State-space based mass event-history model I: many decision-making agents with one target

Details State-space based mass event-history model I: many decision-making agents with one target State-space based mass event-history model I: many decision-making agents with one target

2009-01-27

arxiv.org/abs/0901.4213v1

Annals of Applied Statistics 2008, Vol. 2, No. 4, 1503-1522

Statistics

Applications

Published in at http://dx.doi.org/10.1214/08-AOAS189 the Annals of Applied Statistics (http://www.imstat.org/aoas/) by the Ins

Scientific paper

10.1214/08-AOAS189

A dynamic decision-making system that includes a mass of indistinguishable agents could manifest impressive heterogeneity. This kind of nonhomogeneity is postulated to result from macroscopic behavioral tactics employed by almost all involved agents. A State-Space Based (SSB) mass event-history model is developed here to explore the potential existence of such macroscopic behaviors. By imposing an unobserved internal state-space variable into the system, each individual's event-history is made into a composition of a common state duration and an individual specific time to action. With the common state modeling of the macroscopic behavior, parametric statistical inferences are derived under the current-status data structure and conditional independence assumptions. Identifiability and computation related problems are also addressed. From the dynamic perspectives of system-wise heterogeneity, this SSB mass event-history model is shown to be very distinct from a random effect model via the Principle Component Analysis (PCA) in a numerical experiment. Real data showing the mass invasion by two species of parasitic nematode into two species of host larvae are also analyzed. The analysis results not only are found coherent in the context of the biology of the nematode as a parasite, but also include new quantitative interpretations.

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