Continuous time state space modeling of panel data by means of sem

DOI10.1007/BF02294374zbMath1291.62240OpenAlexW2006800963MaRDI QIDQ2250627

Johan H. L. Oud, Robert A. R. G. Jansen

Publication date: 18 July 2014

Published in: Psychometrika (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf02294374

zbMATH Keywords

panel analysislinear stochastic differential equationsexact discrete modelcontinuous-time state space modelinglongitudinal structural equation modeling

Mathematics Subject Classification ID

Factor analysis and principal components; correspondence analysis (62H25) Applications of statistics to psychology (62P15)

Related Items (19)

SEM Modeling with Singular Moment Matrices Part II: ML-Estimation of Sampled Stochastic Differential Equations ⋮ Second-order stochastic differential equation model as an alternative for the ALT and CALT models ⋮ Time to intervene: a continuous-time approach to network analysis and centrality ⋮ Bayesian forecasting with a regime-switching zero-inflated multilevel Poisson regression model: an application to adolescent alcohol use with spatial covariates ⋮ Two filtering methods of forecasting linear and nonlinear dynamics of intensive longitudinal data ⋮ Statistical inference in factor analysis for diffusion processes from discrete observations ⋮ Continuous-discrete state-space modeling of panel data with nonlinear filter algorithms ⋮ Longitudinal modeling of age-dependent latent traits with generalized additive latent and mixed models ⋮ Estimation of nonlinear mixed‐effects continuous‐time models using the continuous‐discrete extended Kalman filter ⋮ Continuous time modeling of panel data: SEM versus filter techniques ⋮ Nonlinear continuous time modeling approaches in panel research ⋮ Analyzing reciprocal relationships by means of the continuous‐time autoregressive latent trajectory model ⋮ Assessing the relationships between Nationalism, Ethnocentrism, and Individualism in Flanders using Bergstrom's approximate discrete model ⋮ Continuous‐time modelling of irregularly spaced panel data using a cubic spline model ⋮ Extending the State-Space Model to Accommodate Missing Values in Responses and Covariates ⋮ Time delay embedding increases estimation precision of models of intraindividual variability ⋮ Representing sudden shifts in intensive dyadic interaction data using differential equation models with regime switching ⋮ Fitting nonlinear ordinary differential equation models with random effects and unknown initial conditions using the stochastic approximation expectation-maximization (SAEM) algorithm ⋮ Zero-inflated regime-switching stochastic differential equation models for highly unbalanced multivariate, multi-subject time-series data

Uses Software

• LISREL
• LSDE
• Mx

Cites Work

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• Mathematics of Kalman-Bucy filtering
• A standard error for the estimated state vector of a state-space model
• Estimating the dimension of a model
• The problem of identification in finite parameter continuous time models
• Stochastic processes and filtering theory
• The Dimensionality of the Aliasing Problem in Models With Rational Spectral Densities
• Problems with the estimation of stochastic differential equations using structural equations models
• Continuous panel models with time dependent parameters
• CONTINUOUS-TIME DYNAMICAL SYSTEMS WITH SAMPLED DATA, ERRORS OF MEASUREMENT AND UNOBSERVED COMPONENTS
• Information and other criteria in structural equation model selection
• Longitudinal LISREL model estimation from incomplete panel data using the EM algorithm and the Kalman smoother

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