ESTIMATING LINKS OF A NETWORK FROM TIME TO EVENT DATA

• 成果类型: Article
• 署名作者: Yen, Tso-Jung; Lee, Zong-Rong; Chen, Yi-Hau; Yen, Yu-Min; Hwang, Jing-Shiang
• 署名单位: Academia Sinica - Taiwan; Academia Sinica - Taiwan; National Chengchi University
• 刊物名称: ANNALS OF APPLIED STATISTICS
• ISSN/ISSBN: 1932-6157
• DOI: 10.1214/17-AOAS1032
• 发表日期: 2017
• 页码: 1429-1451
• 关键词: inverse covariance estimation; model selection; likelihood-estimation; variable selection; Graphical Models

摘要

In this paper we develop a statistical method for identifying links of a network from time to event data. This method models the hazard function of a node conditional on event time of other nodes, parameterizing the conditional hazard function with the links of the network. It then estimates the hazard function by maximizing a pseudo partial likelihood function with parameters subject to a user-specified penalty function and additional constraints. To make such estimation robust, it adopts a pre-specified risk control on the number of false discovered links by using the Stability Selection method. Simulation study shows that under this hybrid procedure, the number of false discovered links is tightly controlled while the true links are well recovered. We apply our method to estimate a political cohesion network that drives donation behavior of 146 firms from the data collected during the 2008 Taiwanese legislative election. The results show that firms affiliated with elite organizations or firms of monopoly are more likely to diffuse donation behavior. In contrast, firms belonging to technology industry are more likely to act independently on donation.