Number of Subjects and Time Points Needed for Multilevel Time-Series Analysis: A Simulation Study of Dynamic Structural Equation Modeling

Abstract

Dynamic structural equation modeling (DSEM) is a novel, intensive longitudinal data (ILD) analysis framework. DSEM models intraindividual changes over time on Level 1 and allows the parameters of these processes to vary across individuals on Level 2 using random effects. DSEM merges time series, structural equation, multilevel, and time-varying effects models. Despite the well-known properties of these analysis areas by themselves, it is unclear how their sample size requirements and recommendations transfer to the DSEM framework. This article presents the results of a simulation study that examines the estimation quality of univariate 2-level autoregressive models of order 1, AR(1), using Bayesian analysis in Mplus Version 8. Three features are varied in the simulations: complexity of the model, number of subjects, and number of time points per subject. Samples with many subjects and few time points are shown to perform substantially better than samples with few subjects and many time points.