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Autoregressive model vs autocorrelate... |
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Johnny Wu posted on Tuesday, January 30, 2007 - 11:41 am
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Hello Dr. Muthen, Say we had y1-y4: Autoregressive models would regress y2 on y1, y3 on y2, and y4 on y3. Autocorrelated disturbances would have the residual variances of y1-y4 be related to each other (given a latent growth model framework, where an intercept and slope is estimated from y1-y4 scores). Substantively, how are they different? thanks |
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The former model regresses all of y on earlier y's, the latter model regresses only the residual part of y on earlier residual parts. |
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