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1.
    
The total variance of a first-order autoregressive AR(1) time series is well known in time series literature. However, despite the increased use and interest in two-level AR(1) models, an equation for the total variance of these models does not exist. This paper presents an approximation of this total variance. It will be used to compute the unexplained and explained variance at each level of the model, the proportion of explained variance, and the intraclass correlation (ICC). The use of these variances and the ICC will be illustrated using an example concerning structured diary data about the positive affect of 96 married women.  相似文献   

2.
    
Vector autoregressive (VAR) modelling is widely employed in psychology for time series analyses of dynamic processes. However, the typically short time series in psychological studies can lead to overfitting of VAR models, impairing their predictive ability on unseen samples. Cross-validation (CV) methods are commonly recommended for assessing the predictive ability of statistical models. However, it is unclear how the performance of CV is affected by characteristics of time series data and the fitted models. In this simulation study, we examine the ability of two CV methods, namely,10-fold CV and blocked CV, in estimating the prediction errors of three time series models with increasing complexity (person-mean, AR, and VAR), and evaluate how their performance is affected by data characteristics. We then compare these CV methods to the traditional methods using the Akaike (AIC) and Bayesian (BIC) information criteria in their accuracy of selecting the most predictive models. We find that CV methods tend to underestimate prediction errors of simpler models, but overestimate prediction errors of VAR models, particularly when the number of observations is small. Nonetheless, CV methods, especially blocked CV, generally outperform the AIC and BIC. We conclude our study with a discussion on the implications of the findings and provide helpful guidelines for practice.  相似文献   

3.
    
We examined adult age differences in day-to-day adjustments in speed-accuracy tradeoffs (SAT) on a figural comparison task. Data came from the COGITO study, with over 100 younger and 100 older adults, assessed for over 100 days. Participants were given explicit feedback about their completion time and accuracy each day after task completion. We applied a multivariate vector auto-regressive model of order 1 to the daily mean reaction time (RT) and daily accuracy scores together, within each age group. We expected that participants adjusted their SAT if the two cross-regressive parameters from RT (or accuracy) on day t-1 of accuracy (or RT) on day t were sizable and negative. We found that: (a) the temporal dependencies of both accuracy and RT were quite strong in both age groups; (b) younger adults showed an effect of their accuracy on day t-1 on their RT on day t, a pattern that was in accordance with adjustments of their SAT; (c) older adults did not appear to adjust their SAT; (d) these effects were partly associated with reliable individual differences within each age group. We discuss possible explanations for older adults’ reluctance to recalibrate speed and accuracy on a day-to-day basis.  相似文献   

4.
    
With the growing popularity of intensive longitudinal research, the modeling techniques and software options for such data are also expanding rapidly. Here we use dynamic multilevel modeling, as it is incorporated in the new dynamic structural equation modeling (DSEM) toolbox in Mplus, to analyze the affective data from the COGITO study. These data consist of two samples of over 100 individuals each who were measured for about 100 days. We use composite scores of positive and negative affect and apply a multilevel vector autoregressive model to allow for individual differences in means, autoregressions, and cross-lagged effects. Then we extend the model to include random residual variances and covariance, and finally we investigate whether prior depression affects later depression scores through the random effects of the daily diary measures. We end with discussing several urgent—but mostly unresolved—issues in the area of dynamic multilevel modeling.  相似文献   

5.
    
This paper compares the multilevel modelling (MLM) approach and the person‐specific (PS) modelling approach in examining autoregressive (AR) relations with intensive longitudinal data. Two simulation studies are conducted to examine the influences of sample heterogeneity, time series length, sample size, and distribution of individual level AR coefficients on the accuracy of AR estimates, both at the population level and at the individual level. It is found that MLM generally outperforms the PS approach under two conditions: when the sample has a homogeneous AR pattern, namely, when all individuals in the sample are characterized by AR processes with the same order; and when the sample has heterogeneous AR patterns, but a multilevel model with a sufficiently high order (i.e., an order equal to or higher than the maximum order of individual AR patterns in the sample) is fitted and successfully converges. If a lower‐order multilevel model is chosen for heterogeneous samples, the higher‐order lagged effects are misrepresented, resulting in bias at the population level and larger prediction errors at the individual level. In these cases, the PS approach is preferable, given sufficient measurement occasions ( 50). In addition, sample size and distribution of individual level AR coefficients do not have a large impact on the results. Implications of these findings on model selection and research design are discussed.  相似文献   

6.
    
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.  相似文献   

7.
The purpose of the popular Iowa gambling task is to study decision making deficits in clinical populations by mimicking real-life decision making in an experimental context. Busemeyer and Stout [Busemeyer, J. R., & Stout, J. C. (2002). A contribution of cognitive decision models to clinical assessment: Decomposing performance on the Bechara gambling task. Psychological Assessment, 14, 253-262] proposed an “Expectancy Valence” reinforcement learning model that estimates three latent components which are assumed to jointly determine choice behavior in the Iowa gambling task: weighing of wins versus losses, memory for past payoffs, and response consistency. In this article we explore the statistical properties of the Expectancy Valence model. We first demonstrate the difficulty of applying the model on the level of a single participant, we then propose and implement a Bayesian hierarchical estimation procedure to coherently combine information from different participants, and we finally apply the Bayesian estimation procedure to data from an experiment designed to provide a test of specific influence.  相似文献   

8.
    
Multilevel analyses are often used to estimate the effects of group-level constructs. However, when using aggregated individual data (e.g., student ratings) to assess a group-level construct (e.g., classroom climate), the observed group mean might not provide a reliable measure of the unobserved latent group mean. In the present article, we propose a Bayesian approach that can be used to estimate a multilevel latent covariate model, which corrects for the unreliable assessment of the latent group mean when estimating the group-level effect. A simulation study was conducted to evaluate the choice of different priors for the group-level variance of the predictor variable and to compare the Bayesian approach with the maximum likelihood approach implemented in the software Mplus. Results showed that, under problematic conditions (i.e., small number of groups, predictor variable with a small ICC), the Bayesian approach produced more accurate estimates of the group-level effect than the maximum likelihood approach did.  相似文献   

9.
    
Multilevel data structures are common in the social sciences. Often, such nested data are analysed with multilevel models (MLMs) in which heterogeneity between clusters is modelled by continuously distributed random intercepts and/or slopes. Alternatively, the non‐parametric multilevel regression mixture model (NPMM) can accommodate the same nested data structures through discrete latent class variation. The purpose of this article is to delineate analytic relationships between NPMM and MLM parameters that are useful for understanding the indirect interpretation of the NPMM as a non‐parametric approximation of the MLM, with relaxed distributional assumptions. We define how seven standard and non‐standard MLM specifications can be indirectly approximated by particular NPMM specifications. We provide formulas showing how the NPMM can serve as an approximation of the MLM in terms of intraclass correlation, random coefficient means and (co)variances, heteroscedasticity of residuals at level 1, and heteroscedasticity of residuals at level 2. Further, we discuss how these relationships can be useful in practice. The specific relationships are illustrated with simulated graphical demonstrations, and direct and indirect interpretations of NPMM classes are contrasted. We provide an R function to aid in implementing and visualizing an indirect interpretation of NPMM classes. An empirical example is presented and future directions are discussed.  相似文献   

10.
Hierarchical Bayes procedures for the two-parameter logistic item response model were compared for estimating item and ability parameters. Simulated data sets were analyzed via two joint and two marginal Bayesian estimation procedures. The marginal Bayesian estimation procedures yielded consistently smaller root mean square differences than the joint Bayesian estimation procedures for item and ability estimates. As the sample size and test length increased, the four Bayes procedures yielded essentially the same result.The authors wish to thank the Editor and anonymous reviewers for their insightful comments and suggestions.  相似文献   

11.
    
Meta-analytic methods provide a way to synthesize data across treatment evaluation studies. However, these well-accepted methods are infrequent with behavior analytic studies. Multilevel models may be a promising method to meta-analyze single-case data. This technical article provides a primer for how to conduct a multilevel model with single-case designs with AB phases using data from the differential-reinforcement-of-low-rate behavior literature. We provide details, recommendations, and considerations for searching for appropriate studies, organizing the data, and conducting the analyses. All data sets are available to allow the reader to follow along with this primer. The purpose of this technical article is to minimally equip behavior analysts to complete a meta-analysis that will summarize a current state of affairs as it relates to the science of behavior analysis and its practice. Moreover, we aim to demonstrate the value of analyses of this sort for behavior analysis.  相似文献   

12.
In predicting scores fromp > 1 observed scores in a sample of sizeñ, the optimal strategy (minimum expected loss), under certain assumptions, is shown to be based upon the least squares regression weights computed from a previous sample. Letting represent the correlation between and the predicted values , and letting represent the correlation between and a different set of predicted values , where w is any weighting system which is not a function of , it is shown that the probability of being less than cannot exceed .50. The relationship of this result to previous research and practical implications are discussed.  相似文献   

13.
阶层线性模型是处理阶层结构数据的高级统计方法, 项目反应理论是精确测量被试能力的现代测量理论。多水平项目反应理论将阶层线性模型和项目反应理论相结合, 将项目反应模型嵌套在阶层线性模型内, 实现了项目参数和不同水平能力参数的估计, 对回归系数和误差项变异的估计也更加精确。作者概述了多水平项目反应理论的发展历程, 并从项目功能差异、测验等值、学校效能研究等方面评述了多水平项目反应理论在心理与教育测量中的应用, 总结了多水平项目反应理论的价值, 同时展望了今后的研究趋势。  相似文献   

14.
方杰  温忠麟 《心理科学》2018,(4):962-967
比较了贝叶斯法、Monte Carlo法和参数Bootstrap法在2-1-1多层中介分析中的表现。结果发现:1)有先验信息的贝叶斯法的中介效应点估计和区间估计都最准确;2)无先验信息的贝叶斯法、Monte Carlo法、偏差校正和未校正的参数Bootstrap法的中介效应点估计和区间估计表现相当,但Monte Carlo法在第Ⅰ类错误率和区间宽度指标上表现略优于其他三种方法,偏差校正的Bootstrap法在统计检验力上表现略优于其他三种方法,但在第Ⅰ类错误率上表现最差;结果表明,当有先验信息时,推荐使用贝叶斯法;当先验信息不可得时,推荐使用Monte Carlo法。  相似文献   

15.
基于阶层线性理论的多层级中介效应   总被引:1,自引:0,他引:1  
本文介绍了三种常见的多层级中介效应模型, 并根据阶层线性理论和依次检验回归系数的方法, 详述了多层级中介效应的检验步骤以及中介效应量的估计方法, 在2-1-1和1-1-1中介效应模型中, 推荐采用对层1自变量按组均值中心化, 同时将组均值置于层2截距方程式的中心化方法, 以实现组间和组内中介效应的有效分离。本文还展望了多层级中介效应模型的拓展方向, 即多层级调节性中介模型和多层级结构方程模型; 以及检验方法的拓展, 即Sobel检验和置信区间检验。  相似文献   

16.
Bayes modal estimation in item response models   总被引:1,自引:0,他引:1  
This article describes a Bayesian framework for estimation in item response models, with two-stage prior distributions on both item and examinee populations. Strategies for point and interval estimation are discussed, and a general procedure based on the EM algorithm is presented. Details are given for implementation under one-, two-, and three-parameter binary logistic IRT models. Novel features include minimally restrictive assumptions about examinee distributions and the exploitation of dependence among item parameters in a population of interest. Improved estimation in a moderately small sample is demonstrated with simulated data.This research was supported by a grant from the Spencer Foundation, Chicago, IL. Comments and suggestions on earlier drafts by Charles Lewis, Frederic Lord, Rosenbaum, James Ramsey, Hiroshi Watanabe, the editor, and two anonymous referees are gratefully acknowledged.  相似文献   

17.
Latent variable modeling in heterogeneous populations   总被引:20,自引:0,他引:20  
Common applications of latent variable analysis fail to recognize that data may be obtained from several populations with different sets of parameter values. This article describes the problem and gives an overview of methodology that can address heterogeneity. Artificial examples of mixtures are given, where if the mixture is not recognized, strongly distorted results occur. MIMIC structural modeling is shown to be a useful method for detecting and describing heterogeneity that cannot be handled in regular multiple-group analysis. Other useful methods instead take a random effects approach, describing heterogeneity in terms of random parameter variation across groups. These random effects models connect with emerging methodology for multilevel structural equation modeling of hierarchical data. Examples are drawn from educational achievement testing, psychopathology, and sociology of education. Estimation is carried out by the LISCOMP program.Presidential address delivered at the Psychometric Society meetings in Los Angeles, USA and Leuven, Belgium, July 1989. The research was supported by Grant No. SES-8821668 from the National Science Foundation and by Grant No. OERI-G-86-003 from the Office for Educational Research and Improvement, Department of Education. I thank Leigh Burstein, Mike Hollis, Linda Muthén, and Albert Satorra for helpful discussions and Tammy Tam, Jin-Wen Yang, Suk-Woo Kim, and Lynn Short for computational assistance. Designs were created by Arlette Collier, Rita Ling and Jennifer Edic-Bryant.  相似文献   

18.
Linear dynamical system theory is a broad theoretical framework that has been applied in various research areas such as engineering, econometrics and recently in psychology. It quantifies the relations between observed inputs and outputs that are connected through a set of latent state variables. State space models are used to investigate the dynamical properties of these latent quantities. These models are especially of interest in the study of emotion dynamics, with the system representing the evolving emotion components of an individual. However, for simultaneous modeling of individual and population differences, a hierarchical extension of the basic state space model is necessary. Therefore, we introduce a Bayesian hierarchical model with random effects for the system parameters. Further, we apply our model to data that were collected using the Oregon adolescent interaction task: 66 normal and 67 depressed adolescents engaged in a conflict-oriented interaction with their parents and second-to-second physiological and behavioral measures were obtained. System parameters in normal and depressed adolescents were compared, which led to interesting discussions in the light of findings in recent literature on the links between cardiovascular processes, emotion dynamics and depression. We illustrate that our approach is flexible and general: The model can be applied to any time series for multiple systems (where a system can represent any entity) and moreover, one is free to focus on various components of this versatile model.  相似文献   

19.
20.
文章采用模拟研究, 分别在混合多层模型假设满足和违背的情境下, 比较了混合多层模型方法与标准化残差系列方法在识别不努力作答和参数估计方面的表现。结果显示:(1)不存在不努力作答或其严重性低时, 各方法表现接近; (2)不努力作答严重性高时, 固定参数迭代标准化残差法普遍更优, 混合多层模型法仅在假设满足且两种作答反应时差异大的条件下表现较好。建议实际应用中优先选择固定参数迭代标准化残差法。  相似文献   

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