Time Series Growth Model with Autocor... PreviousNext
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 Kieran Ayling posted on Monday, July 31, 2017 - 8:59 am
How would I specify a model for a random intercept and slope growth model of time-series data, where I expect there to be autocorrelation?

For example I have 100 participants who completed daily measures of stress over 3 weeks during a potentially stress inducing period. But I expect some autocorrelation between daily measures. I want to be able to extract the factor scores for use in later analyses.

Thanks
 Bengt O. Muthen posted on Monday, July 31, 2017 - 6:01 pm
See the Smoking urge example in the DSEM handout by me on our home page.

Factor scores can be plotted and can be saved.

Stay tuned for the Hopkins videos if you can't attend.
 Kieran Ayling posted on Tuesday, August 01, 2017 - 1:28 am
Thanks Bengt, appreciate these responses. I have watched all the DSEM videos on the site - which have been a great help - but as a beginner I think I sometimes miss the obvious! I will keep my eye out for the JHopkins talks.

So based on the smoking urge example I tried the following:

USEVARIABLES ARE ID PA Pregnant Yrs_Inf AGE Attempts time;
WITHIN = time;
BETWEEN = Yrs_Inf AGE Attempts Pregnant;
CATEGORICAL = Pregnant;
CLUSTER = ID;
LAGGED = PA(1);

ANALYSIS:

TYPE = TWOLEVEL RANDOM;
ESTIMATOR = BAYES;
PROCESSORS = 2;
BITERATIONS = (2000);

MODEL:

%WITHIN%
auto | PA ON PA&1;
IIV | PA;
PAgwth | PA ON time;

%BETWEEN%
Pregnant ON PA PAgwth auto IIV Yrs_Inf AGE Attempts;
PA auto iiv PAgwth ON Yrs_Inf AGE Attempts;
PA auto IIV PAgwth WITH PA auto IIV PAgwth;

However I get the following error:

THE MODEL ESTIMATION DID NOT TERMINATE NORMALLY.
THE ESTIMATED BETWEEN LEVEL POSTERIOR VARIANCE COVARIANCE MATRIX IS NOT
POSITIVE DEFINITE AS IT SHOULD BE.

THE PROBLEM MAY BE RESOLVED BY INCREASING THE VARIANCE OPTION.

THE PROBLEM OCCURRED IN CHAIN 1.
 Bengt O. Muthen posted on Tuesday, August 01, 2017 - 5:53 pm
Hmmm. Your input looks right. I wonder if you see a variance that is close to zero. Or, asking for TECH4 is you see a correlation close to 1.

If you haven't already, try first without Pregnant.

Otherwise, send input, output, and data to Support along with your license number.
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