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From Data to Causes I: Building A General Cross-Lagged Panel Model (GCLM)
- Source :
- Organizational Research Methods, Organizational Research Methods, 23(4), 651
- Publication Year :
- 2020
-
Abstract
- his is the first paper in a series of two that synthesizes, compares, and extends methods for causal inference with longitudinal panel data in a structural equation modeling (SEM) framework. Starting with a cross-lagged approach, this paper builds a general cross-lagged panel model (GCLM) with parameters to account for stable factors while increasing the range of dynamic processes that can be modeled. We illustrate the GCLM by examining the relationship between national income and subjective well-being (SWB), showing how to examine hypotheses about short-run (via Granger-Sims tests) versus long-run effects (via impulse responses). When controlling for stable factors, we find no short-run or long-run effects among these variables, showing national SWB to be relatively stable, whereas income is less so. Our second paper addresses the differences between the GCLM and other methods. Online Supplementary Materials offer an Excel file automating GCLM input for Mplus (with an example also for Lavaan in R) and analyses using additional data sets and all program input/output. We also offer an introductory GCLM presentation at https://youtu.be/tHnnaRNPbXs. We conclude with a discussion of issues surrounding causal inference. All authors: Michael J. Zyphur, Paul D. Allison, Louis Tay, Manuel C. Voelkle, Kristopher J. Preacher, Zhen Zhang, Ellen L. Hamaker, Ali Shamsollahi, Dean C. Pierides, Peter Koval, Ed Diener
- Subjects :
- Strategy and Management
General Decision Sciences
Structural equation modeling
moving average
granger causality
Granger causality
ddc:150
Moving average
Management of Technology and Innovation
0502 economics and business
Econometrics
panel data model
050207 economics
causal inference
GCLM
autoregression
05 social sciences
structural equation model
cross-lagged panel mode
Autoregressive model
Cross lagged
Causal inference
150 Psychologie
cross-lagged panel model
vector autoregressive VAR model
VARMA
panel VAR
050203 business & management
ARMA
Panel data
Subjects
Details
- Language :
- English
- ISSN :
- 15527425
- Database :
- OpenAIRE
- Journal :
- Organizational Research Methods, Organizational Research Methods, 23(4), 651
- Accession number :
- edsair.doi.dedup.....47308c7031e92baf0eae7a9b7926ba54