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Analyzing reciprocal relationships by means of the continuous-time autoregressive latent trajectory model. (English) Zbl 1325.62221

Summary: Over the past decades, several analytic tools have become available for the analysis of reciprocal relations in a non-experimental context using structural equation modeling (SEM). The autoregressive latent trajectory (ALT) model is a recently proposed model [K. A. Bollen and P. J. Curran, Sociol. Methods Res. 32, 336–383 (2004), http://smr.sagepub.com/content/32/3/336.abstract; The bests of both worlds: combining autoregressive and latent curve models. In: L. M. Collins et al. (eds.), New methods for the analysis of change. Washington, DC: American Psychological Association, 105–136 (2001)], which captures features of both the autoregressive (AR) cross-lagged model and the latent trajectory (LT) model. The present article discusses strengths and weaknesses and demonstrates how several of the problems can be solved by a continuous-time version: the continuous-time autoregressive latent trajectory (CALT) model. Using SEM to estimate the exact discrete model (EDM), the EDM/SEM continuous-time procedure is applied to a CALT model of reciprocal relations between antisocial behavior and depressive symptoms.

MSC:

62P25 Applications of statistics to social sciences
62M10 Time series, auto-correlation, regression, etc. in statistics (GARCH)

Software:

LISREL; LSDE
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References:

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