TY - JOUR
T1 - Drawing Conclusions from Cross-Lagged Relationships
T2 - Re-Considering the Role of the Time-Interval
AU - Kuiper, Rebecca M.
AU - Ryan, Oisín
PY - 2018
Y1 - 2018
N2 - 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.
AB - 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.
KW - continuous-time SEM
KW - cross-lagged panel model (CLPM)
KW - first-order vector autoregressive (VAR(1)) model
KW - lagged effects
UR - http://www.scopus.com/inward/record.url?scp=85042938368&partnerID=8YFLogxK
U2 - 10.1080/10705511.2018.1431046
DO - 10.1080/10705511.2018.1431046
M3 - Article
AN - SCOPUS:85042938368
SN - 1070-5511
VL - 25
SP - 809
EP - 823
JO - Structural Equation Modeling
JF - Structural Equation Modeling
IS - 5
ER -