Continuous time modeling of panel data by means of SEM

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Title:	Continuous time modeling of panel data by means of SEM
Author(s):	Oud, J.H.L. ; Delsing, M.J.M.H.
Publication year:	2010
In:	Montfort, C.A.G.M.; Oud, J.H.L.; Satorra, A. (ed.), Longitudinal research with latent variables, pp. 201-244
Publisher:	New York : Springer
ISBN:	9783642117596
DOI:	http://dx.doi.org/10.1007/978-3-642-11760-2_7
Publication type:	Part of book or chapter of book
Please use this identifier to cite or link to this item : http://hdl.handle.net/2066/127915
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Editor(s):	Montfort, C.A.G.M.; Oud, J.H.L.; Satorra, A.
Subject:	Developmental Psychopathology
Organization:	SW OZ BSI OGG FSW_Academisch centrum
Book title:	Montfort, C.A.G.M.; Oud, J.H.L.; Satorra, A. (ed.), Longitudinal research with latent variables
Page start:	p. 201
Page end:	p. 244
Abstract:	After a brief history of continuous time modeling and its implementation in panel analysis by means of structural equation modeling (SEM), the problems of discrete time modeling are discussed in detail. This is done by means of the popular cross-lagged panel design. Next, the exact discrete model (EDM) is introduced, which accounts for the exact nonlinear relationship between the underlying continuous time model and the resulting discrete time model for data analysis. In addition, a linear approximation of the EDM is discussed: the approximate discrete model (ADM). It is recommended to apply the ADM-SEM procedure by means of a SEM program such as LISREL in the model building phase and the EDM-SEM procedure by means of Mx in the final model estimation phase. Both procedures are illustrated in detail by two empirical examples: Externalizing and Internalizing Problem Behavior in children; Individualism, Nationalism and Ethnocentrism in the Flemish electorate.