Moderated Network Models (1807.02877v5)

Abstract: Pairwise network models such as the Gaussian Graphical Model (GGM) are a powerful and intuitive way to analyze dependencies in multivariate data. A key assumption of the GGM is that each pairwise interaction is independent of the values of all other variables. However, in psychological research this is often implausible. In this paper, we extend the GGM by allowing each pairwise interaction between two variables to be moderated by (a subset of) all other variables in the model, and thereby introduce a Moderated Network Model (MNM). We show how to construct the MNM and propose an L1-regularized nodewise regression approach to estimate it. We provide performance results in a simulation study and show that MNMs outperform the split-sample based methods Network Comparison Test (NCT) and Fused Graphical Lasso (FGL) in detecting moderation effects. Finally, we provide a fully reproducible tutorial on how to estimate MNMs with the R-package mgm and discuss possible issues with model misspecification.