[Rsiena-help] Some parameters are lack of convergence t-ratio

Tom Snijders Tom.Snijders at nuffield.ox.ac.uk
Wed Oct 14 09:46:11 CEST 2015


Dear Shupin,

For this type of question, the Stocnet/Siena discussion list is more appropriate:
http://groups.yahoo.com/groups/stocnet/

But let me answer your question here.
The estimation here is done by default by the conditional estimation option. See section 6.9.1 in the manual. For these parameters, there is no approximation involved in the estimation. Therefore convergence indicators are not an issue of concern.

Best wishes,
Tom

================================================================
Tom A.B. Snijders
Professor of Statistics and Methodology
Dept. of Sociology, University of Groningen
Emeritus Fellow, Nuffield College, University of Oxford
Associate Member, Dept. of Statistics, University of Oxford
http://www.stats.ox.ac.uk/~snijders/


-----Original Message-----
From: rsiena-help-bounces at lists.r-forge.r-project.org [mailto:rsiena-help-bounces at lists.r-forge.r-project.org] On Behalf Of Shupin Li
Sent: 14 October 2015 08:48
To: rsiena-help at lists.r-forge.r-project.org
Subject: [Rsiena-help] Some parameters are lack of convergence t-ratio

Dear folks,

I have data of a 20 people network in 5 time waves and their gender. I wanted to specify models for dynamics of networks with some basic network effects and gender homophily. I used below commands, but some parameters (rate parameters) are lack of convergence t-ratio in the outcome (though the overall maximum convergence ratio looked nice). 

Why don't I have convergence t-ratios for those rate parameters? How shall I solve this problem?

> myCoEvolutionEff <- includeEffects( myCoEvolutionEff, transTrip, 
> cycle3) myCoEvolutionEff <- includeEffects( myCoEvolutionEff, simX, 
> interaction1 = "gender" ) myCoEvAlgorithm <- sienaAlgorithmCreate( 
> projname = 'CoEv_5' ) # define the algorithm settings 
> betterCoEvAlgorithm <- sienaAlgorithmCreate( projname = 'CoEv_5', 
> diagonalize = 0.2, doubleAveraging = 0) (ans <- siena07( 
> betterCoEvAlgorithm, data = myCoEvolutionData, effects = 
> myCoEvolutionEff )) ans
Estimates, standard errors and convergence t-ratios

                                                  Estimate   Standard        Convergence 
                                                                 Error                   t-ratio   

Rate parameters: 
  0.1      Rate parameter period 1  6.1412  ( 1.2194   )             
  0.2      Rate parameter period 2  5.4820  ( 1.1153   )             
  0.3      Rate parameter period 3  4.2816  ( 0.8480   )             
  0.4      Rate parameter period 4  3.2814  ( 0.6573   )             

Other parameters: 
  1.  eval outdegree (density)       -1.0531  ( 0.2341   )           -0.0327   
  2.  eval reciprocity                      0.7823  ( 0.1933   )           -0.0414   
  3.  eval transitive triplets              0.1559  ( 0.0223   )           -0.0400   
  4.  eval 3-cycles                         -0.1406  ( 0.0411   )           -0.0349   
  5.  eval gender similarity              0.9369  ( 0.1561   )           -0.0906   

Overall maximum convergence ratio:    0.1234 
Total of 2249 iteration steps.

Any hints are appreciated highly. Thanks a lot in advance!

Best,
Shupin

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