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Annual searches for keyword 'longitudinal' in 6 OVID databases, between 1982 and 2002
5,000 750
Agriculture/
Forestry (326%)
4,000 Medicine (451%)
500
3,000 Sociology (245%)
2,000 Psychology (365%)
250
1,000 Economics (361%)
0 0
2 7 2 7 2
2
'8 '8 '9 '9 '0
'8
'8
'9
'9
'0
750
250
0
2
2
'8
'8
'9
'9
'0
What do these longitudinal studies actually look like?
38% 4 or more
First, the good news: waves
45%
An increasing percentage of
these longitudinal studies
26%
are truly longitudinal 3 waves
29%
(i.e., more than 2 waves)
36%
2 waves 26%
Now, the bad news: Analytic methods lag VERY FAR behind
‘99 ‘03
Traditional methods 91% 80%
•Repeated measures ANOVA 40% 29%
(no parametric method for change)
‘99 ’03
•Wave-to-wave regression 38% 32%
(e.g., regression of T2 on T1 , T3 on T2) Modern methods 9% 20%
•Separate but parallel analyses 8% 17% • Growth modeling 7% 15%
(ignoring replicate measures over time) • Survival analysis 2% 5%
•“Simplifying” analyses by….
– Setting aside waves 8% 7%
– Combining waves 6% 8%
•Ignoring age-heterogeneity in
sample (even when measurement wave is 6% 9%
surely not the best metric for time)
Comments received this year from two reviewers of a paper that fit individual growth
models to 3 waves of data on vocabulary size among young children:
Reviewer A: Reviewer B:
“I do not understand the statistics used in “The analyses fail to live up to the
this study deeply enough to evaluate their promise…of the clear and cogent
appropriateness. I imagine this is also introduction. I will note as a
true of 99% of the readers of caveat that I entered the field
Developmental Psychology. … Previous before the advent of sophisticated
studies in this area have used simple growth-modeling techniques, and
correlation or regression which provide they have always aroused my
easily interpretable values for the suspicion to some extent. I have
relationships among variables. … In all, tried to keep up and to maintain an
while the authors are to be applauded for open mind, but parts of my review
a detailed longitudinal study, … the may be naïve, if not inaccurate.”
statistics are difficult. … I thus think
Developmental Psychology is not really
the place for this paper.”
What kinds of research questions require longitudinal methods?
Questions about systematic change over time Questions about whether and when events occur
• Espy et al. (2000) studied infant neuro- • South (2001) studied marriage duration.
development. • 3,523 couples.
• 20 infants exposed to cocaine, 20 controls. • Followed for 23 years, until divorce or until the
• Each observed daily for 2 weeks. study ended.
• Infants exposed to cocaine had lower rates of • Couples in which the wife was employed
neuro-development. tended to divorce earlier.
1. How does an infant’s neuro-functioning 1. Does each married couple eventually divorce?
change with time? 2. If so, when are couples most at risk of
2 What’s the rate of development? divorce?
3 How does the rate of development vary by 3. How does the risk of divorce vary by couple
child characteristics? characteristics?
12
Yij 0i 1i ( AGE 11) ij ij
At level-1: Model the 10
DelBeh
8
individual change trajectory,
6 slope for person i
which describes how each (“growth rate”)
1
person’s status depends on time 4
2
residuals for person i,
0
11 12 13 14 15 one for each occasion j
Age
16
14 Level-2 model for level-1 intercepts
At level-2: Model
12 0i 00 01MALE i 0i
inter-individual differences in change,
10
how features of the individual change
DelBeh
Example: Grade of first heterosexual intercourse as a function of early parental transition status (PT)
logit(hazard) logit(hazard)
0 PT=1 0
PT=1 “shift in risk” corresponding to
unit differences in PT
PT=0
-1 -1
PT=0
-2 -2 logit h(tij ) (t j ) 1 PTi
-3 -3
2i
0i 00 0i
Level 2:
1i 10 1i
2i 20 2i
2i 2i
2i
Determining if the time-varying predictor’s effect is constant over time
3 sets of alternative prototypical CES-D trajectories
Assume its effect is constant Allow its effect to vary over time Finalize the model
20 CESD 20 CESD 20 CESD
10 10 10
UNEMP=0 UNEMP=0 UNEMP=0
5 5 5
0 2 4 6 8 10 12 14 0 2 4 6 8 10 12 14 0 2 4 6 8 10 12 14
Months since job loss Months since job loss Months since job loss
Murnane, Boudett & Willett (1999): Empirical growth plots for 2 dropouts
• Used NLSY data to track the wages of
20 20 GED
888 HS dropouts
• Number and spacing of waves varies 15 15
Race
•At dropout, no racial differences in wages
•Racial disparities increase over time
because wages for Blacks increase at a
slower rate
LNW
2.4 White/
Latino
GED receipt
1.8 •Upon GED receipt, wages rise
immediately by 4.2%
9th grade •Post-GED receipt, wages rise annually by
dropouts 5.2% (vs. 4.2% pre-receipt)
1.6
0 2 4 6 8 10
EXPERIENCE
Using time-varying predictors to test competing hypotheses about a predictor’s effect:
Risk of first depression onset: The effect of parental death
Age
Well known
gender effect
Effect of PD coded as TV predictor,
but in two different ways: long-
Age
term & short-term
Is a time-invariant predictor’s effect constant over time?
Risk of discharge from an inpatient psychiatric hospital
2
Foster (2000): 1
•Tracked hospital stay for 174 teens
Days in hospital
Tivnan (1980)
A level-1 logistic model
•Played up to 27 games of Fox ‘n Geese with
17 1st and 2nd graders 19
Yij 1 ( 1iTIMEij )
ij
•A strategy that guarantees victory exists, but it 1 0i e
must be deduced over time
•NMOVES tracks the number of turns a child Familiar level-2 models
takes per game (range 1-20)
•RQ: What trajectories do children follow 0i 00 01 ( READi R E A D ) 0i
when learning the game? 1i 10 11 ( READi R E A D ) 1i
Model A: Model B:
Fitted unconditional logistic Fitted logistic growth trajectories
growth trajectory for children with low and high reading skills
15 15
10 10
Low READ
(-1.58)
5 5
0 0
0 10 20 30 0 10 20 30
Game Game
A limitless array of non-linear trajectories awaits…
Four illustrative possibilities
1 1iTIMEij
Yij i ij Yij 0i e ij
1i TIMEij
Yij i i 0i e
1iTIMEij
Yij i
1
ij ij
( 1i TIMEij 2i TIMEij2 )
Where to go to learn more
www.ats.ucla.edu/stat/examples/alda
MLwiN
Mplus
SPlus
SPSS
Stata
HLM
SAS
Chapter Title
Datasets 1 1 1 1 1 1 1 Table of contents
Ch 1 A framework for investigating change over time
Ch 2 1 1 1 1 1 1 1 Exploring longitudinal data on change
Ch 3 1 1 1 1 1 1 Introducing the multilevel model for change
Ch 4 1 1 1 1 1 Doing data analysis with the multilevel model for change
Ch 5 1 1 1 1 1 1 Treating time more flexibly
Ch 6 1 1 1 1 1 1 Modeling discontinuous and nonlinear change
Ch 7 1 1 1 1 1 Examining the multilevel model’s error covariance structure
Ch 8 1 1 Modeling change using covariance structure analysis
Ch 9 1 1 A framework for investigating event occurrence
Ch 10 1 1 1 Describing discrete-time event occurrence data
Ch 11 1 1 1 1 Fitting basic discrete-time hazard models
Ch 12 1 1 1 Extending the discrete-time hazard model
Ch 13 1 1 1 Describing continuous-time event occurrence data
Ch 14 1 1 1 Fitting the Cox regression model
Ch 15 1 1 1 Extending the Cox regression model