Representing Sudden Shifts in Intensive Dyadic Interaction Data Using Differential Equation Models with Regime Switching

Sy-Miin Chow (), Lu Ou, Arridhana Ciptadi, Emily B. Prince, Dongjun You, Michael D. Hunter, James M. Rehg, Agata Rozga and Daniel S. Messinger
Additional contact information
Sy-Miin Chow: Pennsylvania State University
Lu Ou: Pennsylvania State University
Arridhana Ciptadi: Georgia Institute of Technology
Emily B. Prince: University of Miami
Dongjun You: Pennsylvania State University
Michael D. Hunter: University of Oklahoma Health Sciences Center
James M. Rehg: Georgia Institute of Technology
Agata Rozga: Georgia Institute of Technology
Daniel S. Messinger: University of Miami

Psychometrika, 2018, vol. 83, issue 2, No 12, 476-510

Abstract: Abstract A growing number of social scientists have turned to differential equations as a tool for capturing the dynamic interdependence among a system of variables. Current tools for fitting differential equation models do not provide a straightforward mechanism for diagnosing evidence for qualitative shifts in dynamics, nor do they provide ways of identifying the timing and possible determinants of such shifts. In this paper, we discuss regime-switching differential equation models, a novel modeling framework for representing abrupt changes in a system of differential equation models. Estimation was performed by combining the Kim filter (Kim and Nelson State-space models with regime switching: classical and Gibbs-sampling approaches with applications, MIT Press, Cambridge, 1999) and a numerical differential equation solver that can handle both ordinary and stochastic differential equations. The proposed approach was motivated by the need to represent discrete shifts in the movement dynamics of $$n= 29$$ n = 29 mother–infant dyads during the Strange Situation Procedure (SSP), a behavioral assessment where the infant is separated from and reunited with the mother twice. We illustrate the utility of a novel regime-switching differential equation model in representing children’s tendency to exhibit shifts between the goal of staying close to their mothers and intermittent interest in moving away from their mothers to explore the room during the SSP. Results from empirical model fitting were supplemented with a Monte Carlo simulation study to evaluate the use of information criterion measures to diagnose sudden shifts in dynamics.

Keywords: differential equation; regime switching; hidden Markov; dynamic; dyadic; strange situation (search for similar items in EconPapers)
Date: 2018
References: View references in EconPapers View complete reference list from CitEc
Citations:

Downloads: (external link)
http://link.springer.com/10.1007/s11336-018-9605-1 Abstract (text/html)
Access to the full text of the articles in this series is restricted.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:spr:psycho:v:83:y:2018:i:2:d:10.1007_s11336-018-9605-1

Ordering information: This journal article can be ordered from
http://www.springer. ... gy/journal/11336/PS2

DOI: 10.1007/s11336-018-9605-1

Access Statistics for this article

Psychometrika is currently edited by Irini Moustaki

More articles in Psychometrika from Springer, The Psychometric Society
Bibliographic data for series maintained by Sonal Shukla () and Springer Nature Abstracting and Indexing ().