Dynamic Structural Equation Models with Missing Data: Data Requirements on N and T

Abstract

Dynamic structural equation modeling (DSEM) is a useful technique for analyzing intensive longitudinal data. A challenge of applying DSEM is the missing data problem. The impact of missing data on DSEM, especially on widely applied DSEM such as the two-level vector autoregressive (VAR) cross-lagged models, however, is understudied. To fill the research gap, we evaluated how well the fixed effects and variance parameters in two-level bivariate VAR models are recovered under different missingness percentages, sample sizes, the number of time points, and heterogeneity in missingness distributions through two simulation studies. To facilitate the use of DSEM under customized data and model scenarios (different from those in our simulations), we provided illustrative examples of how to conduct Monte Carlo simulations in Mplus to determine whether a data configuration is sufficient to obtain accurate and precise results from a specific DSEM.