1st Order Coordination in Structural Equation Modeling

Jonathan Butner

Structural Equation Modeling is a powerful method for the examination of Dynamical Systems Models.  SEM has the ability to separate out measurement error from structural components of the model.  Thus, through techniques like Latent Change Score (LCS) modeling it can separate out measurement from perturbations and perturbations from the theoretical model of interest.  The greatest limitation right now (IMHO) is that SEM is limited to linear dynamic models.  Importantly linear dynamic models are capable of depicting nonlinear patterns of change through time (e.g. oscillations).  The issue is much more subtle having to do with multistability and moderation.

Coordination

Coordination, specifically, is how two or more variables move together in time. It is best understood by seeing it and hearing it.  So, I have included a bunch of youtube video links - I hope they help.  Commonly, coordination is about how two or more oscillatory processes move together. However, the same idea can be done without oscillations.  This is the logic we follow here. 

Coordination is a stable moving together pattern and thus it implies coupled relationships between variables.  Uncoupled variables can appear coordinated.  However, uncoupled variables are not displaying a stable relationship in that if you perturb one variable that added change does not translate over to the other variables.  In coordination, the perturbations carry through to the other variables as they keep each other in the stable coordinated relationship.

It is through this notion of stability that we are able to identify coordination with the repetition that occurs in oscillatory effects.

Coordination is Many Things

Phase Locking (also known as mode locking) is when the changes in one variable fully carry over to the other variable.
Entrainment is when there are periods of phase-locking like behavior with periods of slippage.  Many social science phenomena are believed to be entrained.

Latent Change Score Modeling

Latent Change Score Modeling (LCS; originally called latent difference score modeling) is a technique created by Jack McArdle that utilizes a series of dummy (sometimes called node) latent variables that exist to enforce a specific meaning to latent constructs.  Consider a very simple regression equation:

Post = b0 +b1(Pre) + e

Where Pre and Post are the same variable at two points in time.  When b1 is equal to one, the residual captures the difference of post minus pre (a difference score).  Latent change score modeling capitalizes on this relationship by fixing certain parameters and laying out a specific architecture of latent constructs so that one of the latent constructs captures that difference.  Unlike making an observed difference, through multiple measures the latent differences can be without measurement error.  For example, in this figure we have Y at three different time points.
Example LCS Figure
The deltas are essentially latent representation of differences between two time points by capturing what remains in the unnamed latent constructs after being predicted by the previous time point with a b coefficient forced to be equal to one. 

It is then possible to build various dynamical systems models by treating these latent changes as the dependent variable in the structural portions of the model.  Any error variances in the structural portion become representations of perturbations while error variances of the epsilons capture measurement error. Notably, the model follows certain rules in what does and does not get variances, error variances, and meanstructure.  There is some flexibility here, but the full extent of what can be done is for another day.

I call models drawn from this approach 1st order dynamical systems models because we are essentially treating a form of first order derivative as the outcome.  The common oscillatory approaches would be 2nd order dynamical systems models because they treat a form of second order derivative (acceleration) as the outcome.  A single 2nd order dynamical system equation implies two first order equations.  So, two coupled 2nd order equations (as is commonly done by Boker and colleagues including my own work) imply four 1st order equations.  Thus, it is possible to link results from different models as capturing different orders of change and understanding how these orders relate (again, for another day).

Putting Coordination and LCS Together

In Butner, Berg, Baucom, & Wiebe (In Press) we illustrate using LCS models to capture coordination.  Through a slight modification of bivariate LCS models, we are able to estimate a series of latent coordinations and differentiate Phase Locking from Entrainment including ratios of phase and the positive or negative relationship.  These models do not require any particular SEM program.  However, they contain a tremendous amount of code duplication.  Essentially the code is repeated for each pair of consecutive time points.  Since our data examples are panel studies with 6 time points, the code is repeated 6 times for each outcome (with the exception of behavioral self control which only has four measures).  Code for all the models discussed in the paper are below.  If you send me an email from a valid email address and your reason for wanting the data (e.g. veracity, learning, teaching), I will send you a link to the datafile.