Mixed location scale hidden Markov model for the analysis of intensive longitudinal data
Hidden Markov models (HMM) presents an attractive analytical framework for capturing the state-switching process for auto-correlated data. These models have been extended to longitudinal data setting where simultaneous multiple processes are observed by including subject specific random effects. How...
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| Vydáno v: | Health services and outcomes research methodology Ročník 20; číslo 4; s. 222 - 236 |
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| Jazyk: | angličtina |
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01.12.2020
Springer Nature B.V |
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| ISSN: | 1387-3741, 1572-9400 |
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| Abstract | Hidden Markov models (HMM) presents an attractive analytical framework for capturing the state-switching process for auto-correlated data. These models have been extended to longitudinal data setting where simultaneous multiple processes are observed by including subject specific random effects. However, application of HMMs for intensive longitudinal data, where each subject gets measured intensively over relatively short period of time, has not been widely studied. In this paper, we extend the mixed hidden Markov model and allow subject heterogeneity with respect to the mean and within subject variance by including subject random effects in both perspectives. We focus on the application of this model to intensive longitudinal studies in psychological and behavioral research where individual’s latent states and state-switching process are of interest. Models are estimated using forward–backward algorithm via Bayesian sampling approach. Advantages over regular HMM and mixed HMM that only accounts for the subjects’ mean heterogeneity are illustrated through a series of simulation studies. Finally, models are applied to an adolescent mood study data set and results show that the proposed mixed location scale HMM achieves better model fit and more interpretative mood state identification in terms of state specific covariate effects compared to regular HMM and mixed HMM. |
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| AbstractList | Hidden Markov models (HMM) presents an attractive analytical framework for capturing the state-switching process for auto-correlated data. These models have been extended to longitudinal data setting where simultaneous multiple processes are observed by including subject specific random effects. However, application of HMMs for intensive longitudinal data, where each subject gets measured intensively over relatively short period of time, has not been widely studied. In this paper, we extend the mixed hidden Markov model and allow subject heterogeneity with respect to the mean and within subject variance by including subject random effects in both perspectives. We focus on the application of this model to intensive longitudinal studies in psychological and behavioral research where individual’s latent states and state-switching process are of interest. Models are estimated using forward–backward algorithm via Bayesian sampling approach. Advantages over regular HMM and mixed HMM that only accounts for the subjects’ mean heterogeneity are illustrated through a series of simulation studies. Finally, models are applied to an adolescent mood study data set and results show that the proposed mixed location scale HMM achieves better model fit and more interpretative mood state identification in terms of state specific covariate effects compared to regular HMM and mixed HMM. |
| Author | Lin, Xiaolei Hedeker, Donald Mermelstein, Robin |
| Author_xml | – sequence: 1 givenname: Xiaolei orcidid: 0000-0003-2463-1272 surname: Lin fullname: Lin, Xiaolei email: xiaoleilin@fudan.edu.cn organization: Fudan University – sequence: 2 givenname: Robin surname: Mermelstein fullname: Mermelstein, Robin organization: University of Illinois at Chicago – sequence: 3 givenname: Donald surname: Hedeker fullname: Hedeker, Donald organization: University of Chicago |
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| Cites_doi | 10.1007/s11222-016-9696-4 10.1198/016214506000001086 10.1177/0962280217706728 10.1002/sim.7627 10.1111/j.1541-0420.2007.00924.x 10.3102/1076998614546494 10.1007/s10742-018-0184-5 10.1037/a0016276 10.1146/annurev.clinpsy.3.022806.091415 10.1214/09-AOAS282 10.1097/PSY.0b013e31825474cb 10.1037/adb0000165 10.1080/00273171.2012.658328 10.1198/jcgs.2011.09109 10.1016/S1672-0229(04)02014-5 10.1142/S0218001401000836 10.1214/14-AOAS765 10.1093/abm/16.3.199 10.1561/2000000004 10.1080/00273171.2017.1370364 |
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| Keywords | Mixed effect models Intensive longitudinal data Latent class classification |
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| SubjectTerms | Behavior Data compression Economics Health Administration Health services Latent class analysis Longitudinal studies Markov analysis Medicine Medicine & Public Health Methodology of the Social Sciences Probability Public Health Research methodology Statistics Teenagers |
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| Title | Mixed location scale hidden Markov model for the analysis of intensive longitudinal data |
| URI | https://link.springer.com/article/10.1007/s10742-020-00217-5 https://www.proquest.com/docview/2608622134 |
| Volume | 20 |
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