Beyond homophily: Incorporating actor variables in statistical network models

Tom A. B. Snijders*, Alessandro Lomi

*Corresponding author for this work

Research output: Contribution to journalArticleAcademicpeer-review

36 Citations (Scopus)
324 Downloads (Pure)

Abstract

We consider the specification of effects of numerical actor attributes, having an interval level of measurement, in statistical models for directed social networks. A fundamental mechanism is homophily or assortativity, where actors have a higher likelihood to be tied with others having similar values of the variable under study. But there are other mechanisms that may also play a role in how the attribute values of two actors influence the likelihood of a tie between them. We discuss three additional mechanisms: aspiration, the tendency to send more ties to others having high values; attachment conformity, sending more ties to others whose values are close to the "social norm"; and sociability, where those having higher values will tend to send more ties generally. These mechanisms may operate jointly, and then their effects will be confounded. We present a specification representing these effects simultaneously by a four-parameter quadratic function of the values of sender and receiver. Flexibility can be increased by a five-parameter extension. We argue that for numerical actor attributes having important effects on directed networks, these specifications may provide an improvement. An illustration is given of dependence of advice ties on academic grades, analyzed by the Stochastic Actor-oriented Model.

Original languageEnglish
Pages (from-to)1-19
Number of pages19
JournalNetwork Science
Volume7
Issue number1
DOIs
Publication statusPublished - Mar-2019

Keywords

  • actor covariate
  • directed networks
  • homophily
  • assortativity
  • aspiration
  • conformity
  • sociability
  • stochastic actor-oriented model
  • quadratic model
  • academic performance
  • SOCIAL NETWORKS
  • FRIENDSHIP
  • SELECTION
  • PEER
  • TRANSITIVITY
  • EMERGENCE
  • DYNAMICS
  • MARKET

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