Supppose I would like to fit a standard regression model of the form $y = \alpha + X \beta + \epsilon$, but my observations come from a networked population (eg. social network). I have the graph $G$ representing connections between observations and it's reasonable to assume that errors will be autocorrelated between connected observations.

How can I get valid standard errors of the $\beta$'s ?

  • $\begingroup$ post your data ........ $\endgroup$ – IrishStat Jul 31 '19 at 20:46
  • $\begingroup$ I don't have any data which I could share. I don't really see what would it bring. I think the setup is quite easy to imagine: just an ordinary table with accompanying graph representing links betwen observations from the table. Alternatively, you can think of it as an attributed graph with each vertex $v_i$ of the graph having a vector $x_i$ and a scalar $y_i$ as attibutes. It's a question which came to my mind while I was working on one of the projects at my work. $\endgroup$ – Wassermann Aug 1 '19 at 17:19

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