Beyond linearity, stability, and equilibrium: The edm package for empirical dynamic modeling and convergent cross-mapping in Stata
Jinjing Li, Michael J Zyphur, George Sugihara, Patrick J Laub
The Stata Journal Promoting communications on statistics and Stata | SAGE PUBLICATIONS INC | Published : 2021
How can social and health researchers study complex dynamic systems that function in nonlinear and even chaotic ways? Common methods, such as experiments and equation-based models, may be ill-suited to this task. To address the limitations of existing methods and offer nonparametric tools for characterizing and testing causality in nonlinear dynamic systems, we introduce the edm command in Stata. This command implements three key empirical dynamic modeling (EDM) methods for time series and panel data: 1) simplex projection, which characterizes the dimensionality of a system and the degree to which it appears to function deterministically; 2) S-maps, which quantify the degree of nonlinearity ..View full abstract
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Awarded by Australian Government through the Australian Research Council's Discovery Projects and Future Fellowship funding scheme
This research was supported partially by the Australian Government through the Australian Research Council's Discovery Projects and Future Fellowship funding scheme (projects DP200100219 and FT140100629). The views expressed herein are those of the authors and are not necessarily those of the Australian Government or Australian Research Council.