A Tutorial on Bollen and Brand’s Approach to Modeling Dynamics While Attending to Dynamic Panel Bias

Recent studies demonstrate that when researchers are interested in dynamics they are better off using a statistical model described in Bollen and Brand (2010) rather than the often employed random-coefficient or multi-level model (Moral-Benito et al., 2019^; Xu et al., 2020). Their Monte Carlo studies, however, were methodologically advanced papers. Here, we present a beginner, hands-on tutorial describing the technique. We provide code in snippet form that any researcher can apply to his or her longitudinal data, introduce fundamentals of dynamic modeling, and generalize the basic model in Bollen and Brand (2010) to situations that cover broader inferences than those discussed in the simulation articles.