Jonas M B Haslbeck | Searcharxiv

arXiv2020

A Tutorial on Estimating Time-Varying Vector Autoregressive Models

Time series of individual subjects have become a common data type in psychological research. These data allow one to estimate models of within-subject dynamics, and thereby avoid the notorious problem of making within-subjects inferences from between-subjects data, and naturally address heterogeneity between subjects. A popular model for these data is the Vector Autoregressive (VAR) model, in which each variable is predicted as a linear function of all variables at previous time points. A key assumption of this model is that its parameters are constant (or stationary) across time. However, in many areas of psychological research time-varying parameters are plausible or even the subject of study. In this tutorial paper, we introduce methods to estimate time-varying VAR models based on splines and kernel-smoothing with/without regularization. We use simulations to evaluate the relative performance of all methods in scenarios typical in applied research, and discuss their strengths and weaknesses. Finally, we provide a step-by-step tutorial showing how to apply the discussed methods to an openly available time series of mood-related measurements.

stat.AP↗

arXiv2017

How Predictable are Symptoms in Psychopathological Networks? A Reanalysis of 18 Published Datasets

Background Network analyses on psychopathological data focus on the network structure and its derivatives such as node centrality. One conclusion one can draw from centrality measures is that the node with the highest centrality is likely to be the node that is determined most by its neighboring nodes. However, centrality is a relative measure: knowing that a node is highly central gives no information about the extent to which it is determined by its neighbors. Here we provide an absolute measure of determination (or controllability) of a node - its predictability. We introduce predictability, estimate the predictability of all nodes in 18 prior empirical network papers on psychopathology, and statistically relate it to centrality. Methods We carried out a literature review and collected 25 datasets from 18 published papers in the field (several mood and anxiety disorders, substance abuse, psychosis, autism, and transdiagnostic data). We fit state-of-the-art net- work models to all datasets, and computed the predictability of all nodes. Results Predictability was unrelated to sample size, moderately high in most symptom networks, and differed considerable both within and between datasets. Predictability was higher in community than clinical samples, highest for mood and anxiety disorders, and lowest for psychosis. Conclusions Predictability is an important additional characterization of symptom networks because it gives an absolute measure of the controllability of each node. It allows conclusions about how self-determined a symptom network is, and may help to inform intervention strategies. Limitations of predictability along with future directions are discussed.

q-bio.NC↗