Skewness and Staging: Does the Floor Effect Induce Bias in Multilevel AR(1) Models?

Multilevel autoregressive models are popular choices for the analysis of intensive longitudinal data in psychology. Empirical studies have found a positive correlation between autoregressive parameters of affective time series and the between-person measures of psychopathology, a phenomenon known as the staging effect . However, it has been argued that such findings may represent a statistical artifact: Although common models assume normal error distributions, empirical data (for instance, measurements of negative affect among healthy individuals) often exhibit the floor effect , that is response distributions with high skewness , low mean, and low variability. In this paper, we investigated whether-and to what extent-the floor effect leads to erroneous conclusions by means of a simulation study. We describe three dynamic models which have meaningful substantive interpretations and can produce floor-effect data. We simulate multilevel data from these models, varying skewness but keeping the autoregressive parameter fixed across individuals, while also varying the number of time points and cases. Analyzing these data with the standard multilevel AR(1) model we found that positive bias only occurs when modeling with random residual variance, whereas modeling with fixed residual variance leads to negative bias. We discuss the implications of our study for data collection and modeling choices.