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Drawing Conclusions from Cross-Lagged Relationships: Re-Considering the Role of the Time-Interval

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Kuiper, Rebecca M., Ryan, Oisín·2018·Structural Equation Modeling A Multidisciplinary Journal

DOI 10.1080/10705511.2018.1431046

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Abstract

The cross-lagged panel model (CLPM), a discrete-time (DT) SEM model, is frequently used to gather evidence for (reciprocal) Granger-causal relationships when lacking an experimental design. However, it is well known that CLPMs can lead to different parameter estimates depending on the time-interval of observation. Consequently, this can lead to researchers drawing conflicting conclusions regarding the sign and/or dominance of relationships. Multiple authors have suggested the use of continuous-time models to address this issue.In this article, we demonstrate the exact circumstances under which such conflicting conclusions occur. Specifically, we show that such conflicts are only avoided in general in the case of bivariate, stable, nonoscillating, first-order systems, when comparing models with uniform time-intervals between observations. In addition, we provide a range of tools, proofs, and guidelines regarding the comparison of discrete- and continuous-time parameter estimates.

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Authors: Kuiper, R. M., & Ryan, O.
Affiliations: Utrecht University (NL)
Corresponding author: Kuiper, Rebecca M.
ORCID: Kuiper, Rebecca M.
Ryan, Oisín
Venue: Structural Equation Modeling A Multidisciplinary Journal
Publisher: Informa UK Limited
Published: 2018-03-05
Volume: 25
Issue: 5
Pages: 809-823
ISSN: 1070-5511 (ISSN-L)
1532-8007
DOI: 10.1080/10705511.2018.1431046
OpenAlex: W2791017149
Cited by: 155
References: 42
Citations by year: 2026: 18 · 2025: 22 · 2024: 11 · 2023: 15 · 2022: 23 · 2021: 34 · 2020: 18 · 2019: 11 · 2018: 3
FWCI: 13.18
Type: journal article
Language: en
Open access: hybrid
doi.org
Licence: cc-by-nc
creativecommons.org/licenses/by-nc/4.0/ (vor)
Locations: Structural Equation Modeling A Multidisciplinary Journal (publishedVersion, cc-by-nc)
Utrecht University Repository (Utrecht University) (submittedVersion, other-oa)
Funders: Netherlands Organisation for Scientific Research (NWO (Onderzoekstalent Grant 406-15-128; Kuiper, VENI Grant 451-16-019)
Topics: Social Sciences › Decision Sciences › Management Science and Operations Research › Psychometric Methodologies and Testing
Physical Sciences › Mathematics › Statistics and Probability › Statistical Methods and Bayesian Inference
Social Sciences › Psychology › Experimental and Cognitive Psychology › Mental Health Research Topics
Keywords: cross-lagged panel model, time intervals, Granger causality, reciprocal causation, parameter estimates, first-order systems, causal inference

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Drawing Conclusions from Cross-Lagged Relationships: Re-Considering the Role of the Time-Interval

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