Bootstrap Sampling Distribution for the Elements of the Matrix of Lagged Coefficients Over a Specific Time Interval or a Range of Time Intervals

This function generates a bootstrap method sampling distribution for the elements of the matrix of lagged coefficients \(\boldsymbol{\beta}\) over a specific time interval \(\Delta t\) or a range of time intervals using the first-order stochastic differential equation model drift matrix \(\boldsymbol{\Phi}\).

Usage

BootBeta(phi, phi_hat, delta_t, ncores = NULL, tol = 0.01)

Arguments

phi

List of numeric matrices. Each element of the list is a bootstrap estimate of the drift matrix (\(\boldsymbol{\Phi}\)).

phi_hat

Numeric matrix. The estimated drift matrix (\(\hat{\boldsymbol{\Phi}}\)) from the original data set. phi_hat should have row and column names pertaining to the variables in the system.

delta_t

Numeric. Time interval (\(\Delta t\)).

ncores

Positive integer. Number of cores to use. If ncores = NULL, use a single core. Consider using multiple cores when number of replications R is a large value.

tol

Numeric. Smallest possible time interval to allow.

Value

Returns an object of class ctmedboot which is a list with the following elements:

call

Function call.

args

Function arguments.

fun

Function used ("BootBeta").

output

A list with length of length(delta_t).

Each element in the output list has the following elements:

est

Estimated elements of the matrix of lagged coefficients.

thetahatstar

A matrix of bootstrap elements of the matrix of lagged coefficients.

Details

See Total().

References

Bollen, K. A. (1987). Total, direct, and indirect effects in structural equation models. Sociological Methodology, 17, 37. doi:10.2307/271028

Deboeck, P. R., & Preacher, K. J. (2015). No need to be discrete: A method for continuous time mediation analysis. Structural Equation Modeling: A Multidisciplinary Journal, 23 (1), 61–75. doi:10.1080/10705511.2014.973960

Ryan, O., & Hamaker, E. L. (2021). Time to intervene: A continuous-time approach to network analysis and centrality. Psychometrika, 87 (1), 214–252. doi:10.1007/s11336-021-09767-0

See also

Other Continuous Time Mediation Functions: BootBetaStd(), BootIndirectCentral(), BootMed(), BootMedStd(), BootTotalCentral(), DeltaBeta(), DeltaBetaStd(), DeltaIndirectCentral(), DeltaMed(), DeltaMedStd(), DeltaTotalCentral(), Direct(), DirectStd(), ExpCov(), ExpMean(), Indirect(), IndirectCentral(), IndirectStd(), MCBeta(), MCBetaStd(), MCIndirectCentral(), MCMed(), MCMedStd(), MCPhi(), MCPhiSigma(), MCTotalCentral(), Med(), MedStd(), PosteriorBeta(), PosteriorIndirectCentral(), PosteriorMed(), PosteriorTotalCentral(), Total(), TotalCentral(), TotalStd(), Trajectory()

Author

Ivan Jacob Agaloos Pesigan

Examples

if (FALSE) { # \dontrun{
library(bootStateSpace)
# prepare parameters
## number of individuals
n <- 50
## time points
time <- 100
delta_t <- 0.10
## dynamic structure
p <- 3
mu0 <- rep(x = 0, times = p)
sigma0 <- matrix(
  data = c(
    1.0,
    0.2,
    0.2,
    0.2,
    1.0,
    0.2,
    0.2,
    0.2,
    1.0
  ),
  nrow = p
)
sigma0_l <- t(chol(sigma0))
mu <- rep(x = 0, times = p)
phi <- matrix(
  data = c(
    -0.357,
    0.771,
    -0.450,
    0.0,
    -0.511,
    0.729,
    0,
    0,
    -0.693
  ),
  nrow = p
)
sigma <- matrix(
  data = c(
    0.24455556,
    0.02201587,
    -0.05004762,
    0.02201587,
    0.07067800,
    0.01539456,
    -0.05004762,
    0.01539456,
    0.07553061
  ),
  nrow = p
)
sigma_l <- t(chol(sigma))
## measurement model
k <- 3
nu <- rep(x = 0, times = k)
lambda <- diag(k)
theta <- 0.2 * diag(k)
theta_l <- t(chol(theta))

boot <- PBSSMOUFixed(
  R = 10L, # use at least 1000 in actual research
  path = getwd(),
  prefix = "ou",
  n = n,
  time = time,
  delta_t = delta_t,
  mu0 = mu0,
  sigma0_l = sigma0_l,
  mu = mu,
  phi = phi,
  sigma_l = sigma_l,
  nu = nu,
  lambda = lambda,
  theta_l = theta_l,
  ncores = NULL, # consider using multiple cores
  seed = 42
)
phi_hat <- phi
colnames(phi_hat) <- rownames(phi_hat) <- c("x", "m", "y")
phi <- extract(object = boot, what = "phi")

# Specific time interval ----------------------------------------------------
BootBeta(
  phi = phi,
  phi_hat = phi_hat,
  delta_t = 1
)

# Range of time intervals ---------------------------------------------------
boot <- BootBeta(
  phi = phi,
  phi_hat = phi_hat,
  delta_t = 1:5
)
plot(boot)
plot(boot, type = "bc") # bias-corrected

# Methods -------------------------------------------------------------------
# BootBeta has a number of methods including
# print, summary, confint, and plot
print(boot)
summary(boot)
confint(boot, level = 0.95)
print(boot, type = "bc") # bias-corrected
summary(boot, type = "bc")
confint(boot, level = 0.95, type = "bc")
} # }