The aim of this study was to compare the small sample (N = 1, 3, 5, 10, 15) performance of a Bayesian multivariate vector autoregressive (BVAR-SEM) time series model relative to frequentist power and parameter estimation bias. A multivariate autoregressive model was developed based on correlated autoregressive time series vectors of varying…

Structural equation models are commonly used to estimate relationships between latent variables. Almost universally, the fitted models specify that these relationships are linear in form. This assumption is rarely checked empirically, largely for lack of appropriate diagnostic techniques. This article presents and evaluates two procedures that can…

Latent difference score models (e.g., McArdle & Hamagami, 2001) are extended to include effects from prior changes to subsequent changes. This extension of latent difference scores allows for testing hypotheses where recent changes, as opposed to recent levels, are a primary predictor of subsequent changes. These models are applied to…

Researchers often have expectations that can be expressed in the form of inequality constraints among the parameters of a structural equation model. It is currently not possible to test these so-called informative hypotheses in structural equation modeling software. We offer a solution to this problem using M"plus." The hypotheses are…