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							                   Trajectory
1. Physics. The path of any body
moving under the action of given
forces . . . especially the curve
described by a projectile in
its flight
through
the air.
[O.E.D.]
      Multimedia
         Physics
         Studios
           Cluster Analysis of Cases

•Cluster analysis of cases
“dissects” a sample into
distinct groups of individuals.
•It takes a sample and makes
a pie chart.
•Clusters are a categorical
variable. Everyone becomes
a 1, 2 or 3.
   – Generally not discovering
     “God-given” categories
   – Constructing a data-based
     typology
                                       2
           Two Good Ways to
Find Distinct Developmental Trajectories
•Muthen2 Growth curve mixture
modeling with MPLUS
•http://www.statmodel.com/index2.html

•Nagin & Jones PROC TRAJ
http://www.ncovr.org/docs/Special_Project/Tr
ajectory/index.htm
Growth Curve Mixture Modeling
        with MPLUS
      Nagin & Jones’ PROC TRAJ
•Free download from Carnegie Mellon.
•Easily installed.
•Runs as a SAS PROC        Two-group logistic model from CM WWW site.

•Produces trajectory
charts automatically
•Parsimonious
•Model published
in Psychological
Methods
(1999, 2001)
•Many studies in
juvenile justice
                         Basic Readings
1.   Helgeson, V.S., et al., Psychological and physical adjustment to breast
     cancer over 4 years: identifying distinct trajectories of change. Health
     psychology : official journal of the Division of Health Psychology, American
     Psychological Association., 2004. 23(1): p. 3-15.

2.   Jones, B.L., D.S. Nagin, and K. Roeder, A SAS Procedure based on mixture
     models for estimating developmental trajectories. Sociological Methods and
     Research, 2001. 29: p. 374-393.

3.   Nagin, D.S., Analyzing developmental trajectories: A semiparametric, group-
     based approach. Psychological Methods, 1999. 4(2): p. 139-157.


                                                                                6
Trajectories
Based on
Continuous
Variables


 J. Child
 Psychology
 & Psychiatry
              Trajectory Analysis
                      vs.
              Longitudinal HLM
           Similar                        Different
                                •   HLM, pre-existing groups
•Individual growth curves
                                •   TRAJ, discover groups
•Model based, within children   •   HLM, confirmatory
& between children
                                •   TRAJ exploratory
•Iterative software             •   HLM, powerful general
•Graphic results, not just p        purpose tool
values                          •   TRAJ, interesting special
                                    purpose tool

                                                         8
              Individual Growth Curves of
                  Continuous Outcome

               Distress of child i at time t
  Distress(i,t) = βi0 + βi1t+ βi2t2 . . .

β0 the intercept, the score at time zero
β1 the linear slope, indicating a constant increase or decrease over time
β2 is the quadratic slope indicating a curve of acceleration or deceleration
Individuals with missing observations can be included
Proc TRAJ goes up to degree 5
        Polynomial Approximation
                  Just a description


•Polynomials can
approximate almost
any shape
•Monte Carlo curves
  •Random betas
  •Time4

                                       10
          How PROC TRAJ Works
•Each child has an observed
trajectory                           75
                                              Hypothetical example:
•Each trajectory has an                                                           2
                                              CBCL = 65 - 3 * Time + 0.4 * Time
approximate model                    70
description                                   Child has 3 numbers  
                                                                   

•Each child is described by                                        
                                     65                            
several numbers               CBCL
•Cases can be sorted into
clusters by the several              60
numbers
•Nagin developed the                 55
statistical theory
•Jones wrote PROC TRAJ
                                     50
software (free download)                  0   1     2    3     4      5       6       7   8 11 9
                                                                   Time
Trajectories Based
 on an Indicator


                     Membership in
                     a delinquent
                     group at a given
                     time (No, Yes)
  Trajectories in Health Psychology


Well-done
example of
trajectory
analysis with
PROC TRAJ
N = 287 women
surviving cancer
Parallel Trajectories Are Less
         Informative


     Scott Holupka & Debra Rog
     VU Washington DC
     Two Examples of
    Trajectory Analysis
•Inattentive ADHD Symptoms in a
High Risk Group N = 267 school
children
•Recurrent Abdominal Pain (RAP)
in children with no medical
diagnosis
             The Average Child?
              Try to Find Them!
•Children, K to 4
                               The average child with ADHD
•243 school children “at risk”
•68% boys                      gets somewhat better over 3 years
•At risk for ADHD
MD diagnosis
Teacher screen or
•Followed 3 years
•Teacher ratings
•Inattentive symptoms
•Six or more is positive

Bickman, Wolraich,
 One size fits none
Lambert & Simmons in
prep
                       ADHD Trajectories (unsuccessful)
                           Only one group resembles the mean
                       9
Inattentive Symptoms


                                       Observed means
                                                          •Clinical chronic 61%
                                                             •Starts clinical (6 or more)
                                       Clinical chronic      •Slight improvement
                       6
                                       61%
                                                          •Clinical improving 30%
                                                             •Starts clinical
                           Model
                       3   (line)          Subclinical       •Remission by 1 year
                                           9%             •Subclinical
                                    Clinical
                                    improving 30%            •Starts normal
                       0                                     •Stays normal
                             0      1   2            3
                                    Years
Children with RAP, Recurrent Abdominal Pain
                                Grand Means Are Deceiving
            50
worse




                       1 standard deviation


            40
                                                   CSI trajectories for entire
                                                   sample (means and standard
                                                   deviations)
CSI Score




            30
                                                   “Children with RAP improve
                                                   briefly then stay the same at a
            20                                     moderate level for 4-5 years.”

                                                   Is that what this chart really
            10
                                                   says? (Note Std Dev)
better




             0                                     Let’s try PROC TRAJ.
                 0        12                  60
                 1.5

                                     Months
 How do we find trajectories?
TRAJPLOT Macro Shows each solution




                                     19
                                             How do we find trajectories?
                                              Best Fit: 2, 3, or 4 Clusters
BIC Bayesian Information Criterion



                                     -2000   Better fit
                                                                                           Bayesian
                                                                                           Information
                                                                                           Criterion
                                                                3                          (BIC)
                                     -2025                                                 values for
                                                                                           CSI models

                                     -2050
                                                                                 CSI
                                             Worse Fit
                                     -2075
                                               1          2     3   4    5    6    7   8
                                                              Number of Trajectories
          How do we find trajectories?
         Rejecting a 4-trajectory solution
Group         Size          Prob.
  1         (21.2%)          .
  2         (67.1%)         0.0004
  3         ( 1.7%)         0.0022Gp 3 tiny
  4         (10.0%)         0.0874Gp 1-Gp 4 nonsig
Four clusters not acceptable because there are not 4 distinct clusters.
In addition, cluster 3 is too small.




Knowing when to stop . . .
    Example of a 3 Group Model
          PROC TRAJ
Group   Parameter   Estimate   Prob > |T|
1       Intercept   15.44068     0.0000
        Linear      -0.68666     0.0002
        Quadratic    0.01047     0.0002

2       Intercept   42.87414    0.0000
        Linear      -2.42765    0.0000
        Quadratic    0.03429    0.0000

3       Intercept   33.74592    0.0000
        Linear       0.65764    0.1630
        Quadratic   -0.00597    0.4160


                                            22
                 Three Common Trajectories for CSI
            50
                                           Observed         •   Long term risk
            40                                              •   Short term risk
                                               Model
                         Long Term Risk: 14%

                                                            •   Low risk
CSI Score




            30

                        Short Term Risk: 15%
            20


            10
                     Low Risk: 71%


             0
                 0 1.5 12                              60   ** p < .01
                               Months                       *** p < .001 one-way ANOVA
Try to Explain the Trajectories with Ordinary Analysis
        (oneway ANOVA, regression, chi2 etc)
                Theory based > Fishing


Comparison of Characteristics by CSI Symptom Trajectory Group
                              Short Term      Long Term
               Low Risk
                                 Risk           Risk
  Variable      N=94                                            F Ratio
                                N=17            N=21
               M (SD)
                               M (SD)          M (SD)

 Child
 Depression    7.72 (5.68)    11.88 (7.33)    14.57 (8.01)      11.65***
 Inventory


 Life Events   5.14 (3.66)    6.88 (4.78)      9.76 (4.42)      12.07***
                                                                   24
OK, Officer,
we’re fishing for
a hypothesis.
We’ll test it with
fresh data.



Like cluster analysis or exploratory factor
analysis, TRAJ needs cross validation

						
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