Joint modelling of national cultures accounting for within and between-country heterogeneity

Cultural values vary significantly around the world. Despite a large heterogeneity, similarities across national cultures are present. This paper studies cross-country culture heterogeneity via the joint inference of country-specific copula graphical models from world-wide survey data. To this end, a random graph generative model of the cultural networks is introduced, with a latent space and proximity measures that embed cultural relatedness across countries. Within-country heterogeneity is also accounted for, via parametric modelling of the marginal distributions of each cultural trait. All together, the different components of the model are able to identify several dimensions of culture.