交叉滞后模型内生性的适当建模:辅助和模型隐含的工具变量的有效性。

IF 4.6 2区 心理学 Q1 PSYCHOLOGY, EXPERIMENTAL
Junyan Fang, Zhonglin Wen, Kit-Tai Hau, Xitong Huang
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引用次数: 0

摘要

内生性是研究方法中的一个关键问题,但在纵向交叉滞后模型中没有得到充分解决,导致潜在的偏倚结果。本研究考察了纵向研究中普遍存在的代表性框架——交叉滞后面板模型(CLPM)的内在性。我们评估了工具变量(IV)方法的有效性,特别关注辅助IVs (AIVs)和模型隐含IVs (MIIVs),以缓解内质性问题。模拟结果表明,内生性导致了CLPM中的偏差,特别是高估了交叉滞后效应,从而放大了表面上的因果关系。AIV-CLPM显示出较小的,但仍然不可接受的高偏倚,以及较低的鲁棒性和较高的I型错误率。相比之下,MIIV-CLPM产生了更准确的估计,具有更少的I型错误,并且在给予足够的观察结果的情况下,它达到了中等的统计能力。一个包含随机截距CLPM的扩展模拟支持了这些发现,突出了该方法的普遍性。最后,通过实证验证了MIIV-CLPM的实用性和可行性。总的来说,MIIV被证明是交叉滞后框架内的一种优越的建模选择,有效地减轻了由内生性引起的偏差。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
Appropriate modeling of endogeneity in cross-lagged models: Efficacy of auxiliary and model-implied instrumental variables.

Endogeneity is a critical concern in research methodologies, yet it has been insufficiently addressed in longitudinal cross-lagged models, leading to potentially biased outcomes. This study scrutinized the endogeneity inherent in the cross-lagged panel model (CLPM), a prevalent and representative framework in longitudinal studies. We evaluated the efficacy of the instrumental variables (IV) methods, specifically focusing on both the auxiliary IVs (AIVs) and the model-implied IVs (MIIVs), in mitigating endogeneity issues. Simulation results indicated that endogeneity induced bias in CLPM, notably overestimating cross-lagged effects and thereby amplifying the apparent causal relationships. AIV-CLPM showed a smaller, yet still unacceptably high bias, along with low robustness and elevated type I error rates. In contrast, the MIIV-CLPM produced more accurate estimates with fewer type I errors, and, given sufficient observations, it achieved moderate statistical power. An extended simulation incorporating the random-intercept CLPM supported these findings, highlighting the generalizability of this approach. Furthermore, an empirical illustration demonstrated the practicality and feasibility of the MIIV-CLPM. Overall, MIIV is proven to be a superior modeling option within cross-lagged frameworks, effectively mitigating biases caused by endogeneity.

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来源期刊
CiteScore
10.30
自引率
9.30%
发文量
266
期刊介绍: Behavior Research Methods publishes articles concerned with the methods, techniques, and instrumentation of research in experimental psychology. The journal focuses particularly on the use of computer technology in psychological research. An annual special issue is devoted to this field.
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