Path and directionality discovery in individual dynamic models: a regularized unified structural equation modeling approach for hybrid vector autoregression

DOI10.1007/S11336-021-09753-6MaRDI QIDQ2066587zbMATH OpenOpenAlexFDO

Authors Ai Ye, Teague Rhine Henry, Lan Luo, Katheleen M. Gates

Publication date 14 January 2022

Published in Psychometrika (Search for Journal in Brave)

Full work available at URL https://osf.io/uh8ft/

zbMATH Keywords

contemporaneous relationsgraphical VARhybrid VARregularized SEMstructural VARtime series dataunified SEM

Mathematics Subject Classification ID

Ridge regression; shrinkage estimators (Lasso) (62J07) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to psychology (62P15)

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Cites work

• A penalized likelihood method for structural equation modeling
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• Investigating Causal Relations by Econometric Models and Cross-spectral Methods
• Measurement of Linear Dependence and Feedback Between Multiple Time Series
• Psychometric network models from time-series and panel data
• Ridge Regression: Biased Estimation for Nonorthogonal Problems
• Sparse inverse covariance estimation with the graphical lasso
• The Adaptive Lasso and Its Oracle Properties
• Time series analysis and its applications. With R examples

Cited in

(4)

• Psychometric network models from time-series and panel data
• A systematic study into the factors that affect the predictive accuracy of multilevel VAR(1) models
• Factor modeling of multivariate time series: a frequency components approach
• High-dimensional locally stationary models for identifying neuroimaging biomarkers in autism spectrum disorder

Describes a project that uses

Uses Software

• glasso
• LISREL
• lavaan
• lslx
• regsem
• graphicalVAR
• gimme
• R
• astsa
• psychonetrics
• GitHub

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