Explained Variance and Intraclass Correlation in a Two-Level AR(1) Model

J. Jongerling*, H. Hoijtink

*Corresponding author for this work

Research output: Contribution to journalArticleScientificpeer-review

Abstract

The total variance of a first-order autoregressive AR(1) time series is well known in time series literature. However, despite the increased use and interest in two-level AR(1) models, an equation for the total variance of these models does not exist. This paper presents an approximation of this total variance. It will be used to compute the unexplained and explained variance at each level of the model, the proportion of explained variance, and the intraclass correlation (ICC). The use of these variances and the ICC will be illustrated using an example concerning structured diary data about the positive affect of 96 married women.

Original languageEnglish
Pages (from-to)403-415
Number of pages13
JournalMultivariate Behavioral Research
Volume52
Issue number4
DOIs
Publication statusPublished - 4 Jul 2017
Externally publishedYes

Keywords

  • Bayesian Statistics
  • dynamic modeling
  • multilevel modeling
  • other topics
  • time series analysis

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