The study of intraindividual differences by means of dynamic factor models: Rationale, implementation, and interpretation.

Abstract

Study of reactive elements of behavior such as those responsible for mood disorder, arousal, and impulsivity often requires use of statistical models that involve time-bound relationships. P. C. M. Molenaar (1985) prposed the dynamic factor model for the analysis of multivariate repeated data. Conducting dynamic factor analyses using traditional structural equation programs is difficult because specification of such models involves extensive programming data manipulation and hand calculation to conduct such a time series analysis. This article outlines the dynamic factor model in terms of path diagrams and provides three SAS® macros that make specifying and conducting analyses easy

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