DGP

Q = 10

Q = 16

Q = 22

Q = 24

y¹

Initial conditions

Illness before prof: life

0.3

$\underset{\left(0.0278\right)}{{0.3005}^{***}}$

$\underset{\left(0.0283\right)}{{0.3032}^{***}}$

$\underset{\left(0.0282\right)}{{0.3022}^{***}}$

$\underset{\left(0.0284\right)}{{0.3026}^{***}}$

Unemployment rate

−0.2

$\underset{\left(0.0573\right)}{-{0.1592}^{***}}$

$\underset{\left(0.0570\right)}{-{0.1440}^{**}}$

$\underset{\left(0.0571\right)}{-{0.1437}^{**}}$

$\underset{\left(0.0572\right)}{-{0.1431}^{**}}$

Intercept

−0.2

$\underset{\left(0.6197\right)}{-0.6120}$

$\underset{\left(0.6194\right)}{-0.7331}$

$\underset{\left(0.6187\right)}{-0.7065}$

$\underset{\left(0.6188\right)}{-0.7153}$

${\lambda }_{11}$

0.4

$\underset{\left(0.0644\right)}{{0.2608}^{***}}$

$\underset{\left(0.0651\right)}{{0.2581}^{***}}$

$\underset{\left(0.0658\right)}{{0.2584}^{***}}$

$\underset{\left(0.0664\right)}{{0.2628}^{***}}$

${\lambda }_{12}$

−0.5

$\underset{\left(0.0723\right)}{-{0.5076}^{***}}$

$\underset{\left(0.0753\right)}{-{0.5168}^{***}}$

$\underset{\left(0.0744\right)}{-{0.5051}^{***}}$

$\underset{\left(0.0741\right)}{-{0.5019}^{***}}$

y²

Initial conditions

Age

−0.08

$\underset{\left(0.0196\right)}{-{0.0859}^{***}}$

$\underset{\left(0.0202\right)}{-{0.0930}^{***}}$

$\underset{\left(0.0205\right)}{-{0.0929}^{***}}$

$\underset{\left(0.0207\right)}{-{0.0943}^{***}}$

Illness before prof: life

−0.2

$\underset{\left(0.0221\right)}{-{0.1593}^{***}}$

$\underset{\left(0.0221\right)}{-{0.1624}^{***}}$

$\underset{\left(0.0225\right)}{-{0.1648}^{***}}$

$\underset{\left(0.0226\right)}{-{0.1650}^{***}}$

Intercept

2

$\underset{\left(0.4483\right)}{{2.7329}^{***}}$

$\underset{\left(0.4591\right)}{{2.6757}^{***}}$

$\underset{\left(0.4644\right)}{{2.5788}^{***}}$

$\underset{\left(0.4676\right)}{{2.5904}^{***}}$

${\lambda }_{21}$

0.3

$\underset{\left(0.0467\right)}{{0.2689}^{***}}$

$\underset{\left(0.0463\right)}{{0.2660}^{***}}$

$\underset{\left(0.0474\right)}{{0.2691}^{***}}$

$\underset{\left(0.0475\right)}{{0.2679}^{***}}$

${\lambda }_{22}$

0.5

$\underset{\left(0.0607\right)}{{0.7136}^{***}}$

$\underset{\left(0.0598\right)}{{0.7022}^{***}}$

$\underset{\left(0.0625\right)}{{0.7008}^{***}}$

$\underset{\left(0.0626\right)}{{0.6932}^{***}}$

Covariance matrix structure

${\sigma }_1$

2.1

$\underset{\left(0.1053\right)}{{2.5202}^{***}}$

$\underset{\left(0.1034\right)}{{2.4399}^{***}}$

$\underset{\left(0.1047\right)}{{2.3920}^{***}}$

$\underset{\left(0.1051\right)}{{2.3898}^{***}}$

${\sigma }_2$

3.1

$\underset{\left(0.1307\right)}{{2.7012}^{***}}$

$\underset{\left(0.1365\right)}{{2.7649}^{***}}$

$\underset{\left(0.1444\right)}{{2.7928}^{***}}$

$\underset{\left(0.1468\right)}{{2.8281}^{***}}$

${\rho }_{\eta }$

0.7

$\underset{\left(0.0206\right)}{{0.7380}^{***}}$

$\underset{\left(0.0212\right)}{{0.7188}^{***}}$

$\underset{\left(0.0219\right)}{{0.7143}^{***}}$

$\underset{\left(0.0219\right)}{{0.7162}^{***}}$

${\rho }_{\zeta }$

0.5

$\underset{\left(0.0411\right)}{{0.5451}^{***}}$

$\underset{\left(0.0419\right)}{{0.5290}^{***}}$

$\underset{\left(0.0423\right)}{{0.5225}^{***}}$

$\underset{\left(0.0424\right)}{{0.5145}^{***}}$

${\rho }_{\epsilon }$

0.4

$\underset{\left(0.1394\right)}{{0.6550}^{***}}$

$\underset{\left(0.1378\right)}{{0.6972}^{***}}$

$\underset{\left(0.1381\right)}{{0.6996}^{***}}$

$\underset{\left(0.1371\right)}{{0.6944}^{***}}$