Sensitivity of MRQAP Tests to Collinearity and Autocorrelation Conditions

By David Dekker, David Krackhardt, Tom A. B. Snijders. Psychometrika, 2007

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Abstract 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.

Subfields: Sociology and Political Science, Statistical and Nonlinear Physics

View Paper: https://www.semanticscholar.org/paper/adb415e4187062096c869cb83bc91b3a149210cc

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In Sociology and Political Science

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In Statistical and Nonlinear Physics

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  2. Andreas Wimmer
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  5. Frédéric C. Godart
  6. A. Mears
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  8. D. McDonald

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