Cross-lagged Panel Model
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The cross-lagged panel model is a type of
discrete time In mathematical dynamics, discrete time and continuous time are two alternative frameworks within which variables that evolve over time are modeled. Discrete time Discrete time views values of variables as occurring at distinct, separate "po ...
structural equation model Structural equation modeling (SEM) is a label for a diverse set of methods used by scientists in both experimental and observational research across the sciences, business, and other fields. It is used most in the social and behavioral scienc ...
used to analyze
panel data In statistics and econometrics, panel data and longitudinal data are both multi-dimensional data set, data involving measurements over time. Panel data is a subset of longitudinal data where observations are for the same subjects each time. Time s ...
in which two or more variables are repeatedly measured at two or more different time points. This model aims to estimate the directional effects that one variable has on another at different points in time. This model was first introduced in 1963 by
Donald T. Campbell Donald Thomas Campbell (November 20, 1916 – May 6, 1996) was an American social scientist. He is noted for his work in methodology. He coined the term ''evolutionary epistemology'' and developed a selectionist theory of human creativity. A ''R ...
and refined during the 1970s by
David A. Kenny David Anthony Kenny (born November 10, 1946) is an American social psychologist and Distinguished Professor Emeritus in the Department of Psychological Sciences at the University of Connecticut in Storrs, Connecticut. He is a member of the Ameri ...
. Kenny has described it as follows: "Two variables, X and Y, are measured at two times, 1 and 2, resulting in four measures, X1, Y1, X2, and Y2. With these four measures, there are six possible relations among them – two synchronous or cross‐sectional relations (see cross‐sectional design) (between X1 and Y1 and between X2 and Y2), two stability relations (between X1 and X2 and between Y1 and Y2), and two cross‐lagged relations (between X1 and Y2 and between Y1 and X2)." Though this approach is commonly believed to be a valid technique to identify
causal relationship Causality (also referred to as causation, or cause and effect) is influence by which one event, process, state, or object (''a'' ''cause'') contributes to the production of another event, process, state, or object (an ''effect'') where the cau ...
s from panel data, its use for this purpose has been criticized, as it depends on certain assumptions, such as
synchronicity Synchronicity (german: Synchronizität) is a concept first introduced by analytical psychologist Carl G. Jung "to describe circumstances that appear meaningfully related yet lack a causal connection." In contemporary research, synchronicity ...
and stationarity, that may not be valid.


References

Panel data Structural equation models {{Statistics-stub