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. Author manuscript; available in PMC: 2014 Mar 1.
Published in final edited form as: Psychol Methods. 2012 Nov 12;18(1):1–14. doi: 10.1037/a0030639

Table 1.

Alternative Covariance Structures for Group Effects in Dynamic Group Models, Shown for Four Time Points

Name Structure for Σu Description
Fully Banded (Toeplitz)A1,B1
σu2[1abca1abba1acba1]
One parameter is estimated for each time lag; the correlation of the group effects one time point apart is a, two time points apart is b, three time points apart is c, etc.
Stabilizing Banded (SB)B2
σu2[1abba1abba1abba1]
Assumes the over-time correlation for the group effects stabilizes at a set value at a particular distance in time, here shown to stabilize at lag 2 to the value b.
Compound Symmetric (CS)B3
σu2[1aaaa1aaaa1aaaa1]
Assumes that the over-time correlation for the group effects, a, is the same at every time lag.
First-Order Autoregressive (AR)A3
σu2[1ρρ2ρ3ρ1ρρ2ρ2ρ1ρρ3ρ2ρ1]
Assumes that the over-time correlation for the group effects decays exponentially toward zero with the time lag, i.e., the autocorrelation is ρd where d is the distance in time between assessments.
First-Order Autoregressive Moving Average (ARMA)A2
σu2[1γγργρ2γ1γγργργ1γγρ2γργ1]
As above, assumes that the over-time correlation for the group effects decays rapidly toward zero in accordance with the autoregressive and moving average parameters ρ and γ.

Note. Structures that share the same superscript letter (A or B) are nested in their covariance parameters. More restricted structures have higher numbers (e.g., the AR structure, A3, is nested within the ARMA structure, A2, as well as the Toeplitz structure, A1).