Daily diary data: effects of cycles on inferences

Daily dairies and other intensive measurement methods are increasingly used to study the relationships between two time varying variables X and Y. These data are commonly analyzed using longitudinal multilevel or bivariate growth curve models that allow for random effects of intercept (and sometimes also slope) but which do not address the effects of weekly cycles in the data. Three Monte Carlo studies investigated the impact of omitting the weekly cycles in daily dairy data under the multilevel model framework. In cases where cycles existed in both the time-varying predictor series (X) and the time-varying outcome series (Y) but were ignored, the effects of the within- and between-person components of X on Y tended to be biased, as were their corresponding standard errors. The direction and magnitude of the bias depended on the phase difference between the cycles in the two series. In cases where cycles existed in only one series but were ignored, the standard errors of the regression coefficients for the within- and between-person components of X tended to be biased, and the direction and magnitude of bias depended on which series contained cyclical components.