The Gaussian Graphical Model in Cross-Sectional and Time-Series Data
We discuss the Gaussian graphical model (GGM; an undirected network of partial correlation coefficients) and detail its utility as an exploratory data analysis tool. The GGM shows which variables predict one-another, allows for sparse modeling of covariance structures, and may highlight potential ca...
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| Vydáno v: | Multivariate behavioral research Ročník 53; číslo 4; s. 453 - 480 |
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| Hlavní autoři: | , , , |
| Médium: | Journal Article |
| Jazyk: | angličtina |
| Vydáno: |
United States
Routledge
04.07.2018
Taylor & Francis Ltd |
| Témata: | |
| ISSN: | 0027-3171, 1532-7906, 1532-7906 |
| On-line přístup: | Získat plný text |
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| Abstract | We discuss the Gaussian graphical model (GGM; an undirected network of partial correlation coefficients) and detail its utility as an exploratory data analysis tool. The GGM shows which variables predict one-another, allows for sparse modeling of covariance structures, and may highlight potential causal relationships between observed variables. We describe the utility in three kinds of psychological data sets: data sets in which consecutive cases are assumed independent (e.g., cross-sectional data), temporally ordered data sets (e.g., n = 1 time series), and a mixture of the 2 (e.g., n > 1 time series). In time-series analysis, the GGM can be used to model the residual structure of a vector-autoregression analysis (VAR), also termed graphical VAR. Two network models can then be obtained: a temporal network and a contemporaneous network. When analyzing data from multiple subjects, a GGM can also be formed on the covariance structure of stationary means-the between-subjects network. We discuss the interpretation of these models and propose estimation methods to obtain these networks, which we implement in the R packages graphicalVAR and mlVAR. The methods are showcased in two empirical examples, and simulation studies on these methods are included in the supplementary materials. |
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| AbstractList | We discuss the Gaussian graphical model (GGM; an undirected network of partial correlation coefficients) and detail its utility as an exploratory data analysis tool. The GGM shows which variables predict one-another, allows for sparse modeling of covariance structures, and may highlight potential causal relationships between observed variables. We describe the utility in three kinds of psychological data sets: data sets in which consecutive cases are assumed independent (e.g., cross-sectional data), temporally ordered data sets (e.g., n = 1 time series), and a mixture of the 2 (e.g., n > 1 time series). In time-series analysis, the GGM can be used to model the residual structure of a vector-autoregression analysis (VAR), also termed graphical VAR. Two network models can then be obtained: a temporal network and a contemporaneous network. When analyzing data from multiple subjects, a GGM can also be formed on the covariance structure of stationary means-the between-subjects network. We discuss the interpretation of these models and propose estimation methods to obtain these networks, which we implement in the R packages graphicalVAR and mlVAR. The methods are showcased in two empirical examples, and simulation studies on these methods are included in the supplementary materials. We discuss the Gaussian graphical model (GGM; an undirected network of partial correlation coefficients) and detail its utility as an exploratory data analysis tool. The GGM shows which variables predict one-another, allows for sparse modeling of covariance structures, and may highlight potential causal relationships between observed variables. We describe the utility in three kinds of psychological data sets: data sets in which consecutive cases are assumed independent (e.g., cross-sectional data), temporally ordered data sets (e.g., n = 1 time series), and a mixture of the 2 (e.g., n > 1 time series). In time-series analysis, the GGM can be used to model the residual structure of a vector-autoregression analysis (VAR), also termed graphical VAR. Two network models can then be obtained: a temporal network and a contemporaneous network. When analyzing data from multiple subjects, a GGM can also be formed on the covariance structure of stationary means-the between-subjects network. We discuss the interpretation of these models and propose estimation methods to obtain these networks, which we implement in the R packages graphicalVAR and mlVAR. The methods are showcased in two empirical examples, and simulation studies on these methods are included in the supplementary materials.We discuss the Gaussian graphical model (GGM; an undirected network of partial correlation coefficients) and detail its utility as an exploratory data analysis tool. The GGM shows which variables predict one-another, allows for sparse modeling of covariance structures, and may highlight potential causal relationships between observed variables. We describe the utility in three kinds of psychological data sets: data sets in which consecutive cases are assumed independent (e.g., cross-sectional data), temporally ordered data sets (e.g., n = 1 time series), and a mixture of the 2 (e.g., n > 1 time series). In time-series analysis, the GGM can be used to model the residual structure of a vector-autoregression analysis (VAR), also termed graphical VAR. Two network models can then be obtained: a temporal network and a contemporaneous network. When analyzing data from multiple subjects, a GGM can also be formed on the covariance structure of stationary means-the between-subjects network. We discuss the interpretation of these models and propose estimation methods to obtain these networks, which we implement in the R packages graphicalVAR and mlVAR. The methods are showcased in two empirical examples, and simulation studies on these methods are included in the supplementary materials. |
| Author | Waldorp, Lourens J. Mõttus, René Epskamp, Sacha Borsboom, Denny |
| Author_xml | – sequence: 1 givenname: Sacha surname: Epskamp fullname: Epskamp, Sacha email: sacha.epskamp@gmail.com organization: Department of Psychological Methods, University of Amsterdam – sequence: 2 givenname: Lourens J. surname: Waldorp fullname: Waldorp, Lourens J. organization: Department of Psychological Methods, University of Amsterdam – sequence: 3 givenname: René surname: Mõttus fullname: Mõttus, René organization: Department of Psychology, University of Edinburgh – sequence: 4 givenname: Denny surname: Borsboom fullname: Borsboom, Denny organization: Department of Psychological Methods, University of Amsterdam |
| BackLink | https://www.ncbi.nlm.nih.gov/pubmed/29658809$$D View this record in MEDLINE/PubMed |
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| Keywords | multilevel modeling Time-series analysis exploratory-data analysis network modeling multivariate analysis |
| Language | English |
| License | open-access: http://creativecommons.org/licenses/by-nc-nd/4.0/: This is an Open Access article distributed under the terms of the Creative Commons Attribution-NonCommercial-NoDerivatives License (http://creativecommons.org/licenses/by-nc-nd/4.0/), which permits non-commercial re-use, distribution, and reproduction in any medium, provided the original work is properly cited, and is not altered, transformed, or built upon in any way. |
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| SubjectTerms | Between-subjects design Computer Simulation Correlation coefficients Covariance Cross-Sectional Studies Data analysis Data Interpretation, Statistical Datasets Economic models Empirical analysis exploratory-data analysis Humans Mathematical models Models, Statistical multilevel modeling multivariate analysis network modeling Software Surveys and Questionnaires Time Factors Time series Time-series analysis |
| Title | The Gaussian Graphical Model in Cross-Sectional and Time-Series Data |
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