The Autoregressive

Model of Change
David A. Kenny
 Model
The present is determined by the past
X1 X2 X3 X4
A mediational model: the relationship
between two time points is explained
by intermediate time points.
The relationship between X1 and X4 is
explained either X2 or X3 and so r14.3
and r14.2 equal zero.
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 Correlational
Structure: Simplex
X1 1
X 2 r1 1
X 3 r1 r2 r 2 1
X 4 r1 r2 r3 r2 r 3 r 3 1
X1 X2 X 3 X4
Generally the longer the lag, the weaker
the correlation. Called a simplex
correlational structure.
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 Estimation
The first-order autoregressive model
can be estimated with as few as two
waves of data.
Model over-identified with three or
more waves.

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 Allowance for
Measurement Error
A much more realistic model, is a
first-order autoregressive model with
measurement error.
Observed score equals true score plus
error. The true score has an
autoregressive structure.

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 Identification
Partially identified with a least three waves.
Error variances and reliabilities of each wave
identified except for the first and last wave.
Autoregressive paths identified for each wave
except for wave 1 to wave 2. Standardized
paths identified except for 1 to 2 and form the
next to last to the last wave.
Possible identifying assumption: equal error
variances.

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Multiple Indicators
Need at least three indicators
per latent variable.
Correlate errors of the same
indicator at each time.
Need only two waves of data to
be identified.
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 Second-Order
Autoregressive
A path from T1 to T3 (and T2
and T4).
STARTS as a better conceptual
alternative.

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