Outline

Course:

Introduction to Path Analysis and Structural Equation Modelling with AMOS

Daniel Stahl Biostatistics and Computing

SEM and path analysis Using AMOS to do path analysis and SEM Model specification, identification, and estimation Evaluating model fit Interpreting parameter estimates SEM and causality

Today:
What is SEM? Relationship between correlation, regression, path analysis and SEM Basic concepts of path analysis and SEM Unobservable traits Introduction to AMOS Simple analyses with AMOS

Books
Barbara M. Byrne (2001) Structural Equation Modeling with AMOS Randall E. Schumacker and Richard G. Lomax (2004) A Beginner's Guide to Structural Equation Modeling. (presents AMOS examples) Rex B. Kline (2004) Principles and Practice of Structural Equation Modeling, 2nd ed. Bill Shipley (2004) Cause and Correlation in Biology: A User's Guide to Path Analysis, Structural Equations and Causal Inference. James L. Arbuckle (2007) Amos 7.0 Users Guide.

We collected the following variables of 40 cancer patients:

Body function Pain Depression

We are interested about the influence of pain and functioning on depression. What kind of analyses could we do?

Correlations

Simple linear regresion

Pain

Depression

Pain

Depression

Function

Depression

Function

Depression

Mediation (Path analysis)

Multiple linear regresion

Pain

Pain

Function

Depression

Function
Depression

Path analysis: competing models

Model 1
Model 2

Pain
Pain

Depression

Function
Function

Lets assume that there is no test available for measuring pain. We developed a small questionnaire with three questions. How could we integrate the answers of the questionnaires in our analysis? (Hint: Pain is a latent construct, which we would like to measure with our questionnaire.)

Depression

We could do a factor analysis and use the factor scores as an estimate of pain in the same way as before.

Factor analysis: Latent construct "pain"

Q1 Q2
1

Now we measured all three variables with a questionnaire with 3 items:

Latent variable "Pain"

Q3

Path analysis with latent constructs = Structural Equation Modelling

Error 1 Error 2 Error 3
1 1 1

Correlation and Regression

Correlation describes the linear association between two variables. Regression describes the effect of one or more independent (predictor) variables on a dependent variable: Depression = c + 1*pain + 2*function + error (N,2)

Item 1 Item 2 Item 3

1

Pain
1

Item 1 Item 2 Item 3

Error 1 Error 2 Error 3

Depression

Function
1

Item 3 Item 2 Item 1

1 1 1

Error 3 Error 2 Error 1

Correlation and Regression Correlation and Regression

Pearsons r=0.68 Depression = 11.86+1.072*Pain + Error (0,32) Standardised coefficient for pain: 0.678

Correlation describes the linear association between two variables. Regression describes the effect of one or more independent (predictor) variables on a dependent variable: Depression = c + 1*pain + 2*function + error (N,2) Error also influences our outcome variable Depression

Coefficients a Unstandardized Coefficients B Std. Error 11.860 1.337 1.072 .248 Standardized Coefficients Beta .678

Model 1

(Constant) Pain

t 8.870 4.331

Sig. .000 .000

a. Dependent Variable: Depression

We have to add an error term to our dependent variable:

Multiple linear regresion

Path analysis
Technique to examine the causal relationships between two or more variables. Path analysis assess the direct and indirect (mediating) relationships among a set of variables!
X Z: direct effect of Y on Z X Y Z: indirect effect of X on Z via Y Total effect of X on Z = direct + indirect effect

Pain

Depression

Error

Regression is a subset of path analysis. It only studies the direct effects of one or more independent variables on (usually) one dependent variable

Function

Structural equation models

Structural equation modelling additional allows to study the effect of unmeasured latent variables. Latent variables cannot be observed and must be inferred from measured variable. Latent variables are implied by the covariance among two or more measured variables ( factor analysis). SEM are therefore also called covariance models.

SEM
SEM consists of two parts: a measurement model and a structural model. The structural model deals with the relationship between the latent variables while the measurement model describes the relationship between our measured variables and the latent variables For example: Relationship between the measurement model and the structural model relating pain and function to depression:

Error 1 Error 2 Error 3

1 1 1

Measurement model

Path analysis and SEM

In path analysis we assume that each latent variable is perfectly measured with one observed variable (perfect correlation = no measurement error). Path analysis can be regarded as a SEM, where each latent variable is inferred from one measured variable. (e.g. temperature change can be seen as a latent variable measured as the change in a quicksilver column). SEM combination of path and factor analysis

Item 1 Item 2 Item 3

1

Pain
1

Item 1 Item 2 Item 3

Error 1 Error 2 Error 3

Depression

Function
1

Item 3 Item 2 Item 1

1 1 1

Structural model

Error 3 Error 2 Error 1

Family Tree of SEM

Bivariate Correlation Multiple Regression

Unobservable traits
In psychology and health sciences we are often concerned with questions which are more subjective than questions in other fields of science. These includes measurements of: abilities, knowledge, emotions, feelings, attitudes or personality traits. All traits have got in common that they are unobservable traits = latent traits.

Path Analysis

Structural Equation Modeling

Factor Analysis

Confirmatory Factor Analysis

Exploratory Factor Analysis

Unobservable, latent traits

The effect of a drug may prolong the life of a patient or cure a symptom but it may also effects on the general well-being. While life prolonging is rather easy to define, it is not easy to define well-being And different people may have got different definitions. The field of psychometrics is concerned with the theory and technique of measurement of such psychological and mental phenomena.

Latent traits in psychology

Intelligence Memory Extraversion Self-esteem Depression Anxiety Knowledge Beliefs Feelings and Emotions: Joy, sadness, Senses and Perception: smell of flower Attitude about something, e.g. foreigners, risk Motivation Ability to learn statistics or a new language

Latent traits in medical research

Pain Mental disorders Depression Schizophrenia Autism Mobility/Function (gerontology) Arthritis Quality of life Patient satisfaction (e.g. in hospital)

Latent vs. observed variables

An observed variable, like body height, is directly observable and can be measured easily. A latent variable or trait or construct is not directly observable. Instead, it is inferred from variables (items) than can be observed. The main approach of psychometric measurements involves applying interviews, questionnaires and tests (= instruments)

Latent trait and items

I feel good about my work 1 2 3 4 5 6 7 I am proud of my relationship with my supervisor 1 2 3 4 5 On the whole I get along with others well 1 2 3 4 5

Item and latent traits

All 5 items are measuring the latent trait self esteem. They should therefore correlate with the latent trait. A single item will never measure a construct perfectly (and hence will never correlate perfectly), but the 5 items should be an accurate predictor of the latent trait. SEM in form of factor analysis is an important tool to develop such tests.

Self Esteem
I can feel that my co-worker respect me 1 2 3 4 5 I feel that I am making a useful contribution to work 1 2 3 4 5

Here, the latent trait Self esteem elicits to each item a response from 1 (strongly disagree) to 5 (strongly agree). The sum of the observed responses allows a conclusion about the persons self esteem.

Confirmatory factor analysis model

Item 1 1 "work" Item 2 1 supervisor Item3 1 other people Item 4 1 Coworker Item 5 1 contribution e1
e3
1

SEM: Longitudinal CFA

pain
1 1

function

e1

e2 e3 e4 e5
e2
1

Self Esteem

depress
1

W ell-being Time 1

W ell-being Time 2

depress

e2

e1

pain

function

e3

But SEM can be extended: it allows to include more latent and observable variables in the analysis:
e1
1 1

Longitudinal data analysis using SEM

A common approach to the analysis of longitudinal data is multilevel modelling but we can also use the structural equation modeling (SEM) framework to form what are known as latent curve or latent trajectory models. Given this SEM framework, latent trajectory analysis is extremely flexible in terms of the variety of potential hypotheses that can be tested. Rovine & Molenaar (2001) demonstrated the mathematical equivalence of MLM and SEM with balanced data. SEM latent growth curve approach is more flexible.

e2
1

e3
1

e4
1

e5 e4 e3 e2 e1

Item 5 contribution Item 4 Coworker Item3 other people Item 2 supervisor Item 1 "work"

Item 1 Item 2 Item 3 Item 4

1

Self Esteem

Depression

Age
1

Amos Setup: Simple Growth Curve Model with Random Slope and Intercept with 4 time points
E1 E2 E3 E4

Growth Curve Model with Random Slope and Intercept with correlated errors
g14 g13 g24 g23 0, g2 0, g3 g34 0, g4

g12 0, g1

X1

X2

X3

X4

e1

e2
mg1

e3
mg2

e4
mg3

mg4

y1

y2

y3

y4

1 1

1 1 0

4 6

ICEPT

SLOPE

ICEPT

Slope

Literature
Terry E. Duncan, Susan C. Duncan, Lisa A. Strycker (2006) An Introduction to Latent Variable Growth Curve Modeling: Concepts, Issues, and Applications.

I will start with regressions and simple path analyses without latent variables.

Exercise
Use SPSS and open the data file pain.sav Do the following analysis: Correlation matrix of all four variables Simple linear regressions between:
Function Depression Pain Depression Pain Function

SPSS

Multiple regression:
Pain +Function Depression

Plot a path analysis diagram for standardised and unstandardised estimates Calculate the direct, indirect and total effects of pain Use AMOS to do the same analysis Use AMOS to evaluate the indirect (mediation) effect

Results of regression analysis

Parameter Standardised estimate Parameter Pain+Function Depression Pain Function Function Depression Function Pain Depression Pain Pain Function Pain -0.097 -0.455 <0.001 0.112 0.337 <0.001 0.061 -0.523 -0.652 0.184 -0.337 -0.421 p

Standardised estimates

0.028 <0.001 <0.001

error pain
.18

-.46

error2
-.34

depress

function

Result: unstandardised estimates

Model 2
4.08 .36

Direct and indirect effects

Parameter Standardised estimate Parameter Pain+Function Depression Pain Function Function Depression Function Pain Depression Pain 0.112 -0.097 0.337 -0.455 <0.001 <0.001 Pain Function Pain 0.061 -0.523 -0.652 0.184 -0.337 -0.421 p

Error 2 pain
.06 1

0.028 <0.001 <0.001

-.10 -.52

depress

function
1 .15

Error 1

Direct, indirect and total effects

Indirect effect of pain on depression

The direct effect of pain on depression (that is if we keep function constant) is 0.061. But pain also negatively effects body function. Therefore, pain has an indirect effect on depression via function. For each 1 unit increase in pain, body function decreases by 0.097. A decrease of 0.097 units of body function increases depression by 0.097*0.523= 0.051. Therefore, the indirect effect of pain on depression is 0.051. The total effect of depression is the sum of direct and indirect effect: 0.061+0.051=0.112. The direct effect is 0.112, which is the same effect as in the simple linear regression between pain and depression. A commonly used test for statistical significance of the indirect effect (=mediation effect) is the Sobel test.
Pain+Function Depression Pain Function Function Depression Function Pain Depression Pain Pain Function Pain

Parameter Standardised estimate Parameter 0.061 -0.523 -0.652 0.184 -0.337 -0.421

0.028 <0.001 <0.001

0.112 -0.097

0.337 -0.455

<0.001 <0.001

The total effect of pain on depression is 0.112. The direct effect of pain on depression is 0.061. The indirect effect is -0.097*(-0.523)= 0.051. Control: Total=0.061+0.051=0.112. The total standardised effect of pain on depression is 0.337. The direct standardised effect of pain on depression is 0.184. The indirect standardised effect is -0..455*(-0.337)= 0.153 Control: Total=0.184+0.154=0.338.

AMOS

1 4

2 5

3 1. Observed variables 6 7 2. Unobserved variables 3. Drawing latent variable (draws latent variable and items) 4. Drawing path (causal relationship regression)

8 9

8 10

5. Draw covariances (correlation, no direction) 6. Unique variable (error variable, add e.g. to each dependent var

11 12 13 14 15 16

7. List variables (open data file first, then drag and drop variabl 8. Select one object, select all, deselect 9. Move object 10. Delete 11. Select data file 12. Analysis properties (choose statistics) 13. Calculate estimates (starts the analysis) 14. View test (see results) 15. Copy graph in clipboard 16. Save

Main steps: 1. Draw path diagram 2. Move data into appropriate box 3. Name variable (here only error variable): right-click object 4. Analysis properties: Select statistics 5. Calculate estimates: Run analysis 6. View text: View results

Correlation and Regression as AMOS path models

Correlation

Simple linear regresion

Error depression
1

pain

depress

pain

depress

Multiple linear regression

Endogenous variables have got error variances variables pointing at them = unexplained variance

error pain
1

depress

function

Simple mediation analysis with AMOS

Model 2 Model 1
Model 2 Mediation (Path analysis)
pain
Error 2 pain
1

Exogenous and endogenous variables

In SEM it is difficult to apply the concept of independent and dependent variables. Function is a dependent variable in one regression analysis (pain function) but an independent in another (pain+function depr). Therefore, we distinguish between exogenous and endogenous variables: Exogenous variables are independent variables with no prior causal variable (= no single-headed arrow pointing on it), although it can be correlated (double headed arrow) with other variables. Endogenous: all other variables (at least one single headed arrow is directed at it). Model 2 Latent variables can be exogenous variables.
Error 2 pain

Error 1
1

depress

function
function

Error 2
1

Error 1

depress

Exogenous variable
function
1

depress

Endogenous variables

SEM diagram symbols

Observed variable
1

SEM: observed and unobserved variables Observed variables:

Indicator variables Manifest variables Reference variables

Latent variable with disturbance or error

Observed variable with measurement error (endogenous variable)

Unidirectional path (regression) Correlation between variables Reciprocal relation between variables

Unobserved variables:
Latent variables Latent constructs Latent factors

Latent variable with items (observed variables)

 How to test the mediation effect (pain function depression)? (Sobel Test) Alternative: Bootstrapping allows to test and to estimate confidence intervals for the indirect effect more power, more robust (does not require distributional assumptions, works even if the specified model is wrong (except violations of independence).

How to find bootstrap results in AMOS:

Results

Lower Bootstrap CI: 0.019

Upper Bootstrap CI: 0.096

Bootstrap Test (p=0.002)

Indirect effect of depression on pain is: 0.051 (95% CI: 0.019-0.096)

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Unstandardised estimates Results: unstandardised estimates

Model 2
4.08 .36

Unstandardised estimate (same as regression coefficients of regressions analysis pain function and pain+function depression.)

0, .36
Error 2

pain
.06 1

4.93, 4.08

error pain
.06 0, .15 -.10 1 2.61

-.10 -.52

depress

error2
1 -.52 3.10

function
1 .15

depress

Error 1

function

Mean and variance of exogenous variable = descriptive mean and variance of pain = mean squared error (MSE) in regression analysis (pain function and pain+function depression)

Estimates of intercepts for predicting endogenous variables = intercepts in regression analyses (pain function and pain+function depression)

0, .36 4.93, 4.08

0, .36

4.93, 4.08

error pain
0, .15 -.10 .06 1 2.61

error pain
0, .15 -.10 .06 1 2.61

error2
1 -.52 3.10

depress

error2
1 -.52 3.10

depress

function

function

Result: standardised estimates

Model 2

Standardised estimates Model 2 (same as standardised regression coefficients of regression analyses pain function and pain+function depression.)
Error 2 pain

Result: standardised estimates

Error 2 pain
.18 .20 -.46 -.34 .18

.20

-.46 -.34

depress
.21

depress
.21

function

function
Estimates of squared multiple correlations= explained variance of the two regression models (pain function and pain+function depression.)

Error 1

Error 1

11

Correlated Errors (Instrumental variable, 2-Stage Regression)

pain

0,

function

Error2

0,

depress

Error1

Exercise
Do a similar analysis with data file: PATH-INGRAM.sav. The data are from: Ingram, K. L., Cope, J. G., Harju, B. L., & Wuensch, K. L. (2000). Applying to graduate school: A test of the theory of planned behavior. Journal of Social Behavior and Personality, 15, 215-226. Ajzens theory of planned behavior was used to predict students intentions and application behaviour (to graduate school) from their attitudes, subjective norms and perceived behavioural control.

Five Variables (derived from questionnaires) Perceived Behavioural Control (PBC) Subjective norm Attitude Intention (to apply to college) Behaviour (applications)

Ajzens theoretical model PBA, subjective norm and attitude influence intention PBA, subjective norm and attitude correlate with each other Intention influences Behaviour PBA also influences Behaviour

Exercise
Draw the path diagram for the model Conduct a path analysis with a series of multiple regression analyses using SPSS. Calculate the standardised indirect effects using the standardised estimates from the regression analysis. Check your results using AMOS Use a bootstrap analysis to evaluate the indirect effect. Remove some indirect effects and compare the results with the theoretical model.

12

Path diagram for AMOS

Perceived Behavior Control Perceived Behavior Control

Results

e1
1

e2
1 .51

e1
-.13 .34

e2

.60 .35

.34

Subjective Norm

Intention

Behavior

.67

Subjective Norm

.09

Intention

Behavior

.47

.81

Attitude

Attitude

Main results: AMOS output

Standardized Regression Weights:
Parameter Intent Intent Intent Behavior Behavior <--<--<--<--<--PBC SubNorm Attitude Intent PBC Estimate -.126 .095 .807 .350 .336 Lower -.352 -.118 .596 .075 .092 Upper .126 .314 .985 .548 .555 P .293 .430 .002 .013 .005

Standardized Indirect Effects

Attitude Behavior 95%CI: P: .282 (0.08-0.5) 0.007 SubNorm .033 PBC -.044 Intent .000

(-0.04-0.13) (-0.14-0.04) 0.339 0.277

Quick introduction: How to define latent variables in AMOS:

Example: simple factor analysis: Can we reduce the three variables into one factor (latent variable) without loosing too much information? = Factor analysis with Maximum likelihood estimation

Latent variable in AMOS

Use button on top left (#3) to create a latent variable Move variables into item boxed Name error variable as e1,e2,e3 Name latent variable as well-being Tick standard estimates, squared correlations and factor scores weight in analysis property box
e1
1

e2
1

e3
1

pain depress function

1

Well-being

13

Some questions for next week

Factor analysis SPSS:
Communalities pain depress function Initial .233 .204 .288 Extraction .365 .312 .568

SEM analysis AMOS:

e1 e2 e3

.36

.31

.57

Extraction Method: Maximum Likelihood.

pain
Factor Matrixa Factor 1 .604 .558 -.754

depress
.60 .56 -.75

function

pain depress function

W ell-being

Why do we get not always a statistical test for the overall model? Why should the test be non-significant? How can we compare two models? Are there any assumptions for the SEM analysis? If yes, how can we check them? What are the functions of variances and covariances in SEM?

Extraction Method: Maximum Likelihood. a. 1 factors extracted. 4 iterations required.

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