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使用原始向量自回归(VAR)回归系数构建网络可能会产生误导。

Using Raw VAR Regression Coefficients to Build Networks can be Misleading.

作者信息

Bulteel Kirsten, Tuerlinckx Francis, Brose Annette, Ceulemans Eva

机构信息

a Faculty of Psychology and Educational Sciences, KU Leuven.

b Institute for Psychology, Humboldt University of Berlin.

出版信息

Multivariate Behav Res. 2016 Mar-Jun;51(2-3):330-44. doi: 10.1080/00273171.2016.1150151. Epub 2016 Mar 30.

Abstract

Many questions in the behavioral sciences focus on the causal interplay of a number of variables across time. To reveal the dynamic relations between the variables, their (auto- or cross-) regressive effects across time may be inspected by fitting a lag-one vector autoregressive, or VAR(1), model and visualizing the resulting regression coefficients as the edges of a weighted directed network. Usually, the raw VAR(1) regression coefficients are drawn, but we argue that this may yield misleading network figures and characteristics because of two problems. First, the raw regression coefficients are sensitive to scale and variance differences among the variables and therefore may lack comparability, which is needed if one wants to calculate, for example, centrality measures. Second, they only represent the unique direct effects of the variables, which may give a distorted picture when variables correlate strongly. To deal with these problems, we propose to use other VAR(1)-based measures as edges. Specifically, to solve the comparability issue, the standardized VAR(1) regression coefficients can be displayed. Furthermore, relative importance metrics can be computed to include direct as well as shared and indirect effects into the network.

摘要

行为科学中的许多问题都聚焦于多个变量随时间的因果相互作用。为了揭示变量之间的动态关系,可以通过拟合滞后一期向量自回归模型(即VAR(1)模型)并将所得回归系数可视化为加权有向网络的边,来考察变量随时间的(自回归或交叉回归)效应。通常绘制的是原始VAR(1)回归系数,但我们认为由于两个问题,这可能会产生误导性的网络图形和特征。首先,原始回归系数对变量之间的尺度和方差差异敏感,因此可能缺乏可比性,而这在计算例如中心性度量时是必需的。其次,它们仅代表变量的独特直接效应,当变量高度相关时,这可能会给出失真的情况。为了解决这些问题,我们建议使用基于VAR(1)的其他度量作为边。具体而言,为了解决可比性问题,可以展示标准化的VAR(1)回归系数。此外,可以计算相对重要性指标,以便将直接效应以及共享效应和间接效应纳入网络。

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