Clustering Individuals on Limited Features of a Vector Autoregressive Model. (29th October 2021)

• Record Type: Journal Article
• Authors: Takano, Keisuke; Stefanovic, Mina; Rosenkranz, Tabea; Ehring, Thomas
• Is Part Of: Multivariate behavioral research. Volume 56:Number 5(2021)
• Page Start: 768
• Page End: 786
• Publication Date: 2021-10-29
• Subjects: Vector autoregressive model -- emotion dynamics -- clustering -- experience sampling method; Psychometrics -- Periodicals; Psychology, Experimental -- Periodicals; Psychology, Experimental; Psychometrics; Periodicals; 150.15195
• DOI: 10.1080/00273171.2020.1767532
• Languages: English
• ISSNs: 0027-3171

Abstract

Abstract: Dynamical interplays in emotions have been investigated using vector autoregressive (VAR) models, whose estimates can be used to cluster participants into unknown groups. The present study evaluated a clustering algorithm, the alternating least square (ALS) algorithm, for accuracy in predicting individual group membership. We systematically manipulated (a) the number of variables in a model, (b) the size of group differences in regression coefficients, and (c) the number of regression coefficients that vary across the groups (i.e., effective features). The ALS algorithm works reliably when there are at least 5 effective features with very large group differences in a 5-variable model; and 9 effective features with very large group differences in a 10-variable model. These findings suggest that the ALS algorithm is sensitive to group differences that are present only in several coefficients of a VAR model, but that the group differences have to be large. We also found that the ALS algorithm outperforms another clustering method, Gaussian mixture modeling. The ALS algorithm was further evaluated with unbalanced sample sizes between groups and with a greater number of groups in data (Study 2). A real data application was provided to illustrate how to interpret the detected group differences (Study 3).