Path and directionality discovery in individual dynamic models: a regularized unified structural equation modeling approach for hybrid vector autoregression

DOI10.1007/s11336-021-09753-6zbMath1477.62360OpenAlexW3155807928MaRDI QIDQ2066587

Lan Luo, Teague Rhine Henry, Ai Ye, Katheleen M. Gates

Publication date: 14 January 2022

Published in: Psychometrika (Search for Journal in Brave)

Full work available at URL: https://osf.io/uh8ft/

zbMATH Keywords

time series datastructural VARcontemporaneous relationsgraphical VARhybrid VARregularized SEMunified SEM

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Ridge regression; shrinkage estimators (Lasso) (62J07) Applications of statistics to psychology (62P15)

Related Items (1)

Factor modeling of multivariate time series: a frequency components approach

Uses Software

• R
• LISREL
• lavaan
• glasso
• astsa
• regsem
• GitHub
• graphicalVAR
• lslx
• psychonetrics
• gimme

Cites Work

• Psychometric network models from time-series and panel data
• Sparse inverse covariance estimation with the graphical lasso
• The Adaptive Lasso and Its Oracle Properties
• A penalized likelihood method for structural equation modeling
• Time Series Analysis and Its Applications
• Measurement of Linear Dependence and Feedback Between Multiple Time Series
• Investigating Causal Relations by Econometric Models and Cross-spectral Methods
• Ridge Regression: Biased Estimation for Nonorthogonal Problems
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