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Indistinguishability tests in the actor–partner interdependence model
Author(s) -
Gistelinck Fien,
Loeys Tom,
Decuyper Mieke,
Dewitte Marieke
Publication year - 2018
Publication title -
british journal of mathematical and statistical psychology
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 3.157
H-Index - 51
eISSN - 2044-8317
pISSN - 0007-1102
DOI - 10.1111/bmsp.12129
Subject(s) - variance (accounting) , dyad , set (abstract data type) , multilevel model , code (set theory) , econometrics , mathematics , structural equation modeling , maximum likelihood , test (biology) , computer science , statistics , psychology , social psychology , economics , paleontology , accounting , biology , programming language
When considering dyadic data, one of the questions is whether the roles of the two dyad members can be considered equal. This question may be answered empirically using indistinguishability tests in the actor–partner interdependence model. In this paper several issues related to such indistinguishability tests are discussed: the difference between maximum likelihood and restricted maximum likelihood based tests for equality in variance parameters; the choice between the structural equation modelling and multilevel modelling framework; and the use of sequential testing rather than one global test for a set of indistinguishability tests. Based on simulation studies, we provide guidelines for best practice. All different types of tests are illustrated with cross‐sectional and longitudinal data, and corroborated with corresponding R code.