The DOI matches its Crossref record; 45 of the 45 references it cites were found in a registry or an index.
Maximum Likelihood for Cross-lagged Panel Models with Fixed Effects
Open accessAbstract
Panel data make it possible both to control for unobserved confounders and allow for lagged, reciprocal causation. Trying to do both at the same time, however, leads to serious estimation difficulties. In the econometric literature, these problems have been solved by using lagged instrumental variables together with the generalized method of moments (GMM). Here we show that the same problems can be solved by maximum likelihood (ML) estimation implemented with standard software packages for structural equation modeling (SEM). Monte Carlo simulations show that the ML-SEM method is less biased and more efficient than the GMM method under a wide range of conditions. ML-SEM also makes it possible to test and relax many of the constraints that are typically embodied in dynamic panel models.
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Cited by
Three Extensions of the Random Intercept Cross-Lagged Panel Model
Mulder, J. D., & Hamaker, E. L. (2021) · Structural Equation Modeling: A Multidisciplinary Journal · doi:10.1080/10705511.2020.1784738 · Cited by 1,151
Limitations of Fixed-Effects Models for Panel Data
Hill, T. D., Davis, A. P., Roos, J. M., & French, M. T. (2020) · Sociological Perspectives · doi:10.1177/0731121419863785 · Cited by 336
Falkenström, F., Ekeblad, A., & Holmqvist, R. (2016) · Journal of Consulting and Clinical Psychology · doi:10.1037/ccp0000119 · Cited by 103
Moeller, J., Shehata, A., & Kruikemeier, S. (2018) · Journal of Communication · doi:10.1093/joc/jqy062 · Cited by 40
Hajek, A., Volkmar, A., & König, H.-H. (2025) · Social Psychiatry and Psychiatric Epidemiology · doi:10.1007/s00127-023-02602-0 · Cited by 39
Metadata
- Authors
- Allison, P. D., Williams, R., & Moral-Benito, E.
- Venue
- Socius: Sociological Research for a Dynamic World
- Publisher
- SAGE Publications
- Published
- 2017-01-01
- Volume
- 3
- ISSN
- 2378-0231 (ISSN-L)
- OpenAlex
- W2624790950
- Cited by
- 384
- References
- 45
- FWCI
- 41.99
- Type
- journal article
- Language
- en
- Open access
- gold
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- Allison, P. D., Williams, R., & Moral-Benito, E. (2017). Maximum Likelihood for Cross-lagged Panel Models with Fixed Effects. Socius: Sociological Research for a Dynamic World. https://doi.org/10.1177/2378023117710578
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