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Wednesday 17th July 2013, 09:00 - 10:30, Room: No. 22

Continuous Time Modeling in Panel Research (N large) and Time-Series Analysis (N = 1 or small) 1

Convenor Dr Johan Oud (Radboud University Nijmegen)
Coordinator 1Dr Manuel Voelkle (Max Planck Institute for Human Development Berlin )

Session Details

Although virtually all processes in social reality develop in continuous time, continuous time modeling of those processes by means of differential equations is extremely rare. Scattered early attempts have been taken by the well-known scientists Herbert Simon in 1952 and James Coleman in 1968 but did not lead to much follow-up. Time-ordered causal modeling is almost always done in discrete time with the cross-lagged panel design being its most popular representative. The preference for discrete-time modeling is likely motivated by the inherently discrete-time nature of our measurements. It can be shown, however, that failing to properly account for the continuous time intervals between measurement occasions may lead to quite paradoxical and even contradictory conclusions. The session is open for all continuous-time modeling approaches in social science. Data sets analyzed may range from N = 1 and T large to N large and T small, from observation time points and intervals that are equal for all N subjects to individually varying observation intervals within and between subjects. Also welcome are contributions that discuss the different approximate and exact estimation procedures in continuous-time modeling. The trajectories analyzed may take arbitrary forms: oscillating and nonoscillating, with and without random subject effects. We especially welcome papers on substantive topics that apply continuous time modeling in their analyses.


Paper Details

1. The Relationships between Individualism, Nationalism, Ethnocentrism, and Authoritarianism in Flanders: A Continuous Time - Structural Equation Modeling Approach

Dr Toni Toharudin (Statistics Department, University of Padjadjaran, Indonesia)
Professor Henk Folmer (Faculty of Spatial Sciences, University of Groningen, The Netherlands )
Dr Johan Hl Oud (Radboud University of Nijmegen)

This paper analyzes the relationships among nationalism (N), individualism (I), ethnocentrism (E) and authoritarianism (A) in continuous time (CT), estimated as a Structural Equation Model (SEM), on the basis of the General Election Study for Flanders, Belgium, for 1991, 1995 and 1999. We find reciprocal effects between A and E and between E and I as well as a unidirectional effect from A on I. We furthermore find relatively small, but significant, effects from both I and E on N, but no effect from A on N or from N on any of the other variables. Because of its central role in the N-I-E-A complex, mitigation of authoritarianism has the largest potential to reduce the spread of nationalism, ethnocentrism and racism in Flanders


2. From Value Claims on Politics to the Recognition of Political Constraints The development of political values among former German high school students at the age of 16, 30, 43 and 56

Professor Heiner Meulemann (Institut für Soziologie und Sozialpsychologie, Universität zu Köln)

The stabilities and interrelations of political values between youth and late adulthood and their dependency on occupational mobility is investigated in a cohort of 1301 former German high school students whose social origin at age 16 and whose life course and political values at ages 30, 43 and 56 have been surveyed. Two competing political values are analyzed: value claims on politics and the recognition of political constraints. On the aggregate level, it is examined whether value claims are replaced by the recognition of constraints as the stronger value between age 30 and 56 - which is the case. On the individual level, it is examined first whether political socialization, good generational relations and curricular self-conscience at age 16 determine values at age 30; only political socialization does and is kept as a predictor. Then, the development of values between 30 and 56 is analyzed by means of covariance struc-ture analyses which show four results. (1) The stability of value claims is lower than the sta-bility of the recognition of constraints. (2) The stability of value claims remains constant, the stability of the recognition of constraints increases. (3) The negative impact of value claims on the recognition of constraints decreases, the negative impact of the recognition of constraints on value claims increases. (4) The impact of the occupational career decreases monotonously. Between 30 and 56, thus, the recognition of constraints becomes the stronger and the causally dominant one of the two values.


3. MODELLING INTERVENTION IMPACTED VARIABLES BY MEANS OF A CONTINUOUS-TIME CONSTRAINED-AUTOREGRESSION STRUCTURAL EQUATION MODEL: THE CASE OF THE IMPUTED PRICES OF HOUSING CHARACTERISTICS IN RURAL INDONESIA

Mr Yusep Suparman (Universitas Padjadjaran, Indonesia)
Professor Henk Folmer (Groningen University, the Netherlands)
Mr Johan Oud (Radboud University Nijmegen, the Netherlands)

An important problem in hedonic price modeling is accounting for omitted variables and measurement error. Suparman et al. (2012) proposes a constrained-autoregression structural equation model (ASEM) to handle both problems. This paper presents a continuous-time (CT) extension of the proposed methodology (CT-ASEM) to estimate intervention impacted variables in the presence of omitted variables and measurement error. CT-ASEM is applied to estimate the imputed prices of house characteristics in urban Indonesia affected by the 1997 economic crisis. We find that CT-ASEM outperforms Discrete Time (DT) ASEM.



4. A continous time model of Nationalism, Patriotism and Anti-Immigrant Attitudes in Germany

Professor Peter Schmidt (State Reasearch University Higher School of Economics Moscow and University of Giessennd)
Professor Han Oud (Radboud University Nijmegen)
Dr Manuel Voelkle (Max Planck Institute for Human Development Berlin)

A lot of cross-sectional studies have demonstrated a significant relation with different signs between nationalism and patriotism on the one hand and prejudice against immigrants on the other hand. Wagner et al. (2012) used a cross-lagged autoregressive SEM model to test the causal relations between these constructs and used two panel waves for this purpose. In this paper we will apply an SEM approach to continous time modeling(Voelkle et al. 2012) using eight panel waves from 2002 till 2012 in Germany to study the causal relations between nationalism, patriotism and anti-foreigner sentiment, employing multiple indicators for all constructs involved. We will demonstrate how the continous time parameters can be obtained via structural equation models and discuss how the continous process looks like compared with a standard cross-lagged structural equation model. Finally we expand the model by introducing age and education as exogenous predictors.