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Comment
. 2019 Apr 2;116(14):6544-6545.
doi: 10.1073/pnas.1818033116. Epub 2019 Mar 19.

A squared standard error is not a measure of individual differences

Ellen L Hamaker  1 , Oisín Ryan  2
Affiliations
Comment

A squared standard error is not a measure of individual differences

Ellen L Hamaker et al. Proc Natl Acad Sci U S A. .
No abstract available

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Conflict of interest statement

The authors declare no conflict of interest.

Figures

Fig. 1.
Fig. 1.
Each cell in the data matrix contains a bivariate observation for person i at occasion t, with i = 1, …, N and t = 1, …, T. The right-hand margin contains intraindividual correlations per person, ri.. The variance of this consists of (i) the variance of the true intraindividual correlations, ρi. (i.e., random effect), and (ii) the variance of sampling error, ri.−ρi.. The latter goes to zero as the number of occasions, T, increases. The bottom margin contains the cross-sectional correlation estimates per occasion, r.t. Under the assumption of stationarity (ρ.t = ρ..), the variance of this consists of sampling error variance only and will go to zero as the number of individuals, N, increases.
Fig. 2.
Fig. 2.
The effect of sample size (number of persons, N, and number of time points, T) on the distributions of (i) intraindividual correlation estimates, ri. (pink), and (ii) cross-sectional correlation estimates, r.t (blue). For simplicity, the cross-sectional correlation and the average within-person correlation are both 0.5; the dashed density represents the random effect (i.e., true individual differences in intraindividual correlation). As sample size increases, sampling variance goes to 0 so that (i) the pink distribution coincides with the true dashed density, and (ii) the blue distribution becomes increasingly narrow. The var(ri.)/var(r.t) ratio changes from 2.62 to 5.21 to 17.
See this image and copyright information in PMC

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References

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