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Christchurch Health and Development Study, Christchurch School of Medicine and Health Sciences, New Zealand
Correspondence: Professor David M. Fergusson, Christchurch Health and Development Study, Christchurch School of Medicine and Health Sciences, PO Box 4345, Christchurch, New Zealand. Tel: +64 3 372 04 06; fax +64 3 372 04 07; email: david.fergusson{at}chmeds.ac.nz
Declaration of interest None. Funding detailed in Acknowledgements.
See editorial, pp.
481–483, this
issue. 
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ABSTRACT |
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 TOP ABSTRACT INTRODUCTIONMETHODRESULTSDISCUSSIONACKNOWLEDGMENTSREFERENCES |
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Aims To model the within-time and across-time relationships of internalising symptoms, incorporating effects from generalised internalising and disorder-specific components of continuity.
Method Data were gathered from a 25-year longitudinal study of a birth cohort of 953 New Zealand children. Outcome measures included DSM–IV symptom scores for major depression, generalised anxiety disorder, phobia and panic disorder at the ages of 18, 21 and 25 years.
Results Structural equation modelling showed that, within-times, a common underlying measure of generalised internalising explained symptom score comorbidities. Across-time correlation of symptom scores was primarily accounted for by continuity over time in generalised internalising. However, for major depression and phobia there was also evidence of across-time continuity in the disorder-specific components of symptoms.
Conclusions Internalising symptoms can be partitioned into components reflecting both a generalised tendency to internalising and disorder-specific components.
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INTRODUCTION |
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TOPABSTRACTINTRODUCTIONMETHODRESULTSDISCUSSIONACKNOWLEDGMENTSREFERENCES |
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In this paper we develop a structural equation model of the underlying structure of internalising disorder symptoms, and we fit this model to data gathered on a birth cohort of nearly 1000 young people studied on three occasions from the ages of 18 to 25 years. The general aims of this model were to examine the role of generalised and disorder-specific factors in the within-time comorbidity of disorder and the across-time continuity of disorders. Underlying this model is a general concern with estimating the fractions of variance and covariance between internalising symptoms which can be explained by a generalised tendency to internalising, and how much of this variance and covariance is disorder-specific.
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METHOD |
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TOPABSTRACTINTRODUCTIONMETHODRESULTSDISCUSSIONACKNOWLEDGMENTSREFERENCES |
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If it is assumed that all relationships within the model are linear and additive, then the model in Fig. 1 may be written as a structural equation model. The full specification of the model is given in the statistical section below.
The major advantage of the conceptual model in Fig. 1 is that it resolves the lumper/splitter debate by partitioning the variance of the symptom scores into components reflecting generalised internalising and disorder-specific variance. Further, the across-time model makes it possible to examine the extent to which continuities in internalising symptoms are mediated by the across-time stability of generalised internalising or via disorder-specific pathways. Finally, the model has the advantage of being testable, since the number of model parameters is smaller than the number of observed variances and covariances (see discussion of the identification status of the model below).
In the remainder of this paper we will fit the model in Fig. 1 to data on DSM–IV (American Psychiatric Association, 1994) internalising symptoms gathered on a birth cohort of young adults studied at ages 18, 21 and 25 years. The aims of this analysis are to determine the extent to which the model in Fig. 1 provides an adequate account of within- and across-time relationships between internalising disorder symptoms, and to examine the implications of the model for diagnostic classification and the understanding of the origins of internalising disorders.
Participants
The data were gathered during the course of the Christchurch Health and
Development Study. In this study a birth cohort of 1265 children (635 boys and
630 girls, born in the Christchurch, New Zealand urban region in mid-1977) was
studied at birth, 4 months, 1 year, annually to 16 years, and at 18, 21 and 25
years (Fergusson et al,
1989; Fergusson & Horwood,
2001). The present analyses are based on the sample of 953 study
participants who were interviewed on measures of internalising disorders at
the ages of 18, 21 and 25 years. This sample represented 75% of the initial
cohort of participants enrolled in the study. All study information was
collected on the basis of signed and informed consent from participants.
Internalising symptoms
Study participants were interviewed at the ages of 18, 21 and 25 years on a
structured mental health interview designed to assess aspects of mental health
and psychosocial adjustment since the previous assessment. All interviews were
conducted in private by trained lay interviewers at a location convenient to
the respondent. As part of the mental health assessment at each age,
components of the Composite International Diagnostic Interview (CIDI;
World Health Organization,
1993) were used to assess DSM–IV symptom criteria for a
range of internalising disorders, including major depression, general anxiety
disorder, social phobia, specific phobia, and panic disorders with or without
agoraphobia. Using these data, summary measures of the extent of internalising
disorder symptoms were constructed for each of the periods 16–18 years,
18–21 years and 21–25 years in the following ways.
Major depression
At each interview, participants were questioned about major depressive
symptoms occurring in the past month, the past 12 months and the period back
to the previous assessment. Participants who at any time reported a depressive
episode involving either of the two core symptom criteria for major depression
(feeling sad, miserable or depressed, or loss of interest in daily activities)
were further questioned about the occurrence of other DSM–IV symptoms.
For the purposes of the present analysis, a depressive symptoms score was
constructed for each assessment period based on a count of the number of
DSM–IV major depression symptoms reported at any time during the
assessment period.
Generalised anxiety disorder
At each interview, participants were questioned about the occurrence of
episodes of feeling tense, anxious or worried most of the time since the
previous assessment. Young people who reported an episode lasting at least 1
month or longer were further questioned about the duration and source of the
anxiety and associated DSM–IV criterial symptoms. For the purposes of
the present analysis, a generalised anxiety disorder symptom score was
constructed for each assessment period, based on a count of the number of
anxiety symptoms reported from the following list of DSM–IV criterial
symptoms: feeling restless, keyed up or on edge; getting tired very easily;
having difficulty concentrating; feeling irritable; muscles feeling tense,
sore or aching; having trouble getting to sleep or staying asleep.
Phobia
Participants were questioned about DSM–IV criterial symptoms for
social and specific phobia, including the nature of the fear, the level of
distress experienced, avoidant behaviours, the extent of impairment of
functioning and the extent of anxiety symptom experienced upon exposure to the
source. For the purposes of the present analysis, a phobia symptoms score was
computed for each interview period, based on a count of the number of anxiety
symptoms that the young person reported experiencing when exposed to any
social or specific phobia stimulus. These symptoms included: feeling nervous
and panicky; sweating; heart beating faster; shortness of breath; blushing or
shaking; feeling like vomiting; concern that they might do something
embarrassing.
Panic
At each interview, participants were questioned about panic attacks
occurring since the previous assessment, and CIDI items were used to assess
relevant DSM–IV criterial symptoms. As part of this questioning,
participants were asked to describe their most serious panic attack occurring
during the interview period and any associated symptoms. For the purposes of
the present analysis, a panic symptoms score was created for each interview
period, based on a count of the number of panic attack symptoms reported for
the most severe attack out of the list of 13 DSM–IV criterial symptoms.
In view of the low base rate of panic, no attempt was made to distinguish
between panic attacks occurring in the presence or absence of agoraphobia.
Statistical analysis
The above measures of internalising, comprising four symptom scores (major
depression, generalised anxiety disorder, phobia, panic) assessed at three
time periods, formed the input data for fitting the model depicted in
Fig. 1. Let Yit represent the
symptom score for the i-th diagnostic domain (i=1, 2, 3, 4) at the t-th time
period (t=1, 2, 3), It represent the measure of generalised internalising at
each time, t and Uit the disorder-specific component of Yit. Then, subject to
the assumption that the associations between variables are linear and
additive, this model may be represented as a structural equation model defined
by the following system of equations.
Within-time model:
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it represent the factor loadings
of the observed symptom scores (Yit) on the underlying measures of generalised
internalising (It). If all variables in the model are standardised, the
squares of these coefficients represent the proportion of variance in the
observed symptom scores that is accounted for by generalised internalising.
The across-time continuities in generalised internalising (It) and
disorder-specific components (Uit) are assumed to be related by an
autoregressive model with coefficients 
t and Bit respectively. The
terms Et and Wit represent disturbance terms in the across-time components of
the model. These disturbance terms are assumed to be mutually uncorrelated. In
addition, the model assumes that both the disorder-specific components Uit and
the disturbances Wit are uncorrelated with the measures of generalised
internalising It.
The above model may be fitted to the correlation matrix of the 12 observed
symptom scores (4 disorder symptom scores at 3 times). A necessary condition
for the model to be identifiable (estimable) is that the number of model
parameters to be estimated is less than or equal to the number of
non-redundant elements (k) of the observed correlation matrix (k=78). The
model specification for Fig. 1
has a total of 34 parameters to be estimated (12 factor loadings it, 8
parameters Bit, 2 parameters t and 12 variances for the terms Uit and
Wit). The model is identified with 44 degrees of freedom. Further, because the
number of model parameters is substantially less than the number of
non-redundant correlation elements, the model is falsifiable to the extent
that an inadequate model may be rejected on the basis of poor fit to the
observed data.
In the present analysis, models were fitted to the matrix of polychoric correlations between the observed symptom measures. Model fitting was conducted using LISREL 8 (Joreskog & Sorbom, 1993a) and methods of weighted least squares estimation. These methods are more appropriate for the situation in which data are non-normally distributed (Joreskog & Sorbom, 1993a), and were used in the present instance because the observed report data were highly skewed. Assessment of model fit was based on evaluation of a number of fit indices including the chi-squared goodness-of-fit index, the root mean-squared error of approximation (RMSEA), the root mean-squared residual correlation (RMSR), the adjusted goodness-of-fit index (AGFI), and the comparative fit index (CFI). A well-fitting model should have an RMSEA of less than 0.05, an RMSR close to zero, and AGFI and CFI indices close to 1 (Joreskog & Sorbom, 1993b). Finally, the model was extended to include gender, and tests of gender heterogeneity were conducted using the multiple indicators, multiple causes (MIMIC) modelling approach described by Muthen (Muthen, 1989).
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RESULTS |
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TOPABSTRACTINTRODUCTIONMETHODRESULTSDISCUSSIONACKNOWLEDGMENTSREFERENCES |
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Model fitting
The conceptual model in Fig.
1 showed a generally good fit to the data in terms of measures of
goodness-of-fit (RMSEA = 0.032, P-value for test of close fit
(RMSEA<0.05)=0.99; RMSR=0.065; AGFI=0.98; CFI=0.98). However, the model
chi-square statistic proved to be significant (
2=85.5;
d.f.=44; P=0.0002). Examination of modification indices and model
residuals suggested the model fit could be significantly improved by two
changes to the original model specification. First, for major depression and
phobia an additional disorder-specific pathway from time 1 (age 18 years) to
time 3 (age 25 years) was included in the model. Second, the disorder-specific
components of major depression and generalised anxiety disorder were permitted
to be correlated within measurement periods.
These changes in model structure led to a significant improvement in model
fit (
2=24.0, d.f.=5, P<0.001) and produced
an adequately fitting model on the basis of the fit indices (RMSEA=0.025,
P-value for test of close fit (RMSEA <0.05)=1.00; RMSR=0.056;
AGFI=0.98; CFI=0.99). The final fitted model is shown in
Fig. 2. The figure gives the
standardised model parameters. For ease of presentation, non-significant
(P>0.05) pathways and some disturbance terms have been omitted
from the model. Examination of the figure shows the following.
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The across-time structure
The fitted model shows that there were two general routes leading to the
across-time continuity of symptom scores. First, this continuity was mediated
by the linkages between each test and the generalised internalising factor.
Second, there was homotypic continuity independently of the mediating effect
of generalised internalising. These features of the model make it possible to
decompose the across-time correlations of tests into two additive components:
the component mediated via generalised internalising, and the component
independent of generalised internalising. These decompositions are given in
Table 3. The table shows that
all of the across-time continuity of generalised anxiety disorder and panic
symptoms was mediated by generalised internalising. However, for major
depression and phobia there was evidence of further pathways in which the
presence of symptoms at one time influenced the same type of symptoms at a
later time independently of the effects of generalised internalising. The
results show that, for major depression symptoms, in the region of 62% to 69%
of the across-time correlations were mediated via generalised internalising
and the remainder were specific to depression. For phobia symptoms, between
56% and 58% of the across-time correlations were mediated via generalised
internalising and the remainder were specific to phobia.
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Supplementary analysis
To examine the extent to which the core model structure varied with gender,
the model fitted in Fig. 2 was
extended to include gender, and the methods described by Muthen
(Muthen, 1989) were used to
test for gender heterogeneity. This analysis showed that gender was
significantly correlated with the measures of generalised internalising
(r=0.28 to 0.47, P<0.001), reflecting a significant
tendency for girls and women to exhibit higher general levels of internalising
behaviour. However, there was no evidence to suggest that other aspects of
model structure, including the factor loadings for the internalising symptom
scores and the continuities of either the generalised internalising or the
specific disorder components, varied with gender.
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DISCUSSION |
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TOPABSTRACTINTRODUCTIONMETHODRESULTSDISCUSSIONACKNOWLEDGMENTSREFERENCES |
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On occasions, the diagnostic categories reported in nosologies such as DSM–IV are treated as if they represent homogeneous disorders having a common set of aetiological factors. The present analysis suggests that such an interpretation is implausible, in that the origins of these disorders are likely to be complex and heterogeneous, reflecting factors that are common to all internalising and factors that are specific to a given disorder. The model estimates suggest that in the region of half to three-quarters of the variance in disorder symptom scores reflects a generalised internalising factor, with the remaining variance being specific to the specific disorders.
Across-time continuities
It has been well documented that internalising disorders tend to recur, and
there is evidence of both homotypic continuity in which the same disorders
show recurrence over time, and heterotypic continuity in which the onset of
one disorder leads to an increased risk of the later onset of other
internalising disorders (Keller et al,
1992a,b;
McGee et al, 1992;
Angold et al, 1999;
Lilienfeld, 2003). An
understanding of the development of internalising disorders thus requires
models that take into account both homotypic and heterotypic continuity. The
model developed in this paper achieves this by permitting continuity of
disorder by two routes. First, it is assumed that continuity of disorder may
arise via the continuity of the generalised internalising factor across time.
Second, the model permits specific homotypic continuity of disorders.
The fitted model leads to two major conclusions about the nature of across-time continuity in internalising disorders. First, much of the across-time continuity in internalising disorders reflects the strong across-time continuity of the internalising factors. This result suggests that much of the homotypic and all of the heterotypic continuity in internalising disorders arises because individuals predisposed to high levels of internalising show the recurrence of the same disorders and the onset of new disorders. At the same time, the results make it clear that not all of the across-time continuity in internalising disorders is mediated via generalised internalising, and there is evidence of disorder-specific homotypic continuity, this being most marked for major depression and phobias. In this respect the findings for across-time continuity mirror the findings for within-time comorbidity, and suggest the presence of both a generalised internalising component and disorder-specific components.
Generalised internalising
In turn, these findings raise speculations about the interpretation of the
generalised internalising factors postulated in this analysis. This factor can
be interpreted in at least three ways. First, it may be suggested that this
factor represents variation in individual predisposition to internalising
disorders. Under this interpretation, the generalised internalising factor has
a similar interpretation to the personality trait of neuroticism
(Eysenck, 1990). As a number of
authors have pointed out, the trait of neuroticism may largely or wholly
reflect individual variation in stable levels of internalising symptoms
(Duncan-Jones et al,
1990; Ormel et al,
2004). Second, it is possible that the internalising factor does
not represent a dimension of personality or disorder, but rather is a latent
variable that summarises the net effects of nonobserved genetic and
environmental factors on individual tendencies to internalising symptoms.
Finally, the internalising factor could be conceptualised as an underlying
dimension reflecting the extent of generalised internalising disorder. This
conceptualisation would support the view that there may be value in extending
current systems of diagnostic classification to include a category of
generalised internalising disorder. At the present time, there is no evidence
to determine which of these interpretations is the more correct. None the
less, what the analysis does make clear is that there is considerable overlap,
correlation and comorbidity between internalising disorders, with this overlap
adequately represented by a single, general and highly stable latent
dimension.
Limitations
There are a number of important caveats that need to be placed on these
results. First and foremost, the findings describe the within- and across-time
structures of internalising disorders in a specific cohort, studied at a
specific life stage using a specific set of measures. The extent to which the
findings generalise beyond this context remains to be explored. A second
potential limitation of the analysis is that we have assumed that the current
DSM–IV groupings of internalising symptoms into major depression,
generalised anxiety disorder, phobias, and panic disorders provides a valid
account of symptom variation. Further, to secure sufficient variation for
analysis we have combined some disorders (notably phobias). These coding and
classification rules may influence the results and conclusions drawn.
Despite these limitations, the model developed in this paper has the major advantage that it provides a resolution to the long-standing lumper/splitter debate by showing that variation in internalising symptoms can be partitioned into generalised and disorder-specific components, with this dissection being evident in both within-time analyses of comorbidity and across-time analyses of continuity.
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ACKNOWLEDGMENTS |
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TOPABSTRACTINTRODUCTIONMETHODRESULTSDISCUSSIONACKNOWLEDGMENTSREFERENCES |
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Received for publication January 24, 2006. Revision received April 11, 2006. Accepted for publication May 2, 2006.
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