Analysis of the cross-effects in a cross-lagged panel study |
| |
Authors: | Steven S Carroll Lawrence S Mayer |
| |
Institution: | Department of Decision and Information Systems , College of Business Arizona State University , Tempe, AZ, 85287 |
| |
Abstract: | Panel studies are statistical studies in which two or more variables are observed for two or more subjects at two or more points in time. Cross-lagged panel studies are comprised of continuous variables which divide naturally into two sets, and otten the primary statistical issue Is to estimate and test the cross-effects which indicate the degree to which each set is related to the other over time. By taking a regression approach to modeling the relationships, we apply multivariate regression methodology to make inferences about the regression coefficients in a cross-lagged panel model. In particular we develop a test of the hypothesis that the regression coefficients indicating the cross-effects are equal and develop simultaneous confidence bounds for various linear combinations of these regression coefficients. |
| |
Keywords: | Data segmenting low order polynomials cubic splines data adaptive procedures linear adaptive prediction Kalman filtering |
|