DSEM, VAR(1)>1 PreviousNext
Mplus Discussion > Dynamic Structural Equation Modeling >
 AKH posted on Wednesday, January 22, 2020 - 3:10 am
Hi Drs. Muthen and Dr. Asparouhov,

I am currently applying DSEM for a 40 years time series. I estimate a twolevel (random intercept/slope) model, where the within-person level contains the simplest form of a VAR(1) effect.

I expect the VAR(1) effect to exceed 1 for many people, because of an exponential data-generating process. How well can DSEM in MPlus estimate these kinds of processes?

Thank you very much in advance!
 Tihomir Asparouhov posted on Wednesday, January 22, 2020 - 9:10 am
I would recommend that you model Log(Y) instead of Y and if there is a substantial trend you should model the trend and switch to RDSEM where
Y = Trend +Yres
Trend= a+b*t+c*Exp(t) (or something similar)

To do that kind of model in Mplus you would use
Y^ on Y^1;
Y on T ExpT;
define: ExpT=Exp(t)

You might find this useful

All of the regression coefficients can be random /cluster specific in the two-level settings.
 AKH posted on Thursday, January 23, 2020 - 8:55 am
Dear Timohir,

great, thank you very much! That helps.
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