Abstract
Big data presents unprecedented opportunities to understand human behavior on a large scale. It has been increasingly used in social and psychological research to reveal individual differences and group dynamics. There are a few theoretical and methodological challenges in big data research that require attention. In this paper, we highlight four issues, namely data-driven versus theory-driven approaches, measurement validity, multi-level longitudinal analysis, and data integration. They represent common problems that social scientists often face in using big data. We present examples of these problems and propose possible solutions.