Variational Regularized Bilevel Estimation for Exponential Random Graph Models
指数随机图模型的变分正则化双层估计
I propose an estimation algorithm for Exponential Random Graph Models (ERGM), a popular statistical network model for estimating the structural parameters of strategic network formation in economics and finance. Existing methods often produce unreliable estimates of parameters for the triangle, a key network structure that captures the tendency of two individuals with friends in common to connect. Such unreliable estimates may lead to untrustworthy policy recommendations for…