The bivariate Stable Trait, AutoRegressive Trait, and State (STARTS) model provides a general approach for estimating reciprocal effects between constructs over time. However, previous research has shown that this model is difficult to estimate using the maximum likelihood (ML) method (e.g., nonconvergence). In this article, we introduce a Bayesian approach for estimating the bivariate STARTS model and implement it in the software Stan. We discuss issues of model parameterization and show how appropriate prior distributions for model parameters can be selected. Specifically, we propose the four-parameter beta distribution as a flexible prior distribution for the autoregressive and cross-lagged effects. Using a simulation study, we show that the proposed Bayesian approach provides more accurate estimates than ML estimation in challenging data constellations. An example is presented to illustrate how the Bayesian approach can be used to stabilize the parameter estimates of the bivariate STARTS model.
Original languageEnglish
JournalMultivariate Behavioral Research
ISSN0027-3171
DOIs
Publication statusE-pub ahead of print - 03.2022

    Research areas

  • Methodological research and method development - STARTS model, state-trait models, reciprocal effects, Bayesian methods, Markov Chain Monte Carlo (MCMC) techniques

ID: 1709815