{"title":"个体动态因素模型中的路径和方向发现:具有潜在变量的正则化混合统一结构方程模型》(A Regularized Hybrid Unified Structural Equation Modeling with Latent Variable.","authors":"Ai Ye, Kenneth A Bollen","doi":"10.1080/00273171.2024.2354232","DOIUrl":null,"url":null,"abstract":"<p><p>There has been an increasing call to model multivariate time series data with measurement error. The combination of latent factors with a vector autoregressive (VAR) model leads to the dynamic factor model (DFM), in which dynamic relations are derived within factor series, among factors and observed time series, or both. However, a few limitations exist in the current DFM representatives and estimation: (1) the dynamic component contains either directed or undirected contemporaneous relations, but not both, (2) selecting the optimal model in exploratory DFM is a challenge, (3) the consequences of structural misspecifications from model selection is barely studied. Our paper serves to advance DFM with a hybrid VAR representations and the utilization of LASSO regularization to select dynamic implied instrumental variable, two-stage least squares (MIIV-2SLS) estimation. Our proposed method highlights the flexibility in modeling the directions of dynamic relations with a robust estimation. We aim to offer researchers guidance on model selection and estimation in person-centered dynamic assessments.</p>","PeriodicalId":53155,"journal":{"name":"Multivariate Behavioral Research","volume":" ","pages":"1019-1042"},"PeriodicalIF":5.3000,"publicationDate":"2024-09-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":"{\"title\":\"Path and Direction Discovery in Individual Dynamic Factor Models: A Regularized Hybrid Unified Structural Equation Modeling with Latent Variable.\",\"authors\":\"Ai Ye, Kenneth A Bollen\",\"doi\":\"10.1080/00273171.2024.2354232\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"<p><p>There has been an increasing call to model multivariate time series data with measurement error. The combination of latent factors with a vector autoregressive (VAR) model leads to the dynamic factor model (DFM), in which dynamic relations are derived within factor series, among factors and observed time series, or both. However, a few limitations exist in the current DFM representatives and estimation: (1) the dynamic component contains either directed or undirected contemporaneous relations, but not both, (2) selecting the optimal model in exploratory DFM is a challenge, (3) the consequences of structural misspecifications from model selection is barely studied. Our paper serves to advance DFM with a hybrid VAR representations and the utilization of LASSO regularization to select dynamic implied instrumental variable, two-stage least squares (MIIV-2SLS) estimation. Our proposed method highlights the flexibility in modeling the directions of dynamic relations with a robust estimation. We aim to offer researchers guidance on model selection and estimation in person-centered dynamic assessments.</p>\",\"PeriodicalId\":53155,\"journal\":{\"name\":\"Multivariate Behavioral Research\",\"volume\":\" \",\"pages\":\"1019-1042\"},\"PeriodicalIF\":5.3000,\"publicationDate\":\"2024-09-01\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"0\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Multivariate Behavioral Research\",\"FirstCategoryId\":\"102\",\"ListUrlMain\":\"https://doi.org/10.1080/00273171.2024.2354232\",\"RegionNum\":3,\"RegionCategory\":\"心理学\",\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"2024/7/26 0:00:00\",\"PubModel\":\"Epub\",\"JCR\":\"Q1\",\"JCRName\":\"MATHEMATICS, INTERDISCIPLINARY APPLICATIONS\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Multivariate Behavioral Research","FirstCategoryId":"102","ListUrlMain":"https://doi.org/10.1080/00273171.2024.2354232","RegionNum":3,"RegionCategory":"心理学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"2024/7/26 0:00:00","PubModel":"Epub","JCR":"Q1","JCRName":"MATHEMATICS, INTERDISCIPLINARY APPLICATIONS","Score":null,"Total":0}
Path and Direction Discovery in Individual Dynamic Factor Models: A Regularized Hybrid Unified Structural Equation Modeling with Latent Variable.
There has been an increasing call to model multivariate time series data with measurement error. The combination of latent factors with a vector autoregressive (VAR) model leads to the dynamic factor model (DFM), in which dynamic relations are derived within factor series, among factors and observed time series, or both. However, a few limitations exist in the current DFM representatives and estimation: (1) the dynamic component contains either directed or undirected contemporaneous relations, but not both, (2) selecting the optimal model in exploratory DFM is a challenge, (3) the consequences of structural misspecifications from model selection is barely studied. Our paper serves to advance DFM with a hybrid VAR representations and the utilization of LASSO regularization to select dynamic implied instrumental variable, two-stage least squares (MIIV-2SLS) estimation. Our proposed method highlights the flexibility in modeling the directions of dynamic relations with a robust estimation. We aim to offer researchers guidance on model selection and estimation in person-centered dynamic assessments.
期刊介绍:
Multivariate Behavioral Research (MBR) publishes a variety of substantive, methodological, and theoretical articles in all areas of the social and behavioral sciences. Most MBR articles fall into one of two categories. Substantive articles report on applications of sophisticated multivariate research methods to study topics of substantive interest in personality, health, intelligence, industrial/organizational, and other behavioral science areas. Methodological articles present and/or evaluate new developments in multivariate methods, or address methodological issues in current research. We also encourage submission of integrative articles related to pedagogy involving multivariate research methods, and to historical treatments of interest and relevance to multivariate research methods.