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From Data to Causes I: Building A General Cross-Lagged Panel Model (GCLM)

Open access
Zyphur, Michael J., Allison, Paul D., Tay, Louis, Voelkle, Manuel C., Preacher, Kristopher J., Zhang, Zhen, Hamaker, Ellen L., Shamsollahi, Ali, Pierides, Dean C., Koval, Peter, Diener, Ed·2020·Organizational Research Methods

Abstract

This 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.

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Metadata

Authors
Zyphur, M. J., Allison, P. D., Tay, L., Voelkle, M. C., Preacher, K. J., Zhang, Z., Hamaker, E. L., Shamsollahi, A., Pierides, D. C., Koval, P., & Diener, E.
Venue
Organizational Research Methods
Published
2019-05-21
Volume
23
Issue
4
Pages
651-687
ISSN
  • 1094-4281 (ISSN-L)
  • 1552-7425
OpenAlex
W2945530942
Cited by
306
References
24
FWCI
22.27
Type
journal article
Language
en
Open access
bronze

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