Modeling the contemporaneous relationship in a continuous variable panel model

Lawrence S. Mayer, Steven S. Carroll

Research output: Contribution to journalArticle

Abstract

Continuous-variable panel models are widely used in social and business research to assess the relationships between variables over time given measurements at several waves on a single sample of individuals. Emphasis is often placed on estimating and testing the cross-effects which are the regression coefficients indicating the lagged effect of one variable on another. For the simple two-variable model we consider the problem of incorporating the contemporaneous relationship between the variables into the model. Three extensions of the “independent regressions” model are considered. Their similarities and differences are examined. The use of the models is illustrated by examining data on the attitudes toward the criminal justice system and capital punishment for a panel of petit jurors.

Original languageEnglish (US)
Pages (from-to)1593-1617
Number of pages25
JournalCommunications in Statistics - Theory and Methods
Volume20
Issue number5-6
DOIs
StatePublished - Jan 1 1991

Fingerprint

Continuous Variables
Modeling
Regression Coefficient
Model
Regression Model
Testing
Relationships

Keywords

  • cross-lagged coefficients
  • linear models
  • maximum-likelihood estimation

ASJC Scopus subject areas

  • Statistics and Probability

Cite this

Modeling the contemporaneous relationship in a continuous variable panel model. / Mayer, Lawrence S.; Carroll, Steven S.

In: Communications in Statistics - Theory and Methods, Vol. 20, No. 5-6, 01.01.1991, p. 1593-1617.

Research output: Contribution to journalArticle

Mayer, Lawrence S. ; Carroll, Steven S. / Modeling the contemporaneous relationship in a continuous variable panel model. In: Communications in Statistics - Theory and Methods. 1991 ; Vol. 20, No. 5-6. pp. 1593-1617.
@article{eaee53e1dbe84fbab98638ae8b81a85a,
title = "Modeling the contemporaneous relationship in a continuous variable panel model",
abstract = "Continuous-variable panel models are widely used in social and business research to assess the relationships between variables over time given measurements at several waves on a single sample of individuals. Emphasis is often placed on estimating and testing the cross-effects which are the regression coefficients indicating the lagged effect of one variable on another. For the simple two-variable model we consider the problem of incorporating the contemporaneous relationship between the variables into the model. Three extensions of the “independent regressions” model are considered. Their similarities and differences are examined. The use of the models is illustrated by examining data on the attitudes toward the criminal justice system and capital punishment for a panel of petit jurors.",
keywords = "cross-lagged coefficients, linear models, maximum-likelihood estimation",
author = "Mayer, {Lawrence S.} and Carroll, {Steven S.}",
year = "1991",
month = "1",
day = "1",
doi = "10.1080/03610929108830586",
language = "English (US)",
volume = "20",
pages = "1593--1617",
journal = "Communications in Statistics - Theory and Methods",
issn = "0361-0926",
publisher = "Taylor and Francis Ltd.",
number = "5-6",

}

TY - JOUR

T1 - Modeling the contemporaneous relationship in a continuous variable panel model

AU - Mayer, Lawrence S.

AU - Carroll, Steven S.

PY - 1991/1/1

Y1 - 1991/1/1

N2 - Continuous-variable panel models are widely used in social and business research to assess the relationships between variables over time given measurements at several waves on a single sample of individuals. Emphasis is often placed on estimating and testing the cross-effects which are the regression coefficients indicating the lagged effect of one variable on another. For the simple two-variable model we consider the problem of incorporating the contemporaneous relationship between the variables into the model. Three extensions of the “independent regressions” model are considered. Their similarities and differences are examined. The use of the models is illustrated by examining data on the attitudes toward the criminal justice system and capital punishment for a panel of petit jurors.

AB - Continuous-variable panel models are widely used in social and business research to assess the relationships between variables over time given measurements at several waves on a single sample of individuals. Emphasis is often placed on estimating and testing the cross-effects which are the regression coefficients indicating the lagged effect of one variable on another. For the simple two-variable model we consider the problem of incorporating the contemporaneous relationship between the variables into the model. Three extensions of the “independent regressions” model are considered. Their similarities and differences are examined. The use of the models is illustrated by examining data on the attitudes toward the criminal justice system and capital punishment for a panel of petit jurors.

KW - cross-lagged coefficients

KW - linear models

KW - maximum-likelihood estimation

UR - http://www.scopus.com/inward/record.url?scp=84948287801&partnerID=8YFLogxK

UR - http://www.scopus.com/inward/citedby.url?scp=84948287801&partnerID=8YFLogxK

U2 - 10.1080/03610929108830586

DO - 10.1080/03610929108830586

M3 - Article

AN - SCOPUS:84948287801

VL - 20

SP - 1593

EP - 1617

JO - Communications in Statistics - Theory and Methods

JF - Communications in Statistics - Theory and Methods

SN - 0361-0926

IS - 5-6

ER -