{"id":"https://openalex.org/W2027721964","doi":"https://doi.org/10.1080/10705510902751432","title":"State-Space Modeling of Dynamic Psychological Processes via the Kalman Smoother Algorithm: Rationale, Finite Sample Properties, and Applications","display_name":"State-Space Modeling of Dynamic Psychological Processes via the Kalman Smoother Algorithm: Rationale, Finite Sample Properties, and Applications","publication_year":2009,"publication_date":"2009-04-15","ids":{"openalex":"https://openalex.org/W2027721964","doi":"https://doi.org/10.1080/10705510902751432","mag":"2027721964"},"language":"en","primary_location":{"id":"doi:10.1080/10705510902751432","doi":"https://doi.org/10.1080/10705510902751432","is_oa":false,"landing_page_url":"https://doi.org/10.1080/10705510902751432","pdf_url":null,"source":{"id":"https://openalex.org/S78020522","display_name":"Structural Equation Modeling A Multidisciplinary Journal","issn_l":"1070-5511","issn":["1070-5511","1532-8007"],"is_oa":false,"is_in_doaj":false,"is_core":true,"listed_in":["abdc-a","anvur-class-a","anvur-scientific","cwts-core","dongbi-c","erih-plus","jufo-1","ki-jl-1","norway-2","poland-140","russia-white-list-1","vabb-shw"],"host_organization":"https://openalex.org/P4310320547","host_organization_name":"Taylor & Francis","host_organization_lineage":["https://openalex.org/P4310320547","https://openalex.org/P4310320449"],"host_organization_lineage_names":["Taylor & Francis","Informa"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Structural Equation Modeling: A Multidisciplinary Journal","raw_type":"journal-article"},"volume":null,"type":"article","is_traditional":true,"indexed_in":["crossref"],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5017586613","display_name":"Hairong Song","orcid":"https://orcid.org/0000-0001-5164-2159","observed_orcids":["https://orcid.org/0000-0001-5164-2159"]},"institutions":[{"id":"https://openalex.org/I2803209242","display_name":"University of California System","ror":"https://ror.org/00pjdza24","country_code":"US","type":"education","lineage":["https://openalex.org/I2803209242"]},{"id":"https://openalex.org/I84218800","display_name":"University of California, Davis","ror":"https://ror.org/05rrcem69","country_code":"US","type":"education","lineage":["https://openalex.org/I84218800"]}],"countries":["US"],"is_corresponding":false,"raw_author_name":"Hairong Song","raw_affiliation_strings":["University of California","a  University of California ,  Davis"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"University of California","institution_ids":["https://openalex.org/I2803209242"]},{"raw_affiliation_string":"a  University of California ,  Davis","institution_ids":["https://openalex.org/I84218800"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5083429126","display_name":"Emilio E. Ferrer","orcid":"https://orcid.org/0000-0001-7520-046X","observed_orcids":["https://orcid.org/0000-0001-7520-046X"]},"institutions":[{"id":"https://openalex.org/I2803209242","display_name":"University of California System","ror":"https://ror.org/00pjdza24","country_code":"US","type":"education","lineage":["https://openalex.org/I2803209242"]},{"id":"https://openalex.org/I84218800","display_name":"University of California, Davis","ror":"https://ror.org/05rrcem69","country_code":"US","type":"education","lineage":["https://openalex.org/I84218800"]}],"countries":["US"],"is_corresponding":false,"raw_author_name":"Emilio Ferrer","raw_affiliation_strings":["University of California","a  University of California ,  Davis"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"University of California","institution_ids":["https://openalex.org/I2803209242"]},{"raw_affiliation_string":"a  University of California ,  Davis","institution_ids":["https://openalex.org/I84218800"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":2,"corresponding_author_ids":[],"corresponding_institution_ids":[],"apc_list":null,"apc_paid":null,"fwci":2.6768,"has_fulltext":false,"cited_by_count":25,"citation_normalized_percentile":{"value":0.88924282,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":88,"max":98},"biblio":{"volume":"16","issue":"2","first_page":"338","last_page":"363"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10467","display_name":"Psychometric Methodologies and Testing","score":0.4805000126361847,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T10467","display_name":"Psychometric Methodologies and Testing","score":0.4805000126361847,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T13283","display_name":"Mental Health Research Topics","score":0.4480000138282776,"subfield":{"id":"https://openalex.org/subfields/3205","display_name":"Experimental and Cognitive Psychology"},"field":{"id":"https://openalex.org/fields/32","display_name":"Psychology"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T10243","display_name":"Statistical Methods and Bayesian Inference","score":0.030700000002980232,"subfield":{"id":"https://openalex.org/subfields/2613","display_name":"Statistics and Probability"},"field":{"id":"https://openalex.org/fields/26","display_name":"Mathematics"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/state-space-models","display_name":"state-space model","score":0.9350000023841858},{"id":"https://openalex.org/keywords/kalman-smoother","display_name":"Kalman smoother","score":0.8149999976158142},{"id":"https://openalex.org/keywords/expectation-maximization-algorithm","display_name":"expectation-maximization algorithm","score":0.7639999985694885},{"id":"https://openalex.org/keywords/finite-sample-properties","display_name":"finite sample properties","score":0.9750000238418579},{"id":"https://openalex.org/keywords/common-factors","display_name":"common factors","score":0.8059999942779541},{"id":"https://openalex.org/keywords/daily-affect","display_name":"daily affect","score":0.6060000061988831},{"id":"https://openalex.org/keywords/dating-couples","display_name":"dating couples","score":0.675000011920929},{"id":"https://openalex.org/keywords/multivariate-time-series","display_name":"multivariate time series","score":0.7009999752044678}],"concepts":[{"id":"https://openalex.org/C157286648","wikidata":"https://www.wikidata.org/wiki/Q846780","display_name":"Kalman filter","level":2,"score":0.7235636115074158},{"id":"https://openalex.org/C143724316","wikidata":"https://www.wikidata.org/wiki/Q312468","display_name":"Series (stratigraphy)","level":2,"score":0.6262672543525696},{"id":"https://openalex.org/C72434380","wikidata":"https://www.wikidata.org/wiki/Q230930","display_name":"State space","level":2,"score":0.5921666622161865},{"id":"https://openalex.org/C11413529","wikidata":"https://www.wikidata.org/wiki/Q8366","display_name":"Algorithm","level":1,"score":0.5624684691429138},{"id":"https://openalex.org/C19499675","wikidata":"https://www.wikidata.org/wiki/Q232207","display_name":"Monte Carlo method","level":2,"score":0.5397821664810181},{"id":"https://openalex.org/C52918065","wikidata":"https://www.wikidata.org/wiki/Q230945","display_name":"State-space representation","level":2,"score":0.5185985565185547},{"id":"https://openalex.org/C155512373","wikidata":"https://www.wikidata.org/wiki/Q287450","display_name":"Residual","level":2,"score":0.5009527206420898},{"id":"https://openalex.org/C182081679","wikidata":"https://www.wikidata.org/wiki/Q1275153","display_name":"Expectation\u2013maximization algorithm","level":3,"score":0.49849557876586914},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.4719521105289459},{"id":"https://openalex.org/C161584116","wikidata":"https://www.wikidata.org/wiki/Q1952580","display_name":"Multivariate statistics","level":2,"score":0.4415897727012634},{"id":"https://openalex.org/C10879293","wikidata":"https://www.wikidata.org/wiki/Q726474","display_name":"Factor analysis","level":2,"score":0.4199712872505188},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.4161669611930847},{"id":"https://openalex.org/C155702961","wikidata":"https://www.wikidata.org/wiki/Q5318975","display_name":"Dynamic factor","level":2,"score":0.4153049886226654},{"id":"https://openalex.org/C198531522","wikidata":"https://www.wikidata.org/wiki/Q485146","display_name":"Sample (material)","level":2,"score":0.414673388004303},{"id":"https://openalex.org/C106487976","wikidata":"https://www.wikidata.org/wiki/Q685816","display_name":"Matrix (chemical analysis)","level":2,"score":0.4138444662094116},{"id":"https://openalex.org/C105795698","wikidata":"https://www.wikidata.org/wiki/Q12483","display_name":"Statistics","level":1,"score":0.3894127309322357},{"id":"https://openalex.org/C49781872","wikidata":"https://www.wikidata.org/wiki/Q1045555","display_name":"Maximum likelihood","level":2,"score":0.1998317539691925},{"id":"https://openalex.org/C185592680","wikidata":"https://www.wikidata.org/wiki/Q2329","display_name":"Chemistry","level":0,"score":0.0},{"id":"https://openalex.org/C192562407","wikidata":"https://www.wikidata.org/wiki/Q228736","display_name":"Materials science","level":0,"score":0.0},{"id":"https://openalex.org/C43617362","wikidata":"https://www.wikidata.org/wiki/Q170050","display_name":"Chromatography","level":1,"score":0.0},{"id":"https://openalex.org/C159985019","wikidata":"https://www.wikidata.org/wiki/Q181790","display_name":"Composite material","level":1,"score":0.0},{"id":"https://openalex.org/C151730666","wikidata":"https://www.wikidata.org/wiki/Q7205","display_name":"Paleontology","level":1,"score":0.0},{"id":"https://openalex.org/C86803240","wikidata":"https://www.wikidata.org/wiki/Q420","display_name":"Biology","level":0,"score":0.0}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.1080/10705510902751432","doi":"https://doi.org/10.1080/10705510902751432","is_oa":false,"landing_page_url":"https://doi.org/10.1080/10705510902751432","pdf_url":null,"source":{"id":"https://openalex.org/S78020522","display_name":"Structural Equation Modeling A Multidisciplinary Journal","issn_l":"1070-5511","issn":["1070-5511","1532-8007"],"is_oa":false,"is_in_doaj":false,"is_core":true,"listed_in":["abdc-a","anvur-class-a","anvur-scientific","cwts-core","dongbi-c","erih-plus","jufo-1","ki-jl-1","norway-2","poland-140","russia-white-list-1","vabb-shw"],"host_organization":"https://openalex.org/P4310320547","host_organization_name":"Taylor & Francis","host_organization_lineage":["https://openalex.org/P4310320547","https://openalex.org/P4310320449"],"host_organization_lineage_names":["Taylor & Francis","Informa"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Structural Equation Modeling: A Multidisciplinary Journal","raw_type":"journal-article"}],"best_oa_location":null,"sustainable_development_goals":[],"study_designs":[],"awards":[],"funders":[{"id":"https://openalex.org/F4320306076","display_name":"National Science Foundation","ror":"https://ror.org/021nxhr62"}],"has_content":{"grobid_xml":false,"pdf":false},"content_urls":null,"referenced_works_count":45,"referenced_works":["https://openalex.org/W415541256","https://openalex.org/W1486034269","https://openalex.org/W1509685104","https://openalex.org/W1512957588","https://openalex.org/W1522735768","https://openalex.org/W1553697283","https://openalex.org/W1963718895","https://openalex.org/W1972508593","https://openalex.org/W1978894823","https://openalex.org/W1978990971","https://openalex.org/W1995372796","https://openalex.org/W1998487261","https://openalex.org/W2001185033","https://openalex.org/W2006734837","https://openalex.org/W2006763260","https://openalex.org/W2018363676","https://openalex.org/W2034611068","https://openalex.org/W2037839800","https://openalex.org/W2049633694","https://openalex.org/W2078586423","https://openalex.org/W2082068808","https://openalex.org/W2083402998","https://openalex.org/W2090361493","https://openalex.org/W2096338546","https://openalex.org/W2105934661","https://openalex.org/W2112819836","https://openalex.org/W2126231666","https://openalex.org/W2132768834","https://openalex.org/W2147269409","https://openalex.org/W2161326254","https://openalex.org/W2281162510","https://openalex.org/W2304172671","https://openalex.org/W2313953460","https://openalex.org/W2477104229","https://openalex.org/W2487963267","https://openalex.org/W2571446175","https://openalex.org/W2947626232","https://openalex.org/W2961565984","https://openalex.org/W3020967475","https://openalex.org/W3125096521","https://openalex.org/W4210616753","https://openalex.org/W4229539396","https://openalex.org/W4248200375","https://openalex.org/W4285719527","https://openalex.org/W4307492541"],"related_works":["https://openalex.org/W4407245271","https://openalex.org/W3042614787","https://openalex.org/W1991020641","https://openalex.org/W7099289176","https://openalex.org/W1985206964","https://openalex.org/W2948265156","https://openalex.org/W3124795371","https://openalex.org/W3121525220","https://openalex.org/W2130894835","https://openalex.org/W4405387528"],"abstract_inverted_index":{"This":[0],"article":[1],"presents":[2],"a":[3,49,132],"state-space":[4],"modeling":[5],"(SSM)":[6],"technique":[7,116],"for":[8,77,92],"fitting":[9],"process":[10],"factor":[11,61],"analysis":[12],"models":[13],"directly":[14],"to":[15,25,119],"raw":[16],"data.":[17],"The":[18,83],"Kalman":[19],"smoother":[20],"via":[21],"the":[22,35,40,58,98,111,115],"expectation-maximization":[23],"algorithm":[24],"obtain":[26],"maximum":[27],"likelihood":[28],"parameter":[29],"estimates":[30,41,59,84,104],"is":[31,53,117],"used.":[32],"To":[33,109],"examine":[34],"finite":[36],"sample":[37],"properties":[38],"of":[39,60,85,100,113],"in":[42,131],"SSM":[43,114],"when":[44],"common":[45],"factors":[46],"are":[47],"involved,":[48],"Monte":[50],"Carlo":[51],"study":[52],"conducted.":[54],"Results":[55],"indicate":[56],"that":[57],"loading":[62],"matrix,":[63,65],"transition":[64],"and":[66,74,79,107],"unique":[67],"variances":[68,88],"were":[69,89],"asymptotically":[70],"normal,":[71],"accurate,":[72],"precise,":[73],"robust,":[75],"especially":[76],"moderate":[78],"long":[80],"time":[81,94],"series.":[82],"state":[86],"residual":[87],"positively":[90],"biased":[91],"shorter":[93],"series,":[95],"but":[96],"as":[97],"length":[99],"series":[101],"increased,":[102],"these":[103],"became":[105],"accurate":[106],"precise.":[108],"illustrate":[110],"application":[112],"applied":[118],"empirical":[120],"multivariate":[121],"time-series":[122],"data":[123],"on":[124],"daily":[125],"affect":[126],"collected":[127],"from":[128],"2":[129],"individuals":[130],"dating":[133],"couple.":[134]},"counts_by_year":[{"year":2026,"cited_by_count":1},{"year":2024,"cited_by_count":2},{"year":2019,"cited_by_count":1},{"year":2017,"cited_by_count":2},{"year":2016,"cited_by_count":4},{"year":2015,"cited_by_count":1},{"year":2014,"cited_by_count":5},{"year":2013,"cited_by_count":3},{"year":2012,"cited_by_count":5}],"updated_date":"2026-11-07T11:25:07.637180","created_date":"2016-06-24T00:00:00"}