Drawing Conclusions from Cross-Lagged Relationships: Re-Considering the Role of the Time-Interval

Rebecca M. Kuiper*, Oisín Ryan

*Corresponding author for this work

Research output: Contribution to journalArticleAcademicpeer-review

Abstract

The cross-lagged panel model (CLPM), a discrete-time (DT) SEM model, is frequently used to gather evidence for (reciprocal) Granger-causal relationships when lacking an experimental design. However, it is well known that CLPMs can lead to different parameter estimates depending on the time-interval of observation. Consequently, this can lead to researchers drawing conflicting conclusions regarding the sign and/or dominance of relationships. Multiple authors have suggested the use of continuous-time models to address this issue. In this article, we demonstrate the exact circumstances under which such conflicting conclusions occur. Specifically, we show that such conflicts are only avoided in general in the case of bivariate, stable, nonoscillating, first-order systems, when comparing models with uniform time-intervals between observations. In addition, we provide a range of tools, proofs, and guidelines regarding the comparison of discrete- and continuous-time parameter estimates.

Original languageEnglish
Pages (from-to)809-823
JournalStructural Equation Modeling
Volume25
Issue number5
DOIs
Publication statusPublished - 2018

Keywords

  • continuous-time SEM
  • cross-lagged panel model (CLPM)
  • first-order vector autoregressive (VAR(1)) model
  • lagged effects

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