Regime-switching models to study psychological process

Abstract

Many psychological processes are characterized by recurrent shifts between different states. To model these processes at the level of the individual, regime-switching models may prove useful. In this chapter we discuss two of these models: the threshold autoregressive model and the Markov switching autoregressive model. We discuss their main features, and propose estimation methods that can handle missing data. We apply these models to daily affect measurements of an individual diagnosed with rapid cycling bipolar disorder.