Title Page
ABSTRACT
국문 초록
Contents
CHAPTER 1. INTRODUCTION 20
CHAPTER 2. THEORETICAL BACKGROUND 24
2.1. Intensive Longitudinal Data (ILD) 24
2.2. Latent State-Trait (LST) Theory 25
2.3. The Random Intercept Model 27
2.4. The Linear Growth Model 29
2.5. Dynamic Structural Equation Modeling 31
2.6. Autoregressive Effects in Growth Model 32
2.7. Bayesian Estimation 33
2.8. Previous Studies 35
2.9. Purpose of the Study 37
CHAPTER 3. METHOD 39
3.1. Monte Carlo Simulation 39
3.2. Simulation Conditions 39
3.3. Evaluation Criteria 44
3.3.1. Convergence 44
3.3.2. Bias 44
3.3.3. Mean Squared Error (MSE) 45
3.3.4. Coverage 45
3.3.5. PSR 46
3.3.6. DIC 47
CHAPTER 4. RESULTS 48
4.1. Study 1 48
4.1.1. Convergence 48
4.1.2. Bias 59
4.1.3. MSE 71
4.1.4. Coverage 83
4.1.5. PSR and DIC 95
4.2. Study 2 102
4.2.1. Convergence 102
4.2.2. Bias 113
4.2.3. MSE 125
4.2.4. Coverage 137
4.2.5. PSR and DIC 149
CHAPTER 5. CONCLUSION 156
REFERENCES 162
APPENDICES 169
A. Tables of bias, MSE, and coverage when N=50 in Study 1 169
B. Tables of bias, MSE, and coverage when N=200 in Study 1 206
C. Tables of bias, MSE, and coverage when N=50 in Study 2 243
D. Tables of bias, MSE, and coverage when N=200 in Study 2 262
Table 1. Previous Studies 36
Table 2. Modeling direction of this study 38
Table 3. Conditions of simulation study 42
Table 4. Convergence (when N=50 and missing rate 0% in Study 1) 49
Table 5. Convergence (when N=50 and missing rate 10% in Study 1) 50
Table 6. Convergence (when N=50 and missing rate 20% in Study 1) 51
Table 7. Convergence (when N=200 and missing rate 0% in Study 1) 52
Table 8. Convergence (when N=200 and missing rate 10% in Study 1) 53
Table 9. Convergence (when N=200 and missing rate 20% in Study 1) 54
Table 10. Bias (mean of intercept, missing rate 0% in Study 1) 60
Table 11. Bias (mean of intercept, missing rate 10% in Study 1) 61
Table 12. Bias (mean of intercept, missing rate 20% in Study 1) 62
Table 13. Bias (variance of intercept, missing rate 0% in Study 1) 64
Table 14. Bias (variance of intercept, missing rate 10% in Study 1) 65
Table 15. Bias (variance of intercept, missing rate 20% in Study 1) 66
Table 16. Bias (effect of x, missing rate 0% in Study 1) 68
Table 17. Bias (effect of x, missing rate 10% in Study 1) 69
Table 18. Bias (effect of x, missing rate 20% in Study 1) 70
Table 19. MSE (mean of intercept, missing rate 0% in Study 1) 72
Table 20. MSE (mean of intercept, missing rate 10% in Study 1) 73
Table 21. MSE (mean of intercept, missing rate 20% in Study 1) 74
Table 22. MSE (variance intercept, missing rate 0% in Study 1) 76
Table 23. MSE (variance intercept, missing rate 10% in Study 1) 77
Table 24. MSE (variance intercept, missing rate 20% in Study 1) 78
Table 25. MSE (effect of x, missing rate 0% in Study 1) 80
Table 26. MSE (effect of x, missing rate 10% in Study 1) 81
Table 27. MSE (effect of x, missing rate 20% in Study 1) 82
Table 28. Coverage (mean of intercept, missing rate 0% in Study 1) 84
Table 29. Coverage (mean of intercept, missing rate 10% in Study 1) 85
Table 30. Coverage (mean of intercept, missing rate 20% in Study 1) 86
Table 31. Coverage (variance of intercept, missing rate 0% in Study 1) 88
Table 32. Coverage (variance of intercept, missing rate 10% in Study 1) 89
Table 33. Coverage (variance of intercept, missing rate 20% in Study 1) 90
Table 34. Coverage (effect of x, missing rate 0% in Study 1) 92
Table 35. Coverage (effect of x, missing rate 10% in Study 1) 93
Table 36. Coverage (effect of x, missing rate 20% in Study 1) 94
Table 37. PSR and DIC (when N=50 and missing rate 0% in Study 1) 96
Table 38. PSR and DIC (when N=50 and missing rate 10% in Study 1) 97
Table 39. PSR and DIC (when N=50 and missing rate 20% in Study 1) 98
Table 40. PSR and DIC (when N=200 and missing rate 0% in Study 1) 99
Table 41. PSR and DIC (when N=200 and missing rate 10% in Study 1) 100
Table 42. PSR and DIC (when N=200 and missing rate 20% in Study 1) 101
Table 43. Convergence (when N=50 and missing rate 0% in Study 2) 103
Table 44. Convergence (when N=50 and missing rate 10% in Study 2) 104
Table 45. Convergence (when N=50 and missing rate 20% in Study 2) 105
Table 46. Convergence (when N=200 and missing rate 0% in Study 2) 106
Table 47. Convergence (when N=200 and missing rate 10% in Study 2) 107
Table 48. Convergence (when N=200 and missing rate 20% in Study 2) 108
Table 49. Bias (mean of intercept, missing rate 0% in Study 2) 114
Table 50. Bias (mean of intercept, missing rate 10% in Study 2) 115
Table 51. Bias (mean of intercept, missing rate 20% in Study 2) 116
Table 52. Bias (variance of intercept, missing rate 0% in Study 2) 118
Table 53. Bias (variance of intercept, missing rate 10% in Study 2) 119
Table 54. Bias (variance of intercept, missing rate 20% in Study 2) 120
Table 55. Bias (effect of x, missing rate 0% in Study 2) 122
Table 56. Bias (effect of x, missing rate 10% in Study 2) 123
Table 57. Bias (effect of x, missing rate 20% in Study 2) 124
Table 58. MSE (mean of intercept, missing rate 0% in Study 2) 126
Table 59. MSE (mean of intercept, missing rate 10% in Study 2) 127
Table 60. MSE (mean of intercept, missing rate 20% in Study 2) 128
Table 61. MSE (variance of intercept, missing rate 0% in Study 2) 130
Table 62. MSE (variance of intercept, missing rate 10% in Study 2) 131
Table 63. MSE (variance of intercept, missing rate 20% in Study 2) 132
Table 64. MSE (effect of x, missing rate 0% in Study 2) 134
Table 65. MSE (effect of x, missing rate 10% in Study 2) 135
Table 66. MSE (effect of x, missing rate 20% in Study 2) 136
Table 67. Coverage (mean of intercept, missing rate 0% in Study 2) 138
Table 68. Coverage (mean of intercept, missing rate 10% in Study 2) 139
Table 69. Coverage (mean of intercept, missing rate 20% in Study 2) 140
Table 70. Coverage (variance of intercept, missing rate 0% in Study 2) 142
Table 71. Coverage (variance of intercept, missing rate 10% in Study 2) 143
Table 72. Coverage (variance of intercept, missing rate 20% in Study 2) 144
Table 73. Coverage (effect of x, missing rate 0% in Study 2) 146
Table 74. Coverage (effect of x, missing rate 10% in Study 2) 147
Table 75. Coverage (effect of x, missing rate 20% in Study 2) 148
Table 76. PSR and DIC (when N=50 and missing rate 0% in Study 2) 150
Table 77. PSR and DIC (when N=50 and missing rate 10% in Study 2) 151
Table 78. PSR and DIC (when N=50 and missing rate 20% in Study 2) 152
Table 79. PSR and DIC (when N=200 and missing rate 0% in Study 2) 153
Table 80. PSR and DIC (when N=200 and missing rate 10% in Study 2) 154
Table 81. PSR and DIC (when N=200 and missing rate 20% in Study 2) 155
Figure 1. Single level random intercept model 28
Figure 2. Multilevel random intercept model 28
Figure 3. Single level linear latent growth curve model 30
Figure 4. Multilevel linear latent growth curve model 30
Figure 5. Single level random intercept model with autoregressive effects 40
Figure 6. Multilevel random intercept model with autoregressive effects 40
Figure 7. Single level linear latent growth curve model with autoregressive effects 41
Figure 8. Multilevel linear latent growth curve model with autoregressive effects 41
Figure 9. Convergence (missing rate 0% in Study 1) 56
Figure 10. Convergence (missing rate 10% in Study 1) 57
Figure 11. Convergence (missing rate 20% in Study 1) 58
Figure 12. Convergence (missing rate 0% in Study 2) 110
Figure 13. Convergence (missing rate 10% in Study 2) 111
Figure 14. Convergence (missing rate 20% in Study 2) 112