Sensitivity of MRQAP tests to collinearity and autocorrelation conditions
Psychometrika , Volume 72 - Issue 4 p. 563- 581
Multiple regression quadratic assignment procedures (MRQAP) tests are permutation tests for multiple linear regression model coefficients for data organized in square matrices of relatedness among n objects. Such a data structure is typical in social network studies, where variables indicate some type of relation between a given set of actors. We present a new permutation method (called “double semi-partialing”, or DSP) that complements the family of extant approaches to MRQAP tests. We assess the statistical bias (type I error rate) and statistical power of the set of five methods, including DSP, across a variety of conditions of network autocorrelation, of spuriousness (size of confounder effect), and of skewness in the data. These conditions are explored across three assumed data distributions: normal, gamma, and negative binomial. We find that the Freedman–Lane method and the DSP method are the most robust against a wide array of these conditions. We also find that all five methods perform better if the test statistic is pivotal. Finally, we find limitations of usefulness for MRQAP tests: All tests degrade under simultaneous conditions of extreme skewness and high spuriousness for gamma and negative binomial distributions.
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|Econometric Institute Reprint Series|
|Organisation||Erasmus School of Economics|
Dekker, D.J, Krackhardt, D, & Snijders, T.A.B. (2007). Sensitivity of MRQAP tests to collinearity and autocorrelation conditions. Psychometrika, 72(4), 563–581. doi:10.1007/s11336-007-9016-1