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Quasi‐longitudinal Designs in SEM state Space Modeling

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  • Johan H. L. Oud

Abstract

The collection of longitudinal data over the full model time scope is often an appropriate way to estimate the dynamic state space model with time‐varying parameters. Nevertheless, in many situations it is possible and preferable to collect and combine data from independent groups of subjects, each covering a shorter interval than the full dynamic model. Several quasi‐longitudinal designs are discussed: overlapping designs (overlapping cohort design OCD and overlapping samples design OSD) as well as nonoverlapping designs up to the exclusively cross‐sectional design. The use of the structural equation modeling (SEM) program Mx and continuous time state space modeling is recommended. Finally, a number of the quasi‐longitudinal designs is empirically evaluated, comparing the results with those of the full‐longitudinal design.

Suggested Citation

  • Johan H. L. Oud, 2001. "Quasi‐longitudinal Designs in SEM state Space Modeling," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, vol. 55(2), pages 200-220, July.
    • Handle: RePEc:bla:stanee:v:55:y:2001:i:2:p:200-220
    DOI: 10.1111/1467-9574.00165
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