A unified framework of longitudinal models to examine reciprocal relations

Inferring reciprocal effects or causality between variables is a central aim of behavioral and psychological research. To address reciprocal effects, a variety of longitudinal models that include cross-lagged relations have been proposed in different contexts and disciplines. However, the relations between these cross-lagged models have not been systematically discussed in the literature. This lack of insight makes it difficult for researchers to select an appropriate model when analyzing longitudinal data, and some researchers do not even think about alternative cross-lagged models. The present research provides a unified framework that clarifies the conceptual and mathematical similarities and differences between these models. The unified framework shows that existing longitudinal models can be effectively classified based on whether the model posits unique factors and/or dynamic residuals, and what types of common factors are used to model changes. The latter is essential to understand how cross-lagged parameters are interpreted. We also present an example using empirical data to demonstrate that there is great risk of drawing different conclusions depending on the cross-lagged models used

Incorporating measurement error in n=1 psychological autoregressive modeling

Measurement error is omnipresent in psychological data. However, the vast majority of applications of autoregressive time series analyses in psychology do not take measurement error into account. Disregarding measurement error when it is present in the data results in a bias of the autoregressive parameters. We discuss two models that take measurement error into account: An autoregressive model with a white noise term (AR+WN), and an autoregressive moving average (ARMA) model. In a simulation study we compare the parameter recovery performance of these models, and compare this performance for both a Bayesian and frequentist approach. We find that overall, the AR+WN model performs better. Furthermore, we find that for realistic (i.e., small) sample sizes, psychological research would benefit from a Bayesian approach in fitting these models. Finally, we illustrate the effect of disregarding measurement error in an AR(1) model by means of an empirical application on mood data in women. We find that, depending on the person, approximately 30-50% of the total variance was due to measurement error, and that disregarding this measurement error results in a substantial underestimation of the autoregressive parameters.</p

Modeling Nonstationary Emotion Dynamics in Dyads using a Time-Varying Vector-Autoregressive Model

Emotion dynamics are likely to arise in an interpersonal context. Standard methods to study emotions in interpersonal interaction are limited because stationarity is assumed. This means that the dynamics, for example, time-lagged relations, are invariant across time periods. However, this is generally an unrealistic assumption. Whether caused by an external (e.g., divorce) or an internal (e.g., rumination) event, emotion dynamics are prone to change. The semi-parametric time-varying vector-autoregressive (TV-VAR) model is based on well-studied generalized additive models, implemented in the software R. The TV-VAR can explicitly model changes in temporal dependency without pre-existing knowledge about the nature of change. A simulation study is presented, showing that the TV-VAR model is superior to the standard time-invariant VAR model when the dynamics change over time. The TV-VAR model is applied to empirical data on daily feelings of positive affect (PA) from a single couple. Our analyses indicate reliable changes in the male's emotion dynamics over time, but not in the female's-which were not predicted by her own affect or that of her partner. This application illustrates the usefulness of using a TV-VAR model to detect changes in the dynamics in a system

Предрогнозна оцінка структури майна і капіталу промислового підприємства

Однією зі складових управління фінансами підприємства є прогнозування фінансового стану, яке дозволяє виявити здатність підприємства до стійкого функціонування і розвитку в умовах зміни зовнішнього і внутрішнього середовища господарювання. Сьогодні неможна недооцінювати роль прогнозування, оскільки функціонування підприємства завжди пов'язане з невизначеністю майбутніх наслідків дій того або іншого управлінського рішення. Однією із дисциплінуючих умов прогнозування фінансового стану промислових підприємств виступає оцінка їх фінансового стану у динаміці взагалі та предпрогнозна оцінка структури майна і капіталу зокрема.Одной из составляющих управления финансами предприятия является прогнозирование финансового состояния, которое позволяет выявить способность предприятия к стойкому функционированию и развитию в условиях изменения внешней и внутренней среды ведения хозяйства. Сегодня невозможно недооценивать роль прогнозирования, поскольку функционирование предприятия всегда связано с неопределенностью будущих последствий действий того или другого управленческого решения. Одним из дисциплинирующих условий прогнозирования финансового состояния промышленных предприятий выступает оценка их финансового состояния в динамике вообще и предпрогнозируемая оценка структуры имущества и капитала в частности

From Data to Causes III: Bayesian Priors for General Cross-Lagged Panel Models (GCLM)

This article describes some potential uses of Bayesian estimation for time-series and panel data models by incorporating information from prior probabilities (i.e., priors) in addition to observed data. Drawing on econometrics and other literatures we illustrate the use of informative “shrinkage” or “small variance” priors (including so-called “Minnesota priors”) while extending prior work on the general cross-lagged panel model (GCLM). Using a panel dataset of national income and subjective well-being (SWB) we describe three key benefits of these priors. First, they shrink parameter estimates toward zero or toward each other for time-varying parameters, which lends additional support for an income → SWB effect that is not supported with maximum likelihood (ML). This is useful because, second, these priors increase model parsimony and the stability of estimates (keeping them within more reasonable bounds) and thus improve out-of-sample predictions and interpretability, which means estimated effect should also be more trustworthy than under ML. Third, these priors allow estimating otherwise under-identified models under ML, allowing higher-order lagged effects and time-varying parameters that are otherwise impossible to estimate using observed data alone. In conclusion we note some of the responsibilities that come with the use of priors which, departing from typical commentaries on their scientific applications, we describe as involving reflection on how best to apply modeling tools to address matters of worldly concern

Time to get personal? The impact of researchers choices on the selection of treatment targets using the experience sampling methodology:The impact of researchers choices on the selection of treatment targets using the experience sampling methodology

OBJECTIVE: One of the promises of the experience sampling methodology (ESM) is that a statistical analysis of an individual’s emotions, cognitions and behaviors in everyday-life could be used to identify relevant treatment targets. A requisite for clinical implementation is that outcomes of such person-specific time-series analyses are not wholly contingent on the researcher performing them. METHODS: To evaluate this, we crowdsourced the analysis of one individual patient’s ESM data to 12 prominent research teams, asking them what symptom(s) they would advise the treating clinician to target in subsequent treatment. RESULTS: Variation was evident at different stages of the analysis, from preprocessing steps (e.g., variable selection, clustering, handling of missing data) to the type of statistics and rationale for selecting targets. Most teams did include a type of vector autoregressive model, examining relations between symptoms over time. Although most teams were confident their selected targets would provide useful information to the clinician, not one recommendation was similar: both the number (0–16) and nature of selected targets varied widely. CONCLUSION: This study makes transparent that the selection of treatment targets based on personalized models using ESM data is currently highly conditional on subjective analytical choices and highlights key conceptual and methodological issues that need to be addressed in moving towards clinical implementation

Three Extensions of the Random Intercept Cross-Lagged Panel Model

The random intercept cross-lagged panel model (RI-CLPM) is rapidly gaining popularity in psychology and related fields as a structural equation modeling (SEM) approach to longitudinal data. It decomposes observed scores into within-unit dynamics and stable, between-unit differences. This paper discusses three extensions of the RI-CLPM that researchers may be interested in, but are unsure of how to accomplish: (a) including stable, person-level characteristics as predictors and/or outcomes; (b) specifying a multiple-group version; and (c) including multiple indicators. For each extension, we discuss which models need to be run in order to investigate underlying assumptions, and we demonstrate the various modeling options using a motivating example. We provide fully annotated code for lavaan (R-package) and Mplus on an accompanying website

No Time Like the Present: Discovering the Hidden Dynamics in Intensive Longitudinal Data

There has been a strong increase in the number of studies based on intensive longitudinal data, such as those obtained with experience sampling and daily diaries. These data contain a wealth of information regarding the dynamics of processes as they unfold within individuals over time. In this article, we discuss how combining intensive longitudinal data with either time-series analysis, which consists of modeling the temporal dependencies in the data for a single individual, or dynamic multilevel modeling, which consists of using a time-series model at Level 1 to describe the within-person process while allowing for individual differences in the parameters of these processes at Level 2, has led to new insights in clinical psychology. In addition, we discuss several methodological and statistical challenges that researchers face when they are interested in studying the dynamics of psychological processes using intensive longitudinal data