Inference of large scale relational state processes
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Relational states refer to concepts such as friendship or collaboration, in which a relationship persists over a certain amount of time. Study of relational states often involves figuring out what factors contribute to the creation or dissolution of these relationships. However, most methods available now restrict their attention to binary states, i.e., ties that are either present or absent, even though many real-world systems evolve through multiple relational states (e.g., acquaintance, friendship, close friendship). We propose a continuous-time framework for modelling and inferring relational state networks in which each edge evolves by transitioning between two or more states. In our model, transition intensities are driven by state-dependent covariates that might be decomposed into anchoring (current-state) and pulling (target-state) mechanisms, with both linear and smooth non-linear effects. We address two common sampling regimes. With full event histories, a Cox-type partial likelihood with nested case-control sampling enables efficient estimation of both parametric and smooth effects. Instead, for panel data we derive a general ODE formulation for the likelihood, which leads to a particularly efficient inference procedure for binary state model. Simulation studies confirm accurate recovery of model parameters, and an empirical application to adolescent friendship data reproduces the substantive conclusions of established modelling techniques while offering substantial computational gains. The framework preserves the interpretability of classical network effects, generalizes them to multi-state ties, and scales to larger, more complex designs under both full-history and panel sampling designs.