密集追踪数据分析：模型及其应用

在心理学、教育学和临床医学等领域, 越来越多的研究者开始关注个体内部的行为、心理、临床效果等随时间而产生的动态变化, 重视针对个体的差异化建模。密集追踪是一种在短时间内对个体进行多个时间节点密集追踪测量的方法, 更适合用于研究个体内部心理过程等的动态变化及其作用机制。近年来, 密集追踪成为心理学研究的一大热点, 但许多密集追踪的研究分析仍停留在较为传统的方法。方法学领域已涌现出较多用于密集追踪数据分析的模型方法, 较为主流的模型包括以动态结构方程模型(Dynamic Structural Equation Model, DSEM)为代表的自上而下的建模方法, 以及以组迭代多模型估计(Group Iterative Multiple Model Estimation, GIMME)为代表的自下而上的建模方法。二者均可以方便地对密集追踪数据中的自回归及交叉滞后效应进行建模。     

USING RANDOM RATHER THAN FIXED EFFECTS MODELS IN META-ANALYSIS: IMPLICATIONS FOR SITUATIONAL SPECIFICITY AND VALIDITY GENERALIZATION

Combining statistical information across studies (i.e., meta-analysis) is a standard research tool in applied psychology. The most common meta-analytic approach in applied psychology, the fixed effects approach, assumes that individual studies are homogeneous and are sampled from the same population. This model assumes that sampling error alone explains the majority of observed differences in study effect sizes and its use has lead some to challenge the notion of situational specificity in favor of validity generalization. We critique the fixed effects methodology and propose an advancement–the random effects model (RE) which provides estimates of how between-study differences influence the relationships under study. RE models assume that studies are heterogeneous since they are often conducted by different investigators under different settings. Parameter estimates of both models are compared and evidence in favor of the random effects approach is presented. We argue against use of the fixed effects model because it may lead to misleading conclusions about situational specificity.     

基于增长模型的非随机缺失数据处理:选择模型和极大似然方法

对含有非随机缺失数据的潜变量增长模型,为了考察基于不同假设的缺失数据处理方法:极大似然(ML)方法与DiggleKenward选择模型的优劣,通过Monte Carlo模拟研究,比较两种方法对模型中增长参数估计精度及其标准误估计的差异,并考虑样本量、非随机缺失比例和随机缺失比例的影响。结果表明,符合前提假设的Diggle-Kenward选择模型的参数估计精度普遍高于ML方法;对于标准误估计值,ML方法存在一定程度的低估,得到的置信区间覆盖比率也明显低于Diggle-Kenward选择模型。     

Model uncertainty and multimodel inference in reliability estimation within a longitudinal framework

Laenen, Alonso, and Molenberghs (2007) and Laenen, Alonso, Molenberghs, and Vangeneugden (2009) proposed a method to assess the reliability of rating scales in a longitudinal context. The methodology is based on hierarchical linear models, and reliability coefficients are derived from the corresponding covariance matrices. However, finding a good parsimonious model to describe complex longitudinal data is a challenging task. Frequently, several models fit the data equally well, raising the problem of model selection uncertainty. When model uncertainty is high one may resort to model averaging, where inferences are based not on one but on an entire set of models. We explored the use of different model building strategies, including model averaging, in reliability estimation. We found that the approach introduced by Laenen et al. (2007, 2009) combined with some of these strategies may yield meaningful results in the presence of high model selection uncertainty and when all models are misspecified, in so far as some of them manage to capture the most salient features of the data. Nonetheless, when all models omit prominent regularities in the data, misleading results may be obtained. The main ideas are further illustrated on a case study in which the reliability of the Hamilton Anxiety Rating Scale is estimated. Importantly, the ambit of model selection uncertainty and model averaging transcends the specific setting studied in the paper and may be of interest in other areas of psychometrics.     

Bias in longitudinal data analysis with missing data using typical linear mixed‐effects modelling and pattern‐mixture approach: An analytical illustration

We analytically derive the fixed‐effects estimates in unconditional linear growth curve models by typical linear mixed‐effects modelling (TLME) and by a pattern‐mixture (PM) approach with random‐slope‐dependent two‐missing‐pattern missing not at random (MNAR) longitudinal data. Results showed that when the missingness mechanism is random‐slope‐dependent MNAR, TLME estimates of both the mean intercept and mean slope are biased because of incorrect weights used in the estimation. More specifically, the estimate of the mean slope is biased towards the mean slope for completers, whereas the estimate of the mean intercept is biased towards the opposite direction as compared to the estimate of the mean slope. We also discuss why the PM approach can provide unbiased fixed‐effects estimates for random‐coefficients‐dependent MNAR data but does not work well for missing at random or outcome‐dependent MNAR data. A small simulation study was conducted to illustrate the results and to compare results from TLME and PM. Results from an empirical data analysis showed that the conceptual finding can be generalized to other real conditions even when some assumptions for the analytical derivation cannot be met. Implications from the analytical and empirical results were discussed and sensitivity analysis was suggested for longitudinal data analysis with missing data.     

TRoPICALS: a computational embodied neuroscience model of compatibility effects

Perceiving objects activates the representation of their affordances. For example, experiments on compatibility effects showed that categorizing objects by producing certain handgrips (power or precision) is faster if the requested responses are compatible with the affordance elicited by the size of objects (e.g., small or large). The article presents a neural-network architecture that provides a general framework to account for compatibility effects. The model was designed with a methodological approach (computational embodied neuroscience) that aims to provide increasingly general accounts of brain and behavior (4 sources of constraints are used: neuroscientific data, behavioral data, embodied systems, reproduction of learning processes). The model is based on 4 principles of brain organization that we claim underlie most compatibility effects. First, visual perception and action are organized in the brain along a dorsal neural pathway encoding affordances and a ventral pathway encoding goals. Second, the prefrontal cortex within the ventral pathway gives a top-down bias to action selection by integrating information on stimuli, context, and goals. Third, reaction times depend on dynamic neural competitions for action selection that integrate bottom-up and top-down information. The congruence or incongruence between affordances and goals explains the different reaction times found in the experiments. Fourth, as words trigger internal simulations of their referents, they can cause compatibility effects as objects do. We validated the model by reproducing and explaining 3 types of compatibility effects and showed its heuristic power by producing 2 testable predictions. We also assessed the explicative power of the model by comparing it with related models and showed how it can be extended to account for other compatibility effects.     

Incorporating Mobility in Growth Modeling for Multilevel and Longitudinal Item Response Data

Multilevel data often cannot be represented by the strict form of hierarchy typically assumed in multilevel modeling. A common example is the case in which subjects change their group membership in longitudinal studies (e.g., students transfer schools; employees transition between different departments). In this study, cross-classified and multiple membership models for multilevel and longitudinal item response data (CCMM-MLIRD) are developed to incorporate such mobility, focusing on students' school change in large-scale longitudinal studies. Furthermore, we investigate the effect of incorrectly modeling school membership in the analysis of multilevel and longitudinal item response data. Two types of school mobility are described, and corresponding models are specified. Results of the simulation studies suggested that appropriate modeling of the two types of school mobility using the CCMM-MLIRD yielded good recovery of the parameters and improvement over models that did not incorporate mobility properly. In addition, the consequences of incorrectly modeling the school effects on the variance estimates of the random effects and the standard errors of the fixed effects depended upon mobility patterns and model specifications. Two sets of large-scale longitudinal data are analyzed to illustrate applications of the CCMM-MLIRD for each type of school mobility.     

LGM模型中缺失数据处理方法的比较:ML方法与Diggle-Kenward选择模型

追踪研究中缺失数据十分常见。本文通过Monte Carlo模拟研究,考察基于不同前提假设的Diggle-Kenward选择模型和ML方法对增长参数估计精度的差异,并考虑样本量、缺失比例、目标变量分布形态以及不同缺失机制的影响。结果表明:(1)缺失机制对基于MAR的ML方法有较大的影响,在MNAR缺失机制下,基于MAR的ML方法对LGM模型中截距均值和斜率均值的估计不具有稳健性。(2)DiggleKenward选择模型更容易受到目标变量分布偏态程度的影响,样本量与偏态程度存在交互作用,样本量较大时,偏态程度的影响会减弱。而ML方法仅在MNAR机制下轻微受到偏态程度的影响。     

Get Over It! A Multilevel Threshold Autoregressive Model for State-Dependent Affect Regulation

Intensive longitudinal data provide rich information, which is best captured when specialized models are used in the analysis. One of these models is the multilevel autoregressive model, which psychologists have applied successfully to study affect regulation as well as alcohol use. A limitation of this model is that the autoregressive parameter is treated as a fixed, trait-like property of a person. We argue that the autoregressive parameter may be state-dependent, for example, if the strength of affect regulation depends on the intensity of affect experienced. To allow such intra-individual variation, we propose a multilevel threshold autoregressive model. Using simulations, we show that this model can be used to detect state-dependent regulation with adequate power and Type I error. The potential of the new modeling approach is illustrated with two empirical applications that extend the basic model to address additional substantive research questions.     

Random without replacement is not random: Caveat emptor

The vast majority of psychology labs rely on prepackaged software applications (e.g., E-Prime) for the programming of experiments. These programs are often used for stimulus selection, and many use a selection method referred to as random without replacement. We demonstrate how random without replacement deviates from random selection, and we detail selection biases that result. We also demonstrate, in a simple experiment, how these selection biases, if left unchecked, can influence behavior. Recommendations for reducing the impact of these biases on performance when random without replacement is used are discussed.     

多水平随机中介效应估计及其比较

本文在综述各类多水平中介模型的基础上, 聚焦于自变量、中介变量、因变量都来自多水平结构中较低水平的多水平随机中介效应模型, 通过蒙特卡洛模拟研究比较该模型与简化的多水平固定中介效应模型、传统中介效应模型的差别, 并考察了目前用于多水平随机中介效应的三种参数估计方法：限制性极大似然、极大似然、最小方差二次无偏估计在不同情况下对随机中介效应估计的优劣。研究结果显示：当数据符合多水平随机中介效应模型时, 使用简化模型将错误估计中介效应及其标准误, 得到不正确的统计检验结果; 使用多水平随机中介效应模型能够实现对中介效应的正确估计和检验, 其中限制性极大似然或极大似然估计方法优于最小方差二次无偏估计方法。     

A Comparison of Multilevel Imputation Schemes for Random Coefficient Models: Fully Conditional Specification and Joint Model Imputation with Random Covariance Matrices

Abstract

Literature addressing missing data handling for random coefficient models is particularly scant, and the few studies to date have focused on the fully conditional specification framework and “reverse random coefficient” imputation. Although it has not received much attention in the literature, a joint modeling strategy that uses random within-cluster covariance matrices to preserve cluster-specific associations is a promising alternative for random coefficient analyses. This study is apparently the first to directly compare these procedures. Analytic results suggest that both imputation procedures can introduce bias-inducing incompatibilities with a random coefficient analysis model. Problems with fully conditional specification result from an incorrect distributional assumption, whereas joint imputation uses an underparameterized model that assumes uncorrelated intercepts and slopes. Monte Carlo simulations suggest that biases from these issues are tolerable if the missing data rate is 10% or lower and the sample is composed of at least 30 clusters with 15 observations per group. Furthermore, fully conditional specification tends to be superior with intraclass correlations that are typical of crosssectional data (e.g., ICC?=?.10), whereas the joint model is preferable with high values typical of longitudinal designs (e.g., ICC?=?.50).     

Selecting a linear mixed model for longitudinal data: repeated measures analysis of variance, covariance pattern model, and growth curve approaches

With increasing popularity, growth curve modeling is more and more often considered as the 1st choice for analyzing longitudinal data. Although the growth curve approach is often a good choice, other modeling strategies may more directly answer questions of interest. It is common to see researchers fit growth curve models without considering alterative modeling strategies. In this article we compare 3 approaches for analyzing longitudinal data: repeated measures analysis of variance, covariance pattern models, and growth curve models. As all are members of the general linear mixed model family, they represent somewhat different assumptions about the way individuals change. These assumptions result in different patterns of covariation among the residuals around the fixed effects. In this article, we first indicate the kinds of data that are appropriately modeled by each and use real data examples to demonstrate possible problems associated with the blanket selection of the growth curve model. We then present a simulation that indicates the utility of Akaike information criterion and Bayesian information criterion in the selection of a proper residual covariance structure. The results cast doubt on the popular practice of automatically using growth curve modeling for longitudinal data without comparing the fit of different models. Finally, we provide some practical advice for assessing mean changes in the presence of correlated data.     

Analysis of multivariate mixed longitudinal data: A flexible latent process approach

Multivariate ordinal and quantitative longitudinal data measuring the same latent construct are frequently collected in psychology. We propose an approach to describe change over time of the latent process underlying multiple longitudinal outcomes of different types (binary, ordinal, quantitative). By relying on random‐effect models, this approach handles individually varying and outcome‐specific measurement times. A linear mixed model describes the latent process trajectory while equations of observation combine outcome‐specific threshold models for binary or ordinal outcomes and models based on flexible parameterized non‐linear families of transformations for Gaussian and non‐Gaussian quantitative outcomes. As models assuming continuous distributions may be also used with discrete outcomes, we propose likelihood and information criteria for discrete data to compare the goodness of fit of models assuming either a continuous or a discrete distribution for discrete data. Two analyses of the repeated measures of the Mini‐Mental State Examination, a 20‐item psychometric test, illustrate the method. First, we highlight the usefulness of parameterized non‐linear transformations by comparing different flexible families of transformation for modelling the test as a sum score. Then, change over time of the latent construct underlying directly the 20 items is described using two‐parameter longitudinal item response models that are specific cases of the approach.     

Using priors to formalize theory: Optimal attention and the generalized context model

Formal models in psychology are used to make theoretical ideas precise and allow them to be evaluated quantitatively against data. We focus on one important??but under-used and incorrectly maligned??method for building theoretical assumptions into formal models, offered by the Bayesian statistical approach. This method involves capturing theoretical assumptions about the psychological variables in models by placing informative prior distributions on the parameters representing those variables. We demonstrate this approach of casting basic theoretical assumptions in an informative prior by considering a case study that involves the generalized context model (GCM) of category learning. We capture existing theorizing about the optimal allocation of attention in an informative prior distribution to yield a model that is higher in psychological content and lower in complexity than the standard implementation. We also highlight that formalizing psychological theory within an informative prior distribution allows standard Bayesian model selection methods to be applied without concerns about the sensitivity of results to the prior. We then use Bayesian model selection to test the theoretical assumptions about optimal allocation formalized in the prior. We argue that the general approach of using psychological theory to guide the specification of informative prior distributions is widely applicable and should be routinely used in psychological modeling.     

双因子模型：多维构念测量的新视角

双因子模型是一种既有全局因子又有局部因子的模型,近年来有了许多应用。本文讨论了双因子模型和高阶因子模型在数学模型、参数之间的关系,概念上和应用上的差异;概述了双因子模型在信度研究、平衡量表、探索性因子分析和项目反应理论中的应用。作为例子,在Rosenberg自尊量表结构的研究中,通过双因子模型分析了自尊特质效应与项目表述方法效应。     

Estimation of nonlinear mixed-effects continuous-time models using the continuous-discrete extended Kalman filter

Many intensive longitudinal measurements are collected at irregularly spaced time intervals, and involve complex, possibly nonlinear and heterogeneous patterns of change. Effective modelling of such change processes requires continuous-time differential equation models that may be nonlinear and include mixed effects in the parameters. One approach of fitting such models is to define random effect variables as additional latent variables in a stochastic differential equation (SDE) model of choice, and use estimation algorithms designed for fitting SDE models, such as the continuous-discrete extended Kalman filter (CDEKF) approach implemented in the dynr R package, to estimate the random effect variables as latent variables. However, this approach's efficacy and identification constraints in handling mixed-effects SDE models have not been investigated. In the current study, we analytically inspect the identification constraints of using the CDEKF approach to fit nonlinear mixed-effects SDE models; extend a published model of emotions to a nonlinear mixed-effects SDE model as an example, and fit it to a set of irregularly spaced ecological momentary assessment data; and evaluate the feasibility of the proposed approach to fit the model through a Monte Carlo simulation study. Results show that the proposed approach produces reasonable parameter and standard error estimates when some identification constraint is met. We address the effects of sample size, process noise variance, and data spacing conditions on estimation results.     

Biases in multilevel analyses caused by cluster-specific fixed-effects imputation

When datasets are affected by nonresponse, imputation of the missing values is a viable solution. However, most imputation routines implemented in commonly used statistical software packages do not accommodate multilevel models that are popular in education research and other settings involving clustering of units. A common strategy to take the hierarchical structure of the data into account is to include cluster-specific fixed effects in the imputation model. Still, this ad hoc approach has never been compared analytically to the congenial multilevel imputation in a random slopes setting. In this paper, we evaluate the impact of the cluster-specific fixed-effects imputation model on multilevel inference. We show analytically that the cluster-specific fixed-effects imputation strategy will generally bias inferences obtained from random coefficient models. The bias of random-effects variances and global fixed-effects confidence intervals depends on the cluster size, the relation of within- and between-cluster variance, and the missing data mechanism. We illustrate the negative implications of cluster-specific fixed-effects imputation using simulation studies and an application based on data from the National Educational Panel Study (NEPS) in Germany.