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Regime Switching State-Space Models Applied to Psychological Processes: Handling Missing Data and Making Inferences

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  • E. Hamaker
  • R. Grasman

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  • E. Hamaker & R. Grasman, 2012. "Regime Switching State-Space Models Applied to Psychological Processes: Handling Missing Data and Making Inferences," Psychometrika, Springer;The Psychometric Society, vol. 77(2), pages 400-422, April.
    • Handle: RePEc:spr:psycho:v:77:y:2012:i:2:p:400-422
    DOI: 10.1007/s11336-012-9254-8
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    References listed on IDEAS

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    1. William Meredith, 1993. "Measurement invariance, factor analysis and factorial invariance," Psychometrika, Springer;The Psychometric Society, vol. 58(4), pages 525-543, December.
    2. Hamilton, James D, 1989. "A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle," Econometrica, Econometric Society, vol. 57(2), pages 357-384, March.
    3. White, Halbert, 1982. "Maximum Likelihood Estimation of Misspecified Models," Econometrica, Econometric Society, vol. 50(1), pages 1-25, January.
    4. Durland, J Michael & McCurdy, Thomas H, 1994. "Duration-Dependent Transitions in a Markov Model of U.S. GNP Growth," Journal of Business & Economic Statistics, American Statistical Association, vol. 12(3), pages 279-288, July.
    5. Durbin, James & Koopman, Siem Jan, 2012. "Time Series Analysis by State Space Methods," OUP Catalogue, Oxford University Press, edition 2, number 9780199641178.
    6. Manshu Yang & Sy-Miin Chow, 2010. "Using State-Space Model with Regime Switching to Represent the Dynamics of Facial Electromyography (EMG) Data," Psychometrika, Springer;The Psychometric Society, vol. 75(4), pages 744-771, December.
    7. Kim, Chang-Jin, 1994. "Dynamic linear models with Markov-switching," Journal of Econometrics, Elsevier, vol. 60(1-2), pages 1-22.
    8. Chang-Jin Kim & Charles R. Nelson, 1999. "State-Space Models with Regime Switching: Classical and Gibbs-Sampling Approaches with Applications," MIT Press Books, The MIT Press, edition 1, volume 1, number 0262112388, April.
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    Cited by:

    1. Augustin Kelava & Pascal Kilian & Judith Glaesser & Samuel Merk & Holger Brandt, 2022. "Forecasting Intra-individual Changes of Affective States Taking into Account Inter-individual Differences Using Intensive Longitudinal Data from a University Student Dropout Study in Math," Psychometrika, Springer;The Psychometric Society, vol. 87(2), pages 533-558, June.
    2. Sy-Miin Chow & Guangjian Zhang, 2013. "Nonlinear Regime-Switching State-Space (RSSS) Models," Psychometrika, Springer;The Psychometric Society, vol. 78(4), pages 740-768, October.
    3. Daniel M. Smith & Theodore A. Walls, 2021. "Pursuing Collective Synchrony in Teams: A Regime-Switching Dynamic Factor Model of Speed Similarity in Soccer," Psychometrika, Springer;The Psychometric Society, vol. 86(4), pages 1016-1038, December.

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