Hierarchical Bayesian continuous time dynamic modeling

• Published in: Psychological methods Vol. 23; no. 4; p. 774
• Main Authors: Driver, Charles C, Voelkle, Manuel C
• Format: Journal Article
• Language: English
• Published: United States 01.12.2018
• Subjects: Bayes Theorem; Humans; Individuality; Models, Psychological; Models, Statistical; Psychology - methods

Continuous time dynamic models are similar to popular discrete time models such as autoregressive cross-lagged models, but through use of stochastic differential equations can accurately account for differences in time intervals between measurements, and more parsimoniously specify complex dynamics....