Simpson's paradox explains the ubiquity of nonlinear, threshold, and complex contagions

TL;DR

This paper explains how Simpson's paradox can cause linear or sublinear contagion processes within groups to appear superlinear when aggregated, elucidating the widespread use of nonlinear contagion models.

Contribution

It introduces the concept of Simpson's contagion, showing how heterogeneity and correlations lead to apparent superlinear contagion effects in population data.

Findings

Global threshold dynamics can emerge from linear subgroup interactions.

Heterogeneity causes superlinear effects in aggregated data despite linear subgroup dynamics.

Simpson's paradox explains the ubiquity of nonlinear contagion models.

Abstract

Complex contagions describe systems where the probability or rate of contagious transmission is a nonlinear function of the exposure to contagious agents. These models were first studied theoretically but have since been used to capture effects such as nonconformism, social reinforcement or peer pressure in empirical data. However, recent studies have shown that local correlations (e.g., group structure or temporal burstiness) and heterogeneity (e.g., diversity of parameters or covariates) can give the illusion of nonlinear effects even when the dynamics is actually linear. We briefly review these studies to inform a new model and explanation for these effective models of complex contagions. We find global threshold dynamics and superlinear complex contagions even in populations where agents are distributed across social groups described solely by linear or even sublinear contagions. This effect can be understood as a manifestation of Simpson's paradox. Incidence data from heterogeneous groups can look superlinear once averaged over all groups, since the sampling of groups represented at high incidence is biased towards those with stronger local transmission. We then define what we call a Simpson's contagion: a contagion process that looks superlinear when observed over an entire population, but is mechanistically linear or even sublinear in all of its subgroups. By exploring these Simpson's contagions over mathematical case studies, our work contributes to the growing body of literature on the ubiquity of threshold and complex contagions as effective models, and our results stress the pitfall of model selection that ignores correlations and heterogeneity in populations.