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Cited by 317

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An SEM approach to continuous time modeling of panel data: Relating authoritarianism and anomia.

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Voelkle, Manuel C., Oud, Johan H. L., Davidov, Eldad, Schmidt, Peter·2012·Psychological Methods

Abstract

Panel studies, in which the same subjects are repeatedly observed at multiple time points, are among the most popular longitudinal designs in psychology. Meanwhile, there exists a wide range of different methods to analyze such data, with autoregressive and cross-lagged models being 2 of the most well known representatives. Unfortunately, in these models time is only considered implicitly, making it difficult to account for unequally spaced measurement occasions or to compare parameter estimates across studies that are based on different time intervals. Stochastic differential equations offer a solution to this problem by relating the discrete time model to its underlying model in continuous time. It is the goal of the present article to introduce this approach to a broader psychological audience. A step-by-step review of the relationship between discrete and continuous time modeling is provided, and we demonstrate how continuous time parameters can be obtained via structural equation modeling. An empirical example on the relationship between authoritarianism and anomia is used to illustrate the approach.

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Metadata

Authors
Voelkle, M. C., Oud, J. H. L., Davidov, E., & Schmidt, P.
Venue
Psychological Methods
Published
2012
Volume
17
Issue
2
Pages
176-192
ISSN
  • 1082-989X (ISSN-L)
  • 1939-1463
OpenAlex
W2147172742
Cited by
317
References
67
FWCI
8.39
Type
journal article
Language
en
Open access
green
Funders
  • Higher School of Economics (HSE)
  • Volkswagen
  • Freudenberg Foundation

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CoChat. (2026). Citation check: An SEM approach to continuous time modeling of panel data: Relating authoritarianism and anomia. https://app.cochat.ai/papers/10.1037/a0027543
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Voelkle, M. C., Oud, J. H. L., Davidov, E., & Schmidt, P. (2012). An SEM approach to continuous time modeling of panel data: Relating authoritarianism and anomia. Psychological Methods. https://doi.org/10.1037/a0027543

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