Journal article

From Data to Causes I: Building A General Cross-Lagged Panel Model (GCLM)

Michael J Zyphur, Paul D Allison, Louis Tay, Manuel C Voelkle, Kristopher J Preacher, Zhen Zhang, Ellen L Hamaker, Ali Shamsollahi, Dean C Pierides, Peter KOVAL, Ed Diener

Organizational Research Methods | SAGE Publications | Published : 2020


This is the first paper in a series of two that synthesizes, compares, and extends methods for causal inference with longitudinal panel data in a structural equation modeling (SEM) framework. Starting with a cross-lagged approach, this paper builds a general cross-lagged panel model (GCLM) with parameters to account for stable factors while increasing the range of dynamic processes that can be modeled. We illustrate the GCLM by examining the relationship between national income and subjective well-being (SWB), showing how to examine hypotheses about short-run (via Granger-Sims tests) versus long-run effects (via impulse responses). When controlling for stable factors, we find no short-run or..

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