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Stephanie T. Lanza Ashley N. Linden-Carmichael Time-Varying Eff ect Modeling for the Behavioral, Social, and Health Sciences Time-Varying Effect Modeling for the Behavioral, Social, and Health Sciences Stephanie T. Lanza Ashley N. Linden-Carmichael Time-Varying Effect Modeling for the Behavioral, Social, and Health Sciences Stephanie T. Lanza Ashley N. Linden-Carmichael Edna Bennett Pierce Prevention Edna Bennett Pierce Prevention Research Center Research Center The Pennsylvania State University The Pennsylvania State University University Park, PA, USA University Park, PA, USA ISBN 978-3-030-70943-3 ISBN 978-3-030-70944-0 (eBook) https://doi.org/10.1007/978-3-030-70944-0 © Springer Nature Switzerland AG 2021 This work is subject to copyright. All rights are reserved by the Publisher, whether the whole or part of the material is concerned, specifically the rights of translation, reprinting, reuse of illustrations, recitation, broadcasting, reproduction on microfilms or in any other physical way, and transmission or information storage and retrieval, electronic adaptation, computer software, or by similar or dissimilar methodology now known or hereafter developed. The use of general descriptive names, registered names, trademarks, service marks, etc. in this publication does not imply, even in the absence of a specific statement, that such names are exempt from the relevant protective laws and regulations and therefore free for general use. The publisher, the authors, and the editors are safe to assume that the advice and information in this book are believed to be true and accurate at the date of publication. Neither the publisher nor the authors or the editors give a warranty, expressed or implied, with respect to the material contained herein or for any errors or omissions that may have been made. The publisher remains neutral with regard to jurisdictional claims in published maps and institutional affiliations. This Springer imprint is published by the registered company Springer Nature Switzerland AG The registered company address is: Gewerbestrasse 11, 6330 Cham, Switzerland For Sadie and Maura, who inspire me every day. STL For Brad, who has offered time-invariant love and support. ANLC Acknowledgments We are incredibly grateful for the support of our many colleagues. We would first like to thank Drs. Runze Li and John Dziak for their key intellectual contributions to time-varying effect modeling, including the development and documentation of the %TVEM SAS macros. We are also grateful to Dr. Gregory Fosco for sharing his FLOW daily diary dataset for use in Chapter 6 and to Dr. Mengya Xia for her assis- tance in analyzing these data. We greatly appreciate our colleagues’ helpful, critical, and encouraging reviews of our chapters along the way, most notably Natalia Van Doren, Dr. Melissa Lippold, and Dr. Scott Graupensberger. We are grateful for the support and brainstorming of our Addiction and Innovative Methods lab team mem- bers—including Anna Hochgraf, Samuel Stull, and Dr. Renee Cloutier. We would also like to thank Amanda Applegate for her meticulous edits and colorful figure- making. Lastly, we would be remiss if we did not acknowledge the constant encour- agement of our colleagues in the College of Health and Human Development and at The Pennsylvania State University more generally; we are grateful to have had such a supportive work environment in which to write this book. vii Contents 1 A Conceptual Introduction to Time- Varying Effect Modeling . . . . . . 1 1.1 What is Time-Varying Effect Modeling? . . . . . . . . . . . . . . . . . . . . . 2 1.1.1 Time-Invariant Covariates vs. Time-Varying Covariates . . . 4 1.1.2 Time-Invariant Effects vs. Time-Varying Effects . . . . . . . . 4 1.2 TVEM as a Simple Extension of Linear Regression . . . . . . . . . . . . 5 1.3 Empirical Example: Age-Varying Associations Between Sexual Minority Status and Suicidal Behavior Across Ages 18–60 . . . . . . 7 1.4 Broader Application of TVEM in Social, Behavioral, and Health Research . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 10 1.5 Structure of This Book . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 11 References . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 14 2 Specifying, Estimating, and Interpreting Time-Varying Effect Models . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 17 2.1 Data Considerations . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 18 2.1.1 Data Coverage Across Time . . . . . . . . . . . . . . . . . . . . . . . . . 18 2.1.2 Types of Data That Can be Analyzed in TVEM . . . . . . . . . 18 2.1.3 Preparing Data for TVEM . . . . . . . . . . . . . . . . . . . . . . . . . . 20 2.2 Estimating Coefficient Functions . . . . . . . . . . . . . . . . . . . . . . . . . . . 20 2.2.1 Two Approaches to Spline Estimation . . . . . . . . . . . . . . . . . 20 2.2.2 Addressing Nonindependence of Repeated Assessments . . 23 2.2.3 TVEM Specification in SAS . . . . . . . . . . . . . . . . . . . . . . . . 24 2.2.4 Weighted Analysis in TVEM . . . . . . . . . . . . . . . . . . . . . . . . 26 2.3 Model Specification: A Progression Through Four Models . . . . . . 26 2.3.1 Model 1: Intercept-Only TVEM . . . . . . . . . . . . . . . . . . . . . 27 2.3.2 Model 2: TVEM With a Main Effect . . . . . . . . . . . . . . . . . . 28 2.3.3 Model 3: TVEM With a Statistical Control Variable . . . . . . 29 2.3.4 Model 4: Time-Varying Moderation . . . . . . . . . . . . . . . . . . 32 2.4 Empirical Example: Age-Varying Association Between Closeness to Mother and Depressive Symptoms . . . . . . . . . . . . . . . 34 ix x Contents 2.4.1 Research Question 1: What is the Mean Level of Depressive Symptoms Across Age in a National Sample of Individuals Followed From Adolescence Through Young Adulthood? . . . . . . . . . . . . . . . . . . . . . . . . . 36 2.4.2 Research Question 2: What is the Age-Varying Association Between Maternal Closeness During Adolescence and Depressive Symptoms Prospectively Through Young Adulthood? . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 39 2.4.3 Research Question 3: Does This Age-Varying Association Differ Between Female and Male Individuals? . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 43 2.4.4 Sample Results Section . . . . . . . . . . . . . . . . . . . . . . . . . . . . 48 References . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 50 3 Generalized Time-Varying Effect Models for Binary and Count Outcomes . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 51 3.1 Part I. Generalized TVEM to Model Binary Outcomes . . . . . . . . . . 52 3.1.1 Example: Age-Varying Prevalence of Past-Year Hypertension and Associations With Sex and Racial/Ethnic Group . . . . . . . . . . . . . . . . . . . . . . . . . . . 55 3.1.2 Research Question 1: What is the Overall Estimated Prevalence of Past-Year Hypertension Across Ages 18–80?. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 57 3.1.3 Research Question 2: How Does the Age-Varying Prevalence of Past-Year Hypertension Differ by Sex and by Racial/Ethnic Group? At What Ages are There Significant Group Differences? . . . . . . . . . 61 3.1.4 Research Question 3: Do Sex and Racial/Ethnic Group Interact to Predict Past-Year Hypertension? (In Other Words, Do Racial/Ethnic Group Differences in Hypertension Across Age Differ by Sex?) . . . . . . . . . . . . 68 3.1.5 Sample Results Section . . . . . . . . . . . . . . . . . . . . . . . . . . . . 73 3.2 Part II. Generalized TVEM to Model Count Outcomes . . . . . . . . . 74 3.2.1 Example: Mean Typical Number of Drinks and Associations With Sex and Racial/Ethnic Group Across Age . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 76 3.2.2 Research Question 1: What is the Age-Varying Mean Number of Drinks Consumed on a Typical Drinking Occasion in the Past Year, Across Ages 18–35?. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 77 3.2.3 Research Question 2: What are the Age-Varying Differences in the Mean Typical Number of Drinks per Drinking Occasion Consumed in the Past Year by Sex and by Racial/Ethnic Group? . . . . . . . . . . . . . . . . . . 80 Contents xi 3.2.4 Research Question 3: Is there an Interaction Between Sex and Racial/Ethnic Group in Predicting Mean Typical Number of Drinks Consumed per Drinking Occasion in the Past Year? . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 85 3.2.5 Sample Results Section . . . . . . . . . . . . . . . . . . . . . . . . . . . . 90 References . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 92 4 Time-Varying Effect Modeling to Study Age-Varying Associations . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 93 4.1 Examining Differences in Associations Across Age Using TVEM . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 93 4.1.1 Research Questions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 94 4.2 Method . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 95 4.2.1 Sample . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 95 4.2.2 Measures . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 95 4.2.3 Statistical Analysis . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 95 4.3 Results . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 97 4.3.1 Research Question 1: What are the Estimated Prevalence Rates of Past-Year Generalized Anxiety Disorder and Past-Year Major Depressive Disorder Across Ages 18–65? . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 97 4.3.2 Research Question 2: How Does the Association Between Past-Year MDD and Past-Year GAD Change Across Continuous Age? . . . . . . . . . . . . . . . . . . . . . . . . . . . 98 4.3.3 Research Question 3: How Does the Association Between Sex and GAD Change Across Continuous Age? . . . . . . . . . 100 4.3.4 Research Question 4: How Does Sex Moderate, Across Age, the Association Between Past-Year GAD and Past- Year MDD? (In Other Words, How Does the Sex Difference in the Association Between GAD and MDD Differ Across Age?) . . . . . . . . . . 101 4.4 Conclusions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 103 References . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 103 5 Time-Varying Effect Modeling to Study Historical Change . . . . . . . . 105 5.1 Examining Differences in Associations Across Historical Time Using TVEM . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 105 5.1.1 Research Questions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 106 5.2 Method . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 107 5.2.1 Sample . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 107 5.2.2 Measures . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 107 5.2.3 Statistical Analysis . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 108 5.3 Results . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 109 xii Contents 5.3.1 Research Question 1: What are the Historical Time Trends From 1990 to 2017 in the Prevalence of High School Seniors Who Perceive Cigarette Smoking as High Risk and in the Prevalence of Seniors Who Report Recent Cigarette Use? . . . . . . . . . . . . . . . . . . . . . . . 109 5.3.2 Research Question 2: How Do Associations Between Recent Cigarette Use and (a) Sex and (b) Perceived Risk Associated With Cigarette Smoking Change From 1990 to 2017 Among High School Seniors? . . . . . . . 110 5.3.3 Research Question 3: How Does Sex Moderate, Across Historical Time, the Association Between Perceived Risk of Cigarette Smoking and Recent Cigarette Use? . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 114 5.4 Conclusions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 116 References . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 116 6 Time-Varying Effect Modeling for Intensive Longitudinal Data . . . . 117 6.1 TVEM for Intensive Longitudinal Data . . . . . . . . . . . . . . . . . . . . . . 117 6.2 Current Study . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 119 6.3 Method . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 120 6.3.1 Participants and Procedure . . . . . . . . . . . . . . . . . . . . . . . . . . 120 6.3.2 Measures . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 121 6.3.3 Statistical Analysis . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 121 6.4 Results . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 123 6.4.1 Research Question 1: How Does the Mean Level of Interparental Conflict Fluctuate Across Days Relative to a Reported Interparental Conflict Event (a) Without Controlling for and (b) While Controlling for Interparental Conflict Events on Other Days? . . . . . . . . 123 6.4.2 Research Question 2: How Do Associations Between Level of Interparental Conflict and (a) Baseline Family Income, (b) Baseline Interparental Love, and (c) Daily Level of Parent-Child Conflict Vary Across Days Relative to a Reported Interparental Conflict Event After Controlling for Interparental Conflict Events on Other Days? . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 125 6.4.3 Research Question 3: Do Family Income and Interparental Love Moderate the Association Between Daily Level of Parent-Child Conflict and Daily Level of Interparental Conflict Across Days Relative to a Reported Interparental Conflict Event After Controlling for Other Interparental Conflict Events on Other Days? . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 128 6.5 Conclusions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 129 References . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 131

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