Reconsidering the Use of Autoregressive Latent Trajectory (ALT) Models

The simultaneous estimation of autoregressive (simplex) structures and latent trajectories, so called ALT (autoregressive latent trajectory) models, is becoming an increasingly popular approach to the analysis of change. Although historically autoregressive (AR) and latent growth curve (LGC) models have been developed quite independently from each other, the underlying pattern of change is often highly similar. In this article it is shown that their integration rests on the strong assumption that neither the AR part nor the LGC part contains any misspecification. In practice, however, this assumption is often violated due to nonlinearity in the LGC part. As a consequence, the autoregressive (simplex) process incorrectly accounts for part of this nonlinearity, thus rendering any substantive interpretation of parameter estimates virtually impossible. Accordingly, researchers are advised to exercise extreme caution when using ALT models in practice. All arguments are illustrated by empirical data on skill acquisition, and a simulation study is provided to investigate the conditions and consequences of mistaking nonlinear growth curve patterns as autoregressive processes.     

Robust Bayesian growth curve modelling using conditional medians

Growth curve models have been widely used to analyse longitudinal data in social and behavioural sciences. Although growth curve models with normality assumptions are relatively easy to estimate, practical data are rarely normal. Failing to account for non-normal data may lead to unreliable model estimation and misleading statistical inference. In this work, we propose a robust approach for growth curve modelling using conditional medians that are less sensitive to outlying observations. Bayesian methods are applied for model estimation and inference. Based on the existing work on Bayesian quantile regression using asymmetric Laplace distributions, we use asymmetric Laplace distributions to convert the problem of estimating a median growth curve model into a problem of obtaining the maximum likelihood estimator for a transformed model. Monte Carlo simulation studies have been conducted to evaluate the numerical performance of the proposed approach with data containing outliers or leverage observations. The results show that the proposed approach yields more accurate and efficient parameter estimates than traditional growth curve modelling. We illustrate the application of our robust approach using conditional medians based on a real data set from the Virginia Cognitive Aging Project.     

Experimental Personality Designs: Analyzing Categorical by Continuous Variable Interactions

Theories hypothesizing interactions between a categorical and one or more continuous variables are common in personality research. Traditionally, such hypotheses have been tested using nonoptimal adaptations of analysis of variance (ANOVA). This article describes an alternative multiple regression-based approach that has greater power and protects against spurious conclusions concerning the impact of individual predictors on the outcome in the presence of interactions. We discuss the structuring of the regression equation, the selection of a coding system for the categorical variable, and the importance of centering the continuous variable. We present in detail the interpretation of the effects of both individual predictors and their interactions as a function of the coding system selected for the categorical variable. We illustrate two- and three-dimensional graphical displays of the results and present methods for conducting post hoc tests following a significant interaction. The application of multiple regression techniques is illustrated through the analysis of two data sets. We show how multiple regression can produce all of the information provided by traditional but less optimal ANOVA procedures.     

The temporal factor of change in stressor-strain relationships: a growth curve model on a longitudinal study in east Germany

Several theoretical models describing how stressor-strain relationships unfold in time (e.g., M. Frese & D. Zapf, 1988) were tested with a longitudinal study, with 6 measurement waves, using multivariate latent growth curve models. The latent growth curve model made it possible to decompose trait and state components of strains and to show that both trait and state components are affected by work stressors. Because East Germany constitutes a high-change environment, it is an appropriate setting in which to study the relationship between work stressors and strains. The results showed that both the state and trait components of strains were affected by stressors. For example, individual trends in uncertainty (stressor) and worrying (strain) were related, whereas worrying also showed a short-term relationship with time pressure (another stressor). In particular, the decomposition into trait and state components was only possible with the growth curve method that was used.     

Analysis of Variance of Multiply Imputed Data

As a procedure for handling missing data, Multiple imputation consists of estimating the missing data multiple times to create several complete versions of an incomplete data set. All these data sets are analyzed by the same statistical procedure, and the results are pooled for interpretation. So far, no explicit rules for pooling F tests of (repeated-measures) analysis of variance have been defined. In this article we outline the appropriate procedure for the results of analysis of variance (ANOVA) for multiply imputed data sets. It involves both reformulation of the ANOVA model as a regression model using effect coding of the predictors and applying already existing combination rules for regression models. The proposed procedure is illustrated using 3 example data sets. The pooled results of these 3 examples provide plausible F and p values.     

Using SAS PROC CALIS to fit Level-1 error covariance structures of latent growth models

In the present article, we demonstrates the use of SAS PROC CALIS to fit various types of Level-1 error covariance structures of latent growth models (LGM). Advantages of the SEM approach, on which PROC CALIS is based, include the capabilities of modeling the change over time for latent constructs, measured by multiple indicators; embedding LGM into a larger latent variable model; incorporating measurement models for latent predictors; and better assessing model fit and the flexibility in specifying error covariance structures. The strength of PROC CALIS is always accompanied with technical coding work, which needs to be specifically addressed. We provide a tutorial on the SAS syntax for modeling the growth of a manifest variable and the growth of a latent construct, focusing the documentation on the specification of Level-1 error covariance structures. Illustrations are conducted with the data generated from two given latent growth models. The coding provided is helpful when the growth model has been well determined and the Level-1 error covariance structure is to be identified.     

Modeling error distributions of growth curve models through Bayesian methods

Growth curve models are widely used in social and behavioral sciences. However, typical growth curve models often assume that the errors are normally distributed although non-normal data may be even more common than normal data. In order to avoid possible statistical inference problems in blindly assuming normality, a general Bayesian framework is proposed to flexibly model normal and non-normal data through the explicit specification of the error distributions. A simulation study shows when the distribution of the error is correctly specified, one can avoid the loss in the efficiency of standard error estimates. A real example on the analysis of mathematical ability growth data from the Early Childhood Longitudinal Study, Kindergarten Class of 1998-99 is used to show the application of the proposed methods. Instructions and code on how to conduct growth curve analysis with both normal and non-normal error distributions using the the MCMC procedure of SAS are provided.     

Empirical Bayes Derivative Estimates

Abstract

A dynamic system is a set of interacting elements characterized by changes occurring over time. The estimation of derivatives is a mainstay for exploring dynamics of constructs, particularly when the dynamics are complicated or unknown. The presence of measurement error in many social science constructs frequently results in poor estimates of derivatives, as even modest proportions of measurement error can compound when estimating derivatives. Given the overlap in the specification of latent differential equation models and latent growth curve models, and the equivalence of latent growth curve models and mixed models under some conditions, derivatives could be estimated from estimates of random effects. This article proposes a new method for estimating derivatives based on calculating the Empirical Bayes estimates of derivatives from a mixed model. Two simulations compare four derivative estimation methods: Generalized Local Linear Approximation, Generalized Orthogonal Derivative Estimates, Functional Data Analysis, and the proposed Empirical Bayes Derivative Estimates. The simulations consider two data collection scenarios: short time series (≤10 observations) from many individuals or occasions, and long individual time series (25–500 observations). A substantive example visualizing the dynamics of intraindividual positive affect time series is also presented.     

Emotion as a thermostat: representing emotion regulation using a damped oscillator model

The authors present in this study a damped oscillator model that provides a direct mathematical basis for testing the notion of emotion as a self-regulatory thermostat. Parameters from this model reflect individual differences in emotional lability and the ability to regulate emotion. The authors discuss concepts such as intensity, rate of change, and acceleration in the context of emotion, and they illustrate the strengths of this approach in comparison with spectral analysis and growth curve models. The utility of this modeling approach is illustrated using daily emotion ratings from 179 college students over 52 consecutive days. Overall, the damped oscillator model provides a meaningful way of representing emotion regulation as a dynamic process and helps identify the dominant periodicities in individuals' emotions.     

Model Implied Instrumental Variables (MIIVs): An Alternative Orientation to Structural Equation Modeling

Few dispute that our models are approximations to reality. Yet when it comes to structural equation models (SEMs), we use estimators that assume true models (e.g. maximum likelihood) and that can create biased estimates when the model is inexact. This article presents an overview of the Model Implied Instrumental Variable (MIIV) approach to SEMs from Bollen (1996). The MIIV estimator using Two Stage Least Squares (2SLS), MIIV-2SLS, has greater robustness to structural misspecifications than system wide estimators. In addition, the MIIV-2SLS estimator is asymptotically distribution free. Furthermore, MIIV-2SLS has equation-based overidentification tests that can help pinpoint misspecifications. Beyond these features, the MIIV approach has other desirable qualities. MIIV methods apply to higher order factor analyses, categorical measures, growth curve models, dynamic factor analysis, and nonlinear latent variables. Finally, MIIV-2SLS permits researchers to estimate and test only the latent variable model or any other subset of equations. In addition, other MIIV estimators beyond 2SLS are available. Despite these promising features, research is needed to better understand its performance under a variety of conditions that represent empirical applications. Empirical and simulation examples in the article illustrate the MIIV orientation to SEMs and highlight an R package MIIVsem that implements MIIV-2SLS.     

Regime-Switching Bivariate Dual Change Score Model

Mixture structural equation model with regime switching (MSEM-RS) provides one possible way of representing over-time heterogeneities in dynamic processes by allowing a system to manifest qualitatively or quantitatively distinct change processes conditional on the latent “regime” the system is in at a particular time point. Unlike standard mixture structural equation models such as growth mixture models, MSEM-RS allows individuals to transition between latent classes over time. This class of models, often referred to as regime-switching models in the time series and econometric applications, can be specified as regime-switching mixture structural equation models when the number of repeated measures involved is not large. We illustrate the empirical utility of such models using one special case—a regime-switching bivariate dual change score model in which two growth processes are allowed to manifest regime-dependent coupling relations with one another. The proposed model is illustrated using a set of longitudinal reading and arithmetic performance data from the Early Childhood Longitudinal Study, Kindergarten Class of 1998–99 study (ECLS-K; U.S. Department of Education, National Center for Education Statistics, 2010).     

Fuzzy Clusterwise Growth Curve Models via Generalized Estimating Equations: An Application to the Antisocial Behavior of Children

The growth curve model has been a useful tool for the analysis of repeated measures data. However, it is designed for an aggregate-sample analysis based on the assumption that the entire sample of respondents are from a single homogenous population. Thus, this method may not be suitable when heterogeneous subgroups exist in the population with qualitatively distinct patterns of trajectories. In this paper, the growth curve model is generalized to a fuzzy clustering framework, which explicitly accounts for such group-level heterogeneity in trajectories of change over time. Moreover, the proposed method estimates parameters based on generalized estimating equations thereby relaxing the assumption of correct specification of the population covariance structure among repeated responses. The performance of the proposed method in recovering parameters and the number of clusters is investigated based on two Monte Carlo analyses involving synthetic data. In addition, the empirical usefulness of the proposed method is illustrated by an application concerning the antisocial behavior of a sample of children.     

A meta-analytic approach to growth curve analysis

A meta-analytic approach to growth curve analysis is described and illustrated by applying it to the evaluation of the Arizona Pilot Project, an experimental project for financing the treatment of the severely mentally ill. In this approach to longitudinal data analysis, each individual subject for which repeated measures are obtained is initially treated as a separate case study for analysis. This approach has at least two distinct advantages. First, it does not assume a balanced design (equal numbers of repeated observations) across all subjects; to accommodate a variable number of observations for each subject, individual growth curve parameters are differentially weighted by the number of repeated measures on which they are based. Second, it does not assume homogeneity of treatment effects (equal slopes) across all subjects. Individual differences in growth curve parameters representing potentially unequal developmental rates through time are explicitly modeled. A meta-analytic approach to growth curve analysis may be the optimal analytical strategy for longitudinal studies where either (1) a balanced design is not feasible or (2) an assumption of homogeneity of treatment effects across all individuals is theoretically indefensible. In our evaluation of the Arizona Pilot Project, individual growth curve parameters were obtained for each of the 13 rationally derived subscales of the New York Functional Assessment Survey, over time, by linear regression analysis. The slopes, intercepts, and residuals obtained for each individual were then subjected to meta-analytic causal modeling. Using factor analytic models and then general linear models for the latent constructs, the growth curve parameters of all individuals were systematically related to each other via common factors and predicted based on hypothesized exogenous causal factors. The same two highly correlated common factors were found for all three growth curve parameters analyzed, a general psychological factor and a general functional factor. The factor patterns were found to be nearly identical across the separate analyses of individual intercepts, slopes, and residuals. Direct effects on the unique factors of each subscale of the New York Functional Assessment Survey were tested for each growth curve parameter by including the common factors as hierarchically prior predictors in the structural model for each of the indicator variables, thus statistically controlling for any indirect effect produced on the indicator through the common factors. The exogenous predictors modeled were theoretically specified orthogonal contrasts for Method of Payment (comparing Arizona Pilot Project treatment or "capitation" to traditional or "fee-for-service" care as a control), Treatment Administration Site (comparing various locations within treatment or control groups), Pretreatment Assessment (comparing general functional level at intake as assigned by an Outside Assessment Team), and various interactions among these main effects. The intercepts, representing the initial status of individual subjects on both the two common factors and the 13 unique factors of the subscales of the New York Functional Assessment Survey, were found to vary significantly across many of the various different treatment conditions, treatment administration sites, and pretreatment functional levels. This indicated a severe threat to the validity of the originally intended design of the Arizona Pilot Project as a randomized experiment. When the systematic variations were statistically controlled by including intercepts as hierarchically prior predictors in the structural models for slopes, recasting the experiment as a nonequivalent groups design, the effects of the intercepts on the slopes were found to be both statistically significant and substantial in magnitude. (ABSTRACT TRUNCATED)     

结构方程模型中调节效应的标准化估计

回归分析和结构方程分析中,标准化估计对解释模型和比较效应大小有重要作用。对于调节效应模型（或交互效应模型）,通常的标准化估计没有意义。虽然显变量的调节效应模型标准化估计问题已经解决,但潜变量的调节效应模型标准化估计问题复杂得多。本文先介绍回归分析中显变量调节效应模型的标准化估计,然后提出了一种通过参数的原始估计和通常标准化估计来计算潜变量调节效应模型的“标准化”估计的方法,得到的“标准化”估计是尺度不变的,说明可以用“标准化”估计来解释和比较主效应和调节效应     

An Examination of a Functional Mixed-Effects Modeling Approach to the Analysis of Longitudinal Data

Growth curve modeling is one of the main analytical approaches to study change over time. Growth curve models are commonly estimated in the linear and nonlinear mixed-effects modeling framework in which both the mean and person-specific curves are modeled parametrically with functions of time such as the linear, quadratic, and exponential. However, when more complex nonlinear trajectories need to be estimated and researchers do not have a priori knowledge of an appropriate functional form of growth, parametric models may be too restrictive. This paper reviews functional mixed-effects models, a nonparametric extension of mixed-effects models that permit both the mean and person-specific curves to be estimated without assuming a prespecified functional form of growth. Details of the model are presented along with results from a simulation study and an empirical example. The simulation study showed functional mixed-effects models performed reasonably well under various conditions commonly associated with longitudinal panel data, such as few time points per person, irregularly spaced time points across persons, missingness, and nonlinear trajectories. The usefulness of functional mixed-effects models is illustrated by analyzing empirical data from the Early Childhood Longitudinal Study – Kindergarten Class of 1998–1999.     

A Note on Comparing the Estimates of Models for Cluster-Correlated or Longitudinal Data with Binary or Ordinal Outcomes

When using linear models for cluster-correlated or longitudinal data, a common modeling practice is to begin by fitting a relatively simple model and then to increase the model complexity in steps. New predictors might be added to the model, or a more complex covariance structure might be specified for the observations. When fitting models for binary or ordered-categorical outcomes, however, comparisons between such models are impeded by the implicit rescaling of the model estimates that takes place with the inclusion of new predictors and/or random effects. This paper presents an approach for putting the estimates on a common scale to facilitate relative comparisons between models fit to binary or ordinal outcomes. The approach is developed for both population-average and unit-specific models.     

Diagnostics of Robust Growth Curve Modeling Using Student's t Distribution

Growth curve models with different types of distributions of random effects and of intraindividual measurement errors for robust analysis are compared. After demonstrating the influence of distribution specification on parameter estimation, 3 methods for diagnosing the distributions for both random effects and intraindividual measurement errors are proposed and evaluated. The methods include (a) distribution checking based on individual growth curve analysis; (b) distribution comparison based on Deviance Information Criterion, and (c) post hoc checking of degrees of freedom estimates for t distributions. The performance of the methods is compared through simulation studies. When the sample size is reasonably large, the method of post hoc checking of degrees of freedom estimates works best. A web interface is developed to ease the use of the 3 methods. Application of the 3 methods is illustrated through growth curve analysis of mathematical ability development using data on the Peabody Individual Achievement Test Mathematics assessment from the National Longitudinal Survey of Youth 1997 Cohort (Bureau of Labor Statistics, U.S. Department of Labor, 2005).