Abstract
The paper first discusses the autoregressive latent trajectory (ALT) model and presents in detail its improved version, the continuous-time autoregressive latent trajectory (CALT) model. Next, serious problems related to the linear components in the ALT and CALT models are dealt with. As an alternative for the linear component, the first-order derivative in a second-order stochastic differential equation model is proposed. This is applied to Marital Satisfaction data, collected in four consecutive years (2002–2005). It is pointed out that the first-order derivative as explanatory variable has none of the problems associated with the linear component.
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The author thanks Manuel Völkle and two anonymous reviewers for their valuable comments to an earlier version of this paper.
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Oud, J.H.L. Second-order stochastic differential equation model as an alternative for the ALT and CALT models. AStA Adv Stat Anal 94, 203–215 (2010). https://doi.org/10.1007/s10182-010-0131-4
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DOI: https://doi.org/10.1007/s10182-010-0131-4