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February 13, 2024Multivariate Behavioral ResearchOpen Access

Subgrouping with Chain Graphical VAR Models

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Authors

JPJonathan ParkSCSy‐Miin ChowSESacha Epskamp

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Overview

Simulation study demonstrates subgrouping accuracy in chain graphical vector autoregression, highlighting improved detection of subtle contemporaneous dynamic differences.

Key Points

  • The subgrouped chain graphical vector autoregression identifies shared dynamic network structures in both lag(1) and contemporaneous effects across distinct participant subgroups.
  • Monte Carlo simulations demonstrate that the model achieves heightened sensitivity for detecting nuanced group differences while simultaneously keeping Type-I error rates low.
  • Alternating least squares VAR effectively identifies groups separated by larger distances, highlighting distinct strengths and practical trade-offs between both network estimation methods.

Cite This Study

Park et al. (2024) studied this question.

synapsesocial.com/papers/68e7956cb6db643587705d93https://doi.org/10.1080/00273171.2023.2289058
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