Second-order stochastic differential equation model as an alternative for the ALT and CALT models

被引：6
|
作者：
Oud, J. H. L. [1 ]
机构：
[1] Radboud Univ Nijmegen, Inst Behav Sci, NL-6525 ED Nijmegen, Netherlands
来源：
ASTA-ADVANCES IN STATISTICAL ANALYSIS | 2010年 / 94卷 / 02期
关键词：
Continuous-time autoregressive latent trajectory model; Second-order stochastic differential equation model; Structural equation modeling; Exact discrete model; Random slopes; Asymptotic stability; Time-specific; Time varying; TIME;
D O I：
10.1007/s10182-010-0131-4
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
The paper first discusses the autoregressive latent trajectory (ALT) model and presents in detail its improved version, the continuous-time autoregressive latent trajectory (CALT) model. Next, serious problems related to the linear components in the ALT and CALT models are dealt with. As an alternative for the linear component, the first-order derivative in a second-order stochastic differential equation model is proposed. This is applied to Marital Satisfaction data, collected in four consecutive years (2002-2005). It is pointed out that the first-order derivative as explanatory variable has none of the problems associated with the linear component.
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页码：203 / 215
页数：13
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