SEM Based CARMA Time Series Modeling for Arbitrary N

Abstract

This article explains in detail the state space specification and estimation of first and higher-order autoregressive moving-average models in continuous time (CARMA) in an extended structural equation modeling (SEM) context for N = 1 as well as N > 1. To illustrate the approach, simulations will be presented in which a single panel model (T = 41 time points) is estimated for a sample of N = 1,000 individuals as well as for samples of N = 100 and N = 50 individuals, followed by estimating 100 separate models for each of the one-hundred N = 1 cases in the N = 100 sample. Furthermore, we will demonstrate how to test the difference between the full panel model and each N = 1 model by means of a subject-group-reproducibility test. Finally, the proposed analyses will be applied in an empirical example, in which the relationships between mood at work and mood at home are studied in a sample of N = 55 women. All analyses are carried out by ctsem, an R-package for continuous time modeling, interfacing to OpenMx.

Unveiling an exclusive link: Predicting behavior with personality, situation perception, and affect in a preregistered experience sampling study.

“…In fact, the manipulation of situation cues represents one of the central experimental designs of social psychology (Horstmann, Rauthmann, et al, 2018;Krueger, 2009). Further, situation characteristics have been shown to predict the expression of certain related behaviors (Fleeson, 2007;Judge, Simon, Hurst, & Kelley, 2014), and this is also true for situation classes (e.g., Geukes, Nestler, Hutteman, Küfner, & Back, 2017;Oud, Voelkle, & Driver, 2018). However, as Sherman et al (2015) point out, most of the situation measures used in these studies were defined ad hoc rather than systematically.…”

Personality in situations: Going beyond the OCEAN and introducing the Situation Five.

“…First, any study that contains ratings by participants about their "current situation" contains a situation judgment. For example, in Oud et al's study (Oud, Voelkle, & Driver, 2018), participants had to state whether they were at home or at work. This judgment would most likely be based on their location, which is a situation cue.…”

Experience Sampling and Daily Diary Studies: Basic Concepts, Designs, and Challenges.pdf

“…In that sense, the context "work" would be overrepresented, whereas the context "non-work" would be underrepresented. It is a theoretical and empirical question whether this matters, but given that behavior varies within and across contexts Oud, Voelkle, & Driver, 2017), it should be considered when interpreting results from ESM studies that have sampled random situations.…”