Continuous Time Modeling of Panel Data by means of SEM

Johan H. L. Oud () and Marc J. M. H. Delsing ()
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Johan H. L. Oud: Radboud University Nijmegen, Behavioural Science Institute
Marc J. M. H. Delsing: Praktikon, Radboud University Nijmegen

Chapter Chapter 7 in Longitudinal Research with Latent Variables, 2010, pp 201-244 from Springer

Abstract: Abstract After a brief history of continuous time modeling and its implementation in panel analysis by means of structural equation modeling (SEM), the problems of discrete time modeling are discussed in detail. This is done by means of the popular cross-lagged panel design. Next, the exact discrete model (EDM) is introduced, which accounts for the exact nonlinear relationship between the underlying continuous time model and the resulting discrete time model for data analysis. In addition, a linear approximation of the EDM is discussed: the approximate discrete model (ADM). It is recommended to apply the ADM-SEM procedure by means of a SEM program such as LISREL in the model building phase and the EDM-SEM procedure by means of Mx in the final model estimation phase. Both procedures are illustrated in detail by two empirical examples: Externalizing and Internalizing Problem Behavior in children; Individualism, Nationalism and Ethnocentrism in the Flemish electorate.

Keywords: Structural Equation Modeling; Continuous Time; Observation Interval; Externalize Problem Behavior; Continuous Time Modeling (search for similar items in EconPapers)
Date: 2010
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Persistent link: https://EconPapers.repec.org/RePEc:spr:sprchp:978-3-642-11760-2_7

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DOI: 10.1007/978-3-642-11760-2_7

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