithm advice 1000 10 11 12 13 14 A number r proportional to the number of steps used for generating one graph in the one observation case The number of steps is r n 2d 1 d where n is the number of actors and d is the observed density of the graph if the observed density is less than 05 or more than 95 the value d 05 is used The initial value of the gain parameter in the estimation algorithm advice 0 2 for longitudinal MoM smaller for ERGM An indicator for the initial value used in the estimation algorithm code 0 current value as specified in the preceding sections code 1 standardized starting value meaning that a good starting value is chosen for the density effect and in the one observation exponential random graph case a
87. i C3 Liy C4 Epi C5 Lj C6 Tj e7T Pi cgOSi co ISi cio TPji flije dg i j m 0 par 4 where cp ContributionWeight h decreasing tie variable x from 1 to 0 will decrease the evaluation function by q times Co C1 Co ji C3 Ti C4Lpi C5 Lj C6 2X4 e7T Pi cgOSi co ISi cro T Pi fltje dg i 7 m 1 par 5 Here TP OS and IS are the numbers of twopaths outstars and instars respectively defined by TP gt Tih Thj h OSij X Thi hj h ISi X Tih Ejh h dg refers to the current network x and m to the current period Equations 4 5 are except for the sign in the second case equal to six i gt j six x in Snijders 2001 2005 and Snijders Steglich and Schweinberger 2007 where k is the index of the effect Equations 4 5 are calculated in either of two ways in procedure UtilityComponents and in procedures Contrib_n and Contrib_fn all in unit Digraph The procedures in Digraph are linked to unit S_Base by means of procedures in unit Eight Procedure UtilityComponents calculates 4 and 79 5 and makes them available directly Procedures Contrib_n and Contrib_fn compute the change in objective function which is 5 an Sik a i j six a 6 k This is calculated for changing tie variables from 0 to 1 using 4 and ax alpa_f k in pro cedures Contrib_n and Contrib_n_alpha in unit Digraph for changing tie variables from 1 to
88. i j for which there is at least one twopath from i to j for undirected graphs this is Disi MaXh zi j in Ln for directed graphs it is iss Max Ais Te Chay The alternating k out stars combination n 1 Ti T 2 1 APE ajs i _ 1 Sere ee le for some value c The alternating k in stars combination n 1 Tyi eis 2 1 epee eae Pe ee for some value c For undirected graphs the related k triangles statistic 1 Looij i lt j for some value c where L is the number of two paths from i to j Loi gt gt LinEn for directed graphs the formula is 1 Looij Sahi 6 27 ij with the same definition of Lij 55 19 20 21 22 23 24 25 26 For undirected graphs the k parallel two paths statistic 1 Looij sf 3 i lt j which formula is replaced for directed graphs by i 0 2 For each dyadic covariate wij the sum 7 Zij Wij For each dyadic covariate w j the associated reciprocity effect defined by 5 j Vig Vii Wij For each individual covariate v changing or constant recall that all covariates are centered four effects are included The first is the v related popularity effect 7 74 Ui next is the v related activity effect X Lit Vi for non directed networks these together are replaced by the single covariate effect 7 4 vi Di Tit vi the v related similarity effect defined by the sum of centered similarity scores Dij zij simi sim
89. iables are not centered 18 6 Model specification After defining the data the next step is to specify a model In the StOCNET environment this is done by clicking the Model specification button that is activated after a successful Data specification in StOCNET s Model menu provided that SIENA was selected from the list of available models The model specification consists of a selection of effects for the evolution of each dependent variable network or behavior A list of all available effects for a given SIENA project is given in the secondary output file pname log A list of all effects in the objective function is given in the file pname eff For the longitudinal case three types of effects are distinguished see Snijders 2001 Steglich Snijders and Pearson 2007 e rate function effects The rate function models the speed by which the dependent variable changes more precisely the speed by which each network actor gets an opportunity for changing her score on the dependent variable Advice in most cases start modeling with a constant rate function without additional rate function effects Constant rate functions are selected by exclusively checking the basic rate parameter for network evolution and the main rate effects for behavioral evolution on the model specification screen When there are important size or activity differences between actors it is possible that different advice must be given and it may b
90. iates 6 3 Effects on behavior evolution sooo 6 4 Exponential Random Graph Models oaaae a 6 5 Model Type p 4 e eee aaga Bek we BOR Le aaa D y a E eS 6 5 1 Model Type directed networks 6 5 2 Model Type non directed networks 6 6 Additional interaction effects 0 0000000045 Estimation Gl Algorithme i sa4 25 22845 OS eek SR Gee wits ee eR RSS T2 Output ird i gdybae eee BBA ee edhe ME Pe eb he 7 3 Other remarks about the estimation algorithm 7 3 1 7 3 2 7 3 3 7 3 4 7 3 5 Changing initial parameter values for estimation Fixing parameters 2 0 000020 ee eee Automatic fixing of parameters 04 Conditional and unconditional estimation Automatic changes from conditional to unconditional estimation Standard errors Interactions and dyadic transformations of covariates Dependent action variables Missing data Composition change TG 6 ben we d ah hess es eee Got ch as is Bis rah 11 12 12 13 14 14 15 15 16 16 18 19 20 21 22 23 23 23 24 25 27 27 28 31 31 31 31 31 32 32 9 Tests 9 1 Goodness of fit testing 0040 9 2 How to d0 sei Sea A Ge OG A aa 9 3 Example one sided tests two sided tests and one step estimates 9 3 1 Multi parameter tests 9 3 2 Testing homogeneity assumptions 9 4 Alternative application convergen
91. ibility to specify structural i e non random zeros and structural ones in the adjacency matrices see Section 5 1 1 a new format for the project definition file pname IN and the replacement of the internal project files pname mol through pname mo4 by files pname MO for model definition and pname SI for simulation directives old project files still can be read correction of various errors The main changes in version 1 98 compared to version 1 95 are 1 2 the advanced option modeltype is added implementing methods in Snijders 2003 maximum number of actors increased to 500 The main changes in version 1 95 compared to version 1 90 are 1 2 3 4 for the exponential random graph model some extra simulation options were added and inversion steps were added to the algorithm some effects 3 star and 4 star counts added to the exponential random graph model for changing covariates the global rather than the periodwise mean is subtracted the program Siena02 for data description was added The main changes in version 1 90 compared to version 1 70 are 1 2 possibility to use more than two observation moments inclusion of the exponential random graph p model corresponding to one observation moment possibility to have changes of composition of the network actors leaving and or entering 60 changing actor covariates arbitrary codes allowed for missing data instead of the autom
92. ical reasons in SIENA version 1 a byte was used to store eight booleans This unit also connects the procedures in DIGRAPH to those in S_BASE this is necessary because DIGRAPH is defined independent of the data DIGRAPH is a unit for defining network data types and effect data types CHAINS defines data types for use in data augmentation procedures employed in maximum likelihood estimation SLIB is a library of various computational and input output utilities RANGEN is a library for generation of random variables It uses the URNS suite for random numbers generation 71 20 1 Executable files The basic data input is carried out by executing Siena01l exe This program executes ReadWriteData and BeforeFirstModelDefinition thereby reading the basic information file Data description is carried out by Siena02 exe which executes Describe In the StOCNET operation the model specification is carried out by StOCNET changing the MO file and then running Siena04 exe Siena04 exe is used for checking admissibility of a model specification and for keeping consistency between the different session files It reads and updates the MO file and also writes the corre sponding SI file If you change pname MO by an text editor outside of StOCNET it is advisable to run Siena04 exe before proceeding Siena04 exe can also be used to copy a model definition from one mo file to another The simulation is carried out by Siena05 exe which executes Si
93. iders in addition how many the same non choices are made Tin xj 0 The direct and indirect ties effect is similar to the transitive triplets effect but instead of considering for each other actor j how many two paths i h j there are it is only considered whether there is at least one such indirect connection Thus one indirect tie suffices for the network embeddedness The distances two effect expresses network closure inversely stronger network closure when the total number of ties is fixed will lead to less geodesic distances equal to 2 When this effect has a negative parameter actors will have a preference for having few others at a geodesic distance of 2 given their out degree which is the number of others at distance 1 this is one of the ways for expressing network closure 20 4 The three cycles effect which can be regarded as generalized reci procity in an exchange interpretation of the network but also as the opposite of hierarchy in a partial order interpretation of the net work A negative three cycles effect sometimes may be interpreted as a tendency toward hierarchy The three cycles effect also contributes e __ gt e to network closure i J In a non directed network the three cycles effect is identical to the transitive triplets effect 5 Another triadic effect is the betweenness effect which represents brokerage the tendency for actors to position themselves between not dire
94. iis 2 poe Vij Ljh Thi betweenness count net sig x ere Lhi Lij L hj number of dense triads defined as triads containing at least c ties Siir 2 Djp Tij tag Eji Fin Ehi Fin Cry c where the indicator function I A is 1 if the condition A is fulfilled and 0 otherwise and where c is either 5 or 6 this effect is superfluous and undefined for symmetric networks number of unilateral peripheral relations to dense triads siis 2 Doane Zijl ye 1 Em 1 ki Lja ng Tjk where c is the same constant as in the dense triads effect for symmetric networks the unilateral condition is dropped and the definition is ape x eek zijl xni 1 Eri in FEhj H Ljk T Tkj Thk t kh gt c Tkj t Thk 4 Thh chs The effects for a dyadic covariate w are 19 20 covariate centered main effect Siig D0 tij wiz W where w is the mean value of wij covariate centered x reciprocity S720 2 D0 Vij Lji Wij W For actor dependent covariates v recall that these are centered internally by SIENA as well as for dependent behavior variables for notational simplicity here also denoted vj these are the possible effects 21 22 23 24 covariate alter or covariate related popularity defined by the sum of the covariate over all actors to whom 7 has a tie sizi Do Lig Vj covariate ego or covariate related a
95. implemented in SIENA version 3 In Model Type 2 the decisions by the actors consist of two steps first a step to increase or decrease their out degree when this step has been taken the selection of the other actor towards whom a new tie is extended if the out degree rises or from a an existing tie is withdrawn if the out degree drops The decision by an actor to increase or decrease the number of outgoing ties is determined on the basis of only the current degree the probabilities of increasing or decreasing the out degree are expressed by the distributional tendency function indicated in the output as zi and the volatility function v indicated as nu Which new tie to create or which existing tie to withdraw depends in the usual way on the evaluation and endowment functions Thus the outdegree distribution is governed by parameters that are not connected to the parameters for the 23 structural dynamics The use of such an approach in statistical modeling minimizes the influence of the observed degrees on the conclusions about the structural aspects of the network dynamics This is further explained in Snijders 2003 For Model Type 2 in the rate function effects connected to these functions and v are included On the other hand effects in the evaluation function that depend only on the out degrees are canceled from the model specification because they are not meaningful in Model Type 2 To evaluate whether Model Type
96. ined by the sum of centered similarity scores between 7 and the other actors j to whom he is tied weighted by the indegree of these other actors sizo 2 Joy wijv simj sim 30 user defined interaction effects as described in Section 6 6 The internal effect parameter is decomposed by SIENA into its two or three constituents as described in the mentioned section The interaction is defined on a tie basis if two interacting effects are defined by she a s x and s x gt s a where a and b care calculated from the internal effect parameter c then the interaction is defined by sil Ly sh s x Additional possible effects are documented in Steglich Snijders and Pearson 2007 and for Model Type 2 in Snijders 2003 15 1 2 Network endowment function The network endowment function is the way of modeling effects which operate in different strengths for the creation and the dissolution of relations The network endowment function is zero for creation of ties and is given by g x X sik 2 3 k for dissolution of ties In this formula the y are the parameters for the endowment function The potential effects s x in this function and their formulae are the same as in the evaluation func tion For further explication consult Snijders 2001 2005 Snijders Steglich and Schweinberger 2007 and Steglich Snijders and Pearson 2007 15 1 3 Network rate function The network rate fu
97. ion for the behavior dynamics ActionEffects_g the number of effects in the endowment function for the behavior dynamics oS o gt oe oe ActionEffects_l the number of effects in the rate function for the behavior dynamics 77 7 NetworkFunctions the number of statistics that can be calculated and which can be used if there are no dependent behavior variables this number is equal to NetworkEffects_f NetworkEffects_g NetworkEffects_l 8 ActionFunctions the number of statistics that can be used additionally to the statistics men tioned before in case that there are dependent behavior variables In units S DAT and S_BASE the definitions of the effects and statistics are given These use the basic data and effect structures defined in unit DIGRAPH which has a name not starting with S_ because it is itself independent of the other SIENA units which is described below e A For the rate function 1 Procedure DefineModel_Inames defines the names of the effects and the index numbers of the corresponding statistics 2 function NetworkLambda defines the network change rate function 3 procedure Transform_ calculates some variables for more efficient calculations in Net workLambda 4 for Model Type 2 the rate function for network change also depends on the functions and v 5 function ActionLambda defines the behavior change rate function e B For the evaluation and endowment functions of the network dynamics 1
98. ithm It can be helpful to start the estimation on a given data set by specifying a very simple model with only the out degree and the reciprocity effects for non directed networks only the degree effect Then by some trial and error determine the multiplication factor so that the autocorrelations reported in the SIENA output are less than 4 This will presumably be a suitable value of the multiplication factor also for other more complicated models If later on the largest reported autocorrelations become much smaller or larger then tune the multiplication factor such that the largest reported autocorrelation is smaller than 0 4 The algorithm uses by default a continuous chain to make successive draws from the ERGM even for different parameter values This is in order to improve convergence speed For this purpose the possibilities 1 8 mentioned above should be communicated in the model options see p 68 by the values 11 18 When convergence as evidenced by all t ratios for convergence being less than 0 1 in absolute value is not easy to obtain then one can try to improve convergence in repeated runs of SIENA with the following options When some autocorrelations are markedly higher than 0 1 then it can help to increase the multiplication factor When the provisional parameter estimate used as initial value for the estimation algorithm seems to be reasonably close to a satisfactory value then decrease the initial gain parameter see S
99. lSpecification 76 Digraph Digraph S_Base RanGen S_Base S_Base S_Base S_Dat S_Base S_Base 22 Parameters and effects In the source code there are two kinds of parameters alpha a in the source code alpa l for the rate function alpa_f for the evaluation function alpa_g for the endowment function and theta 0 The alpha parameters are used in the stochastic model and each alpha parameter corresponds to one effect independently of whether this effect is included in the current model specification Their values are stored in the pname MO file which also indicates by 0 1 codes whether these variables are included in the model and whether they are fixed at their current value in the estimation process The theta parameters are the statistical parameters that correspond to the effects in the current model specification Thus the theta parameters are those elements of the alpha parameters that are currently active Procedures SetAlpha and SetTheta in unit S_BASE define the correspondence between the alpha and theta parameters This correspondence sets the order of the theta parameters as follows 1 First the parameters for network dynamics a Rate parameters b evaluation function parameters c endowment function parameters 2 Then the parameters for behavior dynamics if there is a dependent behavior variable a Rate parameters b evaluation function parameters c endowment function parameters If there is
100. le Note that a shortcut is made by opening Windows Explorer giving a right mouse click on the executable file and then giving a left mouse click on Create Shortcut When the shortcut has been made the project name of the SIENA project must be added to the shortcut as follows give a right mouse click on the shortcut then give a left mouse click on properties and in the Target field add a space and the project name after the path plus filename of the executable file To run SIENA outside of StOCNET the steps taken are the following 57 1 Write the basic information file pname IN which describes the data files and variable names according to Section 19 1 This file must be in ASCII text format It is also possible to run SIENA once through StOCNET which will produce the basic informa tion file recognizable from the extension name in instead of writing the basic information file oneself 2 Make shortcuts or batch files as indicated above for each of the programs Siena01 and Siena07 and if desired also for Siena02 Siena04 and Siena05 3 Give the session name indicated here as pname as the command line parameter in the shortcuts or batch files 4 Click on the shortcut or batch file for Siena01 This should be done only once to create the project because calling Siena01 for an existing project will overwrite the output file 5 Open the file pname MO in a text editor edit it to obtain the desired mod
101. lected in the estimation process by a large estimated value and a large standard error a derivative which is close to 0 and sometimes also by lack of convergence of the algorithm This type of problem also occurs in maximum likelihood estimation for logistic regression and certain other generalized linear models see Geyer and Thompson 1992 Section 1 6 and Albert and Anderson 1984 In such cases this effect should be fixed to some large value and not left free to be estimated This can be specified in the model specification under the Advanced button As another example when the network observations are such that ties are formed but not dissolved some entries of the adjacency matrix change from 0 to 1 but none or hardly any change from 1 to 0 then it is possible that the density parameter must be fixed at some high positive value 7 3 3 Automatic fixing of parameters If the algorithm encounters computational problems sometimes it tries to solve them automatically by fixing one or more of the parameters This will be noticeable because a parameter is reported in the output as being fixed without your having requested this This automatic fixing procedure is used when in phase 1 one of the generated statistics seems to be insensitive to changes in the corresponding parameter This is a sign that there is little information in the data about the precise value of this parameter when considering the neighborhood of the initial parameter val
102. lling Siena04 This will update the names of the corresponding effects in the pname MO file Another use of Siena04 is to call it with two parameters e g Siena04 bunt bunthelp if bunt is the name of the project and there also exists a bunthelp mo file Then the model defi nition for the pname project i e the effects included in the model as well their current parameter values and the preset parameters and all the options are taken from the bunthelp mo file This is useful e g if one wishes to change a large number of projects to get an identical definition 5They are non changing in the sense that they are not modified by the estimation algorithm although they can be modified by the user 58 17 Limitations and time use The estimation algorithm being based on iterative simulation is time consuming The time needed for the default way of running the program is approximately proportional to pn C where p is the number of parameters n is the number of actors the power a is some number between 1 and 2 and C is the number of tie and behavior variables that changed between time m and time m 1 summed over m 1 to M 1 For data sets with 30 to 40 actors and something like 5 parameters the estimation process takes a minute or so on a fast PC The number of actors n should not give a problem up to a few hundreds For large data sets and models the estimation process may take more minutes up to several hours Section 24 in
103. lso for the reciprocity effect For still other configurations also starting values for the rate parameters and the tendency effect for dependent action variables are internally determined All other effects then have a 0 0 starting value An indicator allowing for tests of temporal between period homogeneity of parameters code 0 no test code m gt 0 test for period m An indicator allowing for tests of actor homogeneity of parameters code 0 no test code 1 test of the density out degree effect code 2 test of the reciprocity effect 68 15 A space separated list giving the row numbers of the actors for such an actor homo geneity test 16 A value determining the use of random numbers during the estimation process code 0 randomize seed code c gt 0 positive integer c is used as random seed 17 An indicator for the method of estimating derivatives of expected values with respect to parameters code 0 Finite Differences the older method of Snijders 2001 code 1 Score Function method I see Schweinberger and Snijders 2007 not available for all models If you change anything in the pname MO file you must run Siena04 exe to let SIENA check and if necessary censor or re define the model specification 19 2 2 Specification of simulations through the SI file For running simulations SIENA needs to be told which statistics it should simulate This is done by manipulating
104. m number nz of individual variables EIGHT nzzmax maximum number nzz of dyadic covariates EIGHT Reasonable values for these constants are the following pmax 70 cemax 500 the maximum number of statistics depends on the number of available effects the number of dependent behavior variables and the number of observations M and is given by MaxFunctions in unit S_Dat this should not be more than ccmaz nzmax 30 nzzmax 20 82 The number M of observations may not be higher than 99 Since the number of observations is dealt with by a dynamic array this is not reflected by some constant The only reason for the upper bound of 99 is that the index number of the observation is used in the internal data file extension names and may not have more than two digits But 99 seems quite a high upper bound for practical data sets 25 References Albert A and J A Anderson 1984 On the existence of the maximum likelihood estimates in logistic regression models Biometrika 71 1 10 Boer P Huisman M Snijders T A B Steglich C E G Wichers L H Y and E P H Zeggelink 2006 StOCNET An open software system for the advanced statistical analysis of social networks Version 1 7 Groningen ICS SciencePlus http stat gamma rug nl stocnet de Federico de la R a A 2004 L Analyse Longitudinal de R seaux sociaux totaux avec SIENA M thode discussion et application BMS Bulletin de M thodologie Sociologique 84 O
105. me out The output is divided into sections indicated by a line 1 subsections indicated by a line 2 subsubsections indicated by 3 etc For getting the main structure of the output it is convenient to have a look at the 1 marks first The primary information in the output of the estimation process consists of the following three parts Results are presented here which correspond to Table 2 column ty t3 of Snijders 2001 The results were obtained in an independent repetition of the estimation for this data set and this model specification since the repetition was independent the results are slightly different illustrating the stochastic nature of the estimation algorithm 1 Convergence check In the first place a convergence check is given based on Phase 3 of the algorithm This check considers the deviations between simulated values of the statistics and their observed values the latter are called the targets Ideally these deviations should be 0 Because of the stochastic nature of the algorithm when the process has properly converged the deviations are small but not exactly equal to 0 The program calculates the averages and standard deviations of the deviations and combines these in a t statistic in this case average divided by standard deviation For longitudinal modeling convergence is excellent when these t values are less than 0 1 in absolute 28 value good when they are less than 0 2 and moderate when th
106. more data files with digraphs are required the observed networks one for each time point The number of time points is denoted M The other statistical method implemented in SIENA if the parameter estimation for the ex ponential random graph model ERGM For this method one observed network data set is required In addition various kinds of variables are allowed 1 actor bound or individual variables also called actor attributes which can be symbolized as v i for each actor i these can be constant over time or changing the changing individual variables can be dependent variables changing dynamically in mu tual dependence with the changing network or independent variables exogenously changing variables then they are also called individual covariates 2 dyadic covariates which can be symbolized as w j for each ordered pair of actors i j they are allowed only to have integer values ranging from 0 to 255 If one has real valued dyadic covariates then one option is to multiply them e g by 10 or 100 so that they still have a range between 0 and 255 and used the rounded values These likewise can be constant over time or changing All variables must be available in ASCII raw text data files described in detail below These files the names of the corresponding variables and the coding of missing data must be made available to SIENA In the StOCNET environment files and variable names are entered in the Data dialo
107. mulate The estimation is carried out by executing Siena07 exe which executes Estimate The multilevel combination of estimation runs for several data sets according to the same basic model specification is done by Siena08 exe see Section 14 This program is independent of the other programs and reads the output files produced by Siena07 exe 21 Starting to look at the source code If you wish to start with understanding the structure of the source code it may be helpful to take the following tour of some essential ingredients 1 Unit DIGRAPH defines network data types a TValuedDigraph storing a valued directed graph used as the basic network data struc ture b TDigraph storing a valued directed graph used for storing indicators of missing data and structurally determined data Both data types store valued digraphs as doubly linked arc lists allowing to search arcs both from the sender node and from the receiver node and using less memory space than the adjacency matrices used in versions 1 and 2 of SIENA In addition unit DIGRAPH defines types that allow to define the model components a TEffect defining a component in the objective function for the longitudinal case and a component in the log odds for the non longitudinal ERGM case b TEffects defining an array of TEffect and many operations on such arrays 2 Unit EIGHT contains the fundamental data structures using the types defined in DIGRAPH i Functions
108. n mico de redes con Siena Pp 77 93 in J L Molina A Quiroga J Mart I M Jariego and A de Federico eds Talleres de autoformaci n con programas inform ticos de an lisis de redes sociales Bellaterra Universitat Autonoma de Barcelona Koskinen J 2004 Essays on Bayesian Inference for Social Networks PhD Dissertation Department of Statistics Stockholm University Koskinen J H and T A B Snijders 2006 Bayesian inference for dynamic network data To be published Leenders R Th A J 1995 Models for network dynamics a Markovian framework Journal of Math ematical Sociology 20 1 21 Robins G Snijders T A B Wang P Handcock M and Pattison P 2007 Recent developments in Exponential Random Graph p Models for Social Networks Social Networks In press Schweinberger M 2005 Statistical Modeling of Network Dynamics Given Panel Data Goodness of fit Tests Submitted for publication Schweinberger M and Snijders T A B 2007 Markov models for digraph panel data Monte Carlo based derivative estimation Computational Statistics and Data Analysis In press 83 Snijders T A B 1999 The transition probabilities of the reciprocity model Journal of Mathematical Sociology 23 241 253 Snijders T A B 2001 The statistical evaluation of social network dynamics Pp 361 395 in Soci ological Methodology 2001 edited by M E Sobel and M P Becker Boston and London Basil Blackwell Snijders T
109. n in Section 15 Here we give a more qualitative description l 2 The out degree effect which always must be included The reciprocity effect which practically always must be included There is a choice of four network closure effects Usually it will be sufficient to express the tendency to network closure by including one or two of these They can be selected by theoretical considerations and or by their empirical statistical significance Some researchers may find the last effect distances two less appealing because it expresses network closure inversely a The transitive triplets effect which is the classical repre sentation of network closure by the number of transitive triplets For this effect the contribution of the tie i j is proportional to the total number of transitive triplets that it forms which can be transitive triplets of the type e __ gt e i gt j gt h i gt h as well as i gt h gt j i gt j i j The balance effect which may also be called structural equivalence with respect to out going ties This expresses a preference of actors to have ties to those other actors who have a similar set of outgoing ties as themselves Whereas the transitive triplets effect focuses on how many same choices are made by ego the focal actor and alter the other actor the number of h for which i h and j gt h i e rin Zj 1 where i is ego and j is alter the balance effect cons
110. n longitudinal modeling interactions of actor covariates with reciprocity then it is advisable to use the predefined interaction effects 26 7 Estimation The model parameters are estimated under the specification given during the model specification part using a stochastic approximation algorithm Three estimation procedures are implemented the Method of Moments MoM Snijders 2001 Snijders Steglich and Schweinberger 2007 the Method of Maximum Likelihood ML Snijders Koskinen and Schweinberger 2007 and a Bayesian method Koskinen 2005 Koskinen and Snijders 2007 Schweinberger and Snijders 2007 For non constant rate functions currently only MoM estimation is available The Method of Moments is the default the other two methods require much more computing time Given the greater efficiency but longer required computing time for the ML and Bayesian methods these can be useful especially for smaller data sets and relatively complicated models networks and behavior endowment effects In the following the number of parameters is denoted by p The algorithms are based on repeated and repeated and repeated simulation of the evolution process of the network These repetitions are called runs in the following The MoM estimation algorithm is based on comparing the observed network obtained from the data files to the hypothetical networks generated in the simulations Note that the estimation algorithm is of a st
111. n the parentheses imply that the quantity lost is calculated by reference to moment m This statistic is calculated by procedure CalcFunctions_g in unit DIGRAPH 22 2 Changing or adding definitions of effects Objective function effects for the network dynamics are defined by the procedure AddEffect defined in unit DIGRAPH and called in procedure DefineNetworkEffects in include file S_Effects which is part of unit S_DAT Procedure AddEffect defines the name the arrays ContributionWeight and ConfigWeight and the functions flijc flij and fli all described in Section 22 1 Note that var ious versions AddEffectl AddEffect2 etc are available for procedure AddEffect where omitted arguments are 0 or nil Usually when a new effect is defined also new functions will have to be defined that are then used in the roles of flijc flij and or fli Many examples can be found in file S_Effects If new effects are added to the rate function for the network dynamics these additions must be made in a coherent way to each of the following procedures 80 1 Procedure DefineFunctionNames in unit S_DAT which contains the names of all the statistics calculated from each simulation item Procedure DefineModel_Inames in unit S DAT which contains the names of all effects in the network change rate function 2 Function NetworkLambda in unit S_BASE the network change rate function itself 3 Procedure NetworkStatistics in unit S_BASE for the st
112. nction t lambda is defined for Model Type 1 which is the default Model Type as a product net net net net AF p a x m Aji A12 Ais 50 of factors depending respectively on period m actor covariates and actor position see Snijders 2001 p 383 The corresponding factors in the rate function are the following 1 The dependence on the period can be represented by a simple factor net _ net Ait Pm form 1 M 1 If there are only M 2 observations the basic rate parameter is called pret 2 The effect of actor covariates with values vp can be represented by the factor Ms exp an vhi h 3 The dependence on the position of the actor can be modeled as a function of the actor s out degree in degree and number of reciprocated relations the reciprocated degrees Define these by Ti 5 Tij Tyi X in Li r pe J J J recalling that x 0 for all i The contribution of the out degrees to A is a factor exp n Xi if the associated parameter is denoted a for some h and similarly for the contributions of the in degrees and the reciprocated degrees Also an exponential dependence on reciprocals of out degrees can be specified this can be meaningful because the rate effect of the out degree becoming a value 1 higher might become smaller and smaller as the out degree increases Denoting again the corresponding parameter by an but always for different index numbers h
113. ns for a large part are replaced by updating and storing the basic numerical information needed to compute them These updates are contained in the procedure ChangeTie in unit S_BASE and the initialisation is contained in the procedure Initialise Running Statistics 81 23 Statistical Monte Carlo Studies According to Sir Ronald A Fisher there are three main statistical problems model specification model estimation and problems of distribution The last one concerns the distribution of statistics such as the distribution of parameter estimates around the true data generating parameter value or the distribution of test statistics and can be studied by SIENA in various ways One way is to use Siena05 and Siena07 repeatedly in batch files It can be useful to know that if Siena05 is called with only one run then one data set is simulated and also stored in the internal SIENA format under the project name sisim Further Siena07 gives brief estimation reports in the files pname bof and pname bos which can be used more easily as summaries of repeated runs than the normal output file Another way to do simulation studies using SIENA if one has access to a Delphi compiler is as follows Open the unit Siena_7 and go to the procedure TEstForm FormActivate The first statement in the procedure is simulate false Set the global variable simulate to true SIENA will then simulate data sets according to the probability model specified in the pname M
114. nting 12 a present arc in the digraph i e a 1 entry in the adjacency matrix all other numbers will be regarded as 0 entries in the adjacency matrix Of course there must be at least one such code number All code numbers must be in the range from 0 to 9 except for structurally determined values see below This implies that if the data are already in 0 1 format the single code number 1 must be given As another example if the data matrix contains values 1 to 5 and only the values 4 and 5 are to be interpreted as present arcs then the code numbers 4 and 5 must be given 2 Pajek format If the digraph data file has extension name net then the program assumes that the data file has Pajek format This can not yet be done when using StOCNET and therefore this option is available only when running SIENA outside of StOCNET as described in Section 16 The keywords Arcs Edges Arcslist and Edgeslist are allowed followed by data lines according to the Pajek rules All of these keywords may be used in one input file The Edges and Edgeslist keywords announce that mutual ties are following Codes for present arcs as in the adjacency matrix format must be given in the IN file but this is only for consistency in the format for the IN file and these codes have no effect Note that the Arcslist and Edgeslist formats produce binary data anyway Tie values different from 1 which are used to indicate missings but can also be used
115. ny more but the project data files are used These are the following e pname d01 e pname d02 etc e pname m01 etc e pname s01 etc e pname dav e pname miv e pname dac e pname mac e pname z01 etc e pname c0l etc e pname n01 etc e pname dex Network data file time 1 Network data file time 2 etc Network missings file time 1 etc Fixed part of network structure period 1 etc Data file constant actor dependent variables centered Missings file actor dependent variables Data file with changing actor dependent variables Missings file changing actor dependent variables Data files non changing dyadic covariates Data files changing dyadic covariates Missings files dyadic covariates Data file times of composition change The user does not need to care about these data files but should not delete them either 19 4 Output files The output for the user goes to pname out Extra output is written to pname log which in the first place is a log file of what the program did The estimation procedure also writes a file pname cck containing a more detailed report of the estimation algorithm The latter two files are for diagnostic purposes only The pname cck file is overwritten with each new estimation procedure 70 20 Units and executable files The basic computational parts of SIENA are contained in the following units First there are six basic units 1 3 4 5 6 S_DAT contains the basic
116. ochastic nature so the results can vary This is of course not what you would like For well fitting combinations of data set and model the estimation results obtained in different trials will be very similar It is good to repeat the estimation process at least once for the models that are to be reported in papers or presentations to confirm that what you report is a stable result of the algorithm The initial value of the parameters normally is the current value that is the value that the parameters have immediately before you start the estimation process as an alternative it is possible to start instead with a standard initial value Usually a sequence of models can be fitted without problems each using the previously obtained estimate as the starting point for the new estimation procedure Sometimes however problems may occur during the estimation process which will be indicated by some kind of warning in the output file or by parameter estimates being outside a reasonably expected range In such cases the current parameter estimates may be unsatisfactory and using them as initial values for the new estimation process might again lead to difficulties in estimation Therefore when the current parameter values are unlikely and also when they were obtained after a divergent estimation algorithm it is advisable to start the estimation algorithm with a standard initial value The use of standard initial values is one of the model options 7
117. od 4 Schweinberger and Snijders 2007 point out that the finite differences method is associated with a bias variance dilemma and proposed the unbiased score function methods These are also much 32 more efficient than Method 0 in terms of computation time Method 1 estimates the derivatives per observation period separately by the simulated sample covariance of the complete data score function and the generated statistics this is then added over the observation periods Especially for more than 2 observations method 1 has a much smaller standard error of the estimated standard errors than the other methods This method is the default Methods 2 and 4 are included only for methodological research purposes It is advisable to use at least 1000 iterations default in phase 3 What is the best recommendation for the number of phase 3 iterations still is under study currently 9 Tests Three ways of testing are available in SIENA 1 For a given estimated model the parameters can be tested by t ratios calculated as estimate divided by standard error Under the null hypothesis that the parameter is 0 these have approximately a standard normal distribution 2 In the maximum likelihood estimation methods both the ERGM case and the longitudinal case provided for the latter that the maximum likelihood option has been chosen it is possible to request likelihood ratio tests The log likelihood ratio is computed by bridge sampling Gelm
118. oint Thus the first actor joins the network and then stays in during the whole period being analyzed 45 14 Multilevel network analysis The program Siena08 exe is a relatively simple multilevel extension to SIENA This program must be run independently i e not through StOCNET after having obtained estimates for a common model estimated for several data sets Siena08 combines the estimates in a meta analysis or multilevel analysis according to the methods of Snijders and Baerveldt 2003 and according to a Fisher type combination of one sided p values All SIENA output files to be used must already exist and the last estimation runs in these output files will be used It is required that all these last estimation runs have the same set of estimated parameters An easy way to operate Siena08 is to make a shortcut in Windows right click on the shortcut and open the properties tab and in the Target which already contains the path and filename of the Siena08 exe file add the projectname after the filename separated by a space E g suppose the projectname is ABC Then there must be a project file with the name ABC mli the root name ABC can be chosen by the user the extension name mli is prescribed If the number of network evolution projects combined in this Siena08 run is given by K e g the K 3 projects with names A B and C then the file ABC mli must give the project names on separate lines and in
119. on the choice for conditional or unconditional estimation in the estimation options also the simulations are run conditionally or unconditionally 41 13 Getting started For getting a first acquaintance with the model one may use the data set collected by Gerhard van de Bunt discussed extensively in van de Bunt 1999 van de Bunt van Duijn and Snijders 1999 and used as example also in Snijders 2001 and Snijders 2005 The data files are provided with the program The digraph data files used are the two networks vrnd32t2 dat vrnd32t4 dat The networks are coded as 0 unknown 1 best friend 2 friend 3 friendly relation 4 neutral 5 troubled relation 6 item non response 9 actor non response In the Transformations screen of StOCNET choose the values 1 2 3 as the values to be coded as 1 for the first as well as the second network Choose 6 9 as missing data codes The actor attributes are in the file vars dat Variables are respectively gender 1 F 2 M program and smoking 1 yes 2 no See the references mentioned above for further information about this network and the actor attributes Specify the data in StCOCNET by using subsequently the Data and Transformation menus do not forget to click Apply when finishing each of these parts then select SIENA in the Model menu and click the Data specification button Select the network data in temporal sequence on the left side of the Data specific
120. on the same data set will tend to give significant results too easily The generated statistics for each run are also written to the file pname sdt sdt for simulation data so you can inspect them also more precisely This file is overwritten each time you are simulating again A brief history of what the program does is again written to the file pname log 10 1 Conditional and unconditional simulation The distinction between conditional and unconditional simulation is the same for the simulation as for the estimation option of SIENA described in Section 7 3 4 If the conditional simulation option was chosen which is the default and the simulations do not succeed in achieving the condition required by its stopping rule see Section 7 3 4 then the simulation is terminated with an error message saying This distance is not achieved for this parameter vector In this case you are advised to change to unconditional simulation 37 11 One observation exponential random graph models By choosing only one observation moment the user specifies that not a model for network evo lution is studied but an exponential random graph model ERGM also called a p model Frank amp Strauss 1986 Frank 1991 Wasserman amp Pattison 1996 Snijders Pattison Robins and Handcock 2006 Snijders 2002 Robins Snijders Wang Handcock and Pattison 2007 A good introduction to the current knowledge about this model is Robins et
121. ork ties but whether an actor increases or decreases his score on the dependent actor variable by one or keeps it as it is 15 2 1 Behavioral evaluation function Effects for the behavioral evaluation function u gt can be selected from the following Here the dependent variable is transformed to have a minimum value of 0 in other words z denotes the original input variable minus the minimum of its range 1 behavioral tendency effect seh x i where z denotes the value of the dependent behavior variable of actor i 2 average similarity effect defined by the average of centered similarity scores simf between i and the other actors j to whom he is tied seh x a7 J zij sim sim and 0 if zti 0 3 total similarity effect defined by the sum of centered similarity scores simf between 7 and the other actors 7 to whom he is tied ga gt zij sim j sim 4 indegree effect Spa x zi X Zj 5 outdegree effect sts a i a Tij 6 isolate effect the differential attractiveness of the behavior for isolates sis x zil 4i 0 where again J A denotes the indicator function of the condition A 52 10 11 12 13 14 15 16 17 average similarity x reciprocity effect defined by the sum of centered similarity scores sim between i and the other actors j to whom he is reciprocally tied shen x E ae Tijxji sim sim total similari
122. ot structurally determined split the network into two or more components which will happen in the case where several smaller networks are artificially combined into one network with structural zeros between the original smaller networks then the conditional estimation option keeps the total number of ties constant within each component The program recognizes automatically if the data set is symmetric a non directed graph with Tij 5 for all i j or anti symmetric a tournament with xij j for all i 4 j In such cases this is respected by the Metropolis Hastings algorithm numbers 6 or 7 in the list below chosen by SIENA for the MCMC estimation and the exponential random graph model is considered only on the set of all symmetric or all antisymmetric graphs respectively The program has the following possibilities for the definition of the steps in the MCMC proce dure cf Snijders 2002 1 Gibbs steps for single tie variables 2 2 Gibbs steps for dyads Tij ji Gibbs steps for triplets Zij jh Lih and Lij Ljh Zhi Metropolis Hastings steps for single tie variables x j version A Metropolis Hastings steps for single tie variables x version B Metropolis Hastings steps for single tie variables x version A for non directed graphs me so Sr S g Metropolis Hastings steps for single tie variables x for antisymmetric graphs tourna ments 8 Metropolis Hastings steps keeping the in degrees
123. oth explain the same observed structures This will be seen in high absolute values of correlations between parameter estimates In this case it may be better to exclude one of these effects from the model e An effect is included that is large but of which the precise value is not well determined see above section on fixing parameters This will be seen in estimates and standard errors both being large and often in divergence of the algorithm Fix this parameter to some large value Note large here means e g more than 5 or less than 5 depending on the effect of course If the algorithm is unstable with parameter values the left hand list in the SIENA window changing too wildly or with the algorithm suddenly seeming stuck and not moving forward the a solution may be to simplify the model perhaps later on making it more complex again in forward parameter estimation steps another solution may be to decrease the initial gain parameter see Section 12 If there are problems you don t understand but you do know something about the operation of SIENA you could take a look at the file pname log and if the problems occur in the estimation algorithm at the file pname cck These files give information about what the program did which may be helpful in diagnosing the problem E g you may look in the pname cck file to see if some of the parameters are associated with positive values for the so called quasi autocorrelations If this
124. ou can optionally select one or more files with actor level covariates actor attributes as independent variables If you do this StOCNET will determined the number of variables in the data set and it is advisable to edit the names of the variables which have the not very helpful default names of Attributel etc After selecting the data files and clicking Apply you are requested to save the session and give it a name which serves later to identify this session If necessary transform the data and indicate missing data values This is self explanatory consult the StOCNETmanual if you need help You have to note yourself how you trans formed the variables But it is recorded also in the session tree on the right hand side of the StOCNETscreen It is also advisable to save the session Session Save session after having transformed the data 3 1 Using SIENA Steps for estimation Choosing SIENA in StOCNET In the Model step select SIENA Then select Data Specification where the dependent network variable s must go to Digraphs in seq order and the dyadic covariates if any to the box with that name If you specify one file as dependent network variable then the ERGM p model is applied If you specify more than one file as dependent network variables then the longitudinal actor oriented model is applied and the ordering of the files in the Digraphs in seq order box must be the correct order in time I
125. parameters should be such that the expected values of the statistics are equal to the observed values Expected values are approximated as the averages over a lot of simulated networks Observed values are calculated from the data set These are also called the target values To find these parameter values an iterative stochastic simulation algorithm is applied This works as follows a In Phase 1 the sensitivity of the statistics to the parameters is roughly determined b In Phase 2 provisional parameter values are updated this is done by simulating a network according to the provisional parameter values calculating the statistics and the deviations between these simulated statistics and the target values and making a little change the update in the parameter values that hopefully goes into the right direction Only a hopefully good update is possible because the simulated network is only a random draw from the distribution of networks and not the expected value itself 3 2 1i c In Phase 3 the final result of Phase 2 is used and it is checked if the average statistics of many simulated networks are indeed close to the target values This is reflected in the so called t statistics for deviations from targets Steps for looking at results Executing SIENA Look at the start of the output file for general data description degrees etc to check your data input When parameters have been estimated
126. procity The main evaluation effect is usually the most important In the current version of SIENA there are no effects of dyadic covariates on behavioral evolution 6 3 Effects on behavior evolution For models with a dependent behavior variable in models for the co evolution of networks and behavior the most important effects for the behavior dynamics are the following In these descrip tions with the alters of an actor we refer to the other actors to whom the focal actor has an outgoing tie 1 The tendency effect expressing the basic drive toward high values A zero value for the tendency will imply a drift toward the midpoint of the range of the behavior variable 2 The effect of the behavior on itself which is relevant only if the number of behavioral cate gories is 3 or more This can be interpreted as giving a quadratic preference function for the behavior With a negative coefficient this represents that the most desired behavior can lie somewhere between the minimum and maximum values of the behavioral variable 3 The average similarity effect expressing the preference of actors to being similar to their alters where the total influence of the alters is the same regardless of the number of alters 4 The total similarity effect expressing the preference of actors to being similar to their alters where the total influence of the alters is proportional to the number of alters 5 The average alter effect expressing
127. ption to use Pajek format for reading network data files 11 various other innovations The main innovations in version 2 2 are 1 more efficient procedure for estimating standard errors based on unbiased derivatives esti mators Schweinberger and Snijders 2007 2 extension of model specification possibilities especially for dependent behavior variables The main changes in version 2 1 compared to version 1 98 are 59 10 11 extension by allowing dependent actor variables inclusion of effects related to group position and an update of the similarity effects implementing methods in Steglich Snijders and Pearson 2007 see Section 5 5 the addition of Neyman Rao goodness of fit tests according to Schweinberger 2005 see Section 9 the possibility to analyse dynamics of non directed networks according to Snijders 2007 statistical Monte Carlo studies see Section 23 extension of the specifications of the exponential random graph p model in line with Snijders Pattison Robins and Handcock 2006 and slight modifications of the algorithm for this case to increase efficiency missing data handling is extended to covariates and dependent actor variables addition of the program Siena08 for the multilevel analysis of multiple network evolution processes implementing methods in Snijders and Baerveldt 2003 analysing the dynamics of non directed networks not yet documented poss
128. qual to 10 In this example the number of actors per network 12 to 20 is rather small to obtain good parameter estimates but if the additional assumption of identical parameter values for the three networks is reasonable then the combined analysis may give good estimates In such a case where K networks in the preceding paragraph the example had K 3 are combined artificially into one bigger network it will often be helpful to define K 1 dummy variables at the actor level to distinguish between the K components These dummy variables can be given effects in the rate function and in the evaluation function for ego which then will represent that the rate of change and the out degree effect are different between the components while all other parameters are the same 5 2 Dyadic covariates As the digraph data also each measurement of a dyadic covariate must be contained in a separate input file with a square data matrix i e n lines each with n integer numbers separated by blanks or tabs each line ended by a hard return The diagonal values are meaningless but must be present Pajek input format is currently not possible for dyadic covariates A distinction is made between constant and changing dyadic covariates where change refers to changes over time Each constant covariate has one value for each pair of actors which is valid for all observation moments and has the role of an independent variable Changing covariates on t
129. r main parts 1 input of basic data description 2 model specification 3 estimation of parameter values using stochastic simulation 4 simulation of the model with given and fixed parameter values The normal operation is to start with data input then specify a model and estimate its pa rameters and then continue with new model specifications followed by estimation or simulation For the comparison of nested models statistical tests can be carried out The program is organized in the form of projects A project consists of data and the current model specification All files internally used in a given project have the same root name which is called the project name and indicated in this manual by pname In view of its use for special simulation purposes it is advised not to use the project name sisim also avoid to use the name siena which is too general for this purpose The main output is written to the text file pname out auxiliary output is contained in the text files pname log and pname eff 11 5 Input data The main statistical method implemented in SIENA is for the analysis of repeated measures of social networks and requires network data collected at two or more time points It is possible to include changing actor variables representing behavior attitudes outcomes etc which also develop in a dynamic process together with the social networks As repeated measures data on social networks at the very least two or
130. re the estimated evaluation function here is 0 76 si x 2 31 siz x 0 59 s 5 The standard errors can be used to test the parameters For the rate parameter testing the hypothesis that it is 0 is meaningless because the fact that there are differences between the two observed networks implies that the rate of change must be positive The weights in the evaluation function can be tested by statistics defined as estimate divided by its standard error Do not confuse this t test with the ratio for checking convergence these are completely different although both are t ratios Here the t values are respectively 0 7648 0 2957 2 59 2 3071 0 5319 4 34 and 0 5923 0 1407 4 21 Since these are larger than 2 in absolute value all are significant at the 0 05 significance level It follows that there is evidence that the actors have a preference for reciprocal relations and for networks with a small number of other actors at a distance 2 The value of the density parameter is not very important it is important that this parameter is included to control for the density in the network but as all other statistics are correlated with the density the density is difficult to interpret by itself When for some effects the parameter estimate as well as the standard error are quite large say when both are more than 2 and certainly when both are more than 5 then it is possible that this indicates poor convergence of the algorithm
131. ree interacting effects Each effect is represented by its index number in three digits including leading zeros as reported in the file called pname eff recall that pname stands for your project name Thus two way interactions are represented by twice three digits e g the code 020003 refers to the interaction 25 between the effects numbered 20 and 3 where the numbers are the rank numbers in this list of all effects Leading zeros of the total parameter can be skipped so that the code 020003 can also be represented by 20003 but not by 203 The order does not matter so that the codes 020003 003020 20003 and 3020 all are equivalent Three way interactions similarly are represented by thrice three digits For example the code 020028003 represents the interaction effects between the effects numbered 20 28 and 3 E g to implement the interaction effect between the effects numbered 20 and 3 in the pname mo file the lines that initially are unspecified interaction effect 0000 0 000000 0 0000 0 000000 0 0000 0 000000 0 must be changed into unspecified interaction effect 0000 0 000000 020003 0000 0 000000 0 0000 0 000000 0 After this is done SIENA will automatically replace the name by the suitable interaction effect name The calculation of user defined effects is slightly more time consuming than the calculation of internally defined effects Therefore when there is the choice between two equivalent effects e g i
132. rences of the methods implemented in the program The reference to this manual is the following Snijders Tom A B Christian E G Steglich Michael Schweinberger and Mark Huisman 2007 Manual for SIENA version 3 Groningen University of Groningen ICS Oxford University of Oxford Department of Statistics http stat gamma rug nl stocnet A basic reference for the network dynamics model is Snijders 2001 or Snijders 2005 Basic references for the model of network behavior co evolution are Snijders Steglich and Schweinberger 2007 and Steglich Snijders and Pearson 2007 Basic references for the non longitudinal Exponential Random Graph model are Frank and Strauss 1986 Wasserman and Pattison 1996 Snijders 2002 and Snijders Pattison Robins and Handcock 2006 A more didactic reference here is Robins Snijders Wang Handcock and Pattison 2007 More specific references are Schweinberger 2005 for the score type goodness of fit tests Schweinberger and Snijders 2007 for the calculation of standard errors of the Method of Moments estimators and Snijders Koskinen and Schweinberger 2007 for maximum likelihood estimation 10 Part II User s manual The user s manual gives the information for using SIENA It is advisable also to consult the user s manual of StOCNET because normally the user will operate SIENA from within StOCNET 4 Parts of the program The operation of the SIENA program is comprised of fou
133. rocated alter effect defined by the product of i s behavior multiplied by the average behavior of his reciprocated alters sige 2 zi 0 Tij Bye zj Loy Tiz Lja and Z if the ratio is 0 0 effect of the behavior upon itself which is like a non linear tendency effect where the attrac tiveness of further steps up the behavior ladder depends on where the actor is on the ladder siis zi 2 dense triads effect defined by the number of dense triads in which actor 7 is located Cera zi Xn TA Zij Eji Cin Ehi Ejn 8rj 2 c where c is either 5 or 6 this is currently not correctly implemented in SIENA 3 peripheral effect defined by the number of dense triads to which actor 7 stands in a unilateral peripheral relation she a zi Xnr Till tja Erni Eri Eij 256 Lin Tri Ejn nz gt ch 53 where c is the same constant as in the dense triads effect for directed networks the unilateral condition is dropped and the effect is sL zr 2 ie xi 1 Lni 1 Lei Vij Li Lin Ehi Tijn Lhj gt c this is currently not correctly implemented in SIENA 3 For each actor dependent covariate v recall that these are centered internally by SIENA as well as for each of the other dependent behavior variables for notational simplicity here also denoted vj there is one main effect 18 covariate effect siis 2 zivi Additional possible effec
134. s the number of edges Tij for directed graphs the number of arcs 7 4j Tij 2 The number of reciprocated relations lt j Lij Zji 3 The number of out twostars X pcp Vin Vik 4 The number of in twostars gt open Chi Tki 54 10 11 12 13 14 15 16 17 18 The number of two paths mixed twostars given for undirected graphs by gt gt gt Lk Thi Lik and for directed graphs by gt is Thi Lik For undirected graphs the number of transitive triads l 5 ijh Zij Lih Ljh for directed graphs the number of transitive triplets i j h Zij Lih Ljh The number of three cycles given for undirected graphs by ye jh Vij jh Chi and for directed graphs by 3 ign Vij Ejh Chi The number of out threestars gt 3 The number of in threestars gt 3 The number of out fourstars gt i The number of in fourstars gt 7 The sum of reciprocal out degrees 57 1 a c for some constant c The sum of transformed out degrees 1 ai c xi c 1 for some constant c The number of pairs directly and indirectly connected i e tied pairs i j for which there exists at least one h such that in xp 1 i e tied pairs for which there is at least one twopath from i to j for undirected graphs this is Les Tij MAXn4i j Lin Zhi for directed graphs it is Xiz Lij MAXhZi j Lih Cnj The number of indirectly connected pairs i e pairs
135. s automatically when the networks all are non directed and then employs a model for this special case For non directed networks the Model Type has seven possible values as described in Snijders 2007 24 1 Forcing model one actor takes the initiative and unilaterally imposes that a tie is created or dissolved 2 Unilateral initiative and reciprocal confirmation one actor takes the initiative and proposes a new tie or dissolves an existing tie if the actor proposes a new tie the other has to confirm otherwise the tie is not created 3 Tie based model a random pair of actors is chosen actor specific rate functions are not used here and the average change in objective function 1 for toggling i j and j i is the log odds of the probability of changing the tie variable 4 Pairwise conjunctive model a pair of actors is chosen and reconsider whether a tie will exist between them a new tie is formed if both agree 5 Pairwise disjunctive forcing model a pair of actors is chosen and reconsider whether a tie will exist between them a new tie is formed if at least one wishes this 6 Pairwise compensatory additive model a pair of actors is chosen and reconsider whether a tie will exist between them this is based on the sum of their utilities for the existence of this tie In Models 1 2 where the initiative is one sided the rate function is comparable to the rate function in directed models In Models 4 6 however
136. s containing changing actor covariates leave out Section 5 If there are problems in reading the basic input file try deleting superfluous blanks and or empty rows See to it that the basic input file is an ASCII text file with numbers separated by blanks lines separated by hard returns The variable names given in the input file will be used in the output files If no names are provided and SIENA is run in the StOCNET environment SIENA uses the default variable names generated by StOCNET in the StOCNET Data menu This is not recommendable because it can lead to identical names for different variables If no names are provided and SIENA is run outside of the StOCNET environment SIENA uses its own default variable names and this problem does not occur An example for the basic input file is the following file bunt IN This refers to data files that are included with the program collected by Gerhard van de Bunt This example which contains a file with three covariates is used in van de Bunt 1999 and in van de Bunt van Duijn and Snijders 1999 1 general information about SIENA project bunt 2 number of waves 32 number of actors number of dependent network variables number of dependent actor variables number of files with constant actor covariates number of constant dyadic covariates number of exogenous changing dyadic covariates O OOOHO H number of exogenous changing actor covariates indicator for file with
137. s information about changing actor covariates in the same format as the dependent actor variables are given e for each changing actor covariate the following three lines a line with the name of the data file a line with the code that is regarded as missing data a line with the name of the covariate Section 6 contains information about constant dyadic covariates in the same format e for each constant dyadic covariate the following three lines a line with the name of the data file a line with the code that is regarded as missing data a line with the name of the covariate Section 7 refers to changing dyadic covariates with for each changing dyadic covariate the following lines e for each observation moment 1 to M 1 therefore not for the last the following two lines 63 a line with the name of the data file a line with the code that is regarded as missing data followed by a line with the name of the covariate E g if there are 2 changing dyadic covariates and M 4 observation moments this requires a total of 2 x M 1 6 data files 8 Section 8 contains information about network composition change namely e a line with the name of the file containing times of network composition change Whenever a certain type of data is not present leave out the entire section in the file pname IN corresponding to this type For example if you do not have any file
138. s is too low the standard errors computed are rather unreliable The number of subphases in phase 2 and the number of runs in phase 3 can be changed in the model options The user can break in and modify the estimation process in three ways 1 it is possible to terminate the estimation 2 in phase 2 it is possible to terminate phase 2 and continue with phase 3 3 in addition it is possible to change the current parameter values and restart the whole estimation process For the ML estimation option and for the non longitudinal case tuning the multiplicaton factor and the initial gain parameter can be important for getting good results for Bayesian estimation the multiplicaton factor can likewise be important this is briefly described in Sec tion 3 2 7 2 Output There are three output files All are ASCII text files which can be read by any text editor The main output is given in the pname out file recall that pname is the project name defined by the user A brief history of what the program does is written to the file pname log The latter file also contains some supplementary output that usually is disregarded but sometimes is helpful Some diagnostic output containing a history of the estimation algorithm which may be informative when there are convergence problems is written to the file pname cck for check This file is overwritten for each new estimation Normally you only need to look at pna
139. sections are devoted specifically to this model For getting started there are various options 1 One excellent option is to read the User s Manual from start to finish leaving aside the Programmer s Manual 2 A second option is to read the Minimal Introduction contained in Sections 2 3 together with the table of contents to have an idea of what can be looked up later 3 Another option is first to read the Minimal Introduction and further to focus on Sections 6 for the model specification 7 to get a basic insight in what happens in the parameter estimation 7 2 to understand the output file which is meant to be as self explanatory as possible and 13 for the basis of getting started lThis program was first presented at the International Conference for Computer Simulation and the Social Sciences Cortona Italy September 1997 which originally was scheduled to be held in Siena See Snijders amp van Duijn 1997 We are grateful to Peter Boer Bert Straatman Minne Oostra Rob de Negro all now or formerly of SciencePlus and Evelien Zeggelink for their cooperation in the development of the StOCNET program and its alignment with SIENA We also are grateful to NWO Netherlands Organisation for Scientific Research for their support to the integrated research program The dynamics of networks and behavior project number 401 01 550 the project Statistical methods for the joint development of individual behavior
140. t to t 7 then the changing covariates should refer to the M 1 moments t through tm and the m th value of the changing covariates is assumed to be valid for the period from moment tm to moment tm 1 The value at tm the last moment does not play a role Changing covariates as independent variables are meaningful only if there are 3 or more observation moments because for 2 observation moments the distinction between constant and changing covariates is not meaningful Each changing individual covariate must be given in one file containing k M 1 columns that correspond to the M 1 periods between observations It is not a problem if there is an M th column in the file but it will not be read The mean is always subtracted from the covariates See the section on Centering 5 4 Interactions and dyadic transformations of covariates For actor covariates two kinds of transformations to dyadic covariates are made internally in SIENA Denote the actor covariate by v and the two actors in the dyad by i and j Suppose that the range of v i e the difference between the highest and the lowest values is given by ry The two transformations are the following 1 dyadic similarity defined by 1 v v ry and centered so the the mean of this similarity variable becomes 0 note that before centering the similarity variable is 1 if the two actors have the same value and 0 if one has the highest and the other the lowes
141. t possible value 2 dyadic identity defined by 1 if v vj and 0 otherwise not centered In addition SIENA offers the possibility of user defined two and three variable interactions between covariates see Section 6 6 5 5 Dependent action variables SIENA also allows dependent action variables also called dependent behavior variables This can be used in studies of the co evolution of networks and behavior as described in Snijders Steglich and Schweinberger 2007 and Steglich Snijders and Pearson 2007 These action variables represent the actors behavior attitudes beliefs etc The difference between dependent action variables and changing actor covariates is that the latter change exogenously i e according to mechanisms not included in the model while the dependent action variables change endogenously i e depending on their own values and on the changing network In the current implementation only one dependent network variable is allowed but the number of dependent action variable can be larger than one Unlike the changing individual covariates the values of dependent action variables are not assumed to be constant between observations 15 Dependent action variables must have nonnegative integer values e g 0 and 1 or a range of integers like 0 1 2 or 1 2 3 4 5 Each dependent action variable must be given in one file containing k M columns corresponding to the M observation moments 5 6 Missing data
142. ted as regular missing data 17 4 Before joining and after leaving actors are treated as structural zeros Option 4 has the same effect as specifying the data for the absent actors as structural zeros this option is useful for users who have a data set ready with joiners and leavers and wish to transform it automatically to a data set with structural zeros e g because they wish to use the maximum likelihood estimation procedure 5 8 Centering Individual as well as dyadic covariates are centered by the program in the following way For individual covariates the mean value is subtracted immediately after reading the variables For the changing covariates this is the global mean averaged over all periods The values of these subtracted means are reported in the output For the dyadic covariates and the similarity variables derived from the individual covariates the grand mean is calculated stored and subtracted during the program calculations Thus dyadic covariates are treated by the program differently than individual covariates in the sense that the mean is subtracted at a different moment but the effect is exactly the same The formula for balance is a kind of dissimilarity between rows of the adjacency matrix The mean dissimilarity is subtracted in this formula and also reported in the output This mean dissimilarity is calculated by a formula given in Section 15 The dependent network variable and the dependent action var
143. ter is restricted reciprocity hence there is one degree of freedom d f 1 The value of the test statistic c 3 9982 at one degree of freedom gives p 34 0 0455 That is it seems that reciprocity should be included into the model and estimated as the other parameters The one sided test statistic which can be regarded as normal variate equals 1 9996 indicating that the value of the transitivity parameter is positive The one step estimates are approximations of the unrestricted estimates that is the esti mates that would be obtained if the model were estimated once again but without restricting the transitivity parameter The one step estimate of reciprocity 1 2567 hints that the transitivity parameter is positive which agrees with the one sided test 9 3 1 Multi parameter tests In the case where K gt 1 model parameters are restricted SIENA evaluates the test statistic with K degrees of freedom A low p value of the joint test would indicate that the goodness of fit of the model is intolerable However the joint test with K degrees of freedom gives no clue as to what parameters should be included into the model the poor goodness of fit could be due to only one of the K restricted parameters it could be due to two of the K restricted parameters or due to all of them Hence SIENA carries out in addition to the joint test with K degrees of freedom additional tests with one degree of freedom that test the single parameters on
144. the pname SI file by an ASCII text editor before running the simulations This file consists of two sections again marked by symbols as follows e Section 1 contains the list of possible statistics that can be simulated It looks as follows 1 statistics that can be generated 60 number of these statistics each statistic is given in two rows first row contains label of the statistic second row contains flag for inclusion Amount of change 1 Number of ties 1 Number of reciprocated ties 0 feed As can be seen for each effect there are two rows a row containing the statistic s name a row contining an indicator whether the statistic shall be simulated e Section 2 contains options for simulation Currently there is but one option the default number of simulations for straight simulation advice 1000 The file pname SI by and large contains the same information as the screen opening up in StOCNET when clicking the Statistics specification button which is possible as soon as Simulation is selected as the Run model If the number of simulations is specified as 1 then one complete data set is stored and written both as adjacency matrices and in Pajek format For larger number of simulations only aggregate information means standard deviations and covariance matrices of statistics is reported 69 19 3 Data files After the initial project definition the original data files are not used a
145. thin StOCNET but the user must do it in some other program The mean is always subtracted from the covariates See the section on Centering 5 3 Individual covariates Individual i e actor bound variables can be combined in one or more files If there are k variables in one file then this data file must contain n lines with on each line k numbers which all are read as real numbers i e a decimal point is allowed The numbers in the file must be separated by blanks and each line must be ended by a hard return There must not be blank lines after the last data line 14 Also here a distinction is made between constant and changing actor variables Each constant actor covariate has one value per actor valid for all observation moments and has the role of an independent variable Changing variables can change between observation moments They can have the role of de pendent variables changing dynamically in mutual dependence with the changing network or of independent variables in the latter case they are also called changing individual covariates Dependent variables are treated in the section below this section is about individual variables in the role of independent variables then they are also called individual covariates When changing individual variables have the role of independent variables they are assumed to have constant values from one observation moment to the next If observation moments for the network are
146. tion 6 5 13 2 Convergence problems If there are convergence problems this may have several reasons e The data specification was incorrect e g because the coding was not given properly e The starting values were poor Try restarting from the standard initial values a certain non zero value for the density parameter and zero values for the other parameters or from values obtained as the estimates for a simpler model that gave no problems The initial default parameter values can be obtained by choosing the model option standard initial values When starting estimations with Model Type 2 see Section 6 5 there may be some problems to find suitable starting values For Model Type 2 it is advised to start with unconditional estimation see the model options and a simple model and to turn back to conditional estimation using the current parameter values as initial estimates for new estimation runs only when satisfactory estimates for a simple model have been found e The model does not fit well in the sense that even with well chosen parameters it will not give a good representation of the data This can be the case e g when there is a large heterogeneity between the actors which is not well represented by effects of covariates The out degrees and in degrees are given in the begin of the SIENA output to be able to check whether there are outlying actors having very high in or out degrees or a deviating dynamics in their d
147. ts are documented in Steglich Snijders and Pearson 2007 15 2 2 Behavioral endowment function Also the behavioral model knows the distinction between evaluation and endowment effects The formulae of the effects that can be included in the behavioral endowment function e are the same as those given for the behavioral evaluation function However they enter calculation of the endowment function only when the actor considers decreasing his behavioral score by one unit downward steps not when upward steps or no change are considered For more details consult Snijders Steglich and Schweinberger 2007 and Steglich Snijders and Pearson 2007 15 2 3 Behavioral rate function The behavioral rate function consists of a constant term per period bel beh Pape for m 1 M 1 15 3 Exponential random graph model The exponential random graph model which is used if there is only one observation i e for the non longitudinal case is defined by the probability function Po X x exp 0 u 2 Y 0 where u x is a vector of statistics The following statistics are available The selection of statis tics is discussed extensively in Snijders Pattison Robins and Handcock 2006 with attention especially to statistics 16 19 Note that SIENA will note whether the observed graph is symmetric or not and choose accordingly between the statistics for undirected and directed graphs 1 For undirected graph
148. ty x reciprocity effect defined by the sum of centered similarity scores simj between i and the other actors j to whom he is reciprocally tied sis 2 J vij i sim sim average similarity x popularity alter effect defined by the sum of centered similarity scores sim between 7 and the other actors j to whom he is tied multiplied by their indegrees sW z e Dy ijt sim sim and 0 if z 0 total similarity x popularity alter effect defined by the sum of centered similarity scores simf between 7 and the other actors j to whom he is reciprocally tied multiplied by their indegrees stro x i Tijxzj sim sim average similarity x reciprocity x popularity alter effect defined by the sum of centered similarity scores simf between 7 and the other actors j to whom he is reciprocally tied multiplied by their indegrees Cape Ca eo in do Tig Tpit simj sim total similarity x reciprocity x popularity alter effect defined by the sum of centered similar ity scores sim between i and the other actors j to whom he is reciprocally tied multiplied by their indegrees sta x ey LijgXiiL sim sim average alter effect defined by the product of it s behavior multiplied by the average behavior of his alters a kind of ego alter behavior covariance sees a a Z tag 23 Dy ti and Z if the ratio is 0 0 average recip
149. ues However it is possible that the problem is not in the parameter that is being fixed but is caused by an incorrect starting value of this parameter or one of the other parameters When the warning is given that the program automatically fixed one of the parameter try to find out what is wrong In the first place check that your data were entered correctly and the coding was given correctly and then re specify the model or restart the estimation with other e g 0 parameter values Sometimes starting from different parameter values e g the default values implied by the model option of standard initial values will lead to a good result Sometimes however it works better to delete this effect altogether from the model It is also possible that the parameter does need to be included in the model but its precise value is not well determined Then it is best to give the parameter a large or strongly negative value and indeed require it to be fixed see Section 13 1 7 3 4 Conditional and unconditional estimation SIENA has two methods for MoM estimation and simulation conditional and unconditional They differ in the stopping rule for the simulations of the network evolution In unconditional estimation the simulations of the network evolution in each time period and the co evolution of the behavioral 31 dimensions if any are included carry on until the predetermined time length chosen as 1 0 for each time period between

Manual for SIENA version 3.2. - the Department of Statistics

Contents

Download Pdf Manuals

Related Search

Related Contents