A Note on the Usefulness of Constrained Fourth-Order Latent Differential Equation Models in the Case of Small T.

ABSTRACT: Constrained fourth-order latent differential equation (FOLDE) models have been proposed (e.g., Boker et al. 2020) as alternative to second-order latent differential equation (SOLDE) models to estimate second-order linear differential equation systems such as the damped linear oscillator model. When, however, only a relatively small number of measurement occasions T are available (i.e., [Formula: see text]), the recommendation of which model to use is not clear (Boker et al. 2020). Based on a data set, which consists of [Formula: see text] observations of daily stress for [Formula: see text] individuals, we illustrate that FOLDE can help to choose an embedding dimension, even in the case of a small T. This is of great importance, as parameter estimates depend on the embedding dimension as w

SUBMITTER: Hardt K 

PROVIDER: S-EPMC7826318 | biostudies-literature | 2020 Dec

REPOSITORIES: biostudies-literature