From Data to Causes II: Comparing Approaches to Panel Data Analysis

This article compares a general cross-lagged model (GCLM) to other panel data methods based on their coherence with a causal logic and pragmatic concerns regarding modeled dynamics and hypothesis testing. We examine three “static” models that do not incorporate temporal dynamics: random- and fixed-effects models that estimate contemporaneous relationships; and latent curve models. We then describe “dynamic” models that incorporate temporal dynamics in the form of lagged effects: cross-lagged models estimated in a structural equation model (SEM) or multilevel model (MLM) framework; Arellano-Bond dynamic panel data methods; and autoregressive latent trajectory models. We describe the implications of overlooking temporal dynamics in static models and show how even popular cross-lagged models fail to control for stable factors over time. We also show that Arellano-Bond and autoregressive latent trajectory models have various shortcomings. By contrasting these approaches, we clarify the benefits and drawbacks of common methods for modeling panel data, including the GCLM approach we propose. We conclude with a discussion of issues regarding causal inference, including difficulties in separating different types of time-invariant and time-varying effects over time

Psychopathological networks:Theory, methods and practice

In recent years, network approaches to psychopathology have sparked much debate and have had a significant impact on how mental disorders are perceived in the field of clinical psychology. However, there are many important challenges in moving from theory to empirical research and clinical practice and vice versa. Therefore, in this article, we bring together different points of view on psychological networks by methodologists and clinicians to give a critical overview on these challenges, and to present an agenda for addressing these challenges. In contrast to previous reviews, we especially focus on methodological issues related to temporal networks. This includes topics such as selecting and assessing the quality of the nodes in the network, distinguishing between- and within-person effects in networks, relating items that are measured at different time scales, and dealing with changes in network structures. These issues are not only important for researchers using network models on empirical data, but also for clinicians, who are increasingly likely to encounter (person-specific) networks in the consulting room

Comorbidity between depression and anxiety:assessing the role of bridge mental states in dynamic psychological networks

Background: Comorbidity between depressive and anxiety disorders is common. A hypothesis of the network perspective on psychopathology is that comorbidity arises due to the interplay of symptoms shared by both disorders, with overlapping symptoms acting as so-called bridges, funneling symptom activation between symptom clusters of each disorder. This study investigated this hypothesis by testing whether (i) two overlapping mental states "worrying"and "feeling irritated"functioned as bridges in dynamic mental state networks of individuals with both depression and anxiety as compared to individuals with either disorder alone, and (ii) overlapping or non-overlapping mental states functioned as stronger bridges. Methods: Data come from the Netherlands Study of Depression and Anxiety (NESDA). A total of 143 participants met criteria for comorbid depression and anxiety (65%), 40 participants for depression-only (18.2%), and 37 for anxiety-only (16.8%) during any NESDA wave. Participants completed momentary assessments of symptoms (i.e., mental states) of depression and anxiety, five times a day, for 2 weeks (14,185 assessments). First, dynamics between mental states were modeled with a multilevel vector autoregressive model, using Bayesian estimation. Summed average lagged indirect effects through the hypothesized bridge mental states were compared between groups. Second, we evaluated the role of all mental states as potential bridge mental states. Results: While the summed indirect effect for the bridge mental state "worrying"was larger in the comorbid group compared to the single disorder groups, differences between groups were not statistically significant. The difference between groups became more pronounced when only examining individuals with recent diagnoses (< 6 months). However, the credible intervals of the difference scores remained wide. In the second analysis, a non-overlapping item ("feeling down") acted as the strongest bridge mental state in both the comorbid and anxiety-only groups. Conclusions: This study empirically examined a prominent network-approach hypothesis for the first time using longitudinal data. No support was found for overlapping mental states "worrying"and "feeling irritable"functioning as bridge mental states in individuals vulnerable for comorbid depression and anxiety. Potentially, bridge mental state activity can only be observed during acute symptomatology. If so, these may present as interesting targets in treatment, but not prevention. This requires further investigation

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

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 long-run effects among these variables, showing national SWB to be relatively stable, whereas income is less so. Our second paper addresses the differences between the GCLM and other methods. Online Supplementary Materials offer an Excel file automating GCLM input for Mplus (with an example also for Lavaan in R) and analyses using additional data sets and all program input/output. We also offer an introductory GCLM presentation at https://youtu.be/tHnnaRNPbXs. We conclude with a discussion of issues surrounding causal inference

From Data to Causes III: Bayesian Priors for General Cross-Lagged Panel Models (GCLM)

This article describes some potential uses of Bayesian estimation for time-series and panel data models by incorporating information from prior probabilities (i.e., priors) in addition to observed data. Drawing on econometrics and other literatures we illustrate the use of informative “shrinkage” or “small variance” priors (including so-called “Minnesota priors”) while extending prior work on the general cross-lagged panel model (GCLM). Using a panel dataset of national income and subjective well-being (SWB) we describe three key benefits of these priors. First, they shrink parameter estimates toward zero or toward each other for time-varying parameters, which lends additional support for an income → SWB effect that is not supported with maximum likelihood (ML). This is useful because, second, these priors increase model parsimony and the stability of estimates (keeping them within more reasonable bounds) and thus improve out-of-sample predictions and interpretability, which means estimated effect should also be more trustworthy than under ML. Third, these priors allow estimating otherwise under-identified models under ML, allowing higher-order lagged effects and time-varying parameters that are otherwise impossible to estimate using observed data alone. In conclusion we note some of the responsibilities that come with the use of priors which, departing from typical commentaries on their scientific applications, we describe as involving reflection on how best to apply modeling tools to address matters of worldly concern

Time to get personal? The impact of researchers choices on the selection of treatment targets using the experience sampling methodology:The impact of researchers choices on the selection of treatment targets using the experience sampling methodology

OBJECTIVE: One of the promises of the experience sampling methodology (ESM) is that a statistical analysis of an individual’s emotions, cognitions and behaviors in everyday-life could be used to identify relevant treatment targets. A requisite for clinical implementation is that outcomes of such person-specific time-series analyses are not wholly contingent on the researcher performing them. METHODS: To evaluate this, we crowdsourced the analysis of one individual patient’s ESM data to 12 prominent research teams, asking them what symptom(s) they would advise the treating clinician to target in subsequent treatment. RESULTS: Variation was evident at different stages of the analysis, from preprocessing steps (e.g., variable selection, clustering, handling of missing data) to the type of statistics and rationale for selecting targets. Most teams did include a type of vector autoregressive model, examining relations between symptoms over time. Although most teams were confident their selected targets would provide useful information to the clinician, not one recommendation was similar: both the number (0–16) and nature of selected targets varied widely. CONCLUSION: This study makes transparent that the selection of treatment targets based on personalized models using ESM data is currently highly conditional on subjective analytical choices and highlights key conceptual and methodological issues that need to be addressed in moving towards clinical implementation

Time to Intervene: A Continuous-Time Approach to Network Analysis and Centrality

Network analysis of ESM data has become popular in clinical psychology. In this approach, discrete-time (DT) vector autoregressive (VAR) models define the network structure with centrality measures used to identify intervention targets. However, VAR models suffer from time-interval dependency. Continuous Time (CT) models have been suggested as an alternative but require a conceptual shift, implying that DT-VAR parameters reflect total rather than direct effects. In this paper we propose and illustrate a CT network approach using CT-VAR models. We define a new network representation and develop centrality measures which inform intervention targeting. This methodology is illustrated with an ESM dataset

Three Extensions of the Random Intercept Cross-Lagged Panel Model

The random intercept cross-lagged panel model (RI-CLPM) is rapidly gaining popularity in psychology and related fields as a structural equation modeling (SEM) approach to longitudinal data. It decomposes observed scores into within-unit dynamics and stable, between-unit differences. This paper discusses three extensions of the RI-CLPM that researchers may be interested in, but are unsure of how to accomplish: (a) including stable, person-level characteristics as predictors and/or outcomes; (b) specifying a multiple-group version; and (c) including multiple indicators. For each extension, we discuss which models need to be run in order to investigate underlying assumptions, and we demonstrate the various modeling options using a motivating example. We provide fully annotated code for lavaan (R-package) and Mplus on an accompanying website

A Unified Framework of Longitudinal Models to Examine Reciprocal Relations

Inferring reciprocal effects or causality between variables is a central aim of behavioral and psychological research. To address reciprocal effects, a variety of longitudinal models that include cross-lagged relations have been proposed in different contexts and disciplines. However, the relations between these cross-lagged models have not been systematically discussed in the literature. This lack of insight makes it difficult for researchers to select an appropriate model when analyzing longitudinal data, and some researchers do not even think about alternative cross-lagged models. The present research provides a unified framework that clarifies the conceptual and mathematical similarities and differences between these models. The unified framework shows that existing longitudinal models can be effectively classified based on whether the model posits unique factors and/or dynamic residuals and what types of common factors are used to model changes. The latter is essential to understand how cross-lagged parameters are interpreted. We also present an example using empirical data to demonstrate that there is great risk of drawing different conclusions depending on the cross-lagged models used