Person‐specific versus multilevel autoregressive models: Accuracy in parameter estimates at the population and individual levels

DOI10.1111/BMSP.12096zbMath1460.62150OpenAlexW2589321882WikidataQ38948284 ScholiaQ38948284MaRDI QIDQ4603629

Siwei Liu

Publication date: 16 February 2018

Published in: British Journal of Mathematical and Statistical Psychology (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/bmsp.12096

zbMATH Keywords

time seriesautoregressive modelsintensive longitudinal datamultilevel modellingautoregressive (AR) relationsperson-specific

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Point estimation (62F10) General nonlinear regression (62J02) Applications of statistics to psychology (62P15)

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