Psychol ogi cal Met hods

1999, Vol . i. No. 2, 139-157

Cop yr i ght 1999 by the Amer i can Psychological Associ at i on, I nc.
1082-989X/99/$.VOO
Analyzing Developmental Trajectories: A Semiparametric,
Group-Based Approach
Daniel S. Nagin
Carnegie Mel l on Un i ver s i t y
A devel opmental trajectory describes the course of a b ehavi or over age or time. A
group-based method for i denti fyi ng distinctive groups of individual trajectories
w i t h i n the popul ati on and for pr ofi l i ng the characteristics of group members is
demonstrated. Such clusters mi ght i ncl ude groups of "increasers." "decreasers,"
and "no changers." Sui tab l y defi ned pr ob ab i l i t y di st r i b ut i ons are used to handl e 3
data typescount, b i nar y, and psychometr i c scale data. Four capab ilities are dem-
onstrated: (a) the capab i l i ty to i dent i fy rather than assume di sti ncti ve groups of
trajectories, (b ) the capab i l i t y to esti mate the proportion of the popul at i on fol l owi ng
each such trajectory group, (c) the capab i l i t y to relate group memb ership probabil-
ity to i n di vi dua l characteristics and circumstances, and (d) the capab i l i t y to use the
gr oup memb er shi p prob ab i l i ti es for var i ous other purposes such as creati ng profiles
of group members.
Over the past decade, major advances have been
made i n methodology for anal yzi ng i ndi vi dual -l evel
developmental trajectories. The two mai n branches of
methodol ogy are hi er a r c hi c a l model i ng ( Br yk &
Raudenb ush, 1987, 1992; Goldstein, 1995) and l atent
curve anal ysi s (McArdle & Epstein, 1987; Meredith
&Ti sak, 1990;Muthen, 1989; Wi l l et t & Sayer, 1994).
These advanced methods allow researchers to move
beyond the use of ad hoc categorization procedures
for constructing developmental trajectories.
Al though these two classes of methodology differ
in very important respects, they also have important
c o mmo n a l i t i es ( Ma c Ca l l um, Ki m, Ma l a r ke y , &
Ki ec o l t -Gl a s er , 1997; Mut h en & Cur r an, 1997;
Raudenb us h, in press; Wi l l ett & Sayer, 1994). For the
purposes of this article, one is key: Both model the
This work was supported by National Science Foundation
Grant SBR-9511412 and by the National Consortium for
Vi ol ence Research. 1 t hank Robert Brame, Lisa Broidy, Pat-
r i ck Cur r an, Kenneth Dodge, Laura Dugan, Anne Gar vi n,
Don Lynam, Steve Raudenb ush, Kat hr yn Roeder, Robert
Siegler, and Larry Wasserman for hel pful comments on
previous versi ons of thi s article.
Correspondence concer ni ng thi s article should be ad-
dressed to Daniel S. Nagi n, H. John Hei nz III School of
Public Policy & Management, Carnegie Mellon University,
Pi ttsb ur gh, Penns yl vani a 15213.
unconditional and conditional population distrib ution
of growth curves based on conti nuous distrib ution
funct i ons. Uncondi ti onal models estimate two key
features of the popul at i on di s t r i b ut i on of growth
curve parameterstheir mean and covariance struc-
ture. The former defines average growth wi t hi n the
population, and the latter calibrates the variances of
growth throughout the popul ati on. The conditional
models are designed to explain this variab ility by re-
l ati ng growth parameters to one or more explanatory
variables.
This article demonstrates a distinct semiparametric,
group-based approach for modeling developmental
trajectories. The model i ng strategy is intended to pro-
vide a fl exi b l e and easily applied approach for iden-
t i fyi ng di sti ncti ve clusters of i ndi vi dual trajectories
wi t hi n the population and for profiling the character-
istics of i ndi vi dual s wi t hi n the clusters. Usi ng mix-
tures of sui tab l y defined prob ab i l i ty distrib utions, the
method i denti fi es di sti ncti ve groups of developmental
trajectories wi t hi n the popul ati on (Land & Nagi n,
1996; Nagi n, Harrington, & Moffitt, 1995; Nagin &
Land, 1993; Nagin & Tremblay, in press; Roeder,
Lynch, & Nagi n, in press). Thus, whereas the hierar-
chical and latent curve methodologies model popula-
tion var i ab i l i t y i n growth wi t h mul t i var i at e cont i nuous
distribution functions, the group-based approach uses
a mul t i nomi al modeling strategy and is designed to
139
140 NAGI N
i dent i fy relatively homogeneous clusters of develop-
mental trajectories.
The group-based model i ng strategy demonstrated
in t hi s article is presaged in the work of Ri ndskopf
(1990). Ri nds kopf' s methodology i s f ul l y nonpara-
metric. It is designed for anal ys i s of repeated mea-
sur ements of di chotomous response dat a. The re-
peated mea s ur ement s may come i n the for m of
responses to a series of test i t ems or, al ter nati vel y, in
the form of panel data. Ri ndskopf' s method is de-
signed to i denti fy di s t i nct groups of response se-
quences across sampled i ndi vi dual s . The method de-
scribed here expands on Ri ndskopf' s i nnovat i ve work
in several i mpor tant respectsit increases the variety
of response variab les to whi ch a group-based model-
ing strategy can be applied, it provides a basis for
l i nki ng group memb er shi p prob ab ility to r el evant in-
di vi dual -l evel characteristics, and it describes a for-
mal approach for deter mi ni ng the opti mal n umb er of
groups.
Rati onal e for a Group-Based Modeling Strategy
Before di s cus s i ng the t echni cal feat ur es of the
model, I b ri efl y speak to the under l yi ng rationale for
a group-based modeling strategy. There is a long tra-
di ti on in psychology of group-based theorizing about
devel opment. Exampl es i ncl ude theories of personal-
ity devel opment (Caspi, 1998), drug use (Kandel ,
1975), l ear ni ng (Holyoak & Spel l man, 1993), l an-
guage and conceptual development (Mar kman, 1989),
devel opment of prosocial b ehavi ors such as al t r ui s m,
and devel opment of anti soci al b ehaviors such as de-
l i n quen c y (Loeber, 1991; Moffi t t , 1993; Patterson,
DeBaryshe, & Ramsey, 1989). This group-based ap-
proach is well suited to anal yzi ng questions ab out
devel opmental trajectories t hat are i nher ent l y cat-
egoricaldo certain types of people tend to have dis-
t i nct i ve devel opmental trajectori es?
For example, Moffi t t (1993) and Patterson et al.
(1989) have argued that early onset of del i nquency is
a di st i nct i ve feature of the devel opment trajectories of
chr oni cal l y cr i mi nal and antisocial adul ts but not of
i n di vi dua l s whose offendi ng is l i mi ted to thei r ado-
lescence. The group-based model i ng strategy can test
whether the devel opmental trajectories predicted by
the theories are actual l y present in the popul ati on. It
can also be used to test key predictions such as wheth-
er the chronic trajectory is t ypi fi ed by an earlier onset
of del i nquent b ehavi or than the adolescent l i mi ted tra-
jectory. In contrast, because hierarchical and l at ent
curve modeling assume a conti nuous distrib ution of
trajectories wi t hi n the popul ati on, these methods are
not designed to i dent i fy di s t i nct cl usters of trajecto-
ries. Rather they are designed to describe how pat-
t er ns of gr owt h vary c o n t i n uo us l y t hr oughout the
popul ati on. As a resul t, it is awkwar d to use these
methods to address research quest i ons that contrast
di s t i nc t categories of developmental trajectories.
The group-based modeling approach assumes that
the population is composed of a mi xt ur e of di sti nct
groups defined by their developmental trajectories.
The assumpti on t hat the popul ati on is composed of
di sti nct groups is not l i kel y l i t er al l y correct. Unl i ke
biological or physi cal phenomena, in whi ch popula-
ti ons may be composed of actual l y di s t i nct groups
such as di ffer ent types of ani mal or pl ant species,
popul ati on differences in developmental trajectories
of b ehavior are un l i kel y to reflect such b r i ght-l i ne
di ffer ences ( a l t hough biology has a long tr adi ti on of
debates concer ni ng cl assi fi cati on; see Appel, 1987).
To be sure, taxonomic theories predict di ffer ent tra-
jectories of devel opment across sub popul ati ons, but
the purpose of such taxonomies is gener al l y to draw
at t ent i on to di ffer ences in the causes and conse-
quences of different developmental trajectories wi t hi n
the popul ati on rather than to suggest that the popula-
tion is composed of l i t er al l y di sti nct groups. In thi s
respect, devel opment al toxonomies are analogous to
prototypal di agnosti c cl assi fi cati ons i n c l i ni c a l psy-
chology. U n l i ke classical classifications, prototypal
cl assi fi cati ons acknowl edge fuzzi ness i n classifica-
t i on, employ polythetic diagnostic criteria, and recog-
ni ze wi t hi n-gr oup var i ati on in the prevalence and se-
ver i t y of symptoms (Cantor & Genero, 1986; Widiger
& Frances, 1985).
The group-based modeling strategy is prototypal in
design and provides a methodological complement to
theories that predict prototypal devel opmental etiolo-
gies and trajectories w i t h i n the popul ati on. The mod-
el i n g str ategy e xp l i c i t l y recogni zes uncer t ai nt y i n
group membership, al l ows an exami nat i on of the im-
pact of mul t i pl e factors on prob ab i l i ty of group mem-
bership, and anoi nt s no set of factors as necessary and
suffi ci ent i n deter mi ni ng group memb er shi p. Wi t h
t hi s approach the basic elements of taxonomi c theo-
ries can be directly tested: Are the r el at i vel y homo-
geneous devel opment al tr ajector i es and eti ol ogi es
predicted by the theory act ual l y present in the popu-
l at i on?
In so doing, the method provides an al ternati ve to
usi ng assi gnment r ul es based on sub jecti ve categori-
ANALYZI NG DEVELOPMENTAL TRAJECTORIES 141
zation criteria to construct categories of developmen-
tal trajectories. Although such assignment rules are
gener a l l y reasonable, there are l i mi t at i ons and pi tfal l s
attendant to t hei r use. One is that the existence of the
various developmental trajectories that under l i e the
taxonorni c theory cannot be tested; they must be as-
s umed a pr i or i . A r el ated p i t f a l l of c on s t r uc t i n g
groups wi t h sub jecti ve classification procedures is
overfillingcreation of trajectory groups that reflect
only random var i ati on. Second, ex ante specified rules
provide no basis for cal i b rati ng the precision of i ndi -
vi dual cl assi fi cati ons to the various groups that com-
pose th;: taxonomy. The semiparametric, group-based
method presented in t hi s article avoids each of these
l i mi tati ons. It provides a formal basis for determining
the numb er of groups that best fi t s the data and also
provides an explicit metric, the posterior prob ab ility
of group membership, for eval uat i ng the precision of
group assi gnments.
Data and Three I l l ustrati ve Examples
Thr oughout, key methodological poi nts are i l l us -
trated wi t h fi ndi ngs from the anal ysi s of two wel l -
known l ongi t udi nal studies. One is the Cambridge
Study of Del i nquent Development, whi ch tracked a
sample of 41 1 Br i t i sh males from a working-class
area of London. Data collection began in 1961-62,
when most of the boys were age 8. Cr i mi nal i nvol ve-
ment is measured by conviction for cr i mi nal offenses
and i s avai l ab l e for al l i n di vi dua l s i n the sample
through age 32, wi t h the exception of the 8 i ndi vi du-
als who died prior to this age. Between ages 10 and 32
a wea l t h of data was assembled on each i ndi vi dua l ' s
psychological makeup, fa mi l y ci rcumstances i ncl ud-
ing parental b ehaviors, and performance in school and
wor k. For a complete discussion of the data set, see
Farrington and West (1990).
The other data set is from a prospective l ongi tudi -
nal study based in Montreal, Canada. This study has
been tracki ng 1,037 White males of French ancestry.
Participants were selected in 1984 from kindergarten
classes in low-socioeconomic-status Montreal neigh-
borhoods. Following the assessment at age 6, the boys
and other i nfor mant s were i nt er vi ewed a n n ua l l y from
ages 10 to 18. Like the Cambridge study, assessments
were made on a wi de range of factors. Among these is
physi cal aggression, whi ch was measured on the basis
of teacher r ati ngs usi ng the Social Behavior Question-
nai re ( Tr emb l a y, Des mar ai s -Ger vai s , Ga gnon, &
Charl eb oi s, 1987). The boys were rated on three
i tems: ki c ki ng, b i t i ng, and hi t t i ng other chi l dr en;
fi ghti ng wi t h other chi l dren; and b ul l yi ng and i nt i mi -
dating other children. See Tremblay et al. for fur ther
details on t hi s study.
Figures 1, 2, and 3 show the results of trajectory
analyses based on these two data sets. The software
used to esti mate these models is a customized SAS
procedure that was developed wi th the SAS product
SAS/TOOLKIT. The procedure, whi ch is cur r entl y
availab le for the PC pl atform only, is a program writ-
ten in the C programming l anguage and is designed to
interface wi t h the SAS system to perform model fit-
ti ng. It accommodates mi ssi ng data. Thus, i ndi vi dual s
wi th incomplete assessment histories do not have to
be dropped from the analysis. Also, time between
assessment peri ods does not have to b e e qua l l y
spaced, and assessment periods do not have to be
identical across participants. The software, whi ch is
easily used and incorporated i nto the standard SAS
package, is avai l ab l e on request and is described in
detail in Jones, Nagi n, and Roeder (1998).
Figure 1 displays the results of the anal ysi s of the
Cambridge data. The response variab le in this anal y-
sis is a count, the numb er of convi cti ons for each
2-year period from ages 10 to 31 years. The solid lines
represent actual b ehavior, and the dashed l i nes repre-
sent predicted b ehavior.
1
Three groups were i denti -
fied: A group called "the never convicted" was com-
posed of respondents who, but for a few i ndi vi dual s
wi t h a si ngl e convi ct i on, were not convicted through-
out the observation period. This group accounts for an
estimated 71 % of the sampled popul ati on. A second
group of i ndi vi dual s who ceased thei r offending (as
measured by conviction) by their early 20s was la-
beled "adolescent limited" after Moffitt (1993). This
group is estimated to constitute 22% of the popula-
tion. Fi nal l y, a chronic group was identified and is
estimated to make up 7% of the popul ati on. I ndi vi du-
1
Predicted b ehavior is calculated as the expected val ue of
the random variab le depi cti ng each group' s b ehavior. Ex-
pected values are computed based on model coeffi ci ent es-
timates. For the appl i cati on depicted in Figure !, t hi s ex-
p ec t a t i on e qua l s t he a n t i l o g of Equa t i o n 1. For t he
appl i cati on depicted in Figure 2, it is calculated according to
the r el a t i ons hi p provided in footnote 4. For the appl i cat i on
depicted in Figure 3, it equals the b i nomi al prob ab i l i ty as
computed by Equati on 3. Actual b ehavi or is computed as
the mean b ehavior of all persons assigned to the vari ous
groups i denti fi ed in esti mati on. As described hereinafter,
the assi gnments are based on the posterior prob ab ility of
group memb ershi p.
142 NAGI N
2.5 4
- Never-actual
-Never-pred.
-Adol. Limited-actual
-Adol. Limited-pred.
-Chronic-actual
- Chronic-pred.
10 12 14 16 18 20 22 24 26 28
Age
Figure I . Trajectories of numb er of convi ct i ons (Cambridge sample). Adol. = adolescent; pred. = predicted.
30
als in this group offended at a hi gh level thr oughout
i he observation period.
Figure 2 displays r esul ts based on the Montreal
data. In this anal ysi s the response vari ab l e was a psy-
chometric scale of physi cal aggression. A four-group
model was found to best fit the data. A group called
"nevers" is composed of i ndi vi dua l s who never dis-
play physi cal l y aggressive behavior to any sub stanti al
degree. This group is estimated to make up about 15%
of the sample popul ati on. A second group that con-
sti tutes about 50% of the popul ati on is best labeled
"low-level desisters." At age 6 boys in this group
di spl ayed modest levels of physical aggression, but by
age 10 they had largely desisted. A thi rd group, con-
s t i t ut i ng about 30% of the popul ati on, was labeled
' ' hi gh-l evel near desisters." This group started off
scoring hi gh on physi cal aggression at age 6 but by
age 15 scored far lower. Not wi t hst andi ng thi s marked
decl i ne, at age 15 they continued to display a modest
level of physical aggression. Fi nal l y, there is a small
chronic group, consti tuti ng ab out 5% of the popula-
t i on, who displayed high levels of physical aggression
thr oughout the observation period.
Figure 3 displays another variant of the analysis of
the physi cal aggression data. For thi s analysis the ag-
gression data for each assessment period was trans-
formed from an intensity scale over the interval 0 to 6
to a binary indicator equal to 1 if the i ndi vi dual dis-
played any evidence of physi cal aggression in that
period (i.e., if his score was greater than 0). Such a
symptom indicator variab le is an example of b i nary
dataa type of data that is widely analyzed in the
social sciences. It is also the type of data Rindskopf s
group-based method was designed to analyze. Three
symptom trajectories are depicted in Figure 3. One
group, const i t ut i ng about 20% of the popul at i on,
never displayed any symptoms. This group is the
counterpart of the nevers in Figure 2. A second group
i ncl udes about 50% of the popul ati on. It started off
wi t h a fairly high probability of di spl ayi ng symptoms
of physical aggression, ab out .6, but thi s probability
declined rapidly to near 0 by age 15. The final group,
whi ch is estimated to account for about 30% of the
population, began wi t h a prob ab ility of physi cal ag-
gression that is onl y modestly hi gher than that of the
second group, but the sub sequent rate of decline was
ANALYZI NG DEVELOPMENTAL TRAJECTORIES 143
- Never-actual
Never-pred.
- Low desister-actual
Low desister-pred.
High desister-actual
High desister-pred.
- Chronic-actual
-Chronic-pred.
Figure 2. Trajectories of physical aggression (Montreal sample), pred. = predicted.
far slower. Even at age 15, the probability of their dis-
playing symptoms of physical aggression is about 4.
Model
Figure 4 provides an overview of the model and its
key outputs. Model estimation does not require the ex
ante sorting of the data among the various groups
depicted in Figures 1 , 2, and 3. To the contrary, the
data are used to i denti fy the numb er of groups that
best fit-, the data and the shape of the trajectory for
each group. The data also provide an estimate of the
proportion of the population whose measured behav-
ior conforms most closely to each trajectory group.
In the discussion that follows, I first lay out the
general form of the model for any given numb er of
groups. Next, I discuss the determination of the opti-
mal numb er of groups and the shape of trajectory for
each gr oup. I then move to a discussion of how the
model' s parameter estimates can be used to compute
the fi nal element depicted in Figure 4the probabil-
ity that each i ndi vi dual / in the estimation sample
belongs to each of the trajectory groups identified in
estimation. These capab ilities are illustrated with re-
sults from the Cambridge and Montreal data sets. For
the Montreal data the censored normal anal ys i s is
used for thi s purpose. However, all of these capab i l i -
ties are equal l y well employed in the anal ysi s of bi-
nary data.
Differences in the form of the response variab le in
the analyses depicted in Figures 1, 2, and 3a count
var i ab l e, a psychometric scale, and a b i nar y vari-
ablenecessitate technical differences in the statisti-
cal model used in each analysis. For the count data the
under l yi ng mi xtur e model b ui l ds from the Poisson
distrib ution and its even more general rel ati ve, the
zero-inflated Poisson (Lambert, 1993). The Poisson
fami l y of distrib utions is wi del y used in the anal ysi s
of count data (Cameron & Trivedi, 1986; Parzen,
1960). For the psychometric scale data the under l yi ng
model is based on the censored normal di str i b uti on.
The censored normal distrib ution is well suited to
accommodate a common feature of psychometr i c
scale data. Typi cal l y, a sizab le cont i ngent of the
sample exhi b i ts none of the behaviors measured by
the scale. The result is a clustering of data at the scale
mi ni mum. Also, there is us ual l y a smal l er contingent
that exhi b i ts all of the behaviors measured by the
scale. The result is another cluster of data at the scale
144 NAGI N
- Desister-actual
- Desister-pred.
Non-desister-actual
Non-desister-pred.
Figure 3. Trajectories of symptoms of physi cal aggression (Montreal sampl e), pred. = predicted.
ma xi mum. Fi nal l y, the b i nary logit di stri b uti on is
used to model binary data. See Maddala (1983) or
Greene (1990) for a thorough di scussi on of the cen-
sored normal and binary logit di stri b uti ons.
Li ke hi erarchi cal and l atent cur ve modeling, a poly-
nomial rel ati onshi p is used to model the l i nk between
age and b ehavior. Speci fi cal l y, a quadr ati c r el ati on-
ship is assumed.
2
For the Poisson-based model it is
assumed that
log(\/,) = ft, + ft Age, + ft Age?,, ( 1)
where X -J, is the expected numb er of occurrences of the
event of interest (e.g., convictions) of s ub j ec t i at ti me
/ given memb ership in group/ Age,, is subject i ' s age
at ti me t, and Age
2
, is the square of subject f s age at
t i me r.
3
The model ' s coefficients(3{,, fj',, and ft
deter mi ne the shape of the trajectory and are super-
scripted by j to denote that the coefficients are not
constrained to be the same across the j groups. The
condi ti onal prob ab i l i ty of the actual numb er of events,
P(^
it
\j), gi ven j is assumed to fol l ow the wel l -known
Poisson distrib ution.
4
For the censored normal model, the l i nkage be-
tween age and behavior is established by means of a
latent variab le, >',*,', that can be thought of as measur-
Optimal Number of Groups
&
Trajectory Shapes
I Proportion of Population
in Each Group
Probability that Individual i
Belongs to Trajectory Group j
Figure 4. Overview of the model.
2
The software package used in est i mat i ng the models
reported here allows for esti mati on of up to a cubic pol y-
nomi al in age. For ease of exposition I l i mi t the discussion
to examples where the ma xi mum order considered is qua-
dratic.
* A log-linear r el at i onshi p between X ', and age is assumed
to ensure that the requirement that \j, > 0 is f ul f i l l ed in
model esti mati on.
4
In an even more general version of this model, P(v/,[/) is
assumed to fol l ow the zer o-i nfl ated Poisson di st r i b ut i on.
See Land, McCal l , & Nagi n (1996), Nagi n and Land (1993),
or Roeder, Lynch, and Nagi n (in press) for the devel opment
of thi s more general case.
ANALYZI NG DEVELOPMENTAL TRAJECTORIES 145
ing potential for engaging in the behavior of inter-
estsay, physical aggressionfor i ndi vi dual ;'s age
at ti me t gi ven memb ershi p in gr oup/ Agai n, a qua-
dratic r el ati onshi p is assumed between > '/ and age:
B
v*/=(y
o
+p'
I (2)
where Age,-, and Age
2
,, are as pr evi ous l y defi ned and
e is a di s t ur b ance assumed to be nor mal l y di stri b uted
wi t h zer o mean and constant variance a
2
.
The l atent variab le, y* /, is l i nked to its observed but
censored counterpart, y,-,, as fol l ows. Let 5
mi n
and
S
max
, respecti vel y, denote the mi n i mum and maxi -
mum possible score on the measur ement scale. The
model assumes
y'ii ~ -^mi n 1' y / r ^ mi n '
y
/;
= y*,' if 5
mm
<y* ' <S
max
, and
.
V
i>
=
-X mix " }'it -"" ^ ma x-
In words, if the l atent vari ab l e, y* ', is less than 5
mi n
, it
is assumed that observed behavior equal s this mi ni -
mum. Likewise, if the l atent var i ab l e, y* /, is greater
than S
max
, it is assumed that observed behavior equals
t hi s ma xi mum. Onl y if y* / is wi t hi n the scale mi ni -
mum and ma xi mum does y,-, = y* '.
5
'
6
Fi n a l l y , consider the case wher e the measured re-
sponse y,,, is b i nar y. In thi s case it is assumed that
condi ti onal on memb er shi p in group; the prob ab i l i ty
that y,, = 1, ot'ip follows the b i nary logit di st r i b ut i on:
(3)
1 +<?"
In the Poisson, censored normal , and b inary logit
formulations, the parameters defi ni ng the shape of the
trajectory$
J
0
. (3',, and (3
;
2
are left free to di ffer
across groups. This fl exi b i l i t y is a key feature of the
model because it al l ows for easy i denti fi cati on of
popul at i on heterogeneity not onl y in the level of be-
havior at a gi ven age but also in its development over
time. Fi gur e 5 i l l ust r at es two hypotheti cal possi b i l i -
ties. A single peaked trajectoryTrajectory Ais
i mpl i ed if p, > 0 and p? <0. Thus, if data col l ecti on
began at age 1, the trajectory would i mpl y that for t hi s
group the occurrence of the behavior rose steadi l y
un t i l age 6 and then began a steady decline. Al t er na-
t i vel y, if data collection began at age 6, as was the
case in the Montreal s t udy, generally it would be in-
appropriate to extrapolate backward to a younger age
outside the period of measurement. Thus, for a model
10 11 12
Age
Figure 5. Two h y p o t h et i c a l t r aject or i es. A = s i n g l e
peaked; B = chronic trajectory.
based on data from age 6 onward, t hi s trajectory
woul d i mp l y a steady decline in the b ehavior fol l ow-
ing the i ni t i a l assessment. Such a trajectory woul d
t ypi fy desistance from the b ehavior. The second tra-
jectory (B) depicted in Figure 5 has no cur vatur e.
Rather it remains constant over age. This trajectory is
i mpl i ed if (^ = 0 and |3
2
= 0. If that stable level of
the b ehavi or is hi gh, thi s trajectory woul d t ypi fy a
group that chronically engages in the behavior. Other
interesting possibilities i ncl ude trajectories in whi ch
growth is ei ther steadily accelerating or decelerating.
The former woul d be characterized by a trajectory in
whi ch both (3j and (3
2
are
positive and the latter by
both b ei ng negative.
The trajectories depicted in Figures 1, 2, and 3 are
the product of maxi mum-l i kel i hood esti mati on. The
l i kel i hood funct i on was constructed as fol l ows. Let
the vector y, = {y,,, y/i, , y,
T
} denote the longi-
t udi na l sequence of i ndi vi dua l /"s behavioral measure-
5
The expected val ue of the l at ent variab le y* ' equal s $
n
j
+ (3{ Age,, + (3^ Agef,, whi ch is denoted below by p.v
;
. The
expected val ue of the measured qua n t i t y, (v',). assumi ng j
was observed, is E(Y>,) = V
mta
S
min
+ P^* !- *!,) +
(r (ct > i
l i n
- 4> ,',
u
) + (1 - 4> L* )S
max
, where * (* ) denotes the
c umul a t i ve normal di st r i b ut i on funct i on and <t >
m i n
and 4>
max
,
respecti vel y, denote
<
t> '[(S
m
,
n
- (iO/cr)] and <l> '[(S
max
-
PX ',)/O-)], wi th corresponding defi ni ti ons for 4>
mi n
and <j>
ma x
,
where <j> denotes the normal density func t i on. This r el ati on-
shi p was used to compute the predicted components of Fig-
ur e 1.
6
I use the term latent variable to describe y* ' because it
is not f ul l y observed. Thus, my use of the term latent is
di ffer ent from that in the psychometric literature, where the
term latent factor refers to an unob ser vab l e construct t hat is
assumed to gi ve rise to mul t i pl e mani fes t vari ab l es.
146 NAGI N
merits over the T periods of measurement, P(Y
t
) de-
note the pr ob ab i l i t y of Y/ given memb er shi p in group
j, and TTj denote the pr ob ab i l i ty of memb er shi p in
gr oup / For count data P
!
(Y/) is constructed from the
Poisson di s t r i b ut i on, for psychometri c scale data from
the censored normal di s t r i b ut i on, and for the b i nar y
data from the b i nar y logit di st r i b ut i on. If group mem-
bership was observed, the sampled i n di vi dua l s coul d
be sorted by group memb ershi p and t hei r trajectory
parameters estimated wi t h r eadi l y avai l ab l e Poisson,
censored normal (t ob i t ), and logit regression software
r out i nes (e.g., STATA, 1995 or LIMDEP, Greene,
1991).
7
However, group memb er shi p is not observed. In-
deed the proporti on of the popul at i on composi ng
gr oup/ iTy, is an important parameter of interest in its
own ri ght. Thus, constructi on of the l i kel i hood re-
qui r es the aggregation of the J condi t i onal l i kel i -
hoods, f' (K/), to form the uncondi t i onal prob ab ility of
the data, K,:
(4)
where P(Y
t
) is the uncondi ti onal prob ab ility of ob-
ser vi ng i ndi vi dual f s l ongi t udi nal sequence of b ehav-
ioral measurements. It equal s the sum across the J
groups of the pr ob ab i l i t y of K, gi ven memb er shi p in
i i r oupy weighted by the proportion of the popul ati on
i n group / The log of the l i kel i hood for the ent i r e
sample is t hus the sum across all i n di vi dua l s that com-
pose the sample of the log of Equati on 4 eval uated for
each i n di vi dua l /. The parameters of interest(3(,, (B
7
,,
|:1
2
, TTJ, and, in addi ti on, cr for the censored nor mal
can be estimated by maxi mi zat i on of thi s log l i kel i -
hood. As pr evi ousl y mentioned, SAS-based software
for accomplishing this task is avai l ab l e on request.
For a deri vati on of the l i kel i hood see the appendi x,
but i nt ui t i vel y, the estimation procedure works as fol-
lows. Suppose unb eknownst to us there were two dis-
t i nc t groups in the popul ati on: youth offenders, con-
st i t ut i ng 50% of the popul ati on, who up to age 18
have an expected offendi ng rate, X , of 5 and who after
age 18 have a X of 1, and adul t offenders, consti tuti ng
the other 50% of the popul ati on, whose offendi ng
tr ajector y is the reverse of that of the youth offend-
er sthr ough age 18 t hei r X = I, and after age 18
thei r X increases to 5. If we had l ongi tudi nal data on
the recorded offenses of a sample of i ndi vi dual s from
t hi s p o p ul a t i o n , we w o ul d ob ser ve t wo di s t i n c t
groups: a cl uster i ng of about 50% of the sample who
generally have many offenses prior to age 18 and
r el at i vel y few offenses after age 18 and another 50%
cl uster i ng wi t h jus t the reverse pattern.
Suppose these data were anal yzed under the as-
sumption that the r el ati onshi p between age and X was
i denti cal across all i n di vi dua l s . The estimated val ue of
X woul d be a "compromise" estimate of about 3 for all
ages from whi c h we woul d mi s t akenl y concl ude that
in t hi s popul ati on the rate of offendi ng is i nvar i ant
wi t h age. If the data were analyzed usi ng the approach
described here, whi ch specifies the l i kel i hood func-
tion as a mi xi n g di st r i b ut i on, no such mathemati cal
compromise woul d be necessary. The parameters of
one component of the mi xt ur e woul d effecti vel y be
used to accommodate (i.e., mat ch) the yout h offend-
ing portion of the data whose offendi ng declines wi t h
age, and another component of the mi xi n g di st r i b ut i on
woul d be avai l ab l e to accommodate the a dul t offender
data whose offendi ng increases wi t h age.
Model Selection
This section addresses two i mpor t ant i ssues i n
model sel ect i on: (a) det er mi nat i on of the optimal
numb er of groups to compose the mi xt ur e and (b)
determi nati on of the appropriate order of the polyno-
mi al used to model each group' s trajectory. Here or-
der refers to the degree of the pol ynomi al used to
model the group' s trajectory, where a second-order
trajectory is defined by a quadr at i c equati on, a fi r st -
order trajectory is defined by a l i near equation in
whi ch (3
2
is set equal 0, and a zero-order trajectory is
defi ned by a fl at l i ne in whi ch (}, and (3
2
are set equal
to zero. I di scuss these two i ssues in t ur n.
One possib le choice for testi ng the opti mal i ty of a
specified numb er of groups is the likelihood ratio test.
However, the n ul l hypothesi s (i.e., three components
vs. more than three components) is on the b oundary of
the parameter space, and hence the classical asymp-
totic resul ts that under l i e the likelihood ratio test do
not hold (Erdfel der, 1990; Ghosh & Sen, 1985; Tit-
ter i ngton, Smi t h, & Makov, 1985). The l i kel i hood ra-
tio test is suitab le onl y for model selection problems
in whi ch the al ter nati ve models are nested. In mi xt ur e
models, a k group model is not nested w i t h i n a k + 1
7
In the econometric l i terature censored nor mal regres-
sion is gener al l y cal l ed tobit regression after its ori gi nator,
James Tob in (Tob i n, 1958).
ANALYZING DEVELOPMENTAL TRAJECTORIES 147
group model, and, therefore, it is not appropriate to
use the likelihood ratio test for model selection.
8
Given these problems with the use of the likelihood
ratio test for model selection, we follow the lead of
D'Unger, Land, McCall, and Nagin (1998) and use
the Bayesian information criterion (BIC) as a basis for
selecting the optimal model. For a given model, BIC
is calculated as follows:
BIC = log(L) - 0.5* logOz)* (/t), (5)
where L is the value of the model's maximized like-
lihood, n is the sample size, and k is the number of
parameters in the model. Kass and Raftery (1995) and
Raftery (1995) have argued that BIC can be used for
comparison of both nested and unnested models under
fairly general circumstances. When prior information
on the correct model is limited, they recommended
selection of the model with the maximum BIC. Note
that BIC is always negative, so the maximum BIC
will be the least negative value. In even more recent
work, Keribin (1997) demonstrated that BIC identi-
fies the optimal number of groups in finite mixture
models. Her result is specifically relevant for the mix-
ture models demonstrated here.
For insight into the usefulness of BIC as a criterion
for model selection, consider its calculation. The first
term of Equation 5 is always negative. For a model
that predicts the data perfectly it equals zero. As the
quality of the model's fit with the data declines, this
term declines (i.e., becomes more negative). One way
to improve fit and thereby reduce the first term is to
add more parameters to the model. The second term
extracts a penalty proportional to the log of the sample
size for the addition of more parameters. Thus, on the
basis of the BIC criterion, expansion of the model by
addition of a trajectory group is desirable only if the
resulting improvement in the log likelihood exceeds
the penalty for more parameters. As Kass and Raftery
(1995) noted, the BIC rewards parsimony. For this
application the BIC criterion will tend to favor models
with fewer groups.
Table 1 shows BIC scores for models with varying
numbers of groups. For the Cambridge data the pat-
tern is seemingly very distinctBIC appears to reach
a clear maximum at three groups. I say "seemingly,"
because, without a concrete standard for calibrating
the magnitude of the change in BIC, it is difficult to
calibrate what constitutes a distinct maximum.
Kass and Wasserman (1995) and Schwarz (1978)
have provided such a standard. Let B
tj
denote the
Bayes factor comparing models i and j, where for
Table 1
BIC-Based Calculations of the Probability That a "j"
Group Model Is the Correct Model for Different Numbers
of Group s of Quadratic Trajectories
Data set
Cambridge
No. of
groups
2
3
4
5
BIC
-1583.43
-1552.62
-1569.42
-1586.21
Probability
correct
model
.00
1.00
.00
.00
Montreal
BIC
-7325.26
-7289.52
-7289.27
-7292.54
Probability
correct
model
.00
.43
.55
.02
Note. BIC = Bayesian information criterion.
this application model i might be a two-group model
and j a three-group model. The Bayes factor measures
the odds of each of the two competing models being
the correct model. It is computed as the ratio of the
probability of i being the correct model to j being
the correct model. Thus, a Bayes factor of 1 implies
that the models are equally likely, whereas a Bayes
factor of 10 implies that model i is 10 times more
likely t han/ Table 2 shows Jeffreys's scale of evi-
dence for Bayes factors as reported by Wasserman
(1997).
9
Computation of the Bayes factor is in general very
difficult and indeed commonly impossible. Schwarz
(1978) and Kass and Wasserman (1995), however,
have shown that e
BIC/
~
BIC
' is a good approximation of
the Bayes factor for problems in which equal weight
is placed on the prior probabilities of models i and /
On the basis of this approximation, for the Cambridge
8
The problem is most easily illustrated with an example.
The likelihood ratio test is computed as minus two times the
difference in the likelihood of the two nested models. This
statistic is asymptotically distributed as chi-squared with
degrees of freedom equal to the difference in number of
parameters between the nested models. For our mixture
model, the degrees of freedom is indeterminate, because a
group can become superfluous in two ways. One is by the
proportion of the population in that group, itj, approaching
zero. Alternatively, the three parameters defining the trajec-
tory of one group can collapse onto those for another group.
What then is the appropriate degrees of freedomone or
three?
9
Jeffreys was an early and very prominent contributer to
Bayesian statistics.
148 NAGI N
Table 2
Jeffreys's Scale of Evidence for Bayes Factors
Bayes factor I nterpretati on
B
;;
<1/10
1/10 < B,j <
1/3 <B
ij
< 1
1 < BJJ < 3
3 <B]j< 10
B,, > 10
1/3
Strong evidence for model j
Moderate evi dence for model j
Weak evidence for model j
Weak evi dence for model /'
Moderate evi dence for model /'
Strong evi dence for model ;
Note. Adapt ed from "Bayesi an Model Sel ecti on and Model Av-
er agi ng" by L. Wasserman. 1997, Wor ki ng Paper No. 666, Car ne-
gie Mel l on U n i ve r s i t y , Depar tment of Statistics. Copyr i ght 1997 b y
L. Wasser man. Adapted w i t h per mi s s i on.
data the odds of the three-group model compared wi t h
:he two- or four -gr oup model far exceed 1000 to 1.
Thus, according to Jeffr eys' s scale t hi s is very strong
evi dence in favor of the three-group model .
10
Schwarz (1978) and Kass and Wasserman (1995)
have also provided a related metric for comparing
more than two models. Let p
f
denote the posterior
pr ob ab i l i t y that model j is the correct model, where in
general j is greater than 2. They show t hat p
:
is rea-
-onab l y approximated b y the fol l owi ng:
(6)
where BI C
ma x
is the ma xi mum B1C score of the mod-
el s under consideration.
Also shown in Table 1 are the probabilities, as
c omp ut ed us i ng Equat i on 6, that the models w i t h
var yi ng numb er s of groups are the true model. Wi th
t h i s BIC-based pr ob ab i l i t y appr oxi mat i on, for t he
Camb r i dge data the pr ob ab i l i t y of the thr ee-gr oup
model is near 1.
Consider now the BIC scores for the models esti-
mated wi t h the Montreal data. The four -gr oup model
has the best BIC score, but the pr ob ab i l i t y of its b eing
the correct model, .55, is far less than 1. Although the
four -gr oup model is far more l i kel y than the fi ve-
gr oup model, the three-group model is a close com-
peti tor. Its pr ob ab i l i t y is .43. On the b asis of Jeffr eys ' s
scale, the four-group model is strongl y preferred to
the fi ve-gr oup model . The odds ratio in favor of the
four -gr oup model is 26 to l (i . e. , .55/.02). However ,
t h: edge compared w i t h the thr ee-gr oup model is
s l i g h t wi t h an odds ratio of only 1.28 (i.e., .551.43).
Thus, for models in whi ch each trajectory is described
by a f ul l quadratic specification, the three- and four-
group models fit the data about equal l y w el l .
The Montreal anal ysi s i l l us t r at es a si tuati on in
whi ch the mechanical application of the BIC model
selection criterion does not resul t in an unamb i guous
determi nati on of the "best" model. This b ri ngs me to
the issue of determination of the appropriate order for
model i ng the trajectory of each group that makes up
the mi xt ur e. The best model w i l l not necessarily in-
vol ve a mi xt ur e in whi ch all trajectories are of the
same order (e.g., quadr ati c). In pr i nci pl e one could
exha us t i vel y expl ore all possible comb i nati ons of or-
ders for a model. In practice thi s approach is general l y
not practical. For a four -gr oup model alone, there are
81 (i . e. , 3
4
) possib le comb i nat i ons of trajectori es
models, the numb er of possi b i l i ti es in a four-group
model is 256. Further, a f ul l search woul d require
est i mat i ng models over var yi ng numb ers of groups.
To reduce the numb er of alternatives, an anal yst wi l l
gener al l y have to use knowledge of the problem do-
mai n to l i mi t the model search process. For instance,
in the Montreal example sub stanti ve considerations
suggest that an improved, more par si moni ous model
shoul d restrict the numb er of parameters used to de-
scribe the never and chronic trajectories. Description
of a never t r aj ect or y does not r equi r e a t hr ee-
parameter model : a zero-order model wi t h a "very
negative" intercept should suffice. Indeed the large
standard errors (not reported) associated wi t h the pa-
rameters of the never trajectory strongly suggest that
the trajectory is overparameterized.
Table 3 shows the pr ob ab i l i ti es that var i ous forms
of three- and four-group models are the correct model.
We refer to models in whi ch the trajectories for all
groups are quadr ati c as Typ e A models. Three- and
four -gr oup models in whi ch the never trajectory is
described by a zero-order model are labeled Typ e B
models. Also shown are three- and four-group models
in whi ch, in addi ti on, the chronic trajectory is de-
scribed by a zero-order model (Typ e C). The i nfor -
mat i on was pr ompted b y the t heor i es of Moffi t t
(1993) and Patterson et al. (1989), which predict the
exi stence of a s mal l group of chr oni cal l y anti soci al
i ndi vi dual s . The BIC-based prob ab ility cal cul ati ons
provi de strong support for the four-group, Type C
model in Table 3. Compared wi t h the other opti ons
10
Usi ng the BIC criterion, D' Unger et al. (1998) and
Roeder, Lynch, and Nagi n (in press) showed that a four-
group model is best. In those analyses the model is fit based
on the more general zero-inflated Poisson.
ANALYZI NG DEVELOPMENTAL TRAJECTORIES 149
Table 3
BIC-Based Calculation of Probability of Correct Model
for Models Combining Quadratic and Nonquadratic
Trajectories: Montreal Data
/W)
(7)
No. of groups
\
'\
A
.00
.00
Model type
B
.00
.07
c
.00
.93
Note.
:
:1IC = Bayesi an i n f o r ma t i o n c r i t er i o n ; Model Type A =
all trajectori es quadr at i c; Model Type B = one s i n gl e parameter
t r a j ec t or y, r e ma i n i n g qua dr a t i c ; Model Type C = two s i ngl e pa-
r ameter t r aj ect or i es , r e ma i n i n g qua dr a t i c .
listed in the table, the probability of this being the
correct model is .93. The closest competitor is the
four-group. Type B model. However, the posterior
pr ob ab i l i t y of it being the correct model is only .07.
As the Montr eal anal ysi s i l l ustr ates, the determi na-
tion o: the opti mal numb er of groups is not al ways a
c l ea r -c ut process. Al t h o ug h Ba yes i a n s t a t i s t i c i a n s
have made i mpor tant strides in devel opi ng theoreti-
cal l y grounded criteria for model sel ecti on, the r esul t s
are recent and not yet wi del y used. Further, as i l l us -
trated by the Montreal example, the model search pro-
cess may also be guided in part by nonst at i st i cal con-
siderations. Thi s i njects a degree of sub ject i vi t y i nto
model selection. St i l l , it is i mportant to recognize that
use of the BIC criterion for model selection adds a
very s i gni fi c a nt degree of st at i st i cal ob ject i vi t y to the
determination of the opti mal numb er of groups. Thi s
provi des an i mpor t ant check against the spurious i n-
terpretation of random fl uc t ua t i ons in the data as re-
fl ecti ng systematic patterns of b ehavi or .
Calculation and Use of Posterior Gr oup
Memb ership Prob ab ilities
It is not possible to determine defi ni t i vel y an i ndi -
vi dua l ' s group memb er shi p. However, i t i s possib le to
cal cul ate the pr ob ab i l i ty of his or her memb er s hi p in
the var i ous groups that make up the model. These
pr ob ab i l i t i es , the poster i or p r ob a b i l i t i es of gr oup
memb er shi p, are among the most useful products of
t he group-b ased model i ng appr oach. Sp ec i f i c a l l y ,
based on the model coeffi ci ent estimates, for each
i ndi vi dua l i the pr ob ab i l i t y of memb er shi p in group j
is c a l c ul a t ed on the basis of the i n di vi dua l ' s l o n g i t u-
di nal pattern of b ehavi or , K,. We denote t hi s prob ab il-
ity by Pij'iy,-). It is computed as fol l ows :
where P(Yj\j) is the estimated pr ob ab i l i t y of observing
;"s actual b ehavi or al trajectory, K,, gi ven member-
s hi p in j, and fr
;
is the esti mated proportion of the
popul at i on in group / The qua nt i t y P(K, -l y) can be
cal cul ated postestimation based on the ma xi mum-
l i kel i hood esti mates of the trajectory parameters.
The posterior pr ob ab i l i ty cal cul at i ons provi de the
researcher wi t h an ob jecti ve b asis for assi gni ng i ndi -
vi dua l s to the development trajectory group that best
matches t hei r b ehavi or . I ndi vi dua l s can be assigned to
the group to whi ch their posterior memb er shi p prob-
a b i l i t y is l argest. On the b asis of t hi s ma xi mum pos-
terior pr ob ab i l i ty as s i gnment r ul e, an i n di vi dua l from
the Camb ri dge sampl e wi t h a cl uster of offenses in
adolescence b ut none thereafter, i n al l l i kel i hood, w i l l
be assigned to the adolescent l i mi t ed category. Al t er -
n a t i ve l y , an i n d i vi d ua l who offends at a compar-
at i vel y hi gh rate t hr oughout the observation period
w i l l l i kel y b e assigned to the chroni c group.
Table 4 shows the mean assi gnment prob ab i l i ty for
the Montreal and Camb ridge data. For exampl e, in the
Camb r i dge data the mean chr oni c group posteri or
pr ob ab i l i t y for the 21 i n di vi dua l s assigned to t hi s
group was very hi gh.95. The counterpart average
for the 77 i n di vi dua l s assigned to the adolescent l i m-
ited group is similarly large.94. For the Montreal
data, cl assi fi cati on cer t ai nl y i s not so hi gh b ut s t i l l
seems r easonab l y good. Across the four groups it
ranges from .73 to .93.
One i nfor mat i ve use of the posterior pr ob ab i l i t y-
based cl assi fi cati ons is to create profi l es of the ''av-
erage" i n d i vi d ua l fol l owi ng the trajectory character-
ized by each group. Table 5 shows summar y stati sti cs
on i ndi vi dua l characteristics and b ehavi or s of each
group for both data sets. The profiles conform wi t h
l ongs t a ndi ng f i n di n g s on r i sk and protective factors
for anti soci al and problem b ehavi ors. In the Cam-
bridge data those in the chr oni c gr oup, on average,
were most l i kel y to have lived in a low-income house-
hold, to have had at least one parent wi t h a c r i mi na l
record, to have been sub jected to poor par enti ng, and
to have di spl ayed a h i g h pr opensi ty to engage in r i s ky
acti vi ti es. Conver sel y, the never group was lowest on
these ri sk factors. The pattern is s i mi l a r for physi cal
aggression. Members of the chr oni c group had the
l ea s t w e l l -e duc a t e d pa r ent s a nd most f r e que n t l y
scored in the lowest quar t i l e of the measured IQ dis-
t r i b ut i on of the sampl e, whereas the nevers were hi gh-
150 NAGI N
Table 4
Average Assignment Probability Conditional on Assignment by Maximum Probability Rule
Group
Assigned group Never Adolescent l i mi t ed Chronic
Never
Adolescent limited
Chronic
Never
Low desister
High desister
Chronic
Never
.73
.00
.00
.00
Cambridge data
.94
.03
0
Montreal data
Low desister
.27
.93
.09
.00
.06
.94
.05
High desister
.00
.10
.84
.24
.00
.03
.95
Chronic
.00
.00
.06
.76
est on these protective factors. Further, 90% of those
in the chronic group failed to reach the ei ghth grade
on schedule, and 13% had a j uveni l e record by age 18;
onl y 19% of the nevers had fal l en b ehi nd by the
ei ghth grade, and none had a juveni l e record. In be-
tween are the low-level and hi gh-l evel desisters, who
themsel ves order as expected on these characteristics
and behaviors.
Aside from pr ovi di ng a basis for group assignment,
the posterior probabilities can provide an objective
criterion for selecting subsamples for fol l ow-up data
collection. For example, in an anal ysi s based on the
Montreal data, Nagin and Tremblay (in press) found
that i ndi vi dual s fol l owi ng the chronic physical ag-
gression trajectory depicted in Fi gur e 3 displayed
heightened l evel s of violence at age 18, controlling
for chronic opposition and hyper acti vi ty. Conversely,
it was found that chronic opposition and hyperactivity
did not predict violence at age 18, control l i ng for
chronic phys i cal aggression. Nagi n and Tremb lay
concluded that chronic physi cal aggression was a dis-
tinct risk factor for later violence. A fol l ow-up study
that is currently under way at the time of this wr i ti ng
was devised to examine whether self-regulatory pro-
cesses were a possible explanation for the fi ndi ngs.
The study involves a series of laboratory assessments
of selected i ndi vi dual s in the Montreal study. I ndi -
vi dual s were recruited for thi s study based on thei r
posterior probabilites of membership in the various
trajectory groups for physi cal aggression, opposition,
Table 5
Group Profile
Group
Var i ab l e
Low household income ( %)
Poor parenti ng (%)
High risk t aki ng (%)
Parents wi th cr i mi nal record (%)
Years of school mother
Years of school father
Low lQ
a
(%)
Completed eighth grade on ti me (%)
Juven i l e record (%)
No. of sexual partners at age 17 (past year)
Never
Camb ri dge data
16.4
17.4
21.4
17.4
Montreal data
Never
1 1 . 1
11.5
21.6
80.3
0.0
1.2
Adolescent
35.1
33.8
42.9
42.9
Low
desister
10.8
10.7
26.8
64.6
2.0
1.7
limited
Hi gh
desister
9.8
9.8
44.5
31.8
6.0
2.2
Chronic
55.6
51.9
74.1
63.0
Chronic
8.4
9.1
46.4
6.5
13.3
3.5
1
Measured IQ score is in the lowest quar t i l e of the sample.
ANALYZI NG DEVELOPMENTAL TRAJECTORIES 151
and hvper act i vi t y. The purpose was to recruit strate-
gically to ensure that the sample included persons
wi t h di sti nct comb i nati ons of development in exter-
nal i zi ng b ehaviors (e.g., hi gh pr ob ab i l i ty of chronic
phys i cal aggression but low pr ob ab i l i ty of chronic
opposi ti on). The posterior prob ab i l i ti es provide objec-
tive, quant i fi ed criteria for such strategic sampling.
Statistically Linking Group Membership
to Covariates
What i ndi vi dual , f a mi l i a l , and envi r onmental fac-
tors di s t i ngui s h the populations of the various trajec-
tory groups? Are the factors consistent wi th received
theory on developmental trajectories? What statistical
procedures are most appropriate to test whether such
factor s di s t i ngui s h among t he trajectory gr oups?
Questons such as these fol l ow nat ur al l y from the
i denti fi cati on of di sti nct groups of developmental tra-
jectories.
The profiles reported in Table 5 are a fi r st step in
addressing these questions but indeed onl y a b egin-
ni ng. First, the profiles are simply a collection of uni -
variate contrasts. For the purpose of constructing a
more parsimonious l i st of predictors or for causal in-
ference, a mul t i var i at e procedure is required to sort out
redundant predictors and to control for potential con-
found-. Second, the profiles are based on group iden-
ti fi cati ons that are prob ab ilistic, not certain. Conven-
t i onal st at i st i cal methods to test for cross-group
differences, such as F- and chi-square-based tests, as-
sume no classification error in group identification
(Roeder et al., in press). Thus, in general they are
techni cal l y inappropriate in this setting."
The mi xtur e model of developmental trajectories
comprises two basic components: (a) an expected tra-
jectory given memb ership in group j and (b) a prob-
ab i l i t y of group memb ership denoted by IT
;
. Thus far,
the dKcussi on has focused on the former component.
The di scussi on of the test for factors that di sti ngui sh
groups turns our focus to the latter component. The
profi l es in Table 5 show that the trajectory groups are
composed of i ndi vi dua l s who di ffer in sub stanti al and
predictable ways. Provision of the capacity to test
for mal l y for whether and by what degree such factors
di st i ngui sh the groups requires that the model be gen-
eralized to allow itj to depend on characteristics of the
i ndi vi dua l . Heretofore, ir
;
has been described as the
proportion of the population fol l owi ng each trajectory
group /. Equi val ent l y, it can be described as the prob-
ab i l i ty that a r andoml y chosen i ndi vi dua l from the
population under study belongs to trajectory group j.
By al l owi ng T^ to vary with i ndi vi dual characteristics,
it is possible to test whether and by how much a
specified factor affects prob ab ility of group member-
ship controlling for the level of other factors that po-
t ent i al l y affect TT
;
.
Let X j denote a vector of factors measuring i ndi -
vi dual , fami l i al , or envi ronmental factors that poten-
t i al l y are associated wi th group membership, and let
Tfj(X j) denote the probability of membership in group
j gi ven X j. For a two-group model the logit model is a
nat ur al candidate for model i ng group membership
probability as a functi on of * ,-. For this special case,
we need only estimate Tr
;
U,) for one group, say Group
1, because irfjc,) = 1 - TT,(J:,), where
e
*f>
For the more general case, in whi ch there are more
than two groups, the logit model generalizes to the
mul t i nomi al logit model (Maddala, 1983):
(8)
where the parameters of the multinomial logit model,
0y, capture the impact of the covariates of interest, *,-,
on probability of group membership. Wi thout loss of
generality, 9
;
for one "contrast" group can be set equal
to zero. The coefficient estimates for the remaining
groups should be interpreted as measuring the impact
of covariates on group memb ership relative to the
contrast group.
Table 6 illustrates the application of the extended
model to the Montreal data. Results are reported for a
four-group model in whi ch probability of group mem-
bership is related to four variables: one parent havi ng
less than a ninth-grade education, both parents havi ng
less than a ninth-grade education, havi ng a mother
who began childb earing as a teenager, and scoring in
the lowest quarti l e of the measured IQ of the sampled
boys. The first panel of Table 6 shows coefficient
estimates and r statistics. For this example, the never-
convicted group serves as the contrast group. Con-
1
' Roeder et al. (in press) explored the impact of classi-
fication error on statistical inference. One fi ndi ng is not
surprising. When classification is hi ghl y certain, as is the
case in the Cambridge data, errors in i nference usi ng con-
ventional methods are smal l .
152 NAGI N
Table 6
The Imp act of Parental Education. Low IQ, and Teen Onset of Motherhood on Group Membership Probabilities:
Montreal Data
Group
Vari ab l e-condi ti on Never
Mul t i n o mi a l l ogi t coeffi ci ent s
Constant
Low educati on" parent
Low educati on" both parents
Low IQ
b

Teen mom
c

Predicted membership probabilities based
No r i sk factors
Low educat i on" both par ents o n l y
Low lQ
h
onl y
Teen mom
1
' o n l y
Low
desi ster
Hi gh
desister Chr oni c
( w i t h stati sti cs gi ven i n par entheses)
1. 04(6. 36)
0.44 ( 1 .46)
0. 18(0. 48)
0.07 ( 0. 22)
0.89 (2.03)
on mul ti nomi al logit
.20
. 15
. 15
.08
Low educat i on" b ot h parents and low IQ
h
and teen mom
c
.03
-0.02 (-0.10)
0.69(2.28)
0. 67( 1. 83)
0.85 (2.85)
1. 10( 2. 57)
model coefficient
.57
.51
.46
.58
.29
estimates
.20
.29
.35
.25
.44
-2. 14 (-4.49)
-0.1 9 (-0.30)
0. 98( 1. 73)
0. 92( 1. 83)
2.27 (3.89)
.02
.05
.04
.09
.25
Parent has less than a n i n l h -g r a de educ a t i on.
Measur ed I Q score i s i n the l owest qua r t i l e of the sampl e.
Pa r t i c i p a n t ' s mot her b egan c h i l db e a r i n g as a t eenager .
sider fi r st the parental l ow-educati on variab les. Rela-
t i ve to the never group, h a vi n g one or more poorly
educated parents does not s i gni fi c a nt l y increase the
pr ob ab i l i t y of memb er shi p in the l ow-l evel desister
gr oup (a = .05, one-tailed t est ). However, pr ob ab i l i t y
of memb er shi p i n the hi gh-l evel near-desister and
chroni c groups is s i g n i f i c a n t l y increased if both par-
ent s are poorly educated. Low IQ has a si mi l ar impact
on group memb er shi p pr ob ab i l i t y. Compared wi t h the
never group, pr ob ab i l i ty of memb er shi p in the l ow-
l evel gr oup is not s i gni fi c a nt l y affected, whereas prob-
a b i l i t y of memb er shi p i n the two hi gher aggression
trajectori es i s s i gni fi cant l y increased. Fi n a l l y , the teen
n'iom var i ab l e is associated wi t h a s i gni fi c a nt increase
i n al l group memb ershi p pr ob ab i l i t i es r el a t i ve to the
never group.
The second panel of Table 6 shows cal cul ati ons of
the predicted prob ab ilities of group memb er shi p
based on the coeffi ci ent esti mates. The c a l c ul a t i ons
wer e performed b y s ub s t i t ut i ng the coeffi ci ent esti-
mates i nto Equat i on 8 and then comput i ng gr oup
memb er s hi p pr ob ab i l i ti es for assumed va l ues of x/.
The cal cul at i ons show t hat if none of the ri sk factors
are present, the pr ob ab i l i ty of the never or l ow-l evel
groups is .77 and the pr ob ab i l i t y of the chroni c gr oup
is onl y .02. The largest single factor affecti ng the
chr oni c group memb er shi p pr ob ab i l i t y i s the teen
mom var i ab l e. For the case in whi ch an i n di vi dua l has
none of the other risk factors except for a mother who
began chi l db ear i ng as a teenager, the comb ined prob-
ab i l i t y of the never and the l ow-l evel desister group
decl i nes to .66 and the pr ob ab i l i t y of the chr oni c
group increases to .09. Al so reported is a hi gh-r i sk
scenario in whi ch three risk factors are presentboth
par ents poorly educated, low IQ. and teen mother-
hood. In t hi s case the predicted pr ob ab i l i t y of the
chroni c group is .25, an order of magni t ude larger
than the no-ri sk-factor case. Al so, the predicted prob-
a b i l i t y of the hi gh-l evel near-desister group of .44 is
double the prob ab i l i ty for the no-r i sk-factor case.
Si mul t aneous estimation of the group-speci fi c tra-
jectory parameters and the group memb er shi p prob-
ab i l i t i es condi ti onal on i n di vi dua l factors is easi l y ac-
compl i shed wi t h the above-referenced software. The
effi ci ency of esti mati on is also r el at i vel y good. Al-
t hough esti mati on t i me w i l l depend on data set size,
number of groups and covariates, and the speed of the
computer , computati on time is generally 5 to 10 mi n.
For anal yses in whi ch hypotheses are wel l formed,
such comput at i on ti me is i nconsequenti al . However,
in analyses in whi c h hypotheses are less w el l formed
or analyses that are gener al l y expl oratory, much more
effort w i l l b e put into mode! fi t t i ng. I n these ci r cum-
stances comput at i on ti mes of 5 to 10 min per run may
be very cumb ersome.
Two al t er nat i ves for hi ghl y effi ci ent exploratory
model fi t t i ng are recommended. Both are two-stage
approaches wi t h the same fi r st stagei denti fi cati on
ANALYZI NG DEVELOPMENTAL TRAJECTORIES 153
of the best fi t t i ng model in terms of numb er of groups.
The fi r st stage i nvol ves a search for the best fi t t i ng
model. This search is conducted wi t hout covariates
di s t i ngui s hi ng group memb ershi p. One al ternati ve for
the second-stage anal ysi s makes use of the group
memb er shi p assi gnments based on the ma xi mum pos-
terior pr ob ab i l i ty r ul e. Mul t i nomi a l logit models are
then esti mated r el at i ng group as s i gnment to i ndi -
vi dua l -l evel factors. A second al ter nati ve for the sec-
ond-stage anal ysi s is to regress gr oup memb ership
pr ob ab i l i ti es on the i ndi vi dua l -l evel factors of i nter -
est. Both of these approaches for i dent i fyi ng candi -
date factors that di s t i ngui s h gr oup memb er shi p are
hi ghl y effi ci ent and easily conducted wi t h conven-
ti onal stati sti cal software. Personal experi ence has
shown that the resul ts of an exploratory anal ys i s con-
ducted by ei ther of these methods provide a good
gui de for speci fi cati on of the proper model in whi ch
trajectories and the i mpact of covariates on memb er-
shi p pr ob ab i l i t i es are j oi nt l y esti mated.
12
Comparative Advantages and Disadvantages of
Group-Based Modeling
In t h i s ar ti cl e I have described a group-based mod-
el i ng strategy for a na l yzi ng developmental trajecto-
ries. Al t er na t i ve methods gener al l y treat the popul a-
tion di s t r i b ut i on of devel opment as conti nuous. The
two l eadi ng exampl es of t hi s c ont i nuous model i ng
strategy are hi er ar chi cal model i ng and l atent curve
mo del i n g . '
3
The group-based and conti nous modes of
anal ys i s each have t hei r di st i nct i ve strengths. Growth
cur ve model i ng, whether i n the hi er ar chi cal or l a t ent
var i ab l e t r adi t i on, is designed to i dent i fy average de-
vel opmental tendencies, to calib rate var i ab i l i t y ab out
the average, and to expl ai n that var i ab i l i t y in terms of
covariates of interest. By contrast, the mi xt ur e mod-
el i ng strategy is designed to i dent i fy di st i nct i ve, pro-
t ot ypal devel opmental trajectories wi t hi n the popul a-
t i o n , to c a l i b r a t e t he p r o b a b i l i t y of p o p ul a t i o n
memb er s fol l owi ng each such trajectory, and to relate
those pr ob ab i l i t i es to covariates of i nterest.
Ra udenb us h (in press) offered a val uab l e perspec-
t i ve on the types of problems for whi ch these two
broad cl asses of model i ng strategies are most sui t ab l e.
He observed, "In many studi es it is reasonable to as-
sume t hat all par t i ci pant s are gr owi ng according to
some common funct i on but that the growth param-
eters va r y in magni tude" (p. 30). He offered chi l dr en' s
vocab ul ar y growth curves as an exampl e of such a
growth process. Two di s t i nc t i ve features of such de-
vel opment al processes are (a) they are gener al l y
monotonicthus, the term growthand (b) they vary
r egul ar l y wi t hi n the popul ati on. For such processes it
is n a t ur a l to ask, "What is the t ypi cal pattern of
growth wi t hi n the popul ati on and how does thi s t ypi -
cal growth pattern vary across popul at i on members?"
Hierarchical and l atent curve model i ng are specifi-
cal l y designed to answer such a questi on.
Raudenb us h (in press) also offered an exampl e of a
devel opment al pr ocessnamel y, depr essi ont hat
does not gener al l y change monot oni cal l y over ti me
and does not vary r egul ar l y thr ough the popul ati on.
He ob served, "It makes no sense to as s ume t h a t
ever yone is i ncr eas i ng (or decr easi ng) in depres-
sion. . . . many persons wi l l never b e hi gh i n depres-
si on, others wi l l al ways b e hi gh, whi l e others w i l l
become i ncr eas i ngl y depressed (p. 30). For problems
such as t hi s , he recommended the use of a mul t i no-
mi al -t ype method such as that demonstrated here. The
reason for t hi s recommendation is that the develop-
ment does not vary regul arl y across popul ati on mem-
bers. Instead trajectories vary gr eat l y across popul a-
ti on sub groups both in terms of the level of b ehavi or
at the outset of the measurement period and in the rate
of growth and decl i ne over time. For such prob lems a
model i ng strategy designed to i dent i fy averages and
expl ai n va r i a b i l i t y ab out that average i s far less us eful
than a group-based strategy designed to i dent i fy dis-
ti ncti ve cl uster s of trajectories and to cal i b r ate how
characteri sti cs of i n di vi dua l s and thei r ci r cumst ances
affect memb er shi p in these clusters.
Summary and Discussion
This ar ti cl e has demonstrated a semi par ametr i c,
group-based approach for a na l yzi ng devel opmental
12
Al t hough ei ther of the two-stage procedures provides
an effi ci ent approach for exploring the potenti al i mpact of
covari ates on gr oup memb ershi p, they are not a s ub s t i t ut e
for a fi nal anal ysi s based on the j o i n t l y esti mated model.
Roeder, Lynch, and Nagi n (i n press) have found t hat the
fi r s t described two-stage procedure in par t i cul ar tends to
overstate the st at i st i cal s i gni fi cance of covar i ates on group
memb er s hi p. The prob ab le reason is t ha t the procedure ig-
nores the unc er t a i nt y about gr oup as s i gnment s .
u
Recent advances i n l at ent cur ve model i ng have adapted
the convent i onal assumpt i on of a c ont i nuous di s t r i b ut i on of
gr owt h curves to accommodate the group-based approach
described here. For an excel l ent summar y of t h i s advance in
l at ent cur ve model i ng, see Mut hen (i n press).
154 NAGI N
trajectories. Techni cal l y, the model is simply a mi x-
ture of prob ab i l i ty distrib utions that are s ui t ab l y speci-
fied to describe the data to be anal yzed. Three such
di st r i b ut i ons were i l l ust r at ed: the Poisson, whi ch is
sui tab l e for anal yzi ng count data; the censored nor-
mal , whi ch i s sui tab l e for a na l yzi ng psychometric
scale data wi t h cl uster s of ob servati ons at the scale
ma xi mum or mi n i mum or both; and the b i nary logit,
whi c h is sui t ab l e for a na l yzi ng b i nar y data. For maxi -
mum fl exi b i l i t y the parameters that characterize the
trajectory of each group are specified to vary fr eel y
across groups. This al l ows for sub stanti al cross-group
differences in the shape of trajectories.
The exampl es used to i l l us t r a t e the method were
selected to demonstrate four of the method' s most
important capab i l i ti es: (a) the capab i l i ty to i denti fy
rather than assume di st i nct i ve developmental trajec-
tories; (b) the c a pa b i l i t y to estimate the proportion of
the popul at i on best appr oxi mated by the vari ous tra-
jectori es so i dent i fi ed; (c) the capab i l i t y to relate the
probability of memb er shi p in the var i ous trajectory
groups to char act er i st i cs of the i ndi vi dua l and his or
her circumstances; and (d) the capab i l i t y to use the
posterior pr ob ab i l i ti es of group memb ershi p for vari-
ous other purposes such as sampl i ng, creati ng profiles
of group memb er shi p, or ser vi ng as regressors in mul -
l i var i ate stati sti cal anal yses.
The model i ng strategy described here has onl y re-
cent l y been developed. Oppor t uni t i es for ext ensi on
ab ound. Three ext ens i ons seem par t i cul ar l y worth-
whi l e. Fur ther devel opment of approaches for decid-
ing on the best fi t t i ng numb er of groups woul d be
ext r emel y val uab l e. Al t hough BIC scores are ver y
useful for this purpose, in addition it would be hel pful
t o have measures of the goodness of fit b etween act ual
and predicted trajectories. A second us eful extensi on
i nvol ves the j oi nt esti mati on of tr ajector i es of differ-
ent b ehavi or sfor exampl e, j oi nt est i mat i on of psy-
chological wel l -b ei ng in chi l dhood and empl oyment
s t at us over adul thood. This woul d provide the capac-
i ty to exami ne the r el at i onshi p between the develop-
ment patterns of di sti nct b ut l i kel y l i nked b ehavi ors.
A thi rd val uab l e extensi on i nvol ves devel opi ng diag-
nosti cs for cal i b r at i ng the degree to whi ch develop-
ment al trajectories cl us t er i nt o di st i nct groups or var y
r egul ar l y according to some speci fi ed parametri c dis-
t r i b ut i on (e.g., mul t i var i at e nor mal ). Nagi n and Trem-
b lay (in press) described another rationale that is not
di scussed here for the group-based model i ng strat-
egyto avoid maki ng strong and gener al l y untestab l e
assumpti ons ab out the popul ati on di stri b uti on of de-
velopmental trajectories. The semiparametric mi xture
can be thought of as approxi mati ng an unspecified but
l i kel y cont i nuous di stri b uti on of population heteroge-
nei t y in developmental trajectories. In so doing, a
standard procedure in nonparametric and semipara-
metric statistics of approxi mati ng a conti nuous distri-
b ut i on by a discrete mi xt ur e is adopted (Follman &
Lambert, 1989; Heckman & Singer, 1984; Li ndsay,
1995). A di ffi cul t but val uab l e research effort woul d
be to develop metrics for cal i b rati ng the degree to
whi ch trajectory groups are actually closely approxi-
mat i ng a specified continuous di str i b uti on.
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Appendix
Derivation of Likelihood
As described in the main text, the form of the like-
lihood for each i ndi vi dual i is
where P(Y-) is the unconditional probability of ob-
servi ng i ndi vi dual /' s l ongi t udi nal sequence of behav-
i oral measurements Y
t
, P'(Y,) is the pr ob ab i l i ty of Y/
jnven memb ershi p inj, and TT
;
is the pr ob ab i l i t y of j.
Thus, the l i kel i hood for the entire sample of N i ndi -
vi dua l s i s
N
L =
For gi ven j, conditional independence is assumed
for the sequential realizations of the el ement s of Y/, y,,
over the T ages of measurement. Thus,
T
where p i(y
it
) is the prob ab i l i ty di stri b uti on funct i on of
v,, gi ven membership in group /
For the censored normal, /^'(v,-,) equal s
^mi n P
X
il
(T ' \ a
for S,
nin
:= y,, <
ax' and
where cj> and <J> are, respectively, the densi ty functi on
and c umul a t i ve di str i b uti on funct i on of a normal ran-
ANALYZI NG DEVELOPMENTAL TRAJECTORIES 157
dom variab le wi th mean ^x
it
= (jj, + $\ Age,, +
P^Agef, and standard deviation cr, and S
min
and S
max
are, respecti vel y, the scale mi n i mum and maxi mum.
For t he Poisson-based model,
/%,,)=-
more general form of the Poisson-based model that
makes use of the zero-inflated Poisson distrib ution.
Fi nal l y, for the b i nary logit-based model,
Al so, see Land, McCall, and Nagi n (1996), Nagi n
and Land (1993), or Roeder, Lynch, and Nagi n (in
press) for a deri vati on of the l i kel i hood for the st i l l
Received June 15, 1998
Revi si on received October 16, 1998
Accepted Januar y 21, 1999
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