Wilks' theorems in some exponential random graph models

MaRDI QIDQ6229985zbMATH OpenFDO

Authors Ting Yan, Yuanzhang Li, Jinfeng Xu, Yaning Yang, Ji Zhu

Publication date 29 December 2011

Abstract: We are concerned here with the likelihood ratio statistics in two exponential random graph models -- the $$-model and the Bradley-Terry model, in which the degree sequence on an undirected graph and the out-degree sequence on a weighted directed graph are the exclusively sufficient statistics in the exponential-family distributions on graphs, respectively. We prove the Wilks type of theorems for some fixed and growing dimensional hypothesis testing problems. More specifically, under two fixed dimensional null hypotheses $$ for $i=1,ldots,r$ and $$, we show that $$ converges in distribution to a Chi-square distribution with the respective degrees of freedoms, $r$ and $r-1$, as the dimension $n$ of the full parameter space goes to infinity. Here, $$ is the log-likelihood function on the parameter $$, $$ is the MLE under the full parameter space, and $$ is the restricted MLE under the null parameter space. For two increasing dimensional null hypotheses $$ for $i=1,ldots,n$ and $$ with $r/ngec$, we show that the normalized log-likelihood ratio statistics, $$ and $$, both converge in distribution to the standard normal distribution. Simulation studies and an application to NBA data illustrate the theoretical results.

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