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Direct linkSong, Hairong; Ferrer, Emilio – Multivariate Behavioral Research, 2012
Dynamic factor models (DFMs) have typically been applied to multivariate time series data collected from a single unit of study, such as a single individual or dyad. The goal of DFMs application is to capture dynamics of multivariate systems. When multiple units are available, however, DFMs are not suited to capture variations in dynamics across…
Descriptors: Bayesian Statistics, Computation, Factor Analysis, Models
