ICPS
2019 International Convention of Psychological Science · 2019
Autoregressive Cross-Lagged Model with Phantom Variables for Panel Data with a Missing Time Point
- Sunbeom Kwon
Sungkyunkwan University - Seungmin Jahng
Sungkyunkwan University
Abstract
When using autoregressive cross-lagged model for longitudinal panel data with a missing time point, regression coefficients are positively biased because of the missing variable. By substituting the missing place with a phantom variable and setting proper constraints to the model, we can get unbiased estimators.
Statistics and Methodology