Discrepancy Analysis of State Sequences

Abstract

In this article, the authors define a methodological framework for analyzing the relationship between state sequences and covariates. Inspired by the principles of analysis of variance, this approach looks at how the covariates explain the discrepancy of the sequences. The authors use the pairwise dissimilarities between sequences to determine the discrepancy, which makes it possible to develop a series of statistical significance–based analysis tools. They introduce generalized simple and multifactor discrepancy-based methods to test for differences between groups, a pseudo- R2 for measuring the strength of sequence-covariate associations, a generalized Levene statistic for testing differences in the within-group discrepancies, as well as tools and plots for studying the evolution of the differences along the time frame and a regression tree method for discovering the most significant discriminant covariates and their interactions. In addition, the authors extend all methods to account for case weights. The scope of the proposed methodological framework is illustrated using a real-world sequence data set.