Multilevel Models for Intensive Longitudinal Data with Heterogeneous Autoregressive Errors: The Effect of Misspecification and Correction with Cholesky Transformation.

Seungmin Jahng,Phillip K Wood

doi:10.3389/fpsyg.2017.00262

Abstract

Intensive longitudinal studies, such as ecological momentary assessment studies using electronic diaries, are gaining popularity across many areas of psychology. Multilevel models (MLMs) are most widely used analytical tools for intensive longitudinal data (ILD). Although ILD often have individually distinct patterns of serial correlation of measures over time, inferences of the fixed effects, and random components in MLMs are made under the assumption that all variance and autocovariance components are homogenous across individuals. In the present study, we introduced a multilevel model with Cholesky transformation to model ILD with individually heterogeneous covariance structure. In addition, the performance of the transformation method and the effects of misspecification of heterogeneous covariance structure were investigated through a Monte Carlo simulation. We found that, if individually heterogeneous covariances are incorrectly assumed as homogenous independent or homogenous autoregressive, MLMs produce highly biased estimates of the variance of random intercepts and the standard errors of the fixed intercept and the fixed effect of a level 2 covariate when the average autocorrelation is high. For intensive longitudinal data with individual specific residual covariance, the suggested transformation method showed lower bias in those estimates than the misspecified models when the number of repeated observations within individuals is 50 or more.

Highlights

Recent developments in data collection methods in the behavioral and social sciences, such as Ecological Momentary Assessment (EMA) (Stone and Shiffman, 1994; Hufford et al, 2001), enabled researchers in this area to gather data with many repeated measurements and to examine more detailed features of intra-individual variations over time
The result suggests that the estimates of the fixed effects obtained by Multilevel models (MLMs) with homogenous covariance assumption are not biased when the error covariance structure is heterogeneous
We investigated bias in estimation of fixed effects, random components, and standard errors of fixed effects by analyzing large sets of simulated data with heterogeneous autoregressive errors using MLMs with misspecified homogenous ID or AR(1) error structure and the suggested MLM with Cholesky transformation

Summary

Introduction

Recent developments in data collection methods in the behavioral and social sciences, such as Ecological Momentary Assessment (EMA) (Stone and Shiffman, 1994; Hufford et al, 2001), enabled researchers in this area to gather data with many repeated measurements and to examine more detailed features of intra-individual variations over time. Even if the heterogeneous residual covariances are likely to exist and need to be correctly specified, accurate estimation of individual covariance structure is not plausible with a small to moderate number of observations within individuals

Methods

Results

Conclusion