title: Multilevel Models for Intensive Longitudinal Data with Heterogeneous Autoregressive Errors: The Effect of Misspecification and Correction with Cholesky Transformation.
abstract: Intensive longitudinal studies, such as ecological momentary assessment studies using electronic diaries, are gaining popularity across many areas of psychology. Multilevel models (MLMs) are most widely used analytical tools for intensive longitudinal data (ILD). Although ILD often have individually distinct patterns of serial correlation of measures over time, inferences of the fixed effects, and random components in MLMs are made under the assumption that all variance and autocovariance components are homogenous across individuals. In the present study, we introduced a multilevel model with Cholesky transformation to model ILD with individually heterogeneous covariance structure. In addition, the performance of the transformation method and the effects of misspecification of heterogeneous covariance structure were investigated through a Monte Carlo simulation. We found that, if individually heterogeneous covariances are incorrectly assumed as homogenous independent or homogenous autoregressive, MLMs produce highly biased estimates of the variance of random intercepts and the standard errors of the fixed intercept and the fixed effect of a level 2 covariate when the average autocorrelation is high. For intensive longitudinal data with individual specific residual covariance, the suggested transformation method showed lower bias in those estimates than the misspecified models when the number of repeated observations within individuals is 50 or more.
authors.affiliation: Department of Psychology, Sungkyunkwan University Seoul, South Korea.
authors.forename: Seungmin
authors.initials: S
authors.lastname: Jahng
authors.affiliation: Department of Psychological Sciences, University of Missouri Columbia, MO, USA.
authors.forename: Phillip K
authors.initials: PK
authors.lastname: Wood
keywords: Cholesky transformation; heterogeneous autocorrelation; intensive longitudinal data; misspecification; multilevel model