Supplementary Material for: The Identification of Regions of Significance in the Effect of Multimorbidity on Depressive Symptoms Using Longitudinal Data: An Application of the Johnson-Neyman Technique

<strong><em>Background:</em></strong> The investigation of multimorbidity and aging is complex and highly intertwined with aging-related changes in physical and cognitive capabilities, and mental health and is known to affect psychological distress and quality of life. Under these circumstances it is important to understand how the effects of chronic conditions evolve over time relative to aging-related and end-of-life changes. The identification of periods in time where multimorbidity impacts particular outcomes such as depressive symptoms, versus periods of time where this is not the case, reduces the complexity of the phenomenon. <b><i>Objective:</i></b> We present the Johnson-Neyman (J-N) technique in the context of a curvilinear longitudinal model with higher-order terms to probe moderators and to identify regions of statistical significance. In essence, the J-N technique allows one to identify conditions under which moderators impact an outcome from conditions where these effects are not significant. <b><i>Methods:</i></b> To illustrate the use of the J-N technique in a longitudinal sample, we used data from the Health and Retirement Study. Analyses were based on time-to-death models including participants who died within the study duration of 12 years. <b><i>Results:</i></b> Multimorbidity differentially affects rates of change in depression. For some periods in time the effects are statistically significant while in other periods the same effects are not statistically different from zero. <b><i>Conclusion:</i></b> The J-N technique is useful to continuously probe moderating effects and to identify particular interactions with the model for time when certain effects are or are not statistically significant. In the context of multimorbidity this method is particularly useful for interpreting the complex interactions with differential change over time.