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
Hlavní autoři: Epskamp, Sacha, Waldorp, Lourens J., Mõttus, René, Borsboom, Denny
Médium: Journal Article
Jazyk:angličtina
Vydáno: United States Routledge 04.07.2018
Taylor & Francis Ltd
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ISSN:0027-3171, 1532-7906, 1532-7906
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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.
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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Issue 4
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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Snippet We discuss the Gaussian graphical model (GGM; an undirected network of partial correlation coefficients) and detail its utility as an exploratory data analysis...
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StartPage 453
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
URI https://www.tandfonline.com/doi/abs/10.1080/00273171.2018.1454823
https://www.ncbi.nlm.nih.gov/pubmed/29658809
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https://www.proquest.com/docview/2025800985
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