Nesselroade and Molenaar advocate the use of an idiographic filter approach. This is a fixed-effects approach, which may limit the number of individuals that can be simultaneously modeled, and it is not clear how to model the presence of subpopulations. Most important, Nesselroade and Molenaar's proposal appears to be best suited for modeling long time series on a few variables for a few individuals. Long time series are not common in psychological applications. Can it be applied to the usual longitudinal data we face? These are characterized by short time series (four to five points in time), hundreds of individuals, and dozens of variables. If so, what do we gain? Applied settings most often involve between-individual decisions. I conjecture that their approach will not outperform common, simpler, methods. However, when intraindividual decisions are involved, their approach may have an edge.
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