Creates a matrix of scatterplots for diagnosing antedependence structure.
The upper triangle shows ordinary scatterplots of Y[i] vs Y[j].
The lower triangle shows PRISM plots: residuals from regressing Y[i] and Y[j]
on the intervenor variables Y[i+1], ..., Y[j-1].
Usage
plot_prism(
y,
time_labels = NULL,
pch = 20,
cex = 0.6,
col_upper = "steelblue",
col_lower = "firebrick",
main = "PRISM Diagnostic Plot"
)Arguments
- y
Numeric matrix with n_subjects rows and n_time columns.
- time_labels
Optional character vector of time point labels. Default uses column names or "T1", "T2", etc.
- pch
Point character for scatterplots. Default 20 (filled circle).
- cex
Point size. Default 0.6.
- col_upper
Color for upper triangle plots. Default "steelblue".
- col_lower
Color for lower triangle (PRISM) plots. Default "firebrick".
- main
Overall title. Default "PRISM Diagnostic Plot".
Details
Under an antedependence model of order p, the partial correlation between
Y[i] and Y[j] given the intervenors should be zero when |i-j| > p.
This means PRISM plots in the lower triangle should show no association
for lags greater than p.
Interpretation:
Upper triangle: Shows marginal associations between time points
Lower triangle (PRISM): Shows conditional associations after removing effects of intervenor variables
If AD(1) holds: Only the first sub-diagonal of lower triangle should show association
If AD(2) holds: First two sub-diagonals should show association
References
Zimmerman, D. L. and Nunez-Anton, V. (2009). Antedependence Models for Longitudinal Data. CRC Press. Chapter 2.
See also
partial_corr for numerical partial correlations