Re: Temporal stability using multilevel modeling

Posted by Andy W on
URL: http://spssx-discussion.165.s1.nabble.com/Temporal-stability-using-multilevel-modeling-tp5736274p5736275.html

I don't have very good answers to your more general question, but just wanted
to comment on the use of AR coefficients as a measure of temporal stability
-- I don't think that is a very good idea. For a few examples, a flat line
would have an AR coefficient of 0 (if the equation had an intercept).
Without an intercept, a flat line would have an AR coefficient of 1. However
an AR coefficient of 1 with an additional error term is a random walk, which
is not mean reverting and so is quite the opposite of stable.

Long story short I don't think AR terms generally map to stability.  



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Andy W
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http://andrewpwheeler.wordpress.com/
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