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date: 25 May 2022

Abstract and Keywords

Modern data collection technologies are providing large data sets, with many repeated observations of many individuals on many variables—and new opportunities for application of analytical techniques that consider individuals as unique, complex, multivariate, dynamic entities. In this chapter we review the conceptual and technical background for dynamic factor analysis and provide a primer for application to multivariate time series data. Step-by-step procedures are illustrated using daily diary data obtained from three women over 100+ days. Specifically, we provide background on and demonstrate (1) formulation of DFA research questions; (2) study design and data collection; (3) variable selection and data pre-processing procedures; (4) the fitting and evaluation of person-specific DFA models; and (5) examination of between-person differences/similarities. We conclude by pointing to some extensions that might be elaborated and used to articulate additional complexities of within-person process.

Keywords: longitudinal, P-technique, dynamic systems, idiographic, ecological momentary assessment

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