• Title/Summary/Keyword: Time-lagged Effect

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A Longitudinal Study on Adolescent's Multicultural Acceptability and School Adjustment using Autoregressive cross-lagged model

  • Kim, Hyun-Joo;Park, Hwie-Seo
    • Journal of the Korea Society of Computer and Information
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    • v.24 no.7
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    • pp.153-160
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    • 2019
  • This study aims to analyze the mutual influences between adolescents' multicultural acceptability and school adjustment. Research problems for research are as follows. First, is multicultural acceptability and school adjustment stable over time? Second, what is the longitudinal impact of school adjustment on multicultural acceptability over time? Third, what is the longitudinal impact of multicultural acceptability on school adjustment over time? The results of analyzing the research problems by applying the autoregressive cross-lagged model are as follows. First, the autoregressive model of school adjustment has a significant effect on the future time point and is stable over time. Second, the autoregressive model of multicultural acceptability have a significant effect on the future time point and is stable over time. Third, cross-lagged effect from school adjustment to multicultural acceptability has a statistically significant effect on the multicultural acceptability at a later time, and is stable over time. Fourth, cross-lagged effect from multicultural acceptability to school adjustment was not statistically significant at the time of multicultural acceptability, and there was no change with time. This study is meaningful to provide the theoretical and practical implications by verifying the influence of the three - year term data over time.

Lagged Effects of R&D Investment on Corporate Market Value: Evidence from Manufacturing Firms Listed in Chinese Stock Markets

  • LEE, Jung Wan
    • The Journal of Asian Finance, Economics and Business
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    • v.7 no.8
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    • pp.69-76
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    • 2020
  • The study examines lagged economic effects of research and development (R&D) investment on the market value of manufacturing firms listed on the Shanghai Stock Exchange or the Shenzhen Stock Exchange in China. This study applies panel data analysis methods to address the following issues: 1) There might be an adjustment lag in the impact of R&D investment on corporate market value, and 2) Unobserved firm effects must be taken into account. The balanced panel data includes a total of 1,462 observations with 34 cross-sections of manufacturing firms listed on Chinese stock markets and with 27 time-specific quarterly periods from 2007 to 2017. The results indicate that the R&D investment of Chinese manufacturing firms tends to yield favorable market value of the firm with some adjustments to time. The results show that R&D investment exhibits a strong positive impact on their market value of manufacturing firms in Chinese stock markets. Moreover, R&D investment has a positive time-lag effect on the market value of the firm. Interestingly, the R&D investment of Chinese manufacturing firms generate a relatively constant positive effect on their market value, supporting the notion that the corresponding returns of R&D investment for such firms yield lagged but added market values.

The Reciprocal Relationship between Caregiver Relations and Peer Relations of Children in Out-of-home Care: Longitudinal Study Using Autoregressive Cross-lagged Modeling (가정외보호 아동의 양육자 관계와 교우관계의 상호 영향: 자기회귀교차지연모형을 활용한 종단연구)

  • Kim, Dami;Kang, Hyunah
    • Journal of Child Welfare and Development
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    • v.16 no.2
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    • pp.109-135
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    • 2018
  • The purpose of this study was to analyze the longitudinal causal relationship between caregiver relations and peer relations of children in out-of-home care. We analyzed the three years(2011-2013) of longitudinal data from the Panel Study on Korean Children in Out-of-Home Care. The autoregressive cross-lagged model (ARCL) was used to measure the longitudinal causal relationship between caregiver relations and peer relations. As a result, first, caregiver relations and peer relations showed stability over time. In other words, the results of the measurement at three time points showed that the caregiver relations and peer relations at the previous time had a significant effect on the caregiver relations and peer relations at the later time point. Second, the previous caregiver relations had a significant effect on the subsequent peer relations over time. Third, the previous peer relations had a significant effect on the subsequent caregiver relations over time. This study confirmed the interrelationships of caregiver relations and peer relations of children in care by examining the longitudinal data using the longitudinal analysis method.

A Longitudinal Study on the Parenting Effectiveness of Multicultural Families and Self-esteem and Achievement Motivation of Multicultural Adolescents: Verification of Autoregressive Cross-lagged Model

  • Lee, Hyoung-Ha
    • Journal of the Korea Society of Computer and Information
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    • v.24 no.11
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    • pp.209-218
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    • 2019
  • The purpose of this study is to longitudinally analyze the relationship between parenting effectiveness of parents of multicultural families and self-esteem and achievement motivation of multicultural adolescents. The study used the data of Multi-cultural Adolescent Panel Survey (MAPS). Of the six years of data from the 1st survey (elementary grade 4 students) in 2011 to the 6th survey ($3^{rd}$ year middle school students) in 2016, this study employed and analyzed the data from year 2012 ($2^{nd}$ survey, fifth graders), year 2014 ($4^{th}$ survey, 1st year middle school students), and year 2016 ($6^{th}$ survey, $3^{rd}$ year middle school students). The results of applying the Autoregressive Cross-lagged Model to examine the longitudinal relationship between parenting effectiveness of multicultural families and self-esteem and achievement motivation of multicultural adolescents are as follows. First, parenting effectiveness of parents of multicultural families, and self-esteem of multicultural adolescents, and autoregressive effects of achievement motivation were found to have a positive (+) effect with the passage of time. Second, the parenting effectiveness of parents of multicultural families at the previous time was found to have a significant positive (+) effect on the cross-lagged effect on self-esteem and achievement motivation of multicultural adolescents at a later time. Third, the self-esteem of multicultural adolescents at the previous time at the previous time was found to have a significant effect in the positive (+) direction on the cross-lagged effect affecting achievement motivation of multicultural adolescents at a later time. Fourth, it was found that the cross-lagged effect of the parenting effectiveness of parents of multicultural families on achievement motivation of multicultural adolescents was greater than the cross-lagged effect of self-esteem on achievement motivation of multicultural adolescents. This study is meaningful in that the longitudinal data are used to verify the causal orientation between three variables over time to examine the relationship between parenting effectiveness of parents of multicultural families and self-esteem and achievement motivation of multicultural adolescents.

A Longitudinal Study on Adolescent's Community Consciousness and Life Satisfaction using Autoregressive Cross-lagged Model

  • Kim, Hyun-Joo;Park, Hyun-Sun;Park, Hwie-Seo
    • Journal of the Korea Society of Computer and Information
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    • v.24 no.6
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    • pp.175-182
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    • 2019
  • This study aims to identify causal variables by examining the mutual influences of community consciousness and life satisfaction. We used some data of KCYPS. A longitudinal study of 1952 adolescents selected as a sample was conducted using the Aautoregressive crossover delay model. The results of this study are as follows: First, it showed that life satisfaction is consistently affecting the later life satisfaction with the passage of time. Second, community consciousness showed that the previous community consciousness has a constant influence on the subsequent community consciousness as time passes. Third, the effect of previous life satisfaction on community consciousness was significant. Therefore, the cross-delay effect of life satisfaction on community awareness was stable with time. In other words, life satisfaction level was a causal variable that takes precedence over community consciousness, and the higher the life satisfaction of the previous time, the higher the level of community consciousness in the future. Fourth, the cross-delay effect of community consciousness on life satisfaction was not significant because community consciousness at previous time had no meaningful effect on life satisfaction at later time, so consciousness of community at previous time affects life satisfaction. This study provided some implications basing on this results.

Autoregressive Cross-Lagged Analysis on Organizational Commitment and Job Satisfaction of Security Employees - Utilization of Korean Labor and Income Panel Study - (보안업 종사자의 조직몰입과 직무만족에 관한 자기회귀교차지연 분석 - 한국노동패널자료의 활용 -)

  • Kim, Woo-Jin
    • Korean Security Journal
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    • no.50
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    • pp.119-141
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    • 2017
  • The purpose of this study is to analyze the longitudinal causal relationship between organizational commitment and job satisfaction, focusing on security related workers. For this purpose, the Korean Labor and Income panel data were classified into security employees. Data were analyzed using SPSS 18.0 and AMOS 20.0, and validity and reliability analysis were conducted before hypothesis testing. The results of the analysis show that organizational commitment at time t-1 has a positive effect on organizational commitment at time t, and that job satisfaction at time t-1 has a positive effect on job satisfaction at time t Respectively. The results of this study are as follows: 1) The organizational commitment has a significant effect on the job satisfaction. 2) The effect of job satisfaction on organizational commitment was also significant 3) The cross-lagged coefficients show that organizational commitment precedes job satisfaction and serves as a predictor

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The Causal Relationship between Maternal Parenting Stress and Self-Efficacy by Employment Status (어머니의 취업여부에 따른 양육스트레스와 자기효능감 간의 인과적 종단관계 분석)

  • Shin, Nary;Ahn, Jaejin
    • Korean Journal of Child Studies
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    • v.35 no.5
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    • pp.135-154
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    • 2014
  • This study examined the causal relationships between parenting stress and self-efficacy of Korean mothers with an infant according to employment status using the second through fourth wave data of the Panel Study of Korean Children (PSKC). Autoregressive cross-lagged modeling was performed to test the longitudinal reciprocal relationships between the two constructs. Our results indicated that both maternal parenting stress and self-efficacy were consistent over time. The results also indicated that there was a significant cross-lagged effect of maternal parenting stress on their self-efficacy, rather than vice versa. No differences between working and non-working mothers were found in the relationship between the two constructs.

The Longitudinal Effect between Disability Acceptance and Job Satisfaction of Wage Working Disabled Persons: Adapting the Autoregressive Cross-Lagged Model and Multigroup Analysis

  • Lee, Hyoung-Ha
    • Journal of the Korea Society of Computer and Information
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    • v.27 no.9
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    • pp.177-190
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    • 2022
  • In this study, using data from the second wave of Panel Survey of Employment for The Disabled[PESD] (2016) to the sixth year (2021), the longitudinal changes between disability acceptance and job satisfaction of adult wage workers aged 20 or older with disabilities and the correlation An autoregressive cross-lagged model was applied to analyze the causal relationship. As a result of the analysis, first, the disability acceptance and job satisfaction at the previous time point of the disabled workers were stably significant to the disability acceptance(𝛽=.556~.610) and job satisfaction(𝛽=.554~.585) at the later time point. Second, disability acceptance at the previous point in time for wage workers with disabilities crosses the job satisfaction at the later time point(𝛽=.077~.090), and the job satisfaction at the previous point crosses the disability acceptance at the later time point(𝛽=.087~.092). Third, as a result of model fit analysis according to the gender group of wage workers with disabilities, the difference in the autoregressive effect between disability acceptance and job satisfaction and the cross-lagged effect between disability acceptance and job satisfaction according to the passage of time was not significant.

The Casual Relationship Between Depression and Somatic Symptom of the Adolescence Using an Autoregressive Cross-Lagged Modeling (자기회귀교차지연 모델을 활용한 청소년 우울과 신체화 증상의 인과관계)

  • Han, Jeong Won
    • Journal of the Korea Academia-Industrial cooperation Society
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    • v.18 no.6
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    • pp.646-652
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    • 2017
  • The objective of this study was to verify the longitudinal reciprocal causal relationship between depression and the somatic symptoms of depression among adolescents through an autoregressive cross-lagged model using data from the Korean Children & Youth Panel Survey. The subjects of this study included 1,968 adolescents, who participated in the second, fourth, and sixth Korean Children & Youth Panel Surveys. The results showed that both depression and the somatic symptoms of depression at a previous point in time affect depression and the somatic symptoms of depression at a later point in time. It was also found that depression at a previous point in time has a cross-lagged effect on the somatic symptoms of depression at a later point in time, implying that more severe depression at a previous point in time leads to increased severity of somatic symptoms at a later point in time. It was found that the somatic symptoms of depression at a previous point in time have a cross-lagged effect on depression at a later point in time, indicating that more severe somatic symptoms of depression at a previous point in time lead to increased severity of depression at a later point in time. This study is significant in that it provides baseline information about nursing interventions for adolescent mental health.

The Longitudinal Relationship between Self-directed Learning Ability and Career Maturity using Autoregressive Cross-lagged Modeling by Middle and High School Students in Seoul (자기주도학습능력과 진로성숙도 간 자기회귀교차지연 효과검증: 서울지역 중·고등학생을 중심으로)

  • Jung, Joo-Young;Park, Kyun-Yeal;Lee, In-su;Lee, Su-jin
    • Journal of vocational education research
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    • v.35 no.4
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    • pp.89-107
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    • 2016
  • The purpose of this study was to verify the causal relationship between self-directed learning ability and career maturity by Middle and High School Students in Seoul. This study used Seoul Education Longitudinal Study(SELS) data. Using autoregressive cross-lagged modeling, the results was followed. first, self-directed learning ability value was had a statistically significant positive effect in accordance with the time course from middle school 1st grade to high school 3rd grade. Second, career maturity also had a statistically significant positive effect in accordance with the time course from middle school 1st grade to high school 3rd grade. Third, previous self-directed learning ability had significant positive effect on the later career maturity, but the previous career maturity had no significant effect on later self-directed learning ability.