Mixture network autoregressive model with application on students' successes

Abstract

We propose a mixture network regression model which considers both response variables and the node-specific random vector depend on the time. In order to estimate and compare the impacts of various connections on a response variable simultaneously, we extend it into p different types of connections. An ordinary least square estimators of the effects of different types of connections on a response variable is derived with its asymptotic property. Simulation studies demonstrate the effectiveness of our proposed method in the estimation of the mixture autoregressive model. In the end, a real data illustration on the students' GPA is discussed.

Keywords

Network regression / multiple connections / heterogeneous / dynamic effects

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