SOAS Research Online

A Free Database of the Latest Research by SOAS Academics and PhD Students

[skip to content]

Kling, Gerhard and Harvey, Charles and Maclean, Mairi (2017) 'Establishing causal order in longitudinal studies combining binary and continuous dependent variables.' Organizational Research Methods, 20 (4). pp. 770-799.

[img]
Preview
Text - Accepted Version
Download (902kB) | Preview

Abstract

Longitudinal studies with a mix of binary outcomes and continuous variables are common in organizational research. Selecting the dependent variable is often difficult due to conflicting theories and contradictory empirical studies. In addition, organizational researchers are confronted with methodological challenges posed by latent variables relating to observed binary outcomes and within-subject correlation. We draw on Dueker’s (2005) qualitative vector autoregression (QVAR) and Lunn et al.’s (2014) multivariate probit model to develop a solution to these problems in the form of a qualitative short panel vector autoregression (QSP-VAR). The QSP-VAR combines binary and continuous variables into a single vector of dependent variables, making every variable endogenous a priori. The QSP-VAR identifies causal order, reveals within-subject correlation and accounts for latent variables. Using a Bayesian approach, the QSP-VAR provides reliable inference for short time dimension longitudinal research. This is demonstrated through analysis of the durability of elite corporate agents, social networks and firm performance in France. We provide our OpenBUGS code to enable implementation of the QSP-VAR by other researchers.

Item Type: Journal Article
Keywords: Bayesian statistics, binary dependent variables, causality, longitudinal research, vector autoregression
SOAS Departments & Centres: Departments and Subunits > School of Finance & Management
Legacy Departments > Faculty of Law and Social Sciences > School of Finance and Management
ISSN: 15527425
Copyright Statement: © The Author(s) 2015. This is the version of the article accepted for publication in Organizational Research Methods published by SAGE https://doi.org/10.1177/1094428115618760
DOI (Digital Object Identifier): https://doi.org/10.1177/1094428115618760
Date Deposited: 23 Oct 2015 19:34
URI: http://eprints.soas.ac.uk/id/eprint/21140

Statistics

Download activity - last 12 months
Downloads since deposit
23Downloads
246Hits
Accesses by country - last 12 months
Accesses by referrer - last 12 months

Research Mentions and Reach

Additional statistics for this record are available via IRStats2

Repository staff only

Edit Item Edit Item