Fang Junyan, Wen Zhonglin, Hau Kit-Tai, Huang Xitong
Public Courses Teaching Department, Guangzhou Sport University, Guangzhou, China.
Guangdong Provincial Key Laboratory of Human Sports Performance Science, Guangzhou Sport University, Guangzhou, China.
Behav Res Methods. 2025 Mar 19;57(4):121. doi: 10.3758/s13428-025-02631-4.
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.
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尚未得到充分解决,这可能导致结果出现偏差。本研究审视了交叉滞后面板模型(CLPM)中固有的内生性,CLPM是纵向研究中一种普遍且具有代表性的框架。我们评估了工具变量(IV)方法的有效性,特别关注辅助工具变量(AIV)和模型隐含工具变量(MIIV)在缓解内生性问题方面的作用。模拟结果表明,内生性在CLPM中会导致偏差,尤其是高估交叉滞后效应,从而放大明显的因果关系。AIV - CLPM显示出较小但仍高得不可接受的偏差,同时稳健性较低且I型错误率较高。相比之下,MIIV - CLPM产生的估计更准确,I型错误更少,并且在有足够观测值的情况下,它具有适度的统计效力。纳入随机截距CLPM的扩展模拟支持了这些发现,突出了该方法的普遍性。此外,一个实证例证展示了MIIV - CLPM的实用性和可行性。总体而言,MIIV被证明是交叉滞后框架内一种更优的建模选择,能有效缓解内生性导致的偏差。