Continuous-time modeling using differential equations is a promising technique to model change processes with longitudinal data. Among ways to fit this model, the Latent Differential Structural Equation Modeling (LDSEM) approach defines latent derivative variables within a structural equation modeling (SEM) framework, thereby allowing researchers to leverage advantages of the SEM framework for model building, estimation, inference, and comparison purposes. Still, a few issues remain unresolved, including performance of multilevel variations of the LDSEM under short time lengths (e.g., 14 time points), particularly when coupled multivariate processes and time-varying covariates are involved. Additionally, the possibility of using Bayesian estimation to facilitate the estimation of multilevel LDSEM (M-LDSEM) models with complex and higher-dimensional random effect structures has not been investigated. We present a series of Monte Carlo simulations to evaluate three possible approaches to fitting M-LDSEM, including: frequentist single-level and two-level robust estimators and Bayesian two-level estimator. Our findings suggested that the Bayesian approach outperformed other frequentist approaches. The effects of time-varying covariates are well recovered, and coupling parameters are the least biased especially using higher-order derivative information with the Bayesian estimator. Finally, an empirical example is provided to show the applicability of the approach.
Multilevel Latent Differential Structural Equation Model with Short Time Series and Time-Varying Covariates: A Comparison of Frequentist and Bayesian Estimators
Publication Date:
Author(s): Young Won Cho, Sy-Miin Chow, Christina M. Marini, Lynn M. Martire
Publisher: Psychology Press Ltd
Publication Type: Academic Journal Article
Journal Title: Multivariate Behavioral Research
Abstract: