2014
DOI: 10.1080/00273171.2013.866537
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A Computationally Efficient State Space Approach to Estimating Multilevel Regression Models and Multilevel Confirmatory Factor Models

Abstract: Although the state space approach for estimating multilevel regression models has been well established for decades in the time series literature, it does not receive much attention from educational and psychological researchers. In this article, we (a) introduce the state space approach for estimating multilevel regression models and (b) extend the state space approach for estimating multilevel factor models. A brief outline of the state space formulation is provided and then state space forms for univariate … Show more

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Cited by 10 publications
(4 citation statements)
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References 18 publications
(19 reference statements)
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“…This kind of clustering may lead some to think SSM may be related to multilevel models — and they are. Some multilevel SEMs can be fit as SSMs (Gu, Preacher, Wu, & Yung, 2014). …”
Section: Expectation Functionsmentioning
confidence: 99%
See 1 more Smart Citation
“…This kind of clustering may lead some to think SSM may be related to multilevel models — and they are. Some multilevel SEMs can be fit as SSMs (Gu, Preacher, Wu, & Yung, 2014). …”
Section: Expectation Functionsmentioning
confidence: 99%
“…Some simple multivariate multilevel models can be estimated with OpenMx 2.0 by using the state space expectation function (as in Gu et al, 2014). But the OpenMx development team is working towards a much more general solution that would accommodate cross-classified models as well as large and complex data.…”
Section: Planned Developmentsmentioning
confidence: 99%
“…SSMs were originally developed in the field of mechanical and electrical engineering with the purpose of detecting, predicting, and separating random signals from noise (Kalman, 1960;Kalman & Bucy, 1961). In recent years, they have been introduced to the study of dynamics in psychological research (Chow et al, 2010;Gu et al, 2014;Hunter, 2018;Ji & Chow, 2019;Oud & Jansen, 2000). In the context of Cohort effects in maturation speed in ALDs -12 psychological processes, this approach allows detecting temporal dynamics, predicting future states of the system, and separating the latent relevant process from measurement error.…”
Section: Modeling Change In Continuous Time: State-space Modelsmentioning
confidence: 99%
“…The transition matrix reflects the effect that the current state vector has on a predicted future state vector. The state space modeling framework has been expanded to have applications in mediation analysis (Gu, Preacher, & Ferrer, 2014), multilevel regression models, and multilevel confirmatory factor models (Gu, Preacher, Wu, & Yung, 2014).…”
Section: State-space Modelingmentioning
confidence: 99%