Cross-lagged panel model

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Short description: Statistical model comparing multiple variables over time

The cross-lagged panel model is a type of discrete time structural equation model used to analyze panel data in which two or more variables are repeatedly measured at two or more different time points. This model aims to estimate the directional effects that one variable has on another at different points in time.[1][2] This model was first introduced in 1963 by Donald T. Campbell and refined during the 1970s by David A. Kenny.[3] Kenny has described it as follows: "Two variables, X and Y, are measured at two times, 1 and 2, resulting in four measures, X1, Y1, X2, and Y2. With these four measures, there are six possible relations among them – two synchronous or cross‐sectional relations (see cross‐sectional design) (between X1 and Y1 and between X2 and Y2), two stability relations (between X1 and X2 and between Y1 and Y2), and two cross‐lagged relations (between X1 and Y2 and between Y1 and X2)."[4] Though this approach is commonly believed to be a valid technique to identify causal relationships from panel data, its use for this purpose has been criticized, as it depends on certain assumptions, such as synchronicity and stationarity, that may not be valid.[5][6][7]

References

  1. Kuiper, Rebecca M.; Ryan, Oisín (2018-09-03). "Drawing Conclusions from Cross-Lagged Relationships: Re-Considering the Role of the Time-Interval" (in en). Structural Equation Modeling 25 (5): 809–823. doi:10.1080/10705511.2018.1431046. ISSN 1070-5511. 
  2. "Cross-Lagged Panel Analysis". The SAGE Encyclopedia of Communication Research Methods. 2455 Teller Road, Thousand Oaks, California, 91320: SAGE Publications, Inc. 2017. doi:10.4135/9781483381411.n117. ISBN 978-1-4833-8143-5. https://sk.sagepub.com/reference/the-sage-encyclopedia-of-communication-research-methods//i3792.xml. 
  3. Berry, Daniel; Willoughby, Michael T. (July 2017). "On the Practical Interpretability of Cross-Lagged Panel Models: Rethinking a Developmental Workhorse" (in en). Child Development 88 (4): 1186–1206. doi:10.1111/cdev.12660. PMID 27878996. 
  4. Kenny, David A. (2014-09-29). "Cross-Lagged Panel Design" (in en). Wiley StatsRef: Statistics Reference Online. Chichester, UK: John Wiley & Sons, Ltd. pp. stat06464. doi:10.1002/9781118445112.stat06464. ISBN 978-1-118-44511-2. 
  5. Ellen, Hamaker; Rebecca, Kuiper; Raoul, Grasman (March 2015). "A Critique of the Cross-Lagged Panel Model" (in en). Psychological Methods 20 (1): 102–116. doi:10.1037/a0038889. PMID 25822208. https://pure.uva.nl/ws/files/2688454/168970_Hamaker_Kuiper_Grasman_2015_A_Critique_of_Cross_Lagged_Panel_Model.pdf. 
  6. Mund, Marcus; Nestler, Steffen (September 2019). "Beyond the Cross-Lagged Panel Model: Next-generation statistical tools for analyzing interdependencies across the life course" (in en). Advances in Life Course Research 41: 100249. doi:10.1016/j.alcr.2018.10.002. http://psyarxiv.com/zfy85/. 
  7. Kenny, David A. (1975). "Cross-lagged panel correlation: A test for spuriousness." (in en). Psychological Bulletin 82 (6): 887–903. doi:10.1037/0033-2909.82.6.887. ISSN 0033-2909. http://content.apa.org/journals/bul/82/6/887.