Bayesian Analysis of the Network Autocorrelation Model
Overview
The network autocorrelation model (NAM) can be used for studying the degree of social influence regarding an outcome variable based on one or more known networks. The degree of social influence is quantified via the network autocorrelation parameters. In case of a single network, the Bayesian methods of Dittrich, Leenders, and Mulder (2017) DOI:10.1016/j.socnet.2016.09.002 and Dittrich, Leenders, and Mulder (2019) DOI:10.1177/0049124117729712 are implemented using a normal, flat, or independence Jeffreys prior for the network autocorrelation. In the case of multiple networks, the Bayesian methods of Dittrich, Leenders, and Mulder (2020) DOI:10.1177/0081175020913899 are implemented using a multivariate normal prior for the network autocorrelation parameters. Flat priors are implemented for estimating the coefficients. For Bayesian testing of equality and order-constrained hypotheses, the default Bayes factor of Gu, Mulder, and Hoijtink, (2018) DOI:10.1111/bmsp.12110 is used with the posterior mean and posterior covariance matrix of the NAM parameters based on flat priors as input.
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- OK13 OK2026-08-05
- NOTE12 OK, 1 NOTE2026-08-01
- OK13 OK2026-07-29
- ERROR12 OK, 1 ERROR2026-07-27
- OK13 OK2026-06-09
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- ERROR12 OK, 1 ERROR2026-06-08
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Documentation
- Help pages
- 4
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- 0%1 only when donttest examples are enabled (R CMD check --as-cran)
- Exported functions with examples
- 100%
- Documented parameters
- 100%
- Return-value docs
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- Help pages citing references
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Package metadata
- First published
- 2024-05-29
- Total releases
- 3 / 2 yrs
- License
- GPL (>= 3) OSI
- Minimum R
- ≥ 3.0.0
- Bundled data
- 21 KB / 3 files
- Download size
- 532 KB
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