Longitudinal Data Analysis with Structural Equations

Abstract. In this paper we review different structural equation models for the analysis of longitudinal data: (a) univariate models of observable variables, (b) multivariate models of observable variables, (c) models with latent variables, (d) models that are unconditioned or conditioned to other variables (depending on the variability of the independent variables: time-varying or time-invariant, and depending on the type of independent variables: of latent variables or of observable variables), (e) models with interaction of variables, (f) models with nonlinear variables, (g) models with a constant, (h) with single level and multilevel measurement, and (i) other advances in SEM of longitudinal data (latent growth curve model, latent difference score, etc.). We pay more attention to the interaction of variables and to nonlinear transformations of variables because they are not frequently used in empirical investigation. They do, however, offer interesting possibilities to researchers who wish to verify re...

[1]  G. A. Marcoulides,et al.  Advanced structural equation modeling : issues and techniques , 1996 .

[2]  P. Whittle,et al.  Latent Variables in Socio‐Economic Models , 1978 .

[3]  Fan Yang,et al.  Nonlinear structural equation models: The Kenny-Judd model with Interaction effects , 1996 .

[4]  Jürgen Baumert,et al.  Modeling longitudinal and multilevel data: Practical issues, applied approaches, and specific examples. , 2000 .

[5]  John McLeod,et al.  Change and Development , 1991 .

[6]  James A. Bovaird,et al.  Modeling contextual effects in longitudinal studies , 2007 .

[7]  J J McArdle,et al.  Latent growth curves within developmental structural equation models. , 1987, Child development.

[8]  Kristopher J Preacher,et al.  New developments in latent variable panel analyses of longitudinal data , 2007 .

[9]  S. West,et al.  Multiple Regression: Testing and Interpreting Interactions. , 1994 .

[10]  D. A. Kenny,et al.  Estimating the nonlinear and interactive effects of latent variables. , 1984 .

[11]  Jaime Arnau,et al.  Relationship between the Mean and the Constant in a Box–Jenkins Time Series Model , 1998 .

[12]  R. Steyer,et al.  Modeling Latent Trait-Change , 2004 .

[13]  Todd D. Little,et al.  A Non-arbitrary Method of Identifying and Scaling Latent Variables in SEM and MACS Models , 2006 .

[14]  John J. McArdle,et al.  Growth Curve Analysis in Contemporary Psychological Research , 2003 .

[15]  Donald Hedeker,et al.  Longitudinal Data Analysis , 2006 .

[16]  Kenneth A. Bollen,et al.  Structural Equations with Latent Variables , 1989 .

[17]  D. A. Kenny,et al.  Correlation and Causation , 1937, Wilmott.

[18]  D. R. Heise Separating reliability and stability in test-retest correlation. , 1969 .

[19]  S. Glantz,et al.  Multiple Linear Regression: Accounting for Multiple Simultaneous Determinants of a Continuous Dependent Variable , 2008, Circulation.

[20]  D. A. Kenny,et al.  The moderator-mediator variable distinction in social psychological research: conceptual, strategic, and statistical considerations. , 1986, Journal of personality and social psychology.

[21]  John Hinde,et al.  Statistical Modelling in R , 2009 .

[22]  Ian Plewis,et al.  Analysing Change—Measurement and Explanation Using Longitudinal Data , 1986 .

[23]  M. Eid,et al.  Modeling true intraindividual change: True change as a latent variable. , 1997 .

[24]  Edward W. Frees,et al.  Longitudinal and Panel Data , 2004 .

[25]  Paul D. Bliese,et al.  Book Review: Modeling Longitudinal and Multilevel Data: Practical Issues, Applied Approaches, and Specific Examples, edited by T. D. Little, K. U. Schnabel, and J. Baumert (2000). Mahwah, Nj: Lawrence Erlbaum. , 2003 .

[26]  Alexander von Eye,et al.  Latent Variables Analysis: Applications for Developmental Research. , 1995 .

[27]  Wayne F. Velicer,et al.  Research methods in psychology , 2003 .

[28]  Noel A. Card,et al.  Longitudinal modeling of developmental processes , 2007 .

[29]  Karl G. Jöreskog,et al.  Lisrel 8: User's Reference Guide , 1997 .

[30]  J. Jaccard,et al.  Interaction effects in multiple regression , 1992 .

[31]  I. Plewis Modelling Behaviour with Multivariate Multilevel Growth Curves , 2005 .

[32]  B. Muthén,et al.  Finite Mixture Modeling with Mixture Outcomes Using the EM Algorithm , 1999, Biometrics.

[33]  D. Nagin Group-based modeling of development , 2005 .

[34]  A. Goldberger,et al.  Structural Equation Models in the Social Sciences. , 1974 .

[35]  George A. Marcoulides,et al.  Interaction and Nonlinear Effects in Structural Equation Modeling , 1998 .

[36]  I. Plewis,et al.  Modelling repeated ordinal reports from multiple informants , 2006 .

[37]  Ian Plewis,et al.  Statistical methods for understanding cognitive growth: A review, a synthesis and an application , 1996 .

[38]  G. Seber,et al.  Nonlinear Regression: Seber/Nonlinear Regression , 2005 .

[39]  D. A. Kenny,et al.  Process Analysis , 1981 .

[40]  C. Spearman General intelligence Objectively Determined and Measured , 1904 .

[41]  Peter M. Bentler,et al.  On measures of explained variance in nonrecursive structural equation models. , 2000 .

[42]  K. Pearson Mathematical Contributions to the Theory of Evolution. III. Regression, Heredity, and Panmixia , 1896 .

[43]  S. Maxwell,et al.  Testing mediational models with longitudinal data: questions and tips in the use of structural equation modeling. , 2003, Journal of abnormal psychology.

[44]  J. Jaccard,et al.  LISREL Approaches to Interaction Effects in Multiple Regression , 1998 .

[45]  William Meredith,et al.  Latent curve analysis , 1990 .

[46]  B. Everitt,et al.  Modelling Covariances and Latent Variables Using EQS , 1993 .

[47]  Karl G. Jöreskog,et al.  Analyzing psychological data by structural analysis of covariance matrices , 1974 .

[48]  S. Wright,et al.  On the Nature of Size Factors. , 1918, Genetics.

[49]  G. A. Marcoulides,et al.  New developments and techniques in structural equation modeling , 2001 .

[50]  J. Ware,et al.  Applied Longitudinal Analysis , 2004 .

[51]  M. Feinleib,et al.  Statistical Models for Longitudinal Studies of Health , 1992 .

[52]  Randall E. Schumacker,et al.  Latent Variable Interaction Modeling , 2002 .

[53]  Kenneth A. Bollen,et al.  Latent curve models: A structural equation perspective , 2005 .

[54]  John W. Tukey,et al.  Exploratory Data Analysis. , 1979 .

[55]  Leona S. Aiken,et al.  Multiple Linear Regression , 2005 .

[56]  L. J. Wilson Conflict in personal relationships: Dudley D. Cahn, ed. Hillsdale, NJ: Lawrence Erlbaum Associates, 1994 , 1995 .

[57]  I. Plewis,et al.  Analyzing Change: Measurement and Explanation Using Longitudinal Data. , 1986 .

[58]  J. Singer,et al.  Applied Longitudinal Data Analysis , 2003 .

[59]  A. Raftery Bayesian Model Selection in Social Research , 1995 .

[60]  Leslie A. Hayduk,et al.  LISREL Issues, Debates and Strategies , 1996 .

[61]  T. Brown,et al.  Confirmatory Factor Analysis for Applied Research , 2006 .

[62]  D. Rindskopf Using phantom and imaginary latent variables to parameterize constraints in linear structural models , 1984 .

[63]  P. Suppes,et al.  Contemporary Developments in Mathematical Psychology , 1976 .

[64]  H Goldstein,et al.  Multilevel time series models with applications to repeated measures data. , 1994, Statistics in medicine.

[65]  Peter M. Bentler,et al.  EQS : structural equations program manual , 1989 .

[66]  Gwilym M. Jenkins,et al.  Time series analysis, forecasting and control , 1971 .

[67]  Gwilym M. Jenkins,et al.  Time series analysis, forecasting and control , 1972 .

[68]  Richard G. Lomax,et al.  A Beginner's Guide to Structural Equation Modeling , 2022 .

[69]  E. Ferrer,et al.  Factorial Invariance and The Specification of Second-Order Latent Growth Models. , 2008, Methodology : European journal of research methods for the behavioral & social sciences.

[70]  A. Satorra,et al.  Corrections to test statistics and standard errors in covariance structure analysis. , 1994 .

[71]  Bengt Muthén,et al.  Second-generation structural equation modeling with a combination of categorical and continuous latent variables: New opportunities for latent class–latent growth modeling. , 2001 .

[72]  James A. Bovaird,et al.  On the Merits of Orthogonalizing Powered and Product Terms: Implications for Modeling Interactions Among Latent Variables , 2006 .

[73]  A. McNeil,et al.  Latent Curve Models: A Structural Equation Approach , 2007 .

[74]  Daniel S. Nagin,et al.  Analyzing developmental trajectories: A semiparametric, group-based approach , 1999 .

[75]  Lloyd G. Humphreys,et al.  Investigations of the simplex , 1960 .

[76]  Terry E. Duncan,et al.  An Introduction to Latent Variable Growth Curve Modeling: Concepts, Issues, and Application, Second Edition , 1999 .

[77]  Nilam Ram,et al.  Using simple and complex growth models to articulate developmental change: Matching theory to method , 2007 .

[78]  A. Zellner An Efficient Method of Estimating Seemingly Unrelated Regressions and Tests for Aggregation Bias , 1962 .

[79]  L. Collins Analysis of longitudinal data: the integration of theoretical model, temporal design, and statistical model. , 2006, Annual review of psychology.

[80]  R. Steyer Analyzing Individual and Average Causal Effects via Structural Equation Models , 2005 .

[81]  Geometrical Interpretation of the Mean and the Constant in a Box-Jenkins Time Series Model , 2002 .

[82]  John M. Gottman,et al.  The Analysis of Change , 1995 .

[83]  Linda M. Collins,et al.  New methods for the analysis of change , 2001 .

[84]  R. Ping A Parsimonious Estimating Technique for Interaction and Quadratic Latent Variables , 1995 .

[85]  K. Jöreskog A general approach to confirmatory maximum likelihood factor analysis , 1969 .

[86]  James A. Bovaird,et al.  Methods for the Analysis of Change , 2006 .