Affect dynamics,bereavement and resilience to loss

This investigation applied Zautra and colleagues’ Dynamic Model of Affect (DMA; Zautra: 2003, Emotions, Stress and Health (Oxford University Press, New York); Reich et al.: 2003, Review of General Psychology 7(1), pp. 66–83) to help understand resilience among a sample of middle-aged participants coping with the recent death of a spouse or child. We replicated and extended this model by examining interaffect correlations (individual correlations between negative and positive affect over time) in resilient versus symptomatic bereaved people. As predicted by the DMA, resilient bereaved had weaker (or less negative) interaffect correlations than symptomatic bereaved even when controlling for self-reported distress. These findings suggest that resilient individuals possess a capacity for a more complex affective experience and that this capacity serves a salutary function in the aftermath of aversive life events. The research described in this article was supported by a grant from the National Institute of Health, R29-MH57274 (George A. Bonanno).     

How stable is happiness? Using the STARTS model to estimate the stability of life satisfaction

A common interpretation of existing subjective well-being research is that long-term levels of well-being are almost completely stable. However, few studies have estimated stability and change using appropriate statistical models that can precisely address this question. The STARTS model (Kenny & Zautra, 2001) was used to analyze life satisfaction data from two nationally representative panel studies. Results show that 34-38% of the variance in observed scores is trait variance that does not change. An additional 29-34% can be accounted for by an autoregressive trait that is only moderately stable over time. Thus, although life satisfaction is moderately stable over long periods of time, there is also an appreciable degree of instability that might depend on contextual circumstances.     

Dynamic GSCA (Generalized Structured Component Analysis) with Applications to the Analysis of Effective Connectivity in Functional Neuroimaging Data

We propose a new method of structural equation modeling (SEM) for longitudinal and time series data, named Dynamic GSCA (Generalized Structured Component Analysis). The proposed method extends the original GSCA by incorporating a multivariate autoregressive model to account for the dynamic nature of data taken over time. Dynamic GSCA also incorporates direct and modulating effects of input variables on specific latent variables and on connections between latent variables, respectively. An alternating least square (ALS) algorithm is developed for parameter estimation. An improved bootstrap method called a modified moving block bootstrap method is used to assess reliability of parameter estimates, which deals with time dependence between consecutive observations effectively. We analyze synthetic and real data to illustrate the feasibility of the proposed method.     

Bayesian Estimation of Categorical Dynamic Factor Models

Dynamic factor models have been used to analyze continuous time series behavioral data. We extend 2 main dynamic factor model variations—the direct autoregressive factor score (DAFS) model and the white noise factor score (WNFS) model—to categorical DAFS and WNFS models in the framework of the underlying variable method and illustrate them with a categorical time series data set from an emotion study. To estimate the categorical dynamic factor models, a Bayesian method via Gibbs sampling is used. The results show that today's affect directly influences tomorrow's affect. The results are then validated by means of simulation studies. Differences between continuous and categorical dynamic factor models are examined.     

Longitudinal Multi-Trait-State-Method Model Using Ordinal Data

Multi-trait multi-method (MTMM) models provide a way to assess convergent and discriminant validity when multiple traits are measured by multiple methods. In recent years, longitudinal extensions of MTMM models have been proposed in the structural equation modeling framework to evaluate whether and how the trait as well as method factors change over time. We propose a novel longitudinal ordinal MTMM model that can be used to effectively distinguish volatile “state” processes from “trait” processes that tend to remain stable and invariant over time. The proposed model, termed a longitudinal multi-trait-state-method (LM-TSM) model, combines 3 key modeling components: (a) a measurement model for ordinal data, (b) a vector autoregressive moving average model at the latent level to examine changes in the state as well as the method factors over time, and (c) a second-order factor-analytic model to capture time-invariant traits as shared variances among the state factors across all measurement occasions. Data from the Affective Dynamics and Individual Differences (ADID; Emotions and Dynamic Systems Laboratory, 2010 Emotions and Dynamic Systems Laboratory. (2010). The Affective Dynamics and Individual Differences (ADID) study: Developing non-stationary and network-based methods for modeling the perception and physiology of emotions. . Unpublished manual, University of North Carolina at Chapel Hill. [Google Scholar]) study was used to illustrate the proposed longitudinal LM-TSM model. Methodological issues associated with fitting the LM-TSM model are discussed.     

Nonlinear Regime-Switching State-Space (RSSS) Models

Nonlinear dynamic factor analysis models extend standard linear dynamic factor analysis models by allowing time series processes to be nonlinear at the latent level (e.g., involving interaction between two latent processes). In practice, it is often of interest to identify the phases—namely, latent “regimes” or classes—during which a system is characterized by distinctly different dynamics. We propose a new class of models, termed nonlinear regime-switching state-space (RSSS) models, which subsumes regime-switching nonlinear dynamic factor analysis models as a special case. In nonlinear RSSS models, the change processes within regimes, represented using a state-space model, are allowed to be nonlinear. An estimation procedure obtained by combining the extended Kalman filter and the Kim filter is proposed as a way to estimate nonlinear RSSS models. We illustrate the utility of nonlinear RSSS models by fitting a nonlinear dynamic factor analysis model with regime-specific cross-regression parameters to a set of experience sampling affect data. The parallels between nonlinear RSSS models and other well-known discrete change models in the literature are discussed briefly.     

An autoregressive growth model for longitudinal item analysis

A first-order autoregressive growth model is proposed for longitudinal binary item analysis where responses to the same items are conditionally dependent across time given the latent traits. Specifically, the item response probability for a given item at a given time depends on the latent trait as well as the response to the same item at the previous time, or the lagged response. An initial conditions problem arises because there is no lagged response at the initial time period. We handle this problem by adapting solutions proposed for dynamic models in panel data econometrics. Asymptotic and finite sample power for the autoregressive parameters are investigated. The consequences of ignoring local dependence and the initial conditions problem are also examined for data simulated from a first-order autoregressive growth model. The proposed methods are applied to longitudinal data on Korean students’ self-esteem.     

A double bootstrap method to analyze linear models with autoregressive error terms

A new method for the analysis of linear models that have autoregressive errors is proposed. The approach is not only relevant in the behavioral sciences for analyzing small-sample time-series intervention models, but it is also appropriate for a wide class of small-sample linear model problems in which there is interest in inferential statements regarding all regression parameters and autoregressive parameters in the model. The methodology includes a double application of bootstrap procedures. The 1st application is used to obtain bias-adjusted estimates of the autoregressive parameters. The 2nd application is used to estimate the standard errors of the parameter estimates. Theoretical and Monte Carlo results are presented to demonstrate asymptotic and small-sample properties of the method; examples that illustrate advantages of the new approach over established time-series methods are described.     

Dynamic factor analysis of nonstationary multivariate time series

A dynamic factor model is proposed for the analysis of multivariate nonstationary time series in the time domain. The nonstationarity in the series is represented by a linear time dependent mean function. This mild form of nonstationarity is often relevant in analyzing socio-economic time series met in practice. Through the use of an extended version of Molenaar's stationary dynamic factor analysis method, the effect of nonstationarity on the latent factor series is incorporated in the dynamic nonstationary factor model (DNFM). It is shown that the estimation of the unknown parameters in this model can be easily carried out by reformulating the DNFM as a covariance structure model and adopting the ML algorithm proposed by Jöreskog. Furthermore, an empirical example is given to demonstrate the usefulness of the proposed DNFM and the analysis.     

On the Measurement of Stability in Over-Time Data

ABSTRACT In this article, autoregressive models and growth curve models are compared Autoregressive models are useful because they allow for random change, permit scores to increase or decrease, and do not require strong assumptions about the level of measurement Three previously presented designs for estimating stability are described (a) time-series, (b) simplex, and (c) two-wave, one-factor methods A two-wave, multiple-factor model also is presented, in which the variables are assumed to be caused by a set of latent variables The factor structure does not change over time and so the synchronous relationships are temporally invariant The factors do not cause each other and have the same stability The parameters of the model are the factor loading structure, each variable's reliability, and the stability of the factors We apply the model to two data sets For eight cognitive skill variables measured at four times, the 2-year stability is estimated to be 92 and the 6-year stability is 83 For nine personality variables, the 3-year stability is 68 We speculate that for many variables there are two components one component that changes very slowly (the trait component) and another that changes very rapidly (the state component), thus each variable is a mixture of trait and state Circumstantial evidence supporting this view is presented     

Job performance over time is a function of latent trajectories and previous performance

Previous literature addressing job performance over time notes that past performance can affect future performance and that individuals often have distinct latent performance trajectories. However, no research to date has modeled these 2 aspects of job performance in tandem. Drawing on previous literature, the authors note that current performance may act as performance feedback, influencing future performance directly (i.e., autoregression), and that individuals differ in their performance trajectories due to individual-difference factors (i.e., latent trajectories). The authors demonstrate an autoregressive latent trajectory (ALT) model to show how both autoregressive and latent trajectory parameters may be incorporated in modeling job performance over time. Also discussed are the implications of the ALT model for future studies examining job performance longitudinally.     

A time-varying effect model for intensive longitudinal data

Understanding temporal change in human behavior and psychological processes is a central issue in the behavioral sciences. With technological advances, intensive longitudinal data (ILD) are increasingly generated by studies of human behavior that repeatedly administer assessments over time. ILD offer unique opportunities to describe temporal behavioral changes in detail and identify related environmental and psychosocial antecedents and consequences. Traditional analytical approaches impose strong parametric assumptions about the nature of change in the relationship between time-varying covariates and outcomes of interest. This article introduces time-varying effect models (TVEMs) that explicitly model changes in the association between ILD covariates and ILD outcomes over time in a flexible manner. In this article, we describe unique research questions that the TVEM addresses, outline the model-estimation procedure, share a SAS macro for implementing the model, demonstrate model utility with a simulated example, and illustrate model applications in ILD collected as part of a smoking-cessation study to explore the relationship between smoking urges and self-efficacy during the course of the pre- and postcessation period.     

Establishing Measurement Equivalence and Invariance in Longitudinal Data With Item Response Theory

If measurement invariance does not hold over 2 or more measurement occasions, differences in observed scores are not directly interpretable. Golembiewski, Billingsley, and Yeager (1976) identified 2 types of psychometric differences over time as beta change and gamma change. Gamma change is a fundamental change in thinking about the nature of a construct over time. Beta change can be described as respondents' change in calibration of the response scale over time. Recently, researchers have had considerable success establishing measurement invariance using confirmatory factor analytic (CFA) techniques. However, the use of item response theory (IRT) techniques for assessing item parameter drift can provide additional useful information regarding the psychometric equivalence of a measure over time that is not attainable with traditional CFA techniques. This article marries the terminology commonly used in CFA and IRT techniques and illustrates real advantages for identifying beta change over time with IRT methods rather than typical CFA methods, utilizing a longitudinal assessment of job satisfaction as an example.     

Misspecification in Latent Change Score Models: Consequences for Parameter Estimation,Model Evaluation,and Predicting Change

Latent change score models (LCS) are conceptually powerful tools for analyzing longitudinal data (McArdle & Hamagami, 2001). However, applications of these models typically include constraints on key parameters over time. Although practically useful, strict invariance over time in these parameters is unlikely in real data. This study investigates the robustness of LCS when invariance over time is incorrectly imposed on key change-related parameters. Monte Carlo simulation methods were used to explore the impact of misspecification on parameter estimation, predicted trajectories of change, and model fit in the dual change score model, the foundational LCS. When constraints were incorrectly applied, several parameters, most notably the slope (i.e., constant change) factor mean and autoproportion coefficient, were severely and consistently biased, as were regression paths to the slope factor when external predictors of change were included. Standard fit indices indicated that the misspecified models fit well, partly because mean level trajectories over time were accurately captured. Loosening constraint improved the accuracy of parameter estimates, but estimates were more unstable, and models frequently failed to converge. Results suggest that potentially common sources of misspecification in LCS can produce distorted impressions of developmental processes, and that identifying and rectifying the situation is a challenge.     

Bias in cross-sectional analyses of longitudinal mediation

Most empirical tests of mediation utilize cross-sectional data despite the fact that mediation consists of causal processes that unfold over time. The authors considered the possibility that longitudinal mediation might occur under either of two different models of change: (a) an autoregressive model or (b) a random effects model. For both models, the authors demonstrated that cross-sectional approaches to mediation typically generate substantially biased estimates of longitudinal parameters even under the ideal conditions when mediation is complete. In longitudinal models where variable M completely mediates the effect of X on Y, cross-sectional estimates of the direct effect of X on Y, the indirect effect of X on Y through M, and the proportion of the total effect mediated by M are often highly misleading.     

Team adaptability and task cohesion as resources to the non-linear dynamics of workload and sickness absenteeism in firefighter teams

ABSTRACT

The current study builds on the non-linear Dynamic Systems (NDS) perspective to test the assumption that change in sickness absenteeism is non-linear, and that such change is due to workload, team adaptability and task cohesion. Participants were 37 firefighter teams (n = 250 individuals) from a main European capital city. The research hypotheses were tested using SPSS and the “cusp” package, in the statistical software R. The results suggest that change in sickness absenteeism behaviours over time is non-linear, with the cusp catastrophe model predicting such behaviours better than the linear and logistic models. In our model, task cohesion functions as an asymmetry factor (i.e., the independent variable that determines the strength and discrepancy between the two stable states of the dependent variable) leading to a linear change in sickness absenteeism. Interestingly, both workload and team adaptability function as bifurcation (i.e., the independent variable that determines the change between the two stable states of the order parameter) and asymmetry factors leading to non-linear and linear change in sickness absenteeism over time. This study contributes to the growing evidence that incorporating the NDS perspective enables a better understanding of action teams, namely those working in extreme environments.     

The Ornstein-Uhlenbeck model for decision time in cognitive tasks: An example of control of nonlinear network dynamics

The Ornstein-Uhlenbeck (OU) model for human decision-making has been successfully applied to account for response accuracy and response time (RT) data in recent two-choice decision models. A variant of the OU model is shown to arise from the response dynamics of a nonlinear network consisting of randomly connected neural processing units. When feedback control of the network is effected by the stimulus onset, the average network response is an autocorrelated random signal satisfying the stochastic differential equation for the OU process. An alternative, more general, stimulus detection procedure is proposed which involves the use of an adaptive Kalman filter process to track any temporal change in autoregressive parameters. The predicted decision time distributions suggest that both the OU and the Kalman filter processes can serve as alternative models for RT data in experimental tasks. Received: 15 October 1998 / Accepted: 27 May 1999     

多变量追踪研究的模型整合与拓展：考察往复式影响与增长趋势

追踪研究当中, 交叉滞后模型可以探究多变量之间往复式影响, 潜增长模型可以探究个体增长趋势。对两类模型进行整合, 例如同时关注往复式影响与个体增长趋势, 同时可以定义测量误差、随机截距等变异成分, 衍生出随机截距交叉滞后模型、特质-状态-误差模型、自回归潜增长模型、结构化残差潜增长模型等。以交叉滞后模型和潜增长模型分别作为基础模型, 从个体间/个体内变异分解的角度对上述各类模型梳理, 整合出此类模型的分析框架, 并拓展建立“因子结构化潜增长模型(factor latent curve model with structured reciprocals)”作为统合框架。通过实证研究(早期儿童的追踪研究-幼儿园版, ECLS-K), 建立21049名儿童的阅读和数学能力的往复式影响与增长趋势。研究发现, 分离了稳定特质的模型拟合最优。研究也对模型建模思路和模型选择提供了建议。     

Prospective analysis of comorbidity: tobacco and alcohol use disorders

Alcohol use disorders (AUD) and tobacco use disorders (TD) frequently co-occur. The authors examined AUD-TD comorbidity over time using a state-trait (ST) model. The ST model represents variance in AUD/TD as a traitlike factor that spans measurement occasion and identifies distinct sources of variance in AUD-TD comorbidity. The ST model was evaluated on 450 young adults (baseline age = 18.5 years; 51% with family history of alcoholism) assessed 5 times over 7 years. The ST model demonstrated superior fit over a first-order autoregressive model. The tendency to diagnose with AUD and TD was partially explained by family history of alcoholism; this relationship was mediated by childhood stressors, alcohol expectancies, and behavioral undercontrol. Results supported a common third-variable influence (vs. directional) model of comorbidity. The ST model is an important conceptual and methodological approach to the prospective study of comorbidity in general.