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Continuous Time Modeling of Panel Data by means of SEM

In: Longitudinal Research with Latent Variables

Author

Listed:
  • Johan H. L. Oud

    (Radboud University Nijmegen, Behavioural Science Institute)

  • Marc J. M. H. Delsing

    (Praktikon, Radboud University Nijmegen)

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.

Suggested Citation

  • Johan H. L. Oud & Marc J. M. H. Delsing, 2010. "Continuous Time Modeling of Panel Data by means of SEM," Springer Books, in: Kees van Montfort & Johan H.L. Oud & Albert Satorra (ed.), Longitudinal Research with Latent Variables, chapter 0, pages 201-244, Springer.
    • Handle: RePEc:spr:sprchp:978-3-642-11760-2_7
    DOI: 10.1007/978-3-642-11760-2_7
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