title: Using Raw VAR Regression Coefficients to Build Networks can be Misleading.
abstract: Many questions in the behavioral sciences focus on the causal interplay of a number of variables across time. To reveal the dynamic relations between the variables, their (auto- or cross-) regressive effects across time may be inspected by fitting a lag-one vector autoregressive, or VAR(1), model and visualizing the resulting regression coefficients as the edges of a weighted directed network. Usually, the raw VAR(1) regression coefficients are drawn, but we argue that this may yield misleading network figures and characteristics because of two problems. First, the raw regression coefficients are sensitive to scale and variance differences among the variables and therefore may lack comparability, which is needed if one wants to calculate, for example, centrality measures. Second, they only represent the unique direct effects of the variables, which may give a distorted picture when variables correlate strongly. To deal with these problems, we propose to use other VAR(1)-based measures as edges. Specifically, to solve the comparability issue, the standardized VAR(1) regression coefficients can be displayed. Furthermore, relative importance metrics can be computed to include direct as well as shared and indirect effects into the network.
authors.affiliation: a Faculty of Psychology and Educational Sciences, KU Leuven.
authors.forename: Kirsten
authors.initials: K
authors.lastname: Bulteel
authors.affiliation: a Faculty of Psychology and Educational Sciences, KU Leuven.
authors.forename: Francis
authors.initials: F
authors.lastname: Tuerlinckx
authors.affiliation: b Institute for Psychology, Humboldt University of Berlin.
authors.forename: Annette
authors.initials: A
authors.lastname: Brose
authors.affiliation: a Faculty of Psychology and Educational Sciences, KU Leuven.
authors.forename: Eva
authors.initials: E
authors.lastname: Ceulemans
mesh_terms: D003627:Data Interpretation, Statistical; D003866:Depressive Disorder / Q000175:diagnosis / Q000523:psychology; D005260:Female; D006801:Humans; D012044:Regression Analysis; D013997:Time Factors; D055815:Young Adult
keywords: Network modeling; regression analysis; relative importance; standardization; vector autoregressive modeling