DTVEM-RE: A Hierarchical Random-Effects Extension of the Differential Time-Varying Effect Model for Person-Specific Multi-Lag Estimation in Intensive Longitudinal Data
The Differential Time-Varying Effect Model (DTVEM) of Jacobson et al. (2019) is a popular tool for finding the best time lag in intensive longitudinal data, but it assumes everyone shares the same lag structure. The original authors named fixing this as future work, and it clashes with the premise of modern clinical research, which is that people differ. We present DTVEM-RE, an extension that lets each person have their own lag coefficients, with two versions of the confirmatory step: a discrete-time hierarchical Bayesian VAR in Stan, which pools across people and gives calibrated uncertainty, and a continuous-time per-person Ornstein-Uhlenbeck model in ctsem, which handles unevenly space...
| Authors | Amartya Bhattacharya |
|---|---|
| Primary category | cs.LG |
| Published | 12 June 2026 |
| Last updated at source | 12 June 2026 |
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