Cited by 63Mental Health Research TopicsStatistical Methods and Bayesian InferenceTime Series Analysis and Forecasting

The Differential Time-Varying Effect Model (DTVEM): A tool for diagnosing and modeling time lags in intensive longitudinal data

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Jacobson, Nicholas C., Chow, Sy-Miin, Newman, Michelle G.·2019·Behavior Research Methods

Abstract

With the recent growth in intensive longitudinal designs and the corresponding demand for methods to analyze such data, there has never been a more pressing need for user-friendly analytic tools that can identify and estimate optimal time lags in intensive longitudinal data. The available standard exploratory methods to identify optimal time lags within univariate and multivariate multiple-subject time series are greatly underpowered at the group (i.e., population) level. We describe a hybrid exploratory-confirmatory tool, referred to herein as the Differential Time-Varying Effect Model (DTVEM), which features a convenient user-accessible function to identify optimal time lags and estimate these lags within a state-space framework. Data from an empirical ecological momentary assessment study are then used to demonstrate the utility of the proposed tool in identifying the optimal time lag for studying the linkages between nervousness and heart rate in a group of undergraduate students. Using a simulation study, we illustrate the effectiveness of DTVEM in identifying optimal lag structures in multiple-subject time-series data with missingness, as well as its strengths and limitations as a hybrid exploratory-confirmatory approach, relative to other existing approaches.

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  • Dynamic models of heart rate captured in daily life can be effectively estimated even with very large proportions of missing data (e.g. >70% missingness for each subject) using full-information maximum likelihood estimation.

    “Moreover, dynamic models of HR captured in daily life can be effectively estimated even with very large proportions of missing data (e.g. >70% missingness for each subject) using full-information maximum likelihood estimation60.”

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Research works printed but not linked: 3

  1. Durbin J, & Koopman SJ (2012). Time series analysis by state space methods: Oxford University Press.
  2. Lange CG, & James W (1922). The emotions (Vol. 1). Baltimore, MD: Williams & Wilkins.
  3. Zhang G, & Browne M (2010). Dynamic factor analysis with ordinal variables In Chow S-M, Ferrer E & Hsieh F (Eds.), Notre Dame series on Quantitative Methodology (Vol. 4, pp. 241– 263). New York: Taylor & Francis.

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Authors
Jacobson, N. C., Chow, S.-M., & Newman, M. G.
Affiliations
Pennsylvania State University (US)
Corresponding author
Jacobson, Nicholas C.
Venue
Behavior Research Methods
Published
2018-08-17
Volume
51
Issue
1
Pages
295-315
ISSN
  • 1554-351X (ISSN-L)
  • 1554-3528
OpenAlex
W2886837415
Cited by
63
References
96
Citations by year
2026: 6 · 2025: 8 · 2024: 8 · 2023: 7 · 2022: 7 · 2021: 11 · 2020: 11 · 2019: 4 · 2018: 1
FWCI
8.84
Type
journal article
Language
en
Open access
Locations
  • Behavior Research Methods (publishedVersion)
  • PubMed (publishedVersion)
  • PubMed Central (acceptedVersion)
  • ScholarSphere (Penn State Libraries) (submittedVersion, cc-by)
Funders
  • National Institute on Alcohol Abuse and Alcoholism (U24AA027684)
  • National Institute of Mental Health (R01MH115128)
  • National Institute of General Medical Sciences (R01GM105004)
Topics
  • Social Sciences › Psychology › Experimental and Cognitive Psychology › Mental Health Research Topics
  • Physical Sciences › Mathematics › Statistics and Probability › Statistical Methods and Bayesian Inference
  • Physical Sciences › Computer Science › Signal Processing › Time Series Analysis and Forecasting
Keywords
intensive longitudinal data, state-space model, ecological momentary assessment, anxiety, heart rate, missing data
MeSH terms
Data Interpretation, Statistical, Humans, Longitudinal Studies, Time Factors, Models, Statistical

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