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DTVEM-RE: A Hierarchical Random-Effects Extension of the Differential Time-Varying Effect Model for Person-Specific Multi-Lag Estimation in Intensive Longitudinal Data

arXiv cs.LG · 18h ago Cached

This paper presents DTVEM-RE, a hierarchical random-effects extension of the Differential Time-Varying Effect Model that estimates person-specific multi-lag coefficients via Hamiltonian Monte Carlo in Stan, addressing a limitation of the original DTVEM which assumed a single group-level lag structure. Simulation and empirical results demonstrate recovery of between-person variance and improvements over hierarchical and non-hierarchical baselines.

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