Continuous Time Structural Equation Modeling with R Package ctsem

We introduce ctsem, an R package for continuous time structural equation modeling of panel (N > 1) and time series (N = 1) data, using full information maximum likelihood. Most dynamic models (e.g., cross-lagged panel models) in the social and behavioural sciences are discrete time models. An ass...

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Bibliographic Details
Main Authors: Charles C. Driver, Johan H. L. Oud, Manuel C. Voelkle
Format: Artigo
Language:Inglês
Published: Foundation for Open Access Statistics 2017-04-01
Series:Journal of Statistical Software
Subjects:
time series
longitudinal modeling
panel data
state space
structural equation modeling
continuous time
stochastic differential equation
dynamic models
Kalman filter
R
Online Access:https://www.jstatsoft.org/index.php/jss/article/view/3086
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