Time Delay Embedding Increases Estimation Precision of Models of Intraindividual Variability

Autor/inn/en	von Oertzen, Timo; Boker, Steven M.
Titel	Time Delay Embedding Increases Estimation Precision of Models of Intraindividual Variability
Quelle	In: Psychometrika, 75 (2010) 1, S.158-175 (18 Seiten) PDF als Volltext Verfügbarkeit
Sprache	englisch
Dokumenttyp	gedruckt; online; Zeitschriftenaufsatz
ISSN	0033-3123
DOI	10.1007/s11336-009-9137-9
Schlagwörter	Instructional Effectiveness; Computation; Simulation; Data Analysis; Models; Time Factors (Learning); Bias; Equations (Mathematics) + Suchen Sie Ihr Suchwort? Unterrichtserfolg; Simulation program; Simulationsprogramm; Auswertung; Analogiemodell; Equations; Mathematics; Gleichungslehre
Abstract	This paper investigates the precision of parameters estimated from local samples of time dependent functions. We find that "time delay embedding," i.e., structuring data prior to analysis by constructing a data matrix of overlapping samples, increases the precision of parameter estimates and in turn statistical power compared to standard independent rows of panel data. We show that the reason for this effect is that the sign of estimation bias depends on the position of a misplaced data point if there is no a priori knowledge about initial conditions of the time dependent function. Hence, we reason that the advantage of time delayed embedding is likely to hold true for a wide variety of functions. We support these conclusions both by mathematical analysis and two simulations. (Contains 3 tables, 6 figures, and 1 footnote.) (As Provided).
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Erfasst von	ERIC (Education Resources Information Center), Washington, DC
Update	2017/4/10