交叉滞后效应推断--时间问题。

IF 7.6 1区 心理学 Q1 PSYCHOLOGY, MULTIDISCIPLINARY
Charles C Driver
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引用次数: 0

摘要

从向量自回归模型中解释交叉效应来推断结构和构造之间的因果关系是很普遍的,有时也会出现问题。我将描述当被认为在时间上连续波动的过程被建模为仅在离散步骤中变化(如结构方程建模)时,交叉效应解释中存在的问题--离散时间时间矩阵中的零效应并不一定对应于基本连续过程中的零效应,反之亦然。这对利用交叉效应的存在或不存在来推断基本因果过程的常见情况有影响。我通过模拟演示了这些问题,并表明当一组基础过程在时间上是连续的,即使相对较少的直接因果联系也会导致离散时间中更密集的时间效应矩阵。我演示了解决这些问题的一种方法,即把系统参数化为随机微分方程,并把推论重点放在连续时间的时间效应上。接下来,我将讨论有关转换到连续时间的问题,特别是正则化、适当的测量时滞和模型阶数。一个使用密集纵向数据的实证例子突出说明了将这种方法应用于真实数据的一些复杂性,特别是在模型规范、检查错误规范和参数解释方面。(PsycInfo Database Record (c) 2024 APA, 版权所有)。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
Inference with cross-lagged effects-Problems in time.

The interpretation of cross-effects from vector autoregressive models to infer structure and causality among constructs is widespread and sometimes problematic. I describe problems in the interpretation of cross-effects when processes that are thought to fluctuate continuously in time are, as is typically done, modeled as changing only in discrete steps (as in e.g., structural equation modeling)-zeroes in a discrete-time temporal matrix do not necessarily correspond to zero effects in the underlying continuous processes, and vice versa. This has implications for the common case when the presence or absence of cross-effects is used for inference about underlying causal processes. I demonstrate these problems via simulation, and also show that when an underlying set of processes are continuous in time, even relatively few direct causal links can result in much denser temporal effect matrices in discrete-time. I demonstrate one solution to these issues, namely parameterizing the system as a stochastic differential equation and focusing inference on the continuous-time temporal effects. I follow this with some discussion of issues regarding the switch to continuous-time, specifically regularization, appropriate measurement time lag, and model order. An empirical example using intensive longitudinal data highlights some of the complexities of applying such approaches to real data, particularly with respect to model specification, examining misspecification, and parameter interpretation. (PsycInfo Database Record (c) 2024 APA, all rights reserved).

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来源期刊
Psychological methods
Psychological methods PSYCHOLOGY, MULTIDISCIPLINARY-
CiteScore
13.10
自引率
7.10%
发文量
159
期刊介绍: Psychological Methods is devoted to the development and dissemination of methods for collecting, analyzing, understanding, and interpreting psychological data. Its purpose is the dissemination of innovations in research design, measurement, methodology, and quantitative and qualitative analysis to the psychological community; its further purpose is to promote effective communication about related substantive and methodological issues. The audience is expected to be diverse and to include those who develop new procedures, those who are responsible for undergraduate and graduate training in design, measurement, and statistics, as well as those who employ those procedures in research.
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