IDEAS home Printed from https://ideas.repec.org/a/spr/psycho/v83y2018i3d10.1007_s11336-017-9594-5.html
   My bibliography  Save this article

Detecting Multiple Random Changepoints in Bayesian Piecewise Growth Mixture Models

Author

Listed:
  • Eric F. Lock

    (University of Minnesota)

  • Nidhi Kohli

    (University of Minnesota)

  • Maitreyee Bose

    (University of Minnesota)

Abstract

Piecewise growth mixture models are a flexible and useful class of methods for analyzing segmented trends in individual growth trajectory over time, where the individuals come from a mixture of two or more latent classes. These models allow each segment of the overall developmental process within each class to have a different functional form; examples include two linear phases of growth, or a quadratic phase followed by a linear phase. The changepoint (knot) is the time of transition from one developmental phase (segment) to another. Inferring the location of the changepoint(s) is often of practical interest, along with inference for other model parameters. A random changepoint allows for individual differences in the transition time within each class. The primary objectives of our study are as follows: (1) to develop a PGMM using a Bayesian inference approach that allows the estimation of multiple random changepoints within each class; (2) to develop a procedure to empirically detect the number of random changepoints within each class; and (3) to empirically investigate the bias and precision of the estimation of the model parameters, including the random changepoints, via a simulation study. We have developed the user-friendly package BayesianPGMM for R to facilitate the adoption of this methodology in practice, which is available at https://github.com/lockEF/BayesianPGMM . We describe an application to mouse-tracking data for a visual recognition task.

Suggested Citation

  • Eric F. Lock & Nidhi Kohli & Maitreyee Bose, 2018. "Detecting Multiple Random Changepoints in Bayesian Piecewise Growth Mixture Models," Psychometrika, Springer;The Psychometric Society, vol. 83(3), pages 733-750, September.
  • Handle: RePEc:spr:psycho:v:83:y:2018:i:3:d:10.1007_s11336-017-9594-5
    DOI: 10.1007/s11336-017-9594-5
    as

    Download full text from publisher

    File URL: http://link.springer.com/10.1007/s11336-017-9594-5
    File Function: Abstract
    Download Restriction: Access to the full text of the articles in this series is restricted.

    File URL: https://libkey.io/10.1007/s11336-017-9594-5?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    1. Bradley P. Carlin & Alan E. Gelfand & Adrian F. M. Smith, 1992. "Hierarchical Bayesian Analysis of Changepoint Problems," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 41(2), pages 389-405, June.
    2. Chib, Siddhartha, 1998. "Estimation and comparison of multiple change-point models," Journal of Econometrics, Elsevier, vol. 86(2), pages 221-241, June.
    3. Florin Vaida & Suzette Blanchard, 2005. "Conditional Akaike information for mixed-effects models," Biometrika, Biometrika Trust, vol. 92(2), pages 351-370, June.
    4. Zhao, L. & Banerjee, M., 2012. "Bayesian piecewise mixture model for racial disparity in prostate cancer progression," Computational Statistics & Data Analysis, Elsevier, vol. 56(2), pages 362-369.
    5. G. Muniz Terrera & A. van den Hout & F. E. Matthews, 2011. "Random change point models: investigating cognitive decline in the presence of missing data," Journal of Applied Statistics, Taylor & Francis Journals, vol. 38(4), pages 705-716, November.
    6. David J. Spiegelhalter & Nicola G. Best & Bradley P. Carlin & Angelika Van Der Linde, 2002. "Bayesian measures of model complexity and fit," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 64(4), pages 583-639, October.
    7. Sandip Sinharay, 2004. "Experiences With Markov Chain Monte Carlo Convergence Assessment in Two Psychometric Examples," Journal of Educational and Behavioral Statistics, , vol. 29(4), pages 461-488, December.
    Full references (including those not matched with items on IDEAS)

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Jin Liu & Robert A. Perera & Le Kang & Roy T. Sabo & Robert M. Kirkpatrick, 2022. "Obtaining Interpretable Parameters From Reparameterized Longitudinal Models: Transformation Matrices Between Growth Factors in Two Parameter Spaces," Journal of Educational and Behavioral Statistics, , vol. 47(2), pages 167-201, April.
    2. Daniel Y. Lee & Jeffrey R. Harring, 2023. "Handling Missing Data in Growth Mixture Models," Journal of Educational and Behavioral Statistics, , vol. 48(3), pages 320-348, June.

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Chiara Lattanzi & Manuele Leonelli, 2019. "A changepoint approach for the identification of financial extreme regimes," Papers 1902.09205, arXiv.org.
    2. John M. Maheu & Stephen Gordon, 2008. "Learning, forecasting and structural breaks," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 23(5), pages 553-583.
    3. Ruggieri, Eric & Antonellis, Marcus, 2016. "An exact approach to Bayesian sequential change point detection," Computational Statistics & Data Analysis, Elsevier, vol. 97(C), pages 71-86.
    4. Cantoni, Eva & Jacot, Nadège & Ghisletta, Paolo, 2024. "Review and comparison of measures of explained variation and model selection in linear mixed-effects models," Econometrics and Statistics, Elsevier, vol. 29(C), pages 150-168.
    5. Bauwens, Luc & Rombouts, Jeroen V.K., 2012. "On marginal likelihood computation in change-point models," Computational Statistics & Data Analysis, Elsevier, vol. 56(11), pages 3415-3429.
    6. Xiong, Yingge & Tobias, Justin L. & Mannering, Fred L., 2014. "The analysis of vehicle crash injury-severity data: A Markov switching approach with road-segment heterogeneity," Transportation Research Part B: Methodological, Elsevier, vol. 67(C), pages 109-128.
    7. Ward, Eric J., 2008. "A review and comparison of four commonly used Bayesian and maximum likelihood model selection tools," Ecological Modelling, Elsevier, vol. 211(1), pages 1-10.
    8. Fernando Ferraz do Nascimento & Wyara Vanesa Moura e Silva, 2017. "A Bayesian model for multiple change point to extremes, with application to environmental and financial data," Journal of Applied Statistics, Taylor & Francis Journals, vol. 44(13), pages 2410-2426, October.
    9. Ľluboš Pástor & Robert F. Stambaugh, 2001. "The Equity Premium and Structural Breaks," Journal of Finance, American Finance Association, vol. 56(4), pages 1207-1239, August.
    10. Gary M. Koop & Simon M. Potter, 2004. "Forecasting and Estimating Multiple Change-point Models with an Unknown Number of Change-points," Discussion Papers in Economics 04/31, Division of Economics, School of Business, University of Leicester.
    11. Ardia, David & Dufays, Arnaud & Ordás Criado, Carlos, 2023. "Linking Frequentist and Bayesian Change-Point Methods," MPRA Paper 119486, University Library of Munich, Germany.
    12. M. Hashem Pesaran & Davide Pettenuzzo & Allan Timmermann, 2006. "Forecasting Time Series Subject to Multiple Structural Breaks," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 73(4), pages 1057-1084.
    13. Tian, Guo-Liang & Ng, Kai Wang & Li, Kai-Can & Tan, Ming, 2009. "Non-iterative sampling-based Bayesian methods for identifying changepoints in the sequence of cases of Haemolytic uraemic syndrome," Computational Statistics & Data Analysis, Elsevier, vol. 53(9), pages 3314-3323, July.
    14. Yuki Kawakubo & Tatsuya Kubokawa & Muni S. Srivastava, 2015. "A Variant of AIC Using Bayesian Marginal Likelihood," CIRJE F-Series CIRJE-F-971, CIRJE, Faculty of Economics, University of Tokyo.
    15. Smith, Simon C., 2017. "Equity premium estimates from economic fundamentals under structural breaks," International Review of Financial Analysis, Elsevier, vol. 52(C), pages 49-61.
    16. Chen, Cathy W.S. & Chan, Jennifer S.K. & So, Mike K.P. & Lee, Kevin K.M., 2011. "Classification in segmented regression problems," Computational Statistics & Data Analysis, Elsevier, vol. 55(7), pages 2276-2287, July.
    17. Chen, Cathy W.S. & Lee, Sangyeol, 2016. "Generalized Poisson autoregressive models for time series of counts," Computational Statistics & Data Analysis, Elsevier, vol. 99(C), pages 51-67.
    18. Sjoerd van den Hauwe & Richard Paap & Dick J.C. van Dijk, 2011. "An Alternative Bayesian Approach to Structural Breaks in Time Series Models," Tinbergen Institute Discussion Papers 11-023/4, Tinbergen Institute.
    19. Gary Koop & Simon M. Potter, 2009. "Prior Elicitation In Multiple Change-Point Models," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 50(3), pages 751-772, August.
    20. Galeano, Pedro, 2007. "The use of cumulative sums for detection of changepoints in the rate parameter of a Poisson Process," Computational Statistics & Data Analysis, Elsevier, vol. 51(12), pages 6151-6165, August.

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:spr:psycho:v:83:y:2018:i:3:d:10.1007_s11336-017-9594-5. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Sonal Shukla or Springer Nature Abstracting and Indexing (email available below). General contact details of provider: http://www.springer.com .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.