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Description
In order to analyze data from an instrument administered at multiple time points it is a common practice to form composites of the items at each wave and to fit a longitudinal model to the composites. The advantage of using composites of items is that smaller sample sizes are required in contrast to second order models that include the measurement and the structural relationships among the variables. However, the use of composites assumes that longitudinal measurement invariance holds; that is, it is assumed that that the relationships among the items and the latent variables remain constant over time. Previous studies conducted on latent growth models (LGM) have shown that when longitudinal metric invariance is violated, the parameter estimates are biased and that mistaken conclusions about growth can be made. The purpose of the current study was to examine the impact of non-invariant loadings and non-invariant intercepts on two longitudinal models: the LGM and the autoregressive quasi-simplex model (AR quasi-simplex). A second purpose was to determine if there are conditions in which researchers can reach adequate conclusions about stability and growth even in the presence of violations of invariance. A Monte Carlo simulation study was conducted to achieve the purposes. The method consisted of generating items under a linear curve of factors model (COFM) or under the AR quasi-simplex. Composites of the items were formed at each time point and analyzed with a linear LGM or an AR quasi-simplex model. The results showed that AR quasi-simplex model yielded biased path coefficients only in the conditions with large violations of invariance. The fit of the AR quasi-simplex was not affected by violations of invariance. In general, the growth parameter estimates of the LGM were biased under violations of invariance. Further, in the presence of non-invariant loadings the rejection rates of the hypothesis of linear growth increased as the proportion of non-invariant items and as the magnitude of violations of invariance increased. A discussion of the results and limitations of the study are provided as well as general recommendations.
ContributorsOlivera-Aguilar, Margarita (Author) / Millsap, Roger E. (Thesis advisor) / Levy, Roy (Committee member) / MacKinnon, David (Committee member) / West, Stephen G. (Committee member) / Arizona State University (Publisher)
Created2013
ContributorsWard, Geoffrey Harris (Performer) / ASU Library. Music Library (Publisher)
Created2018-03-18
ContributorsWasbotten, Leia (Performer) / ASU Library. Music Library (Publisher)
Created2018-03-30
ContributorsPonce, Angelita (Performer) / Rowland, Travis (Performer) / ASU Library. Music Library (Publisher)
Created2018-03-30
ContributorsZelenak, Kristen (Performer) / Detweiler, Samuel (Performer) / Rollefson, Justin (Performer) / Hong, Dylan (Performer) / Salazar, Nathan (Performer) / Feher, Patrick (Performer) / ASU Library. Music Library (Publisher)
Created2018-03-31
ContributorsRyall, Blake (Performer) / Olarte, Aida (Performer) / Senseman, Stephen (Performer) / ASU Library. Music Library (Publisher)
Created2018-03-30
ContributorsUhrenbacher, Tina (Performer) / Creviston, Hannah (Performer) / ASU Library. Music Library (Publisher)
Created2018-03-31
ContributorsYi, Joyce (Performer) / ASU Library. Music Library (Publisher)
Created2018-03-22
ContributorsDaval, Charles (Performer) / ASU Library. Music Library (Publisher)
Created2018-03-26
Description
Daily dairies and other intensive measurement methods are increasingly used to study the relationships between two time varying variables X and Y. These data are commonly analyzed using longitudinal multilevel or bivariate growth curve models that allow for random effects of intercept (and sometimes also slope) but which do not address the effects of weekly cycles in the data. Three Monte Carlo studies investigated the impact of omitting the weekly cycles in daily dairy data under the multilevel model framework. In cases where cycles existed in both the time-varying predictor series (X) and the time-varying outcome series (Y) but were ignored, the effects of the within- and between-person components of X on Y tended to be biased, as were their corresponding standard errors. The direction and magnitude of the bias depended on the phase difference between the cycles in the two series. In cases where cycles existed in only one series but were ignored, the standard errors of the regression coefficients for the within- and between-person components of X tended to be biased, and the direction and magnitude of bias depended on which series contained cyclical components.
ContributorsLiu, Yu (Author) / West, Stephen G. (Thesis advisor) / Enders, Craig K. (Committee member) / Reiser, Mark R. (Committee member) / Arizona State University (Publisher)
Created2013