- Hamaker, E. L., & Grasman, R. P. P. P. (2014). To center or not to center? Investigating inertia with a multilevel autoregressive model. Frontiers in Psychology, 5, 1492. http://doi.org/10.3389/fpsyg.2014.01492
26 Feb 2016
lm()
or any least squares regression methodFor a single subject: \[ \begin{aligned} \pmb{y}_t &= \pmb{\tau} + \pmb{B} \pmb{y}_{t-1} + \pmb{\varepsilon}_t \\ \pmb{\varepsilon}_t &\sim N\left( \pmb{0}, \pmb{\Theta} \right). \end{aligned} \] \(\pmb{B}\) encodes a directed temporal network and \(\pmb{\Theta}\) and undirected contemporaneous network
With \(\pmb{K} = \pmb{\Sigma}^{-1}\) encoding partial correlations coefficients
Data collected by Date C. Van der Veen, in collaboration with Harriette Riese en Renske Kroeze.