The cross-lagged panel model (CLPM) is believed by many to overcome the problems associated with the use of cross-lagged correlations as a way to study causal influences in longitudinal panel data. The current article, however, shows that if stability of constructs is to some extent of a trait-like, time-invariant nature, the autoregressive relationships of the CLPM fail to adequately account for this. As a result, the lagged parameters that are obtained with the CLPM do not represent the actual within-person relationships over time, and this may lead to erroneous conclusions regarding the presence, predominance, and sign of causal influences. In this article we present an alternative model that separates the within-person process from stable between-person differences through the inclusion of random intercepts, and we discuss how this model is related to existing structural equation models that include cross-lagged relationships. We derive the analytical relationship between the cross-lagged parameters from the CLPM and the alternative model, and use simulations to demonstrate the spurious results that may arise when using the CLPM to analyze data that include stable, trait-like individual differences. We also present a modeling strategy to avoid this pitfall and illustrate this using an empirical data set. The implications for both existing and future cross-lagged panel research are discussed.
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.
The Akaike information criterion for model selection presupposes that the parameter space is not subject to order restrictions or inequality constraints. Anraku (1999) proposed a modified version of this criterion, called the order-restricted information criterion, for model selection in the one-way analysis of variance model when the population means are monotonic. We propose a generalization of this to the case when the population means may be restricted by a mixture of linear equality and inequality constraints. If the model has no inequality constraints, then the generalized order-restricted information criterion coincides with the Akaike information criterion. Thus, the former extends the applicability of the latter to model selection in multi-way analysis of variance models when some models may have inequality constraints while others may not. Simulation shows that the information criterion proposed in this paper performs well in selecting the correct model.
This article discusses comparisons of means using exploratory and confirmatory approaches. Three methods are discussed: hypothesis testing, model selection based on information criteria, and Bayesian model selection. Throughout the article, an example is used to illustrate and evaluate the two approaches and the three methods. We demonstrate that confirmatory hypothesis testing techniques have more power-that is, have a higher probability of rejecting a false null hypothesis-and confirmatory model selection techniques have a higher probability of choosing the correct or the best hypothesis than their exploratory counterparts. Furthermore, we show that if more than one hypothesis has to be evaluated, model selection has advantages over hypothesis testing. Another, more elaborate example is used to further illustrate confirmatory model selection. The article concludes with recommendations: When a researcher is able to specify reasonable expectations and hypotheses, confirmatory model selection should be used; otherwise, exploratory model selection should be used.
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