I am running a cross-lagged panel model across three time points, with three variables all predicting each other. The data are multilevel with school children nested within classes. However, between each time point, the children move classes so that the clustering is different at each time point. What kind of model should I adopt, multiple membership model or something else? How can I estimate the model using Mplus?
What you desrcibe is an example of system of causal feedback. while quantifying the direct causal relationships between elements of the system is an importand way of characterizing its composition, it does not tell researchers (directly) about the behavior of the system itself. in addition to using the modeling strategies you describe to identify direct effects, researcher might also be interested in hypotheses characterizing system behavior using non-statistical models.
check out for example, loop analysis:
Levins, R. (1974) The qualitative analysis of partially specified systems. Annals of the New York Academy of Sciences. 231: 123--138
Dambacher, J.M., Luh, H.K., Li, H.W., and Rossignol, P.A.. (2003) Qualitative stability and ambiguity in model ecosystems. The American Naturalist. 161(6): 876--888
A search on multi-agent simulation models might also prove illuminating.
Marsh, H. W., Ludtke, O., Robitzsch, A., Trautwein, U., Asparouhov. T., & Muthén, B. (in press). Doubly-latent models of school contextual effects: Integrating multilevel and structural equation approaches to control measurement and sampling error. Multivariate Behavioral Res.
Marsh, H. W., Koeller, O., & Baumert, J. (2001). Reunification of East and West German school systems: Longitudinal multilevel modeling study of the big fish little pond effect on academic self-concept. Am Educ Res J, 38, 321-350.
Marsh, H. W., Kong, C-K, Hau, K-T (2000). Longitudinal Multilevel Modeling of the Big Fish Little Pond Effect on Academic Self-concept: Counterbalancing Social Comparison and Reflected Glory Effects in Hong Kong High Schools. Journal of Personality and Social Psychology, 78, 337-349.
Marsh, H. W. (2007). Do university teachers become more effective with experience? A multilevel growth model of students’ evaluations of teaching over 13 years. Journal of Educational Psychology, 99, 775-790.
Papaioannou, A., Marsh, H.W., Theodorakis, Y. (2004). A multilevel approach to motivational climate in physical education and sport settings: An individual or a group level construct. Journal of Sport and Exercise Psychology, 26, 90-118.
Marsh, H. W., Hau, K. T., & Kong, K. W. (2002). Multilevel causal ordering of academic self-concept and achievement: Influence of language of instruction (English vs. Chinese) for Hong Kong Students. American Educational Research Journal, 39 (3),727-763..