[statnet_help] Changes in how standard errors are reported across ERGM versions

Pavel N. Krivitsky p.krivitsky at unsw.edu.au
Tue Aug 11 19:43:50 PDT 2020


Dear David,
Could you by any chance provide the coefficient tables for the two fits
you are discussing?
Best Regards,
Pavel
On Mon, 2020-07-27 at 09:39 +0200, David Kretschmer wrote:

> Dear all,

>

> for a replication project, I have worked with an old version of the

> ERGM package (ergm-3.1.0) and the more recent versions (ergm-3.10.1,

> in particular) and I have a question on differences between these

> versions.

>

> I have noticed that, for some of the networks I analyse, the ergm()

> command returns different results for the old and the new version. In

> particular, this holds true for networks in which some of the network

> parameters cannot be estimated from the data, as is obvious from the

> MCMC chain values having the same value across all iterations and the

> MCMC% in the ERGM output being NA (both in the old and the new

> version of ergm()).

>

> However, the results between versions differ in the fact that, for

> those parameters that cannot be estimated, the newer ergm versions

> report the standard error as NA while the old ergm version reports a

> standard error that is basically indistinguishable from 0 (value of

> the order of 10^-15- 10^-30). In both versions, regular numeric

> values for the coefficients themselves are reported.

>

> It seems clear to me that the ERGM estimates from these networks, or

> at least the estimates for these parameters, do not have a meaningful

> interpretation. Still, I am interested to learn 1) why, in the older

> versions of the ERGM package, these standard errors close to zero

> were reported and 2) when this behaviour changed.

>

> Any help would be greatly appreciated.

>

> Best,

> David

>

>

>

> --

> David Kretschmer

> University of MannheimMannheim Centre for European Social Research

> (MZES)

> A5, 6

> 68159 Mannheim, Germany

> Tel.: +49-621-181-2024

>

>

>

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