Evaluating Discrete Time Methods for Subgrouping Continuous Processes.

Autor: Park, Jonathan J., Fisher, Zachary F., Chow, Sy-Miin, Molenaar, Peter C. M.
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Zdroj: Multivariate Behavioral Research; Nov/Dec2024, Vol. 59 Issue 6, p1240-1252, 13p
Abstrakt: Rapid developments over the last several decades have brought increased focus and attention to the role of time scales and heterogeneity in the modeling of human processes. To address these emerging questions, subgrouping methods developed in the discrete-time framework—such as the vector autoregression (VAR)—have undergone widespread development to identify shared nomothetic trends from idiographic modeling results. Given the dependence of VAR-based parameters on the measurement intervals of the data, we sought to clarify the strengths and limitations of these methods in recovering subgroup dynamics under different measurement intervals. Building on the work of Molenaar and collaborators for subgrouping individual time-series by means of the subgrouped chain graphical VAR (scgVAR) and the subgrouping option in the group iterative multiple model estimation (S-GIMME), we present results from a Monte Carlo study aimed at addressing the implications of identifying subgroups using these discrete-time methods when applied to continuous-time data. Results indicate that discrete-time subgrouping methods perform well at recovering true subgroups when the measurement intervals are large enough to capture the full range of a system's dynamics, either via lagged or contemporaneous effects. Further implications and limitations are discussed therein. [ABSTRACT FROM AUTHOR]
Databáze: Complementary Index