### Abstract

Panel studies are statistical studies in which two or more variables are observed for two or more subjects at two or more points in time. Cross-lagged panel studies are those studies in which the variables are continuous and divide naturally into two effects or impacts of each set of variables on the other. If a regression approach is taken, a regression structure is formulated for the cross-lagged model. This structure may assume that the regression parameters are homogeneous across waves and across subpopulations. Under such assumptions the methods of multivariate regression analysis can be adapted to make inferences about the parameters. These inferences are limited to the degree that homogeneity of the parameters is supported by the data. We consider the problem of testing the hypotheses of homogeneity and consider the problem of making statistical inferences about the cross-effects should there be evidence against one of the homogeneity assumptions. We demonstrate the methods developed by applying them to two panel data sets.

Original language | English (US) |
---|---|

Pages (from-to) | 2487-2516 |

Number of pages | 30 |

Journal | Communications in Statistics - Theory and Methods |

Volume | 16 |

Issue number | 9 |

DOIs | |

State | Published - Jan 1 1987 |

### Fingerprint

### Keywords

- homogeneity across sub populations
- homogeneity over time
- Panel analysis

### ASJC Scopus subject areas

- Statistics and Probability

### Cite this

*Communications in Statistics - Theory and Methods*,

*16*(9), 2487-2516. https://doi.org/10.1080/03610928708829520

**Testing for homogeneity in cross-lagged panel studies.** / Mayer, Lawrence S.; Carroll, Steven S.

Research output: Contribution to journal › Article

*Communications in Statistics - Theory and Methods*, vol. 16, no. 9, pp. 2487-2516. https://doi.org/10.1080/03610928708829520

}

TY - JOUR

T1 - Testing for homogeneity in cross-lagged panel studies

AU - Mayer, Lawrence S.

AU - Carroll, Steven S.

PY - 1987/1/1

Y1 - 1987/1/1

N2 - Panel studies are statistical studies in which two or more variables are observed for two or more subjects at two or more points in time. Cross-lagged panel studies are those studies in which the variables are continuous and divide naturally into two effects or impacts of each set of variables on the other. If a regression approach is taken, a regression structure is formulated for the cross-lagged model. This structure may assume that the regression parameters are homogeneous across waves and across subpopulations. Under such assumptions the methods of multivariate regression analysis can be adapted to make inferences about the parameters. These inferences are limited to the degree that homogeneity of the parameters is supported by the data. We consider the problem of testing the hypotheses of homogeneity and consider the problem of making statistical inferences about the cross-effects should there be evidence against one of the homogeneity assumptions. We demonstrate the methods developed by applying them to two panel data sets.

AB - Panel studies are statistical studies in which two or more variables are observed for two or more subjects at two or more points in time. Cross-lagged panel studies are those studies in which the variables are continuous and divide naturally into two effects or impacts of each set of variables on the other. If a regression approach is taken, a regression structure is formulated for the cross-lagged model. This structure may assume that the regression parameters are homogeneous across waves and across subpopulations. Under such assumptions the methods of multivariate regression analysis can be adapted to make inferences about the parameters. These inferences are limited to the degree that homogeneity of the parameters is supported by the data. We consider the problem of testing the hypotheses of homogeneity and consider the problem of making statistical inferences about the cross-effects should there be evidence against one of the homogeneity assumptions. We demonstrate the methods developed by applying them to two panel data sets.

KW - homogeneity across sub populations

KW - homogeneity over time

KW - Panel analysis

UR - http://www.scopus.com/inward/record.url?scp=84948337918&partnerID=8YFLogxK

UR - http://www.scopus.com/inward/citedby.url?scp=84948337918&partnerID=8YFLogxK

U2 - 10.1080/03610928708829520

DO - 10.1080/03610928708829520

M3 - Article

AN - SCOPUS:84948337918

VL - 16

SP - 2487

EP - 2516

JO - Communications in Statistics - Theory and Methods

JF - Communications in Statistics - Theory and Methods

SN - 0361-0926

IS - 9

ER -