Hi all,

In a longitudinal analysis, I suspect that the impact of an increase in a predictor variable will be different than the impact of a decrease. So, I want to decompose the predictor into two "asymmetric" variables following Allison (2019) where one variable captures increases and is otherwise zero and the other variable captures decreases and is otherwise zero. This is straightforward enough, but I also need to include a lagged dependent variable in my model because my outcome is very path dependent.

Does anyone have an idea on how I can include both the two decomposed predictor variables and the lagged dependent variable? Any advice is much appreciated.

Thanks so much,
Brenden