A Comparison of Pseudo-Maximum Likelihood and Asymptotically Distribution-Free Dynamic Factor Analysis Parameter Estimation in Fitting Covariance-Structure Models to Block-Toeplitz Matrices Representing Single-Subject Multivariate Time-Series

Multivariate Behavioral Research
Peter C M Molenaar, J R Nesselroade

Abstract

The study of intraindividual variability pervades empirical inquiry in virtually all subdisciplines of psychology. The statistical analysis of multivariate time-series data - a central product of intraindividual investigations -requires special modeling techniques. The dynamic factor model (DFM), which is a generalization of the traditional common factor model, has been proposed by Molenaar (1985) for systematically extracting information from multivariate time- series via latent variable modeling. Implementation of the DFM model has taken several forms, one of which involves specifying it as a covariance-structure model and estimating its parameters from a block-Toeplitz matrix derived from the multivariate time-ser~es. We compare two methods for estimating DFM parameters within a covariance-structure framework - pseudo-Maximum Likelihood (p-ML) and Asymptotically Distribution Free (ADF) estimation - by means of a Monte Carlo simulation. Both methods appear to give consistent model parameter estimates of comparable precision, but only the ADF method gives standard errors and chi-square statistics that appear to be consistent. The relative ordering of the values of all estimates appears to be very similar across methods. When t...Continue Reading

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Citations

May 28, 2010·Multivariate Behavioral Research·Guangjian Zhang, Michael W Browne
Feb 5, 2014·Psychometrika·Guangjian ZhangSy Miin Chow
Oct 5, 2013·Psychometrika·Sy-Miin Chow, Guangjian Zhang
Apr 20, 2016·Multivariate Behavioral Research·Adriene M Beltz, Peter C M Molenaar
May 1, 2014·Multivariate Behavioral Research·Joseph E Gonzales, Emilio Ferrer
Apr 11, 2011·Multivariate Behavioral Research·Sy-Miin ChowGuangjian Zhang
Feb 17, 2017·Multivariate Behavioral Research·Peter C M Molenaar
Jul 20, 2007·Journal of Abnormal Child Psychology·Jennifer S Baldwin, Mark R Dadds
Feb 1, 2020·Multivariate Behavioral Research·Lauren A Trichtinger, Guangjian Zhang
Dec 25, 2002·Annual Review of Psychology·Niall BolgerEshkol Rafaeli
Mar 5, 2019·Multivariate Behavioral Research·Zachary F FisherKathleen M Gates
Jan 1, 2014·Multivariate Behavioral Research·Hairong Song, Zhiyong Zhang
Jan 1, 2020·European Journal of Psychological Assessment : Official Organ of the European Association of Psychological Assessment·Jonathan J ParkPeter C M Molenaar

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