A sparse $p_0$ model with covariates for directed networks

Abstract

We are concerned here with unrestricted maximum likelihood estimation in a sparse $p_0$ model with covariates for directed networks. The model has a density parameter $\nu$, a $2n$-dimensional node parameter $\bs{\eta}$ and a fixed dimensional regression coefficient $\bs{\gamma}$ of covariates. Previous studies focus on the restricted likelihood inference. When the number of nodes $n$ goes to infinity, we derive the $\ell_\infty$-error between the maximum likelihood estimator (MLE) $(\widehat{\bs{\eta}}, \widehat{\bs{\gamma}})$ and its true value $(\bs{\eta}, \bs{\gamma})$. They are $O_p( (\log n/n)^{1/2} )$ for $\widehat{\bs{\eta}}$ and $O_p( \log n/n)$ for $\widehat{\bs{\gamma}}$, up to an additional factor. This explains the asymptotic bias phenomenon in the asymptotic normality of $\widehat{\bs{\gamma}}$ in \cite{Yan-Jiang-Fienberg-Leng2018}. Further, we derive the asymptotic normality of the MLE. Numerical studies and a data analysis demonstrate our theoretical findings.