TY - JOUR
T1 - Merging the Idiographic Filter With Dynamic Factor Analysis to Model Process
AU - Molenaar, Peter C.M.
AU - Nesselroade, John R.
N1 - Funding Information:
This work was supported by National Science Foundation Grants 0852147 and 1157220 to Peter C. M. Molenaar and Award Number AG034284 from the National Institute on Aging to John R. Nesselroade. The content is solely the responsibility of the authors and does not necessarily represent the official views of the National Science Foundation, National Institute on Aging, or the National Institutes of Health.
Funding Information:
John R. Nesselroade gratefully acknowledges the support of the Max Planck Institute for Human Development, Berlin, Germany. The authors are indebted to Michael W. Browne and Jack McArdle for valuable comments and suggestions regarding identification matters in fitting the models proposed in this article. The authors also thank Manuel Voelkle for suggestions for improving an earlier version of this article.
PY - 2012/10
Y1 - 2012/10
N2 - To model processes we propose merging idiographic filter measurement with dynamic factor analysis. This involves testing whether or not the same latent dynamics (concurrent and lagged factor interrelations) can describe different individuals' observed multivariate time series. The methodology allows fitting, across different individuals, dynamic factor models that are invariant with respect to the latent dynamics, but not necessarily the factor loadings (measurement model). This methodology allows the same latent process to manifest differently from one individual to another, thus recognizing that the process is general but its realization in a given person is to some degree idiosyncratic. The approach is illustrated with empirical data.
AB - To model processes we propose merging idiographic filter measurement with dynamic factor analysis. This involves testing whether or not the same latent dynamics (concurrent and lagged factor interrelations) can describe different individuals' observed multivariate time series. The methodology allows fitting, across different individuals, dynamic factor models that are invariant with respect to the latent dynamics, but not necessarily the factor loadings (measurement model). This methodology allows the same latent process to manifest differently from one individual to another, thus recognizing that the process is general but its realization in a given person is to some degree idiosyncratic. The approach is illustrated with empirical data.
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U2 - 10.1080/10888691.2012.722884
DO - 10.1080/10888691.2012.722884
M3 - Article
AN - SCOPUS:84868573054
SN - 1088-8691
VL - 16
SP - 210
EP - 219
JO - Applied Developmental Science
JF - Applied Developmental Science
IS - 4
ER -