Dealing with Multiple Solutions in Structural Vector Autoregressive Models

Multivariate Behav Res. 2016 Mar-Jun;51(2-3):357-73. doi: 10.1080/00273171.2016.1151333. Epub 2016 Apr 19.

Abstract

Structural vector autoregressive models (VARs) hold great potential for psychological science, particularly for time series data analysis. They capture the magnitude, direction of influence, and temporal (lagged and contemporaneous) nature of relations among variables. Unified structural equation modeling (uSEM) is an optimal structural VAR instantiation, according to large-scale simulation studies, and it is implemented within an SEM framework. However, little is known about the uniqueness of uSEM results. Thus, the goal of this study was to investigate whether multiple solutions result from uSEM analysis and, if so, to demonstrate ways to select an optimal solution. This was accomplished with two simulated data sets, an empirical data set concerning children's dyadic play, and modifications to the group iterative multiple model estimation (GIMME) program, which implements uSEMs with group- and individual-level relations in a data-driven manner. Results revealed multiple solutions when there were large contemporaneous relations among variables. Results also verified several ways to select the correct solution when the complete solution set was generated, such as the use of cross-validation, maximum standardized residuals, and information criteria. This work has immediate and direct implications for the analysis of time series data and for the inferences drawn from those data concerning human behavior.

Keywords: Equivalent solutions; group iterative multiple model estimation; plausible alternatives; structural equation models; vector autoregression.

MeSH terms

  • Child
  • Child, Preschool
  • Computer Simulation
  • Data Interpretation, Statistical
  • Female
  • Humans
  • Male
  • Models, Statistical*
  • Play and Playthings
  • Regression Analysis*
  • Social Behavior