Harvard University - Institute for Quantitative Social Sciences
Network data often take the form of repeated interactions between senders and receivers tabulated over time. Rather than reducing these data to binary ties, a model is introduced for treating directed interactions as a multivariate point process: a Cox multiplicative intensity model using covariates that depend on the history of the process. Consistency and asymptotic normality are proved for the resulting partial-likelihood-based estimators under suitable regularity conditions, and an efficient fitting procedure is described. Multicast interactionsâ€”those involving a single sender but multiple receiversâ€”are treated explicitly. A motivating data example shows the effects of reciprocation and group-level preferences on message sending behavior in a corporate e-mail network.