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STRUCTURA
L
EQUATIO
N
MODELIN
G
possible,
BASIC S OF
STRUCTURA L
EQUATIO N
MODELIN G
GEOFFREY M. MARUYAM
A
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Cataloging-in-Publication
Data
Maruyama , Geoffre y M .
Basic s o f structura l equatio n modeling/b y Geoffre y M . Maruyama .
p . cm .
Include s bibliographica l reference s an d index .
ISB N 0 - 8 0 3 9 - 7 4 0 8 - 6 (cloth).ISB N 0 - 8 0 3 9 - 7 4 0 9 - 4 (pbk. )
1. Multivariat e analysis . 2. Socia l sciencesStatistica l methods .
I. Title .
QA278.M37 4
1997
519.5'35dc2 1
97-4839
03
Acquiring Editor:
Editorial Assistant:
Production Editor:
Production Assistant:
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Print Buyer:
10
C . Debora h Laughto n
Eilee n Car r
Dian a E. Axelse n
Denii e Sanioy o
Mario n Warre n
Candic e Harma n
Ann a Chi n
cX t t
Prefac e
Acknowledgment s
XI
xv
PAR T 1: Backgroun d
9
12
15
Histor y
Sewell Wight
Path Analysis in the Social Sciences
Unidirectiona l Flow Model s
Movin g Beyon d Pat h Analysi s in Structura l
Equatio n Modelin g Researc h
Wh y Use Structura l Equatio n Modelin g Techniques ?
15
15
17
17
20
20
29
30
35
39
40
41
42
44
48
49
49
51
53
60
62
66
70
73
79
79
79
81
84
87
88
89
92
96
Summar y
6. Recursiv e an d Longitudina l Models : Wher e Causalit y
Goe s in Mor e Tha n On e Directio n an d Wher e Dat a
Ar e Collecte d Ove r Tim e
Model s Wit h Multidirectiona l Path s
Logic of Nonrecursive Models
Estimation of Nonrecursive Models
Mode l Identificatio n
Longitudina l Model s
Logic Underlying Longitudinal Models
Terminology of Panel Models
Identification
Stability
Temporal Lags in Panel Models
Growth Across Time in Panel Models
Stability of Causal Processes
Effects of Excluded Variables
Correlatio n an d Regressio n Approache s for Analyzin g
Pane l Dat a
Summar y
97
99
100
100
103
105
108
109
110
111
112
115
117
118
119
120
122
131
132
132
136
139
140
147
148
148
152
154
154
155
158
177
178
178
181
184
187
187
188
192
195
195
196
201
201
202
203
204
209
214
234
Neste d Model s
Tests of Overal l Mode l Fit
Absolute Indexes
Relative Indexes
Adjusted Indexes
Fit Indexe s for Comparin g Non-Neste d Model s
235
238
242
243
245
246
247
249
250
255
257
257
259
261
261
262
262
265
268
271
272
272
275
277
278
280
280
280
281
282
282
282
283
283
285
285
288
291
Determinants
Matrices and Rules
292
293
294
Reference s
299
Autho r Inde x
306
Subjec t Inde x
309
Abou t th e Autho r
311
r<if a
xi
xi i
BASIC S O F S T R U C T U R A L E Q U A T I O N
MODELIN G
Preface
xiii
j
Ac k 0 VI I ft riIt n e: 1 s
|
xv
xv i
BASIC S O F S T R U C T U R A L E Q U A T I O N
MODELIN G
BACKGROUN D
jlfcit:3i]LEL!8B^i]
cesse s witn
Nonexperimenta l Data r
BASIC S O F S T R U C T U R A L E Q U A T I O N
MODELIN G
Background
BASIC S O F S T R U C T U R A L E Q U A T I O N
MODELIN G
Th e firs t vie w abou t impac t coul d be calle d a "socia l star " mode l in
whic h popula r childre n ove r tim e com e to d o bette r in schoo l
(popularit y affect s achievement) . Th e processe s coul d operat e in a
fashio n suc h as th e following : By virtu e of som e positiv e attribute s
the y possess , popula r childre n ar e like d bette r by teacher s wh o expec t
mor e fro m the m an d als o ar e like d mor e by an d helpe d mor e by peers ,
wit h th e resul t tha t thei r rat e of learnin g wil l increase . Th e reasonin g
draw s fro m teache r expectanc y effect s (e.g. , Broph y 8c Good , 1974)
an d from th e attractio n an d attractivenes s literature s (e.g. , Byrn e &
Griffirt , 1973; Maruyam a & Miller , 1981).
A secon d view , whic h coul d be calle d th e "academi c star " model ,
hypothesize s tha t high-achievin g childre n wil l be bette r like d becaus e
of thei r capabilitie s an d accomplishments . Thi s view als o can be
draw n fro m th e similarit y an d attractio n literatures , whic h sugges t
tha t we ar e attracte d to other s wh o rewar d us or hav e th e potentia l
to rewar d us (e.g. , Byrn e &c Griffitt , 1973).
Figur e 1.1 depict s pictoriall y a mode l tha t hypothesize s a set of causa l
processe s linkin g acceptanc e by peer s an d achievement . Th e mode l
woul d consis t of tw o structura l equations , on e for each variabl e tha t
ha s arrow s goin g to it. It tentativel y hypothesize s tha t popularit y
affect s achievemen t (th e arro w fro m popularit y to achievement ) an d
tha t achievemen t affect s popularit y (th e arro w fro m achievemen t to
popularity) . It als o articulate s othe r variablesth e socia l clas s of th e
student' s family , th e student' s academi c ability , an d th e student' s
social skillstha t ar e hypothesize d as affectin g eithe r popularit y or
achievemen t or both .
Becaus e th e mode l is complex , furthe r discussio n of it is left unti l late r
in th e book . Th e importan t poin t her e is tha t model s provid e a mean s
by whic h to articulat e pattern s of hypothesize d relationship s amon g
variables . Plausibilit y of th e mode l coul d be teste d if we wer e to
collec t measure s of th e variable s describe d an d us e th e technique s an d
method s to be describe d in thi s boo k to analyz e th e data . O f course ,
if th e hypothesizin g is flawed , the n we likel y woul d lear n littl e
regardles s of wha t th e analyse s suggest .
Th e technique s an d method s describe d in thi s boo k d o no t tr y to d o
th e impossible , namely , to establis h causalit y in th e absenc e of an
experimenta l intervention . The y canno t prov e tha t an y variabl e
cause s anothe r variable . At th e sam e time , however , the y als o d o no t
Background
Socia l
/
1
/
I
Famil y
octa l
Ctaa a
'
1
Popularit y \
with
I
1 1
L.
/
"
4
I
I
Acadaml c |
I Aehlavaman t j
\
.
AcadwWc
AMItty
Figure 1.1.
BASIC S O F S T R U C T U R A L E Q U A T I O N
MODELIN G
Background
BASIC S O F S T R U C T U R A L E Q U A T I O N
10
MODELIN G
used . Tha t ter m fairl y quickl y fell int o disfavo r in th e mind s of at leas t
a subse t of socia l scientists , wh o objecte d to an y us e of th e ter m
"causal " wit h nonexperimenta l data . Th e ter m "causal " wa s replace d
by th e less controversia l an d ver y descriptiv e ter m "structura l equa
tion" ; th e relation s betwee n variable s in thes e approache s ar e define d
by a serie s of equation s tha t describ e hypothesize d structure s of
relationships , thu s structura l equatio n analysi s or structura l equatio n
modeling .
Figur e 1.2 provide s an illustratio n of a hypothesize d causa l struc
ture . Not e tha t th e model' s structur e hypothesize s tha t Variabl e 1
(famil y social class ) influence s Variabl e 2 (one' s successe s at school) ,
whic h in tur n influence s Variabl e 3 (one' s firs t job) . Ther e is on e
structura l equatio n tha t predict s Variabl e 2 an d a secon d tha t predict s
Variabl e 3.
Even th e simpl e mode l of Figur e 1.2 allow s a tes t to be conducted .
In thi s case , th e relationshi p betwee n Variabl e 1 an d Variabl e 3 is
mediate d or transmitte d by Variabl e 2. If th e mode l is true , then , as
wil l be explaine d mor e full y in Chapte r 3 whe n pat h model s ar e
described , th e correlatio n betwee n Variabl e 1 an d Variabl e 3 shoul d
be th e produc t of th e correlatio n betwee n Variabl e 1 an d Variabl e 2
an d th e correlatio n betwee n Variabl e 2 an d Variabl e 3. (Tha t is, th e
equalit y r = r x r or r - ( r x r ) = 0 shoul d hold . Reader s
familia r wit h partia l correlatio n or partia l regressio n formula s wil l
recogniz e th e latte r for m of th e equalit y as th e numerato r of thos e
formula s for three-variabl e case partial s betwee n Variabl e 1 an d
Variabl e 3.) If th e correlatio n betwee n Variabl e 1 an d Variabl e 3 is no t
simila r to th e produc t of th e othe r tw o correlations , the n th e mode l
can be rejecte d as no t accuratel y representin g th e data , at leas t for th e
dat a set . If th e correlatio n r is simila r to th e produc t of th e othe r
tw o correlations , the n th e mode l is viable . Ther e ar e importan t issue s
in determinin g wha t constitute s "similar. " Becaus e issue s of similarit y
ar e muc h easie r to understan d in th e contex t of statistica l test s of
mode l fit, th e discussio n wil l be left for later . For now , assum e tha t
by inspectio n we migh t be abl e to mak e approximat e determination s
abou t similarity .
Even if th e mode l "passes " ou r test s of similarit y or fit, ther e stil l
ar e limitation s abou t wha t conclusion s can be drawn . As wil l be
discusse d in detai l in a late r chapter , ther e ar e alternativ e theoretica l
model s tha t predic t th e sam e patter n o f relationship s amon g meas
ures . For example , in Figur e 1.2, th e "reverse " mode l forme d by
13
2i
I2
23
Background
11
Famil y
Socia l
Figur e 1.2.
\
- (
SUCCM S
t
Schoo l
V
/
0'
ret
Jo b
12
BASIC S O F S T R U C T U R A L E Q U A T I O N
MODELIN G
Overvie w
13
Background
E X E R C I SE
1.1
Group
Group
Group
Correlation
Group
-.321
-.423
-.221
-.364
-.288
-.288
-.153
-.278
.207
.311
.179
.306
N O T E : Figure s ar e r values .
14
BASIC S O F S T R U C T U R A L E Q U A T I O N
MODELIN G
11 I 1
11[
I 1I 11 II
H i
jHppEi ^^rdjj^pcx
Jjii 1^ ^
Histor y
I Sewell Wright
As mentione d in Chapte r 1, th e root s of SEM go bac k to th e 1920s,
whe n Sewel l Wright , a geneticist , attempte d to solv e simultaneou s
15
16
BACKGROUN D
2. Th e ide a of "recursive " meanin g th e sam e as "unidirectional " alway s ha s bee n problem
atic , fo r it is inconsisten t wit h othe r use s o f recursion . Recently , Ed Rigdo n provide d an
explanatio n fo r recursiv e on a structura l equatio n listserv e tha t make s sens e t o me : Th e
model s ar e recursiv e becaus e the y ar e mad e u p of a se t o f equations , an d thos e equation s
can b e ordere d suc h tha t on e solve s sequentiall y fo r eac h dependen t variable/equatio n an d
the n use s tha t informatio n t o retur n recursivel y t o th e syste m o f equation s t o solv e fo r late r
variables/equations .
History
and
Logic
17
BACKGROUN D
18
History
and
Logic
19
BACKGROUN D
20
History
and
Logic
21
BACKGROUN D
22
Figure 2 . 1 .
23
help shape achievement and separate them from ones that merely
reflect achievement. What makes the challenge particularly difficult
is that the measures tend to be related, which makes the sorting-out
process more difficult both logically and methodologically.
As might be anticipated from the preceding example, problems
in regression models are more likely to emerge in complex models
because as the number of predictor variables increases, the number
of intercorrelations increases much more rapidly. Their number can
be calculated by using the equation
Number of Correlations = \p(p - 1)] / 2,
where p is the number of predictors. Whereas for two predictors there
are twice as many regression coefficients as intercorrelations among
predictor variables (2:1), for five variables there are only half as many
regression coefficients as intercorrelations among predictor variables
(5:10), and the ratio gets smaller as the number of predictors increases.
24
BACKGROUN D
History
and
25
Logic
BASIC APPROACHE S TO
MODELIN G WIT H SINGL E
OBSERVE D MEASURE S OF
THEORETICA L VARIABLE S
" 1 |
^ a [ J L Alrijsi^LjSiJLjiii i lz
29
30
SINGL E MEASURE S O F
VARIABLE S
Path Analysis
and Partitioning
Variance
31
32
SINGL E MEASURE S O F
VARIABLE S
Path Analysis
and Partitioning
Variance
33
IQ Test
Score
Weight
(kilograms)
Height
(meters)
(2)
(3)
1.0
2. IQ Tes t Scor e
7.5
225.0
3. Weigh t (kilograms )
5.0
75.0
4. Heigh t (meters )
0.15
Standar d deviatio n
1.0
2.25
15.0
100.0
1.50
10.0
0.09
0.3
NOTE : Grad e Poin t Averag e assume s a rang e fro m 0 (F) to 4 (A). IQ Tes t Scor e ha s a norme d mea n of
100 an d a standar d deviatio n of 15.
cally , tha t is don e by dividin g each varianc e by som e valu e tha t result s
in all th e variance s endin g up wit h th e sam e scale . To complet e th e re scaling , each covarianc e betwee n tw o variable s is divide d by th e prod
uc t of th e squar e root s of th e value s use d for rescalin g th e variance s
of thos e tw o variables . Imposin g a singl e commo n varianc e or scale
make s relationship s betwee n differen t variable s eas y to compare ; th e
one s wit h large r value s hav e stronge r relationships .
So lon g as a "commo n variance " is bein g arbitraril y selecte d for
rescaling , on e tha t maximize s simplicit y an d eas e of interpretatio n
shoul d be selected . Th e bes t choic e is to selec t th e valu e 1 for th e
rescale d variance . Each varianc e is divide d by itself , an d each covari
anc e is divide d by th e squar e roo t of th e varianc e (th e standar d
deviation) . Th e resul t is tha t all relationship s rang e betwee n - 1 (a
perfec t negativ e relationship ) an d + 1 (a perfec t positiv e relationship) ,
an d th e squar e of th e relationshi p represent s th e amoun t of varianc e
tha t is share d betwee n tw o variables . Said differently , choosin g a
rescale d varianc e of 1 expresse s th e relationship s as correlation s an d
optimize s compariso n of relationship s wit h on e another . To repeat,
to change variances!covariances to correlations, divide each variance
by itself and each covariance by the standard deviations (i.e., the
square root of the variance) of the two variables that covary. To go the
other way, from correlations to covariances, multiply the correlations
times the product of the two appropriate standard deviations.
34
SINGL E MEASURE S O F
VARIABLE S
E X E R C I SE
If th e rescalin g is impose d on th e illustratio n in Tabl e 3.1,
the n wha t is th e commo n correlatio n betwee n th e pair s of
variables ? Do th e calculation s as describe d in th e precedin g
paragraphs . (The correc t answe r appear s at th e en d of th e
nex t paragraph. )
Path Analysis
and Partitioning
Variance
35
36
SINGL E MEASURE S O F
VARIABLE S
Path Analysis
and Partitioning
Variance
37
Total Asm or
Correlation
Causa l Effects
Direct Effects
Figur e 3 . 1 .
Indirect Effects
Noncausa l
Relation s
Dueto Share d
Antecedent s
Unanalyzed
Prior Assn.
Decompositio n of Effect s
38
1
I
CM
kpa
<
JJ
.2
XI
&
Path Analysis
and Partitioning
39
Variance
E X E R C I SE
Befor e goin g on , reader s unsur e about thei r leve l of under
standin g shoul d coun t th e numbe r of direc t causa l effects .
Ho w man y ar e there ? (The correc t answe r appear s at th e en d
of th e nex t paragraph. )
ls
40
SINGL E MEASURE S O F
VARIABLE S
(3.1)
(3.2)
(3.3)
3 = ?31 1 + Pn l + i
* = Pm \ + P*l l + P*i i + 4
s = Ps\ \ + Pn i + P53 *3 + P54 4 + :5
Path Analysis
and Partitioning
Variance
41
3I
Si
4J
S4
S4
43
J3
31
J4
41
J4
43
31
5U
SINGL E MEASURE S O F
42
VARIABLE S
Path Analysis
and Partitioning
43
Variance
44
SINGL E MEASURE S O F
VARIABLE S
Path Analysis
and Partitioning
AS
Variance
Ai
42
32
4l
31
4l
!2
32
41
SINGL E MEASURE S O F
46
VARIABLE S
r = , P r ,
(3.4)
4)
AJ
31
31
3 i = (P JI
(Pn
u)
n)
(P3 2
(P JI
n)
ii)
32
= p41
(" + Pn u ) +
= (P4I Pll ) + (P4. 2
(P42 P32) + 43
x
P4 2 ( P J I
X
P32 ) +
+ p43
i 2 + P32 )
(P42
12
r
Pit) +
(3.5)
43
Path Analysis
and Partitioning
Variance
47
Noncausal
Shared Antecedent
(I>41 *P3l)
(C)
(P42 P32)
(d )
Unanalyzed
Prior Association
PA3
(B)
(e)
Relationship
(p l * r
4
x p
<**3\)
48
SINGL E MEASURE S
OF
VARIABLE S
Xl
XA
XS
X2
4i
Pu
XJ
P i
X*
Xs
Ps i
4i
si
Ps 3
X2
Xi
X4
<P
Xs
I(Ps 3
P3l )
PJL > +
(PI4XP4L) l
<P4JXP32 >
1(P53 X P J 2 > +
(PS4XP42 >1
(PI4*P43 >
X3
X
XS
IP54(P43XP31)1 IPJ4(P4JXP32) ]
Path Analysis
and Partitioning
49
Variance
(3.6)
I Partial Regression
Figur e 3.3 provide s diagram s representin g partia l regressio n an d
partial correlation . Inspectio n of th e partia l regressio n mode l shoul d
hel p remin d reader s tha t pat h analysi s employ s partial regressio n
approache s for its solutions ; th e partia l regressio n mode l is jus t a basi c
pat h model . Th e pat h p , whic h also i s B , , is use d to illustrat e ho w
th e partial regressio n formul a can be derive d fro m th e pat h model .
n
50
SINGL E MEASURE S
OF
VARIABLE S
u = Pn + Pn
iv
( )
3 7
'32 = Pj l
( )
3
P3 2 =
32-p3i
2i -
( )
3
in Equatio n 3.7,
n =P3 ! +
(r -p xr )xr
n
3l
2V
n =Pl\
32
^2 1
P1
21>
an d combining ,
=P .
- 21 )
r
' 3 2 * '2!
P3 1 U
- 2i )
P3 1 =
( 31 -
32
' J I - "32
X
21> / <
(3-11)
- 21 )>
r
3 b
2i
<
(B ).
3i2
Path Analysis
and Partitioning
51
Variance
Partia l Regraialo n
Figur e 3.3.
Partial
Correlation
SINGL E MEASURE S O F
52
VARIABLE S
12
I2
13
13
= Pi\
23.i
(
3
31
12
) 2
32 = 12
U+
S a
, ( l " 12 )
r t
23.1
( )
13
r , sqrtf l - r
2 3
2
1 2
) x sqrt( l - r, ) = r
2
- r
12
x r ,
1 3
23.i =
( 3 2 - i 2
r
u ) /
~ i2 )
r
xsqrt( l - r ) ,
2
(3.14)
1 2
13
I2
13
Path Analysis
and Partitioning
Variance
53
Throughou t thi s book , I wil l try to emplo y a singl e dat a set usin g a
variet y of technique s rangin g from pat h analysis , to pane l analysis , to
confirmator y facto r analysis , to laten t variabl e SEM. Th e dat a set I
us e addresse s th e issue s presente d in Figur e 1.1, explorin g th e rela
tionship s betwee n pee r acceptanc e an d achievement . Th e matri x use d
for th e analyse s appear s late r in Tabl e 9.3. In practice , th e sampl e size
for th e differen t analyse s woul d likel y var y from analysi s to analysi s
becaus e selectin g differen t variable s in differen t model s woul d resul t
in differen t sampl e size s du e to missin g data . In thes e examples ,
however , a commo n matri x wil l be use d for all analyse s an d a commo n
sampl e size of 100. Becaus e I am workin g from matrice s tha t hav e
precisio n wel l beyon d th e tw o or thre e digit s tha t appea r in th e text ,
replicatio n ma y no t produc e identica l solution s to wha t I report .
Th e cor e questio n is th e relatio n betwee n acceptanc e by peer s an d
academi c achievement . Tha t questio n wil l be looke d at wit h singl e
measure s of each conceptua l variable , bot h cross-sectionall y (pat h
analysis ) an d longitudinall y (pane l analysis) . The n it wil l be addresse d
agai n usin g multipl e measure s of each conceptua l variabl e (laten t
variabl e SEM). First , th e relationship s (correlations ) amon g th e laten t
variable s wil l be examine d throug h confirmator y facto r analysis .
Then , causa l relationship s amon g variable s wil l be modeled . For all
illustrations , th e dat a wil l be analyze d usin g SEM programs , wit h
othe r approache s use d as wel l to sho w thei r equivalence .
For thi s chapter , th e illustratio n focuse s on pat h analysis .
Illustratio n 1:
This mode l looks at the variable s from Figure 9.2 but looks like Figure 3.2 with
one exception , namely , tha t pat h p^ Is se t to 0 (i.e., omitted) . The mode l is
specifie d for pat h analysis ; namely , it is recursiv e an d ha s only a single
measur e of eac h theoretica l variable . Prior Informatio n was use d to selec t the
"best " indicato r of eac h theoretica l variabl e for the pat h analysis , namely , the
4
54
SINGL E MEASURE S O F
VARIABLE S
Dunca n
Peabod y
TchrEval
PeerPo p
VerbAch
Duncan
Peabody
1.0 0
.01
-.12
1.0 0
.24
.04
.09
TchrEval
.16
1.0 0
.17
.31
.30
PeerPop
VerbAch
1.0 0
.08
1.0 0
PeerPo p
Peabody
-.12
.24
(10 )
-1.2 8
.06
(.10 )
(10 )
2.5 3
0.5 6
Variables
TchrEval
.13
.15
(.10 )
1.2 7
(10 )
1.4 5
PeerPop
VerbAch
Path Analysis
and Partitioning
Variance
55
VerbAch
Duncan
Peabody
.12
(.09 )
1.2 7
.25
.25
(.09 )
2.6 6
(.10 )
2.6 0
Variables
TchrEval
PeerPop
VerbAch
NOTE: Standar d errors are In parentheses , rvalue s are in rows below standar d errors .
0 P=1.00
The slight optimis m in LISREL abou t overal l fit shoul d be note d but ignored .
Note tha t If this metho d Is appropriat e an d the mode l depict s realit y accurately ,
the n th e following Interpretation s ca n be made :
SINGL E MEASURE S O F
VARIABLE S
E X E R C I SE
3. 1
Path Analysis
and Partitioning
Socia l Class
X1
Variance
57
Ability
X3
P31
Schoo l Ach
X5
Family^Size
Self-estee m
X4
Figur e 3.4.
Regressio n Equation s
DV
IV
Xs
Xi
WT
IV
DV
.38
-.15
WT
DV
IV
Xi
.06
X,
.19
Xl
-.07
-.02
Xl
.14
.58
.08
WT
X4
XJ
.11
Xi
-.11
Xt
.32
Xi
-.23
Xs
Xi
.19
Xi
-.02
Xi
.59
Correlation s
Xl
Xi
X3
X4
Xi
1.00
Xi
-.33
1.00
Xi
.39
-.33
XA
.14
-.14
.19
1.00
Xs
.43
-.28
.67
.22
X5
1.00
1.00
SINGL E MEASURE S O F
58
A P P E N D IX
VARIABLE S
3 .1
Path Analysis
and Partitioning
59
Variance
A P P E N D IX
3. 2
BE 5 3 C
2 1 P S 3 3 P S 4 4 P S 5 5
1. 0 P S 1 1 P S 2 2
h diagra m
P T S E T V AD=OF F
- 1 1 1 1p j a p 4 1 1 1 1 1 1 1 1 ~
A s stated earlier in Chapter 2, interrelationships
among predictor variables in regression models are both the things
that make multiple regression and structural equation modeling (SEM)
in general so interesting and the source of a number of problems. In
the simplest case, if one has an array of predictor variables that are
unrelated to one another, then the coefficients from multiple regres sion are reduced to simple bivariate regression coefficients and inter pretation of those coefficients is straightforward. By contrast, if
predictors are interrelated, then issues of partitioning of variance
become important and interestingand the mathematics becomes
more than inspection of a correlation or covariance matrix. As is
discussed in more detail later in this chapter, the partial regression
coefficients have to spread the common variance among predictor
variables across the set of predictors. Finally, if the correlations
among predictors become too large, then the solution from regression
analyses potentially becomes unstable and individual coefficients can
change dramatically and go from strongly significant to nonsignifi cant across even nearly identical samples.
This chapter focuses on problems that can occur when the predictor
variables in multiple regression are strongly related. Those problems
60
Effects
of
Collinearity
61
SINGL E MEASURE S O F
62
VARIABLE S
Regressio n an d Collinearit y
Effects
of
63
Collinearity
4U
42
X, = X,p , + Xtf
4
42
+ X p + e.
3
(4.1)
64
SINGL E MEASURE S
TABL E
OF
VARIABLE S
6 o r 7.
8. Whe n simpl e correlation s ar e greate r tha n . 8 0 o r .90.
9. Whe n simpl e correlation s betwee n tw o predicto r variable s ar e greate r tha n th e R of
all th e predicto r variable s wit h th e dependen t variable .
2
N O T E : Thes e suggestion s com e fro m a variet y o f sources , so som e ar e mor e libera l tha n others .
41
42
43
(4.2)
(4.3)
(4.4)
ru =
34
(r )p4 .
2 1
+ (r )p
(r l)p4 1 +
3
2 2
4 2
4 2
0*32)P42
+ (n )p4 3
+
+
(4-5)
(4-6)
(r23 )p4 3
faj)p4J
Effects
of
Collinearity
65
('
(r )p \
X3
+ ( r ) p + (r )p |
I (r i)p4 i + (r )p + (r )p | ,
Ifoifo i
2 2
4 2
23
32
43
33
43
whic h is th e sam e as
I 'M I = |(r)(r )(r )| |p |
= IfaOi/uHriJ l |p |
= | ( 3 , ) ( ) ( ) | |p | .
12
13
41
42
43
(4.8)
42)
43
33
42>
43
(4.9)
66
SINGL E MEASURE S O F
VARIABLE S
Effects
of
Collinearity
67
68
TABL E
SINGL E MEASURE S O F
VARIABLE S
A3
Bl
B2
B3
Ci
C2
Dl
Ai
1.0
Ai
.7
1.0
Ai
.7
.7
1.0
.7
.7
.7
1.0
Bi
.2
.2
.2
.2
Bi
.2
.2
.2
.2
.7
Bi
.2
.2
.2
.2
.7
.7
1.0
Ci
.2
.2
.2
.2
.2
.2
.2
1.0
Ci
.2
.2
.2
.2
.2
.2
.2
.7
1.0
Di
.2
.2
.2
.2
.2
.2
.2
.2
.2
1.0
.5
.5
.5
.5
.5
.5
.5
.5
.5
.5
1.0
1.0
Effects
of Collinearity
69
A3
A*
B\
Bz
B3
C\
Di
.097
.097
.097
.097
.124
.124
.124
.172
.172
.279
Standar d erro r
.090
.090
.090
.090
.086
.086
.086
.079
.079
.059
rvalu e
Residua l varianc e - . 3 0 8
Square d multipl e correlatio n = . 6 9 2
Regressio n analyse s omittin g th e singl e indicato r variabl e (Di )
Y
.109
.109
.109
.109
.140
.140
.140
.193
.193
Standar d erro r
.100
.100
.100
.100
.095
.095
.095
.087
.087
2.216
t valu e
Residua l varianc e = . 3 7 9
Square d multipl e correlatio n = .621
.113
.113
.113
.113
.144
.144
.144
.324
Standar d erro r
.102
.102
.102
.102
.098
.098
.098
.066
4.898
rvalu e
Residua l varianc e = . 3 9 7
Square d multipl e correlatio n = .603
.114
.114
.114
.114
.202
.202
.328
Standar d erro r
.103
.103
.103
.103
.090
.090
.067
rvalue s
Residua l varianc e = . 4 0 6
Square d multipl e correlatio n = .594
Regressio n analyse s omittin g th e fou r indicato r variable s (, Ai, Aj, A4)
Y
.147
.147
.147
.203
.203
.331
Standar d erro r
.099
.099
.099
.091
.091
.067
t valu e
70
SINGL E MEASURE S O F
VARIABLE S
Effects
of
Collinearity
TABL E 4.4
71
Ai
Ai
A*
B\
Bi
Bi
C\
Ci
D\
.227
.060
.060
.060
.123
.123
.123
.170
.170
.277
Standar d erro r
.087
.087
.087
.087
.084
.084
.084
.077
.077
.057
rvalu e
.096
.096
.096
.096
.243
.076
.076
.170
.170
.276
Standar d erro r
.087
.087
.087
.087
.083
.083
.083
.077
.077
.057
rvalu e
1 . 1 0 2 1 . 1 0 2 1.102 1.102 2 . 9 1 1 0 . 9 1 5 0 . 9 1 5 2 . 2 2 0 2 . 2 2 0 4 . 8 4 1
Residua l varianc e = . 2 9 0
Square d multipl e correlatio n - .710
.096
.096
.096
.096
.122
.122
.122
.272
.105
.275
Standar d erro r
.087
.087
.087
.087
.083
.083
.083
.076
.076
.057
rvalu e
Residua l varianc e = . 2 8 6
Square d multipl e correlatio n = .714
Increasin g th e correlatio n in th e fourt h set o f predictor s
y
.095
.095
.095
.095
.121
.121
.121
.167
.167
Standar d erro r
.085
.085
.085
.085
.082
.082
.082
.075
.075
.056
5.998
/valu e
.335
SINGL E MEASURE S O F
72
VARIABLE S
(4.10)
(4.11)
Effects
of
Collinearity
73
74
SINGL E MEASURE S O F
VARIABLE S
Effects
of
Collinearity
75
SINGL E MEASURE S
E X E R C I SE
OF
VARIABLE S
4. 1
Give n th e variable s
X,
X
X
X
X
=
=
=
=
=
Social Clas s
Famil y Size
Abilit y
Self-Estee m
Schoo l Achievemen t
X4
X3
X2
Xi
Xi
1.00
Xi
-.33
1.00
Xi
.39
-.33
1.00
X*
.14
-.14
.19
1.00
Xs
.43
-.28
.67
.22
1.00
DV
IV
Xs
X<
Xi
WT
DV
Xi
.38
X4
X2
-.15
Xi
.11
X2
-.11
Xi
.32
X2
-.23
Xj
IV
WT
DV
IV
Xs
WT
Xi
.06
Xl
.19
X2
-.07
X2
-.02
Xi
.14
X3
.58
Xi
.19
X4
.08
X2
-.02
X3
.59
Effects of Collinearity
77
Social Class
Class
>i
\ S
Figure 4.1.
A.
Family Size
X2
Ability
X3
School Achievement
X5
S
'
'
regression.
Using the preceding variables and analyses,
what is the regression weight or path coefficient from Ability
to School Achievement for the diagram in Figure 4.1? (The
goal here is simply to determine the appropriate equation and
find the regression coefficient.)
B. Partial correlation.
Again using the preceding correlation matrix,
what is the partial correlation between Social Class and School
Achievement for the model in Figure 4.2? (By contrast, this
requires work.)
Partial
Solution
suggestion.
Solving requires estimating secondorder partialing, which can be done by partialing variables one
at a time and using the formula presented earlier in this book.
Successively partial X and X from all remaining relations,
leaving only a residual relation between X, and X. As you do
2
78
F a m i ly S i ze
X
/*
. S o c i al C l a ss
X 1
6 1
\ ^
\
~.-
Ability
M5.23
IS c h o ol
x
Figur e 4 . 2 .
. A c h i e v e m e n 't
s
~z
e
i/
How does the partial correlation between Xi and X control ling f o r X and X compare with the partial regression coefficient from X to X controlling for X and Xj? Are they the
same or different?
5
I [ [ ^ s a j i ^ E m L ^ t a i ^ s i i i i
I
I
Measuremen t Erro r
Background
Inabilit y to allo w for measuremen t erro r ha s bee n th e primar y down fall of pat h analysi s models . Ther e ar e few place s in th e social science s
wher e a case can be mad e tha t th e variable s of interes t can be
measure d withou t appreciabl e error . Particularl y in area s suc h as
assessmen t of attitudes , it simpl y is implausibl e to assum e tha t th e
conceptua l variable s ar e measure d anywher e nea r perfectly . Inabilit y
79
80
SINGL E MEASURE S O F
VARIABLE S
Random
and Nonrandom
Error
81
82
SINGL E MEASURE S O F
VARIABLE S
Measur e
t
Residua l
Figur e 5 . 1 .
Expressin g M e a s u r e s in T e r m s o f C o n s t r u c t s
Random
and Nonrandom
Error
83
SINGL E MEASURE S O F
84
VARIABLE S
Random Measurement
Error
Random
and Nonrandom
Error
85
86
SINGL E MEASURE S O F
VARIABLE S
Random
and Nonrandom
Error
87
Error
88
SINGL E MEASURE S OF
( x )
ex
VARIABLE S
Figure 5 . 2 .
Two-Construc t Mode l
Random
and Nonrandom
Error
89
90
SINGL E MEASURE S O F
VARIABLE S
X2
Figure 5 . 3 .
Error
91
X1
Y1
^2
92
SINGL E MEASURE S O F
VARIABLE S
Models
Random
and Nonrandom
Error
93
94
SINGL E MEASURE S O F
VARIABLE S
i h
32
Random
and Nonrandom
TABL E
Error
95
d Matri x
Metho d 2
Method
'11
Trai t Bi
l'2 1
Trai t C i
I'j l
121
r
il
111
Metho d 2
Trai t
'41
'4 2
'4 3
'4 4
Trai t B2
'51
'5 2
'5 3
k5 4
Trai t C2
'6 1
'6 2
'63
I' M
'6 5
66
Metho d 3
Trai t A3
'71
'7 2
'73
'7 4
'7 5
'7 6
Trai t B3
'8 1
'8 2
'8 3
'8 4
'8 5
'8 6
l'8 7
88
Trai t
'9 1
'92
'93
'9 4
'95
96
l' 7
'9 8
'9 9
96
SINGL E MEASURE S O F
VARIABLE S
Models
Random
and Nonrandom
97
Error
Summar y
SINGL E MEASURE S O F
VARIABLE S
E X E R C I SE
5. 1
Elusiv e Construct s
--i^si.
I
I I
I I I
i i
I 1.1 L U I I I J U I I \JL\ \
1 !
II II
in Mor e Tha n On e
Directio n an d Wher e
Dat a Ar e Collecte d
Ove r
SINGL E MEASURE S O F
100
VARIABLE S
Logic of Nonrecursive
Models
Recursive
and Longitudinal
101
Models
Reciprocal :
Lagged :
Time 1
Figur e 6 . 1 .
Time 2
10 2
SINGL E MEASURE S O F
VARIABLE S
Recursive
and Longitudinal
Models
103
104
SINGL E MEASURE S O F
VARIABLE S
Recursive
and Longitudinal
105
Models
Mode l Identificatio n
106
SINGL E MEASURE S OF
Figur e 6.2.
* ^
5^
N
Vr
VARIABLE S
Recursive
and Longitudinal
Models
107
(6.1)
(6.2)
X2
Xi
Yi
"7
Yi
Yz
Yi
- 1 f r o m th e remainin g values .
108
SINGL E MEASURE S O F
VARIABLE S
Longitudina l Model s
Recursive
and Longitudinal
Models
10 9
Logic Underlying
Longitudinal Models
110
SINGL E MEASURE S O F
VARIABLE S
E X E R C I SE
Give n tha t you shoul d no w be familia r wit h identification , is
Figur e 6.3 identified ?
Models
111
X,
^ X
V_
Identification
Issues of identification tie back into the exercise just presented. The
answer to that question is no, for there are only six correlations but
seven paths to solve. The important point here is that some panel
models, despite being recursive, still may not be identified. The
reason why identification becomes an issue is that repeated assessment of the same measure produces two sources of common variance,
one due to the underlying construct and the second due to measurespecific variance. This latter source of common variance usually
would be part of the unique variance of the measure; however,
because the same measure is collected twice, that variance becomes
part of the common variance of the measure. The model would be
identified if a researcher were willing to allow the two sources of
common variance within the measure to be lumped together, but
combining the two yields an inaccurate assessment of the stability of
SINGL E MEASURE S O F
112
VARIABLE S
Stability
Recursive
and Longitudinal
Models
113
SINGL E MEASURE S O F
114
VARIABLE S
Recursive
and Longitudinal
Models
115
11 6
SINGL E MEASURE S O F
T4
TE
1 *l
r~2>2r V
YI ^- Y2
Figur e 6.4.
VARIABLE S
Y.|
Multiwav e Pane l M o d e l
Recursive
and Longitudinal
Models
117
118
SINGL E MEASURE S O F
VARIABLE S
Recursive
and Longitudinal
119
Models
120
SINGL E MEASURE S O F
VARIABLE S
Recursive
and Longitudinal
Models
121
SINGL E MEASURE S O F
122
VARIABLE S
Summar y
E X E R C I SE
6. 1
Recursive
and Longitudinal
Figur e 6.5 .
Models
E x a m p l e s o f Nonrecursiv e Pat h M o d e l s
123
124
TABLE 6.1 Identificatio n Test s for Model s in Figur e 6.5 (a) Figur e in
Top Pane l (N = 3; thus , - 1 = 2 )
Condition
Xl
Xi
X3
X4
X5
Yl
Yl
Yi
Met?
Tn
Y2
Tu
2 2
2 3
2 4
3 4
r 2 5
3 5
2 1
3 1
1 2
1
0
, j
Yes
2 3
No
Yes
Yl
Yi
23 24
25
|0
Y sl
34
iTn l
No
|0 |
Y3
Fo r Yi, i(yi4
= 0
iT n
Ti i
22
| 0| , if
|o
Yes
1 2
11
13
2 5
= 0
|
34
0|
|0
Yes (both )
35
W2
Wi
WA
ZI
Zi
Zi
Condition
Metf
Yu
Yl2
13
Zi
22
23
, ,
Zi
Zl
|0
1 2
34
0
33
32
Ran k conditio n (require s a 2 2 non-zer o determinan t matrix )
IY34
Z2
lYll
10
Z3
3 2
Yes
P23
Yes
Yes
Yes
|
2 3
i|
Yes
0|
734
Yes
|o
ILLUSTRATIO N 2 :
Recursive
and Longitudinal
125
Models
Peabody
Tchr
Eval
Seat
Pop1
Verb
Ach1
Peabod y
TchrEval
SeatPop I
VerbAch 1
SeatPop 2
1.0 0
.01
-.12
.04
.09
.04
1.0 0
.24
.16
.31
.01
1.0 0
.17
.30
.11
1.0 0
.08
.12
1.0 0
.10
VerbAch2
.08
.28
.42
.12
SeatPop 3
-.03
.02
-.03
.22
.01
.68
.00
.23
FamSocClas s
VerbAchS
.33
.00
.43
Seat
Pop2
1.0 0
-.05
.19
.19
Verb
Ach2
.81
-.05
.52
Seat
Pop3
Verb
Ach3
1.0 5
-.01
1.2 4
Note tha t the Times 2 an d 3 standardize d tes t score s have variance s othe r
tha n 1.0 , a s doe s pee r acceptanc e at Time 3. Those ar e variable s tha t appea r
at mor e tha n one point in time . (Becaus e the pee r choice s variabl e change d
from Time 1 [before desegregation ] to Time 2, the measure s were not scale d
agains t one another. )
Once again , the solutio n could be obtaine d from regressio n analysis , but the
nonstandardize d path s would be the one s tha t shoul d be interpreted . Becaus e
126
SINGL E MEASURE S O F
VARIABLE S
this solutio n was produce d from a scale d matrix , it shoul d be replicabl e only
from a progra m tha t will analyz e a covarianc e matri x tha t th e use r supplies .
Otherwise , the coefficient s would be eithe r standardize d (not appropriate ) or
nonstandardize d from a tru e covarianc e matrix . Appendi x 6.1 provide s the
LISREL comman d statement s tha t could be use d to analyz e the matrix .
The estimate s from the LISREL solutio n appea r in th e following. For eac h
dependen t measur e an d pat h coefficient , ther e is th e estimate d path , its
standar d error , an d its rvalue . For example , the pat h from Peabod y to TchrEval
is .24 , with a standar d erro r of .10 an d a t value (the coefficien t divided by the
standar d error ) of 2.53 , which is significant .
Independen t Variable s
Fam
SocClass
Peabody
Tchr
Eval
-.12
(.10 )
-1.2 8
.06
(.10 )
0.5 6
.12
.24
(.10 )
2.5 3
.13
(.10 )
1.2 7
.25
(09 )
1.2 7
(09 )
2.6 6
.15
(.10 )
1.4 5
.25
(.10 )
2.6 0
Seal
Pop1
Verb
Ach1
Seat
Pop2
Verb
Ach2
.12
(10 )
1.1 6
.10
(08 )
1.1 4
.09
(.10 )
0.9 1
.32
(.08 )
3.8 4
.19
(10 )
1.8 8
.22
(.09 )
2.3 6
-.05
(.11 )
-0.4 5
.66
(.10 )
6.3 6
Seat
Pop3
Verb
Ach3
Dependen t
Variable s
TchrEval
SeatPop I
VerbAcM
SeatPop 2
VerbAch2
SeatPop 3
VerbAch3
NOTE: Standar d errors are in parentheses , rvalue s are in rows below standar d errors .
Overall, th e fit of the mode l is muc h wors e tha n wa s foun d for th e cross
sectiona l model : chi-squar e with 21 degree s of freedo m = 54.8 1 (p=.000075) .
The sam e conclusion s abou t relationship s betwee n variable s tha t wer e state d
Recursive
and Longitudinal
12 7
Models
for the cross-sectiona l mode l hold for the longitudina l one , for "downstream "
variable s do not alte r the relationship s tha t preced e them . In term s of the
longitudina l element s of the model , achievemen t wa s not very stabl e throug h
the desegregatio n experienc e but was muc h mor e stabl e (althoug h still chang ing substantially ) within desegregate d classrooms . Pee r relation s were not
significantl y stabl e throug h desegregatio n an d were only marginall y stabl e
within the desegregate d classrooms . The only significan t cross-la g pat h wa s
from pee r acceptanc e Time 2 to achievemen t Time 3. In othe r words , if this
mode l accuratel y depict s wha t happened , the n desegregatio n markedl y dis rupte d th e pee r relation s an d achievemen t of Mexican America n students , an d
achievemen t did not see m to influenc e pee r relations , but pee r relation s in the
desegregate d classroom s did see m to be relate d to late r achievement . In
othe r words , ther e is som e suppor t for a pee r acceptanc e to achievemen t
relationship .
A P P E N D IX
6. 1
1.11 4
i TE=di,f i
3 BE 5 1 BE 5 2
BE 8 6 BE 9 7 BE
PS 2 1 P S 3 3 P S 4 4 P S 5 5 P S 6 6 P S 7 7 P S 8 8 P S
9 9
ST 1. 0 P S 1 1 P S 2 2
pat h diagra m
OU P T S E T V AD=OF F
SINGL E MEASURE S O F
128
VARIABLE S
I I I J J ll I 1 I I I I I I I I I I I U - UgflflH^HB
ii.z^ctcr"^d^aiandiiii
-j
llllmiiltipl e I j i a j c a ^ O i ^ i i l ii
rat h Modelin g
131
132
F A C T O R ANALYSI S AN D PAT H
MODELIN G
Facto r Analysi s
Factor
Analysis
and Multiple
Indicators
133
134
MODELIN G
Factor
Analysis
and Multiple
Indicators
135
136
F A C T O R ANALYSI S AN D PAT H
MODELIN G
Factor
Analysis
and Multiple
Indicators
137
138
F A C T O R ANALYSI S AN D PAT H
MODELIN G
Factor
Analysis
and Multiple
Indicators
139
Factor Analysis
F A C T O R ANALYSI S AN D PAT H
140
MODELIN G
Use of Confirmatory
Factor
Analysis
and Multiple
Indicators
141
(7.1)
v,
+ 0 7 ,
Pi7 , +
P,7i
0 7
+ 0 7
+ 0 7
+ ,
+ 0 7 ,
+ e,
0 7 ,
PSh
e
PCh +
e
+
e
07,
*i -
07,
07,
07,
+ 0 7
P 7,
, = 07, + 0 7
+ p, 7
+ ,
Y, =
Y =
7
0 7 ,
P,7
+ 0 7
0 7 ,
+ 0 7 ,
P,7,
0 7 ,
s
+
142
pyTI
ei
Figur e 7 . 1 .
63
es
e6
e?
MODELIN G
1 * 2.
1^, 1
m i
y=
|Y |
5
m i
|v l
7
I Y .I
f=
l/j l
Th e error s ar e a 1 9 vector :
143
k.l
Kl
U=
\e \
s
\e \
6
\e \
7
IP, o o|
| p 2 0 0|
l p 3 0 0l
|0p 40|
P=\0 0\
Ps
10 p 01
6
|0 0 p 7 |
|00p 8|
|00p 9|
Note that most of the coefficients in the factor pattern matrix are
fixed to 0 and that, as in the diagram, each measure is directly related
to only a single factor. Because the measures are clustered, with
indicators of each factor together, the factors can be readily discerned
from the matrix.
Unfortunately, in this form, there is not enough information (nine
equations but more than nine unknowns) to uniquely solve all the
pattern matrix (P) coefficients and factor correlations. Furthermore,
the factor correlations do not appear anywhere in the equations, so
it would seem to be difficult to solve for them. The equation can be
turned into a solvable form by multiplying each side by its transpose
(because the two sides are equal, their transposes also are equal); that
changes the left side to the variance/covariance oJ Ir U
intercorrelation
llCll.UllClcll.lUl l
matrix of the observed measures, which then gives enough informa tion to solve fo
Thus
I U [r Lthe
i l t Imodel.
llUUtl
. 1
U U 3 ,
,
s enough informa-
YV = (Pf
+ U)(Pf
u)'.
(7.2)
144
F A C T O R ANALYSI S AN D PAT H
MODELIN G
(7.3)
(7.4)
+ UU',
(7.5)
(7.6)
=|
2 1
2 2
Factor
Analysis
and Multiple
Indicators
145
ix
31
146
MODELIN G
Factor
Analysis
and Multiple
Indicators
147
(7.6)
148
MODELIN G
Indicators
"/ /
b //
Xi,
1
1
Figur e 7 . 2 .
X2
B2
2
149
c\\
" \\
X3
X4 .
t+
&3
3
4
4
150
MODELIN G
Factor
Analysis
and Multiple
151
Indicators
: r , = ab + /'Dm .
4
: r
21
= aAd + jk.
lx
4]
Heterotrait-Heteromethod
: r
51
= aAe + jDn.
: r
= a.
1
152
MODELIN G
Factor
Analysis
and Multiple
Indicators
153
154
F A C T O R ANALYSI S AN D PAT H
MODELIN G
I Summary of Confirmatory
and Multitrait-Multimethod
Factor Analysis
Models
Factor
Analysis
and Multiple
155
Indicators
12
11
)2
r
r
r
12
13
23
156
MODELIN G
12
23
12
2J
13
23
12
=
=
=
=
=
=
12
13
1}
ab,
ac,
be,
ad,
bd, an d
cd.
( 12
('1
c l
= ( 13
&
( ,4
u)
/ 23
n)
I U
23) /
^24 ) /
12
r
= ( 12 *
( 2
= ( 13
n)
24)
34 )
/ 24
= ( i3
r
I i4
r
( 23
/ 14 = ( 23
/ r
13
= (r
4 )
2 ) /
34 >
34 >
34
/ 24
r ) / r .
J4
2J
Factor
Analysis
and Multiple
Indicators
157
12 34
13 24
f
14 23
i2* n/ 23
r
\2 ul
T
\il
23
24
Multiplyin g by (r 3 x r ) yield s
2
24
13 24
14 23
J4
2 4
) 4
2 3
U 34- i3 24 =
r
i3 24- 14 23 =
r
158
F A C T O R ANALYSI S AN D PAT H
MODELIN G
Model
=
=
=
=
=
=
ab,
aec,
aed,
bee,
bed, an d
cd.
or
Indicators
159
(V)
/
/
It
X2
Y2
It
1
1
\ d
\
2
2
3
3
In fact, there are 2 degrees of freedom coupled with underidentification, for the d and e paths cannot be uniquely solved; only the de
product can be determined.
The , , X2 , and X relationships are exactly the same as in the
three-indicator, single-factor model, and their relationships with
Y, are
3
rX,Y, = aed,
rX Y, = bed, and
rX Y, = ced.
2
ac bed
abx
ced
= be aed
or
abcde,
which could yield two vanishing tetrads. This model allows testing
consistency of indicators on constructs with only three available
indicators. Kenny (1979) called this consistency of the epistemic
160
MODELIN G
a /
I
I
x,:
1
1
Figure 7 . 5 .
I1
b /
c \
1I
1
2
2
'
I I
3
3
Yi
correlation, which is the relationship of an indictor with the under lying construct.
In summary, the consistency tests illustrate the information that
is gained by the availability of multiple indicators. They also allow
investigators to examine plausibility of their models at a model
development stage. They can be used during development of con structs to establish plausibility of single "factoredness" or to identify
indicators that could be problematic in structural equation models.
If, for example, "extra" indicators are available, then consistency
information could be used to decide whether or not to drop indicators
before building models or to add to a model additional factors
representing influences such as method variance.
Most important for many investigators, the "consistency" ap proaches can remove much of the mysticism that comes from struc tural equation models generally and from large models particularly
by giving investigators a better feel for their data. They can be used
to examine sources of problems when models are not fitting well.
They also serve a valuable prospective function, for investigators can
use these methods with pilot data to get a sense of the factor structure.
Factor
Analysis
and Multiple
Indicators
161
E X E R C I SE
7.1
162
E X E R C I SE
MODELIN G
7 . 2
Consistenc y Test s
X.
*2
X3
x<
Xi
1.00
X2
.47
XJ
.41
.55
X4
.46
.56
.59
1.00
Xs
.06
.10
.08
.10
1.00
x<
1.00
1.00
Factor
Analysis
and Multiple
16 3
Indicators
1
Yi
1.00
Yi
Yi
.42
.32
.31
1.00
.27
.35
.55
1.00
E X E R C I SE
1.00
7. 3
X
X,
X,
X,
X,
2
pat h
pat h
pat h
pat h
pat h
=
=
=
=
=
.585
.762
.723
.782
.118.
12
164
MODELIN G
S O L U T I O NS
TO
E X E R C I S ES
Exercis e 7.1
T,
Xl
Xj
Tj
M,
Mj
Lambd a
0
Xs
Factor
Analysis
and Multiple
Indicators
165
Ti
M,
T\
X?
Xi
Ph i
Ti
1.0
Ti
1.0
Ti
1.0
Mi
1.0
Mi
1.0
Mi
1.0
Thet a (diagonal )
[ei
ei
ei e* es et ei e% ]
Exercis e 7.2
Exercis e 7.3
166
Illustratio n 3:
F A C T O R ANALYSI S AN D PAT H
MODELIN G
ly y = ' + ,
Factor
Analysis
Figur e 7 . 6 .
and Multiple
Indicators
C o n f i r m a t o r y F a c t o r Analysi s fo r F o u r - P a r t Illustratio n
167
168
MODELIN G
1.00
VAR1 7
.60
TEvaluat
(.25)
2.41
VAR1 3
100
VAR 14
.69
(.14)
4.85
VAR 15
.84
(.16)
5.39
VAR 2 7
1.00
VAR 28
.98
(.24)
4.13
VAR 4
1.00
VAR 5
1.00
(.11)
9.05
VAR 6
1.06
(.11)
9.72
VAR 18
1.00
VAR 19
1.11
1.00
.95
1 00
(.15)
7.22
VAR 7
VAR 8
{13 )
7.12
VAR 9
.88
(.12)
7.25
VAR 2 0
Factor
Analysis
and Multiple
169
Indicators
VAR 30
VAR 32
.61
(.14 )
4.2 1
1.0 0
.61
(.15 )
4.0 8
Latent Variable
Ability PeerActf Achlevel PeerAcc2 Achieve2PeerAcc3Achieve3
Ability
.46
(.22 )
2.0 5
PeerAc d
.15
(.09 )
Achlevel
PeerAcc 2
Achieve2
PeerAcc 3
Achieve3
TEvaluat
TEvaluat
TEvaluat
.71
(.17 )
1.6 4
.24
4.0 6
.16
.30
(.09 )
2.71
.04
(.08 )
0.4 2
.30
(.09 )
3.3 9
-.04
(.09 )
-0.4 7
.25
(.11 )
2.2 7
.25
(.10 )
2.5 6
(.08 )
1.9 7
.14
(.09 )
1.6 2
.14
(.08 )
1.8 3
.05
(.09 )
0.5 6
.27
(.11 )
2.5 2
.27
(.10 )
2.7 6
(.13 )
2.3 2
.08
(.07 )
1.0 9
.37
(.09 )
4.0 1
.06
(.08 )
0.8 1
.55
(.14 )
3.9 7
.38
(.10 )
3.8 3
.69
(.14 )
4.7 9
.09
(.07 )
1.3 3
.14
(.09 )
1.6 8
.20
(.10 )
2.0 4
.10
(.09 )
1.1 9
.50
(.12 )
4.1 7
-.03
(.07 )
-0.3 6
.57
(.12 )
4.7 1
.42
(.10 )
4.3 7
.72
(.16 )
4.5 4
.00
(.10 )
0.0 2
.02
(.09 )
0.2 4
.85
(.23 )
3.6 7
.63
(.13 )
4.9 6
NOTE: Standar d errors are In parentheses , (values are In rows unde r standar d errors .
.64
(.19 )
3.4 8
170
MODELIN G
A P P E N D IX
7. 1
- * -
S 2 5 S S
<\
\ > VX
> '
I
I
S S
r< rH
171
172
MODELIN G
(11F7.5 )
1. 0 1. 0 1. 0 1. 0 1. 0 1. 0 1.02 5 1.04 9 .98 1 1. 0 1. 0
1. 0 1. 0 1. 0 1. 0 1. 0 1. 0 .90 1 .90 7 1.11 4 1.20 0 .91 1
.93 6 .76 6 .87 5 .92 6 1. 0 1. 0 1. 0 1. 0 .70 5 1. 0 1. 0
SE
16 1 7 1 3 1 4 1 5 2 7 2 8 4 5 6 1 8 1 9 7 8 9 2 0 2 1 3 0 3 2 /
MO NY=1 9 NE= 8 LY=FU,F I BE=FU,F I PS=SY,F r TE=SY,F I
FR L Y 2 1 L Y 4 2 L Y 5 2 L Y 7 3 L Y 9 4 L Y 1 0 4 C
ly 1 9 8 l y1 2 5 l y1 46 l y 1 56 l y 1 77
FR T E 1 1 T E 2 2 T E 3 3 T E 4 4 T E 5 5 T E 6 6 T E 1 7 1 7
TE 1 8 1 8 C
TE 7 7 T E 8 8 T E 9 9 T E 1 0 1 0 T E 11 11 T E 1 2 1 2 T E 1 3
13 T E 1 4 1 4 T E 1 5 1 5 C
TE 1 6 1 6 T E 1 7 1 7 T E 1 1 6 T E 1 2 7 T E 1 3 8 T E 1 4 9 T E
16 6 C
TE 1 7 7 T E 1 5 1 0 T E 1 6 11 T E 1 7 1 2 t e 1 8 1 8 t e 1 9 1 9
ST 1. 0 L Y 1 1 L Y 3 2 L Y 6 3 L Y 8 4 L Y 11 5 L Y 1 3 6 L Y
16 7 C
LY 9 4 L Y 8 4 L Y 1 8 8
ST . 7 L Y 4 2 L Y 7 3 L Y 5 2
ST . 3 L Y 2 1
ST 1. 0 P S 1 1 P S 2 2 P S 3 3 P S 4 4 p s 5 5 p s 6 6 p s
7 7 p s 8 8
ST . 7 T E 1 1 T E 2 2 T E 3 3 T E 4 4 T E 5 5 T E 6 6 T E 7
7 T E8 8 T E9 9 C
TE 1 0 1 0 T E 1 1 1 1 T E 1 2 1 2 T E 1 3 1 3 T E 1 4 1 4 T E 1 5 1 5
TE 1 6 1 6 T E 1 7 1 7
ST . 6 T E 1 8 1 8 T E 1 9 1 9
pat h diagra
m
OU P T S ET VAD=OF F LY=SMACFAl m BE=SMACFAl m PS=SMACFAl m
TE=SMACFAlm
Th e fit indexe s for th e CFA analysi s (to revie w afte r readin g
Chapte r 10) wer e as follows :
GOODNESS O F FI T STATISTIC S
CHI-SQUARE WIT H 11 5 DEGREES O F FREEDO M = 117.1
4 ( P=
0.43 )
ESTIMATED NON-CENTRALIT Y PARAMETER (NCP ) = 2 . 1 4
9 0 PERCEN T CONFIDENCE INTERVA L FO RNC P = (0. 0 ; 31.84
Factor
Analysis
and Multiple
173
Indicators
= 0.02 2
0 ; 0.32 )
(RMSEA ) =
=
(0.
0 ;
(AIC )
LATEN T VARIABL E
STRUCTURA L
EQUATIO N
MODEL S
Ill
Movin g to laten t variabl e structura l equatio n mod elin g (SEM) is no w bu t a smal l ste p fro m method s an d idea s tha t hav e
bee n covere d thu s far . Tha t ste p integrate s th e logi c of facto r analysi s
fro m Chapte r 7 wit h th e logi c of pat h modeling . In laten t variabl e
modeling , th e variable s tha t appea r in th e pat h model s actuall y ar e
factor s extracte d throug h confirmator y facto r analysi s (CFA) . Th e
factors/variable s ar e define d by a set of observe d measures . Each
measur e is specifie d a prior i as bein g relate d to on e or mor e of th e
factors . Th e relationship s betwee n factor s an d measure s ar e specifie d
by equation s exactl y like th e facto r analysi s model , Y = Pf + e. Th e
factor s the n ar e interrelate d usin g an equatio n tha t parallel s th e
traditiona l regressio n equation , Y = AX + BY + (Y her e is not th e
sam e Yas in th e facto r analysi s equation) . Wha t prevent s th e solutio n
fro m bein g a simpl e regressio n mode l is tha t th e X's an d Y's in th e
regressio n equatio n ar e no t measure d directl y bu t rathe r ar e laten t
variable s tappe d onl y throug h th e observe d measure s tha t ar e in tende d to operationaliz e them .
Ther e ar e a coupl e of additiona l complication s associate d wit h th e
transitio n to laten t variabl e SEM. First , ther e ar e tw o set s of factor s
extracted , on e for endogenou s variable s (in typica l facto r analysi s
terminology , Y = Pf + e) an d th e othe r for exogenou s variable s (X =
Ff + e', wit h prime s intende d onl y to distinguis h th e coefficient s in
177
LATEN T VARIABL E
178
MODEL S
The Measurement
Model
Latent
Variable
Structural
Equation
Modeling
179
LATEN T VARIABL E
180
MODEL S
(8.1)
(8.2)
lyy
Ay T\X)'Ay
(8.3)
Latent
Variable
Structural
Equation
181
Modeling
= '
' + .
(8.4 )
I Reference Indicators
As note d in th e precedin g section , scalin g of laten t endogenou s
variable s can caus e problems , for ther e is no covarianc e matri x of
laten t endogenou s variable s (of etas ) in whic h to specif y th e variance s
as set to particula r values . Therefore , on e need s to scal e laten t
endogenou s variable s by fixin g th e relationshi p betwee n an indicato r
an d each laten t variable . Tabl e 8.1 provide s an artificia l illustratio n
of ho w proportionalit y is maintaine d acros s selectio n of differen t
indicators .
For Tabl e 8.1, imagin e tha t we hav e a singl e facto r wit h thre e
indicators . (Reader s wh o like to visualiz e th e mode l can refe r to
Figur e 7.2, assumin g tha t onl y thre e indicatorsX, , X , an d X ar e
available. ) Th e illustratio n is a CFA model , for ther e is no structura l
mode l wit h onl y a singl e laten t variable . In CFA problems , laten t
variable s can be scale d by fixin g thei r variance s to som e constant . In
2
LATEN T
182
VARIABLE
MODEL S
X2
Xl
1.00
Xi
X2
Xi
.42
1.00
.48
.56
1.00
Reference
None
Indicator
Xi
Xj
X2
Variance
Loadin g
.60
Xi
X2
Xi
.60/.7 0
1.00
1.00
.70
.70/.6 0
.80
.80/.6 0
.80/.7 0
.60
.70
.60/.8 0
.64
.70/ .80
.51
.36
1.0
Varianc e laten t
1.00
variabl e
.80
Latent
Variable
Structural
Equation
183
Modeling
an d c ar e relate d to th e correlations : a = (r x r / r ) , b = (r x
M / u)> ! *
- ( \i
23 / ) Th e syste m o f thre e equation s in thre e
unknown s (correlations ) is solvable . For example , becaus e a is just
.6 square d (i.e., .36), .36 ( r x r l r^) . Then , multiplyin g a time s
b\ whic h is .49 (i.e., .49 = (r, r / r, )), give s .36 .49 = r , or
r = sqrt(.1764 ) = .42. By a simila r process , r, = .48 an d r = .56,
all answer s th e sam e as by th e tracin g rule . Thes e value s for r r, ,
an d r appea r as th e correlatio n matri x in Tabl e 8.1, whic h yield s
facto r loading s of .60, .70, an d .80.
Th e matri x in Tabl e 8.1 can be use d in variou s structura l equatio n
program s to produc e th e column s of estimate s tha t appea r in th e
lowe r par t of Tabl e 8.1. Th e firs t colum n of number s is wha t woul d
be estimate d if th e varianc e of th e laten t variabl e wer e fixed to 1.00,
th e secon d if X! wer e mad e th e referenc e indicato r (for th e second ,
third , an d fourt h columns , I hav e left th e value s as ratio s rathe r tha n
insertin g thei r numerica l values) , th e thir d if X wer e mad e th e
referenc e indicator , an d th e fourt h if X wer e mad e th e referenc e
indicator . Th e fina l colum n contain s th e residua l variances , whic h ar e
unchange d acros s th e fou r variations . Th e residual s ar e equa l to th e
tota l variance s (each of whic h is 1 give n tha t th e variable s ar e
standardized ) minu s th e loadin g square d from th e firs t column , in
whic h th e laten t variabl e is scale d to uni t variance . For example , th e
residua l forX j is 1 - .60 , or 1 - .36 = .64.
2
13
12
anc
23
12
l2
l 2
12
23
12)
23
184
LATEN T VARIABL E
MODEL S
program s provid e scale d solution s in whic h laten t variable s ar e re scale d to uni t variance . Such a reseatin g impose d on solution s fro m
an y of th e second , third , or fourt h column s woul d yiel d as loading s
of th e indicator s th e sam e value s as ar e foun d in th e solutio n of th e
firs t column .
For reader s wh o hav e acces s to an SEM program , I woul d sugges t
as an exercis e inputtin g th e simpl e 3 x 3 correlatio n matri x an d
estimatin g th e solutio n by fixin g th e varianc e to 1.0 an d by fixin g
differen t indicator s as referenc e indicators . Incidentally , eve n if th e
mode l wer e overidentified , th e fit indexe s an d statistic s of th e differ
en t model s woul d be identical , as is th e case for just-identifie d model s
suc h as th e on e illustrate d in Tabl e 8 . 1 .
It is hope d tha t th e illustratio n help s demystif y selectio n of
referenc e indicators . Becaus e selectio n is arbitrary , th e issu e of refer
enc e indicator s shoul d be a simpl e on e to remember , for it is th e sam e
regardles s of th e typ e of structura l model . For each endogenous
variable, specify one indicator as a reference indicator and fix its
relationship with the latent variable to some value, typically 1.
Selectin g th e mos t reliabl e indicato r as th e referenc e indicato r in
crease s th e varianc e of th e laten t variabl e an d lower s th e loading s of
indicator s on it bu t ha s no effect on th e relativ e loading s or on overal l
mode l fit. Wit h respec t to structura l paths , selectin g differen t refer
enc e indicator s change s th e unstandardize d path s to an d fro m th e
laten t variabl e bu t doe s no t affec t eithe r significanc e of path s or th e
size of path s if th e laten t variabl e is rescale d to uni t variance .
At thi s point , th e complet e measuremen t mode l ha s bee n de
scribed . In othe r words , in settin g up thi s par t of th e SEM model , th e
factors/laten t variable s hav e bee n operationalize d (i.e., linke d to
observe d measures) , so attentio n can be turne d to th e interrelation
ship s amon g th e laten t variable s in th e structura l model .
13
I The Structural
Model
Latent
Variable
Structural
Equation
Modeling
185
(8.5)
(8.6)
LATEN T VARIABL E
186
MODEL S
(8.7)
(8.8)
_1
Latent
Variable
Structural
Equation
Modeling
187
Model
Specification
LATEN T VARIABL E
188
MODEL S
Identification
Latent
Variable
Structural
PPVT
Figur e 8.1.
Equation
J*
189
Modeling
Ml* ,
Aeh
Anaty.Aeh
LATENT
190
Studen t
Abilit y
"Figur
e 8 . 2 .
Raven
Ravan
\ _
Studen t
MODELS
f '^* '
S
Family
/ I
PPVT
PPVT
VARIABLE
I Achtovrnt J ~*~
/ I \
Matt ) Ach
Matt ) Ach
Read Ach
Raad Ach
t
Analy . Ach
Analy . /
i
:
Hypothetica
l Four-Facto r Laten t Variabl e M o d e l
Latent
Variable
Structural
Equation
Modeling
191
192
LATEN T VARIABL E
MODEL S
Latent
Variable
Structural
Equation
193
Modeling
|ScWkPo p
|ScPlPo p
JFrPop
| MathAc h
j ReadAc h
I AnalyAc h
EdParent s = "L, , + ,
JobParent s = , , +
Famlncom e = , , +
= +
Rave n = , , + , .
2
1 0
In matri x form ,
LATEN T VARIABL E
194
MODEL S
X = +
1 EdParent s
IJobParent s
| Famlncom
|PPV T
1 Rave n
|
| 0
|
e | = | 0
|
|0
|
8
| ,
|
+ | ,
|
| ,
2
,
|
In matri x form ,
= + +
, = 10 01 |, | + |, | |, | + |, |
|
| 0 0|| |
| || |
| | .
2
= l.o |
)2
1-01
As is tru e for all covarianc e matrices , ph i is symmetri c an d is th e
sam e as , so ther e is onl y on e coefficien t to estimate . If referenc e
indicator s ha d bee n specifie d in lambd a X, the n th e variance s in ph i
( an d ) woul d hav e to be freel y estimate d an d th e degree s of
freedo m woul d no t chang e ( + 2 in lambd a X an d - 2 in phi) . For psi ,
)2
21
22
Latent
Variable
Structural
Equation
195
Modeling
u s i n
8 Gree k psi , = | , 2
2
21
196
LATEN T VARIABL E
MODEL S
Latent
Variable
Structural
Equation
Modeling
19 7
(| '^' I
I V V I
wher e
V = I (/ - B)'
198
I Eyr ^vx * I
I ^x r ^xx ' I
() ) =
'
A, V * '
A
Latent
Variable
Structural
Equation
Modeling
199
LATEN T VARIABL E
200
MODEL S
X =
l
2(N-l)F,
Latent
Variable
Structural
Equation
20 1
Modeling
A P P E N D IX
8. 1
The Measurement
Model
Y = A + ,
y
wher e
Ay is th e facto r patter n matri x relatin g observe d endogenou s variable s
(observe d measures ) to laten t endogenou s variables '
is a vecto r of laten t endogenou s variable s
is a vecto r of residual s for th e observe d variable s
= + ,
wher e
is th e facto r patter n matri x relatin g observe d exogenou s variable s (ob serve d measures ) t o laten t exogenou s variables '
I The Structural
Model
= + + ,
wher e
is a weigh t matri x of partia l regressio n coefficient s relatin g exogenou s to
endogenou s variables *
20 2
LATEN T VARIABL E
MODEL S
The Variance!Covariance
Matrices
A P P E N D IX
8. 2
'
'
]
1 1 I 1 1 1 I 1 1 1 1 I I 1 1
204
LATEN T VARIABL E
MODEL S
Examining
TABL E
Plausibility
205
GPAl- 5
of Models
omiQ
WHPOP
GPA 6
RACH
SES
SCHWH
1.000
OT1SI Q
.570
1.000
WHPO P
.300
.270
1.000
GPA 6
.770
.580
.360
RAC H
.520
.560
.160
.530
SES
.260
.170
-.020
.210
.220
1.000
SCHW H
.250
.230
.180
.320
.170
.060
1.000
1.000
1.000
206
g
'** .3
.2
a
-1Ss*
8
.
'
ON (j
..
Examining
Plausibility
20 7
of Models
17. Schoo l percentag e whit e it illustrativ e o f variable s tha t evok e varyin g interes t fro m
researcher s fro m differen t disciplines . Polic y researcher s ma y fee l comfortabl e wit h suc h a
variable , wherea s researcher s mor e intereste d in uncoverin g individua l studen t processe s
ar e likel y t o wan t t o recas t tha t variabl e in psychologica l terms , as I hav e done .
208
LATEN T VARIABL E
MODEL S
Examining
Plausibility
of Models
209
ABL:
ASA :
VACH
VGR
SEI
EDHH
RRJP
SEATPOP
1.000
PLAYPOP
.593
SWORKPOP
.548
.489
VACH
.280
.233
.322
1.000
VGR
.236
.177
.399
.495
1.000
SEI
.052
.097
.102
.173
.159
1.000
EDHH
.045
.097
.166
.297
.213
.558
RR/P
.021
-.042
-.028
.188
-.040
.172
.098
1.000
.086
.144
.288
.275
.060
.153
-.001
RAVEN
.079
MEVAL TEVAL
1.000
1.000
1.000
1.000
PEABODY
.132
.174
.167
.397
.188
.162
.210
.276
.320
1.000
FEVAL
.066
.024
.082
.006
.115
.013
-.045
-.041
.095
-.059
1.000
MEVAL
.152
.081
.174
.134
.271
-.066
-.052
.001
.165
-.067
.424
1.000
-.006
.041
.142
.081
.181
.311
TEVAL
.251
.080
.327
.213
.266
-.018
1.000
Examining
ACH :
APR :
Plausibility
of Models
211
212
Figur e 9.2.
LATEN T VARIABL E
MODEL S
Examining
Plausibility
of Models
213
214
LATEN T VARIABL E
MODEL S
Examining
Figur e 9.3.
Plausibility
of Models
215
216
LATEN T VARIABL E
MODEL S
Examining
Plausibility
of Models
217
18. It turn s ou t tha t fo r som e model s in whic h variance s diffe r dramatically , reseatin g t o
reduc e difference s in variance s ma y b e neede d to obtai n meaningfu l SEM solutions .
218
i
.
-;
^f t v
OO fN
\ ro
oo
OO i-<
r s -.
*o
?
IS
I
y
BE ft
l ^
^ O r n r N f N f
i
S
T - t i S - f S f N
^ o o r n o s 0 r s r ^ r n - * r
^ O r o ^ ' i - ' O O i N i O N ^ O f H * O O r - . r N O O O ^ - ' ' - J
* I
'
~*
ifl
I"-. <N
rS *o
ri
'
fN
ON
"
m
V>
th
oo
* -
l-H -
e \ f > l
N * * ! f -
oo r s
^> SO
^
r n f S O * n
r N O O O S O O r n r S ' ^ - v
'
O
^ H C O f N r - f S r - i i - l O O r
O V O r - O r - . i - l ^ - . i - l ^ - . ^ . T - O
i-
'
" I
^ r H i N i ^ r
f ^ r ^ O O
ft S: >
n
*
^ ^ r ^ i ^ r n r ^ ^ r 4 r o ( N 0 O ^ r v N 0
0
* ' - ' ~ " - " - < ' - 0 - < -
i
r ^ ^ o 0 f ^
O ^ ^ r n v o u ^ r
' - ' O O f N O O
-
S
>
r S ^ ^ r o - 0 i N r n O
Examining
Plausibility
of Models
219
220
LATEN T VARIABL E
MODEL S
Coefficient
Model 1:
Multiple
Indicators
Model 2:
Single Indicator
With Perfect
Reliability
Model 3:
Single
Indicator With
Reliability of
.90
Model 4:
Single
Indicator With
Reliability Set
From Model I
Achievemen t stabilit y
path s
13 (Ach66-Ach67 )
1.00"
. 3 5 **
. 4 8 **
.75*
17 (Ach67-Ach69 )
. 9 8 **
. 5 1 **
. 6 5 **
.95*
Pee r acceptanc e to
achievemen t
11 (Pac66-Ach67 )
-.04
.12
.14
.10
15 (Pac67-Ach69 )
.15
. 2 1 **
. 2 2 **
.24*
6 (AB-Pac66 )
.27
.27
.27
.27
7 (AB-Ach66 )
. 5 9 **
. 5 2 **
. 5 9 **
. 7 5 *'
Othe r path s
18 (AB-Pac67 )
-.08
-.06
-.09
-.13
10 (Pac66-Pac67 )
.17
.20
.19
.19
12 (Ach66-Pac67 )
.16
.15
.17
.19
14 (Pac67-Pac69 )
.22*
.22*
.22*
.22*
16 (Ach67-Pac69 )
Chi-squar e goodnes s of fit
Degree s of freedo m
-.05
87.6
102
-.06
-.07
-.07
50.1
46.1
42.8
67
67
67
S O U R C E : Maruyam a ( 1 9 9 3 ) .
N O T E : Number s precedin g coefficient s refe r t o Figur e 9 . 3 . Not e tha t th e famil y socia l clas s (SES) an d
teache r evaluatio n (TEV) variable s ar e omitte d fro m th e model .
'p < . 1 0 ; "p < . 0 5 .
Examining
Plausibility
of Models
221
E X E R C I SE
9. 1
E X E R C I SE
9. 2
222
LATEN T VARIABL E
A P P E N D IX
MODEL S
.1
I OtisI Q
|GPAl- 5
| PopwWhi
|GPA 6
I RdAc h
I, 0 0|
I
I
t|
I
I
|
0 0|
| 0 1.0 0|
10 0 *
|00 |
|, |
| |
iPastAAc h |
| PopwWhi t |
PresAAc h I
=
|PastAAc h |
| PopwWhi t |
|PresAAc h |
|0
I ,
|
00l
+ +
IPastAAc h |
| | SES|
| PopwWhi t j +
S%WH |
I3 41
I PresAAc h j
0|
3
| |
2
(symmetric )
|0 .
JO 0 0
10 0 ,
I 4,1 0 0 0 .
= |
2
5 2
&
=
6
| . .|
2
Equation s
Oti s IQ = , * PastAAc h + ,
GPA1- 5 = PastAAc h +
PopwW h = 1.0 PopwWhit + 0
GPA 6 = * PresAAc h +
RdAc h = PresAAc h +
PastAAc h = , SES + S%WH + ,
PopwWhi t = , PastAAc h + SES + S%WH +
PresAAc h = PastAAc h + PopwWhi t + y x SES +
S%WH +
2
Examining
Plausibility
22 3
of Models
A P P E N D IX
9. 2
'SCHWH '
(b ) AMO S Setu p
1. Contro l Fil e
22 4
LATEN T VARIABL E
2. Dat a
MODEL S
Examining
Plausibility
225
of Models
0
0 1.00 0
0 .36 0 1.00
0 .16 0 .53
0 -.02 0 .21
0 .18 0 .32
deviation
s
0 1. 0 1. 0 1.
0
0 1.00 0
0 .2201.00
0
0 .17 0 .06 0 1.00
0 1. 0
(c) EQ S Setu p
/TITL E
[Exampl e fro m Maruyam a an d Mille r (1979); reanalysi s of Lewi s
an d St. Joh n (1974).]
/SPECIFICATION S
DATA='A:\MNMDAT.EQS' ; VARIABLES=7 ; CASES=1 58 ;
METHODS=ML
;
MATRIX=CORRELATION
;
/LABEL S
Vl=GPAl-5 ; V2=OTISIQ ; V3=WHPOP; V4=GPA6 ; V5=RACH;
V6=SES ; V7=SCHWH; F1=PASTACH ; F2=POPWWH;
F3=PRESACH; F4=FAMSES ; F5=SCHPCWH;
/EQUATIONS
VI = 1.0F 1 + El ;
V2 = *F 1 E2 ;
V3 = 1.0F 2 + E3 ;
V4 = 1.0F 3 + E4 ;
LATEN T VARIABL E
226
V5 = *F 3 +
V6 = 1.0F 4
V7 = 1.0F 5
Fl = *F 4 +
F2 = *F 4 +
F3 = *F 4 +
/VARIANCES
Fl = *
F2 = 1 0;
F3 - *
MODEL S
E5 ;
+ E6 ;
+ E7 ;
*F 5 + D3 ;
*F 5 + *F 1 + D4 ;
*F 5 + *F 1 + *F 2 + D5 ;
F4 = 1 0;
F5 = 1 0;
El = *
E2 = *
E3 = 0,
E4 = #
E5 = *
E6 = 0,
E7 = 0,
/COVARIANCES
F4 , F 5 = * ;
El , E 4 = * ;
E2 , E 5 = * ;
Examining
Plausibility
227
of Models
A P P E N D IX
9. 3
4 5 /
'
'ACCSIGO '
'ACCPEER '
'SCHACH '
PS=SY,F I
22 8
LATEN T VARIABL E M O D E LS
FR L Y 9 4 L Y 1 0 4 L Y 1 3 5 L Y 2 1 L Y 3 1 L Y 4 2 L Y 6
3 LY7 3 C
BE 5 4 B E 4 5 B E 5 1 B E 5 2 B E 4 3 P S 1 1 P S 2 1 P S
2 2 C
PS 3 3 P S 4 4 P S 5 5 T E 1 1 T E 2 2 T E 3 3 T E 4 4 T E
5 5 T E 6 6 C
TE 7 7 T E 8 8 T E 9 9 T E 1 0 1 0 T E 11 1 1 T E 1 2 1 2 T E 1 3
13
ST 1. 0 L Y 1 1 L Y 5 2 L Y 8 3 L Y 11 4 L Y 1 2 5
OU P T LY=SV 2 BE=SV 2 PS=SV 2 TE=SV 2 S E T V M I S S
3 NO=10 0 MA=CM
O FI=a:mafullmt.r
)
1. 0 1. 0 1. 0 1. 0 1. 0 1. 0 1.02
5 1.04
9 .98 1 1. 0 1. 0
4 1.20
0 .911
Examining
Plausibility
22 9
of Models
16 1 7 1 3 1 4 1 5 2 7 2 8 4 5 6 1 8 1 9 7 8 9 2 0 2 1 /
MO NY=1 7 NE= 7 LY=FU,F I BE=FU,F I PS=SY,F I TE=SY,F I
FR L Y 2 1 L Y 4 2 L Y 3 2 L Y 7 3 L Y 9 4 L Y 8 4 C
BE 3 1 B E 2 1 B E 4 1 B E 4 2 B E 4 3 B E 5 2 B E 5 3
6 5 BE 6 4 C
BE 7 5 B E 7 4 P S 3 2 P S 1 1 P S 2 2 P S 3 3 C
PS 4 4 P S 5 5 P S 6 6 P S 7 7 T E 1 1 T E 2 2 T E 3 3
4 4 T E 5 5 T E 6 6 C
TE 7 7 T E 8 8 T E 9 9 T E 1 0 1 0 T E 1 1 11 T E 1 2 1 2 T E
13 T E 1 4 1 4 T E 1 5 1 5 C
TE 1 6 1 6 T E 1 7 1 7 T E 11 6 T E 1 2 7 T E 1 3 8 T E 1 4 9
16 6 C
TE 1 7 7 T
EQ L Y 7 3
EQ L Y 9 4
EQ L Y 8 4
BE
T E
1 3
TE
E 1 5 1 0 T E 1 6 11 T E 1 7 1 2
LY1 2 5 LY1 7 7
LY1 4 6
LY1 3 6
ST 1. 0 L Y 1 1 L Y 5 2 L Y 6 3 L Y 1 0 4 L Y 11
LY 1 6 7 C
LY 9 4 L Y 8 4
pat h diagra m
OU P T AD=OF F S S
5 LY 1 5 6
PeerAccI
Achievel
PeerAcc2
Achleve2
PeerAcc3
Achieves
VAR 16
1.0 0
VAR 17
.66
(.28 )
2.3 1
1.3 5
(.27 )
4.9 7
.84
(.17 )
4.8 5
1.0 0
1.0 0
VAR 13
VAR 14
VAR 15
VAR 27
230
LATEN T VARIABL E
MODEL S
PeerAccI
Achievel
PeerAcc2
Achieve2
PeerAcc3
Achieves
1.0 2
(.16 )
6.2 6
VAR 4
1.01
(.09 )
11.7 8
VAR 5
.98
(.08 )
11.6 1
VAR 6
VAR 18
1.0 0
1.0 0
VAR 19
1.0 2
(.16 )
6.2 6
VAR 7
1.01
(.09 )
11.7 8
.98
(.08 )
11.6 1
1.0 0
VAR 8
VAR 9
VAR 20
VAR 21
1.0 0
1.0 2
(1.16 )
6.2 6
PeerAcc I
Ability
PeerAccI
Achievel
.28
.22
(.16 )
1.3 6
.24
(.28 )
(.19 )
Achievel
1.4 2
.50
(.24 )
2.0 6
PeerAcc 2
-.10
(.29 )
-0.3 6
0.8 6
23 1
PeerAccI
Achievel
Achieve2
.05
(.16 )
-0.3 0
1.3 5
(.31 )
4.3 5
PeerAcc 3
PeerAcc2
.21
-.06
1.8 9
PeerAcc3
(.11 )
Achieved
Achieve2
(.13 )
-0.4 6
.12
(.09 )
.97
(.12 )
1.3 5
7.8 9
(c) Residual s
Ability
Ability
PeerAc M
.42
(.22 )
1.9 4
Achieve l
PeerAch 2
Achieve2
Achievel
PeerAcc2
Achleve2 PeerAcc3
Achieves
.41
(.13 )
3.1 1
.05
(.06 )
0.8 0
.19
(08 )
2.4 7
.68
(.13 )
5.31
.01
(.11 )
0.1 0
.61
(.12 )
5.0 6
PeerAch 3
Achieve3
PeerAccI
-.01
(.11 )
-0.1 3
23 2
LATEN T VARIABL E
MODEL S
5 ( P =
0.85 )
ESTIMATED NON-CENTRALIT Y PARAMETER (NCP ) = 0 . 0
9 0 PERCEN T CONFIDENCE INTERVA L FO R NC P = (0. 0 ; 9.94 )
MINIMUM FI T FUNCTIO N VALUE = 0 . 8 8
POPULATION DISCREPANC Y FUNCTIO N VALUE (F0 ) = 0. 0
9 0 PERCEN T CONFIDENCE INTERVA L FO R F 0 = (0. 0 ; 0.10 )
ROOT MEAN SQUARE ERRO R O F APPROXIMATION (RMSEA ) = 0 . 0
9 0 PERCEN T CONFIDENCE INTERVA L FO R RMSEA = (0. 0 ;
0.031 )
P-VALUE FO R TES T O F CLOS E FI T (RMSE A < 0.05 ) = 0.9 9
COURIER = EXPECTE D CROSS-VALIDATIO N INDE X (ECVI ) = 1 . 9 1
9 0 PERCEN T CONFIDENCE INTERVA L FO R ECV I = (2.0 6 ;
2.16 )
ECVI FO R SATURATED MODEL = 3.0 9
ECVI FO R INDEPENDENCE MODEL = 7.0 8
CHI-SQUARE FO R INDEPENDENCE MODEL WIT H 1 36 DEGREES O F
FREEDOM = 666.4 6
INDEPENDENCE AI C = 700.4 6
MODEL AI C = 189.5 5
SATURATED AI C = 306.0 0
INDEPENDENCE CAI C = 7 61.7 5
MODEL CAI C = 373.4 1
SATURATED CAI C = 857.5 9
ROOT MEAN SQUARE RESIDUA L (RMR) = 0.06 3
STANDARDIZED RMR = 0.06 1
GOODNES
S O F FI T INDE X (GFI ) = 0.9 1
ADJUSTED GOODNESS O F FI T INDE X (AGFI ) = 0.8 6
PARSIMONY GOODNESS O F FI T INDE X (PGFI ) = 0.6 1
NORME
D FI T INDE X (NFI ) = 0 . 8 7
NON-NORME
D FI T INDE X (NNFI ) = 1.0 4
PARSIMONY NORMED FI T INDE X (PNFI ) = 0 . 6 5
COMPARATIV
E FI T INDE X (CFI ) = 1 . 0 0
Examining
Plausibility
23 3
of Models
1 1 1 I I I 1 I I I I I 1 I I 1
ZIIII
^|iy|i
|i|^i|c
^Bis |BIIIIII
Thi s chapte r provide s on e importan t an d funda menta l piec e of structura l equatio n modelin g (SEM) tha t stil l need s
to be addressed . Tha t piec e is ho w to us e variou s test s of mode l
plausibilit y to complemen t paramete r significanc e tests . As pointe d
ou t in Chapte r 8 whe n th e basi c laten t variabl e SEM mode l wa s
presented , th e chi-squar e goodnes s o f fit test , althoug h valuable , is
limite d becaus e it is a direc t functio n of sampl e size . In smal l sample s
eve n poo r model s ma y fit fairl y well , wherea s in ver y larg e sample s
eve n trivia l difference s betwee n th e hypothesize d mode l an d th e
observe d dat a wil l resul t in model s tha t d o no t fit by traditiona l
criteri a of significanc e testing .
Thi s chapte r discusse s aspect s of mode l fitting . First , it discusse s wha t
it mean s to call model s neste d an d th e advantage s for mode l fittin g
tha t exis t whe n model s ar e nested . Second , it describe s an d explain s
genera l measure s of overal l mode l fit an d fit indexe s for comparin g
neste d models . Third , it present s indexe s of fit tha t allo w compariso n
of non-neste d models . Fourth , it describe s tw o approache s for settin g
up a serie s of neste d model s so tha t reader s can see ho w the y migh t
nee d an d us e th e indexe s describe d in th e secon d section . Finally , th e
issue s covere d in thi s chapte r ar e illustrate d throug h an example . Th e
Maruyam a an d McGarve y (1980) dat a set (Figur e 9.2; Tabl e 9.2) is
use d to illustrat e a serie s of neste d model s plu s th e arra y of overal l fit
indexes .
234
Alternative
Models
and Significance
Tests
235
Neste d Model s
236
LATEN T
VARIABLE
MODEL S
Alternative
Models
and Significance
Tests
237
238
LATEN T VARIABL E
MODEL S
Alternative
Models
and Significance
Tests
239
24 0
LATEN T VARIABL E
MODEL S
PNFI , TLI )
Specific
indexes
TL/ =
(x'/df-x't/df,)
-\)
{
((Fn/df.) - (F,/df,))
~ (Fn/Jf.) (WN -1))
wher e is th e sampl e size . Thi s als o is th e Bende r an d Bonet t non-norme d fit inde x formula .
Alternative
Models
and Significance
241
Tests
-X )/(X
2
-df, )
TU
CF I
d GFI ;
index ;
LATEN T VARIABL E
242
MODEL S
Absolute Indexes
Alternative
Models
and Significance
243
Tests
Relative Indexes
NF I = [F, F ] I F
b
or
I x ^ - x^ l / X/.
2
LATEN T VARIABL E
244
MODEL S
TLI =
_ ((F /df) m
ix\/df-\)
(F,/df,))
(F/#)-(l/N-l)
I FI = (^-x^KxK-df,).
Alternative
Models
and Significance
245
Tests
Adjusted Indexes
+ l ) / 2 ] } GFI.
246
LATEN T VARIABL E
PNF I = (df,ldf )
{df,l[v{v-\)ll\)
NF I
NFI ,
MODEL S
or
or
Alternative
Models
and Significance
247
Tests
sqn(F,/df,).
The suggeste d leve l for a goo d fittin g mode l is an RMSEA of less tha n .05.
I
248
TABL E 10.2
LATEN T VARIABL E
MODEL S
Bende r an d Bonet t ( 1 9 8 0 )
1. Nul l = ful l independenc e (diagonal s only )
2. Theoretica l = you r mode l
3. Alternativ e = othe r viabl e model(s )
4 . Saturate d = just-identified
, df = 0, perfec t fit
5. "Ideal " (hypothetical) : Tak e th e bes t fittin g statisti c fro m Mode l 2 o r 3 abov e an d
giv e it df = nul l - 1. If it doe s no t fit , the n n o mode l will , fo r othe r model s wil l
hav e large r function s an d smalle r degree s of freedom .
James , Mulaik , an d Bret t ( 1 9 8 2 )
1. Nul l mode l (sam e as above )
2. Measuremen t mode l wit h independen t laten t variable s
3. You r mode l (sam e as Mode l 2 above )
4. Just-identifie d structura l mode l (an y lac k of fit is du e to th e measuremen t model )
5. Full y saturate d model , df = 0 (sam e as Mode l 4 above )
6. Simila r t o Mode l 5 of Bentle r an d Bonett ; tak e degree s o f freedo m 1 les s tha n
fro m th e nul l mode l an d fro m Mode l 4
2
2
Z
M J
) /
2
4
) - (df , - df
M
M 4
))]
M J
- df
M 4
) / (df
M 2
- df
M 4
) ] RNF I
Alternative
Models
and Significance
Tests
249
woul d no t wan t thi s mode l to fit, for a goo d fit woul d mea n tha t th e
laten t variable s all ar e independen t of on e another . Thir d is th e
theoretica l mode l or alternativ e model s if ther e is mor e tha n one .
Fourth , the y estimate d a just-identifie d structura l mode l in whic h
ther e ar e no degree s of freedo m in th e relationship s amon g th e laten t
variables . In suc h a model , all lack of fit is du e to inadequacie s of th e
measuremen t model . If on e wer e to d o a hypothetica l tes t paralle l to
Bentle r an d Bonet t (1980), takin g th e fit of th e just-identifie d struc
tura l mode l wit h 1 less degre e of freedo m tha n th e nul l mode l woul d
be th e bes t tes t of whethe r or no t an y mode l coul d fit. Finally , the y
als o anchore d th e variou s model s wit h a saturate d mode l tha t fits
perfectly .
Jame s et al. (1982) use d Model s 2, 3, an d 4 (see Tabl e 10.2) to
calculat e an additiona l fit index , whic h the y calle d th e relativ e norme d
fit inde x (RNFI) . Its formul a is
RNF I = (
2
2
2
3
) / [(
- <) - (df
2
df )].
m
s t n e
M3
M4
PRNF I = [(df
M}
- df ) I (df
M4
M1
- df )]
M4
RNFI .
I Wh y Model s Ma y No t Fit
Cudec k an d Henl y (1991) provide d on e framewor k in whic h to thin k
abou t wh y model s ma y fail to matc h observe d data . The y describe d
fou r type s of discrepancy , each of whic h coul d be use d to selec t from
250
LATEN T VARIABL E
MODEL S
Alternative
Models
and Significance
Tests
251
matio n abou t th e "relative " test s tha t ar e widel y used ; in all indexes ,
th e nul l mode l is use d as a baseline . I hav e calculate d thes e indexe s
by han d eve n thoug h man y program s provid e the m as par t of th e
progra m output . Reader s hav e availabl e in Tabl e 10.3 all th e infor
matio n neede d (i.e., th e statistics , th e degree s of freedo m of th e
variou s models , an d th e minimu m valu e of th e functio n fro m maxi
mu m likelihoo d estimation ) to calculat e all th e indexes . Th e thir d
sectio n of Tabl e 10.3 provide s informatio n comparin g differen t mod
els wit h on e another . Finally , th e botto m sectio n of th e tabl e provide s
th e differen t indexe s comparin g relativ e fit for th e differen t models .
Thi s last sectio n woul d provid e valuabl e informatio n eve n if th e
model s wer e no t nested .
2
252
LATEN T VARIABL E
TABL E 10.3
Description
MODEL S
of models
M o NUL L
MA INDEP.LV s
MB JUST.I D
M I M&MCPAPE R
M j MOD.M&M C
(a) Basi c Outpu t Provide d by All Version s of th e LISRE L Progra m (al l ar e absolut e in
dexes ; th e X ldf rati o wa s calculate d by hand )
2
Model
df
X ldf
NUL L
738.94
78
9.4736
INDEP.LV s
256.10
65
3.9400
JUST.I D
123.74
55
2.2498
0.2495
.927
.880
.067
M&MCPAPE R
138.55
59
2.3483
0.2793
.920
.876
.079
MOD.M&M C
104.51
54
1.9354
0.2107
.940
.898
.069
Function
GFI
AGF1
RMR
1.4898
.627
.565
.206
0.5163
.851
.792
.147
PGFI
NUL L
.537
INDEP.LV s
.608
JUST.I D
.560
M&MCPAPE R
MOD.M&M C
NFI
PNFI
PNFI2
(PIFI)
RNI
.716
.597
.711
.899
.634
.896
.841
.883
.668
.880
.890
.926
.641
.924
TU
IFI
.653
.544
.618
.833
.587
.853
.596
.813
.615
.558
.859
.595
19. Reader s migh t wan t to kee p in min d a coupl e of point s in reviewin g thi s example . First ,
th e mode l wa s intende d primaril y t o illustrat e th e methods , an d w e fel t tha t usin g a
nonrecursiv e mode l woul d enhanc e th e illustration . Thus , certai n path s canno t b e freed , fo r
the y woul d lea d to identificatio n problems . Second , th e version s o f LISRE L availabl e whe n
th e articl e wa s prepare d di d no t readil y allo w residua l covariance s fo r measures ; th e residual s
woul d hav e ha d to be modele d as separat e laten t variable s becaus e th e thet a matrice s ha d
to b e diagonal . Unnecessaril y complicatin g th e illustratio n woul d no t hav e serve d its
purpose .
Alternative
253
Tests
Difference
df
NFI
PNFI
NNFI
19
.813
.615
.841
.890
.049
Mo-M i
600.39
M0-M 2
634.43
24
.859
.595
M1-M 2
34.04
.046
PRNF I = . 3 6 6
(d ) Test s Applicabl e to Non-Neste d Model s
ATC
AIC
Model
(Joreskog)
(Tanaka)
CAIC
ECVI
RMSEA
NUL L
582.9
764.94
230.58
3.085
0.138
INDEP.LV s
126.1
308.1
-167.53
1.243
0.089
0.067
JUST.1 D
13.74
195.74
-234.72
0.789
M&MCPAPE R
20.55
202.55
-245.98
0.817
0.069
MOD.M&M C
-3.50
178.51
-247.43
0.719
0.062
LATEN T VARIABL E
254
MODEL S
E X E R C I SE
10. 1
1 1 1 1 1 1 [ 1 1 1 1 1 1 1
jBij|EEHJ |B ^
256
LATEN T VARIABL E
MODEL S
Variations
on the Basic
Model
257
Overview of Methods
258
LATEN T VARIABL E
MODEL S
Variations
on the Basic
Model
259
260
LATEN T VARIABL E
MODEL S
Variations
on the Basic
Model
261
ofContraints
Model
LATEN T VARIABL E
262
MODEL S
Model
Constraints
Variations
on the Basic
Model
263
LATEN T VARIABL E
264
Tim * 2
Tim * 1
py'Pi
Figur e 11.1.
' l
py
Pi\
v, | Yi I I Yi I
ei
Tim * 3
FT 2
f C.
V ^
62
03
yi|
1
3
JPi
1 y . | 1
65
MODEL S
v .| LXI
\P B
\P
1 y . |
LX
69
Variations
on the Basic
Model
265
266
LATEN T VARIABL E
MODEL S
yieldin g
lyy
= Ay \}'Ay
Qt,
Variations
on the Basic
267
Model
LATEN T VARIABL E
268
MODEL S
All-Y Model s
Variations
on the Basic
Model
269
=++
( 7 - ) = +
' = (/ - )- '( 7 - )' + (/ - )" '(/ - B)~
_. = (7 - )- "(7 - ) "" + (7 - )" (7 - ) - ".
1
* = | symmetri c I
|
| .
Not e tha t th e old thet a delt a an d thet a epsilo n matrices , althoug h
locate d differently , remai n unchanged , bu t no w ther e ar e opportuni
tie s to allo w residual s fro m X an d Y variable s to covar y in th e thet a
epsilon-delt a matrix . Th e structura l mode l is as follows :
* = * * + *
| |
|00 || |
| |
| | = | | | | + || .
Th e new mode l include s onl y th e eta , beta , an d psi matrices . Eta (*)
wa s define d in th e measuremen t model . As can be seen fro m th e
partitionin g of th e matrices , bet a (*) include s bot h gamm a an d beta ,
zet a (*) include s xi (yes , xi appear s in tw o differen t matrices ) an d
zeta ; and , as wil l be shown , psi (* ) include s bot h ph i an d psi . For
th e "new " psi , eve n thoug h th e exogenou s variable s ar e viewe d in th e
270
i,
= (/-BV r
(i-B *y .
u
E X E R C I SE
11. 1
271
272
LATEN T VARIABL E
MODEL S
"Internal"
Critics
Wrapping
Up
273
27 4
LATEN T VARIABL E
MODEL S
Wrapping
Up
275
E X E R C I SE
Reader s ar e encourage d to selec t article s fro m thei r disci
pline s an d see ho w the y far e by Cliff' s (1983) fou r principle s
an d Breckler' s (1990) five problems .
"External"
Critics
276
LATEN T VARIABL E
MODEL S
Wrapping
Up
277
278
LATEN T VARIABL E
MODEL S
Wrapping
Up
279
280
LATEN T VARIABL E
MODEL S
Topic s No t Covere d
Power Analysts
Nonlinear
Relationships
Wrapping
281
Up
Alternative Estimation
Techniques
282
LATEN T VARIABL E
MODEL S
Variables
Modeling
Wrapping
283
Up
Structural
284
LATEN T VARIABL E
MODEL S
%
1
A er 1 111 ") 1 1 ; t ) 1 1
to \ I X H T a f r
t
1 11
Sh 1 \ * F nilh 0
AL
. 1
/-
Column
Column
Row l
(1,1)
(1,2)
(1,3)
Ro w 2
(2,1)
(2,2)
(2,3)
BASIC S O F S T R U C T U R A L E Q U A T I O N
286
MODELIN G
21
| 5 3 7|
Matri x = 16 2 8 | .
Wit h label s for row s an d columns , it woul d loo k like
Column : 1 2 3
Row : 1| 5 3 7
2 J6 2 8| .
So, for example , th e valu e of th e (ro w 1, colum n 2) element , namely ,
(1, 2) in th e precedin g instance , is 3. A specia l case of a matri x is on e
calle d a nul l matrix , whic h contain s onl y O's.
Sometime s th e matri x ma y totall y contai n algebrai c representa
tion s of th e elements , for example , usin g subscript s ij wher e i repre
sent s th e row coordinat e an d / ' th e colum n coordinate . Th e precedin g
2 x 3 matri x coul d be presente d as
Matri x = \b
2l
22
b\
2J
In th e example , b = 6 an d b = 8.
In SEM analyses , each row correspond s to a dependen t or endo
genou s variable . Tha t is, each dependen t variabl e ha s its ow n equa
tion , whic h is a row . By contrast , column s correspon d to predicto r
variables , whic h ma y be eithe r exogenou s or endogenous . Thus , if we
hav e a syste m of structura l equation s containin g thre e dependen t
variables , the n matri x representation s of thos e equation s woul d re
quir e matrice s wit h thre e rows . Th e numbe r of column s in a matri x
containin g th e SEM pat h (regression ) coefficient s woul d be th e sum
2x
2i
Appendix
287
Matri x B' = \b b \
\b b \
n
\5 6\
= | 3 2|
|78| .
JU
BASIC S O F S T R U C T U R A L E Q U A T I O N
288
MODELIN G
.71
.00
.32
.45|
.321
1.00J.
Not e tha t (2, 1) equal s (1, 2), tha t (3, 1) equal s (1, 3), an d tha t (3, 2)
equal s (2, 3).
Identity matrices. A specia l for m of a diagona l symmetri c matri x
is an identit y matrix . It contain s l' s on th e diagona l an d 0's (by its
definitio n as diagonal ) everywher e else . It is designate d by / . A 3 x 3
diagona l matri x woul d be
| 1 00|
1
/ =
|o
11.
A7 = IA = A.
I Matrix
Operations
xl)
xl
Appendix
289
290
BASIC S O F S T R U C T U R A L E Q U A T I O N
MODELIN G
Appendix
291
|12 |
| 3 42|
I 7144|
|23 | | 2 5 1J = |1 2 23 7|
| 4 1|
114 21 91.
Element s of ro w 1 in th e resultin g matri x all us e th e first-ro w element s
fro m Matri x bu t combin e wit h th e correspondin g value s fro m th e
column s of F.
Illustration s ar e don e for element s (2, 2) an d (3, 1) of F.
Elemen t (2, 2) use s th e secon d row of an d th e secon d colum n of F;
thus , 23 = (2 x 4) + (3 x 5), wher e 2 is th e firs t elemen t of th e secon d
row of , 4 is th e firs t elemen t of th e thir d colum n of F, 3 is th e secon d
elemen t of th e secon d row of , an d 5 is th e secon d elemen t of th e
thir d colum n of F.
| 1 2|
| 3 42|
I 7 14 4|
|23 | | 2 5 1J = |1 2 23 7|
| 4 1|
114 21 91.
Elemen t (3,1) use s th e thir d row of an d th e firs t colum n of F; thus ,
14 = (4 3) + (1 x 2).
I 7 14 4|
| 1 2|
| 3 4 21
j2 3 j | 2 5 1J = 112 23 7|
| 4 1|
j 14 21 9 j .
BASIC S O F S T R U C T U R A L E Q U A T I O N
292
MODELIN G
Determinants
Appendix
293
Ar s w f r u ) c ,\
h S i sin
r
ti
Si n
I C H A P TRE 1
1. Yes, rememberin g tha t dichotomou s an d ordere d categorica l
measure s ca n fall unde r the clas s of quantitativ e data .
2. Yes, provide d sampl e size issue s are addressed . That is, som e
time serie s analyse s an d othe r analyse s at aggregate d levels
ca n have sample s too smal l for thes e methods .
3. No, moderatio n implies an interactio n type of effec t betwee n
variables . Chapte r 12 will addres s moderatin g effects .
4. Equivalen t model s are thos e tha t predic t the exac t sam e patter n
of relationship s betwee n measures . For example , J o b
Success Family is mathematicall y equivalen t to Figure 1.2 ,
as is Succes s causin g both Family an d Job, for the y predic t the
relationshi p betwee n Family an d Job to be the produc t of the
othe r two correlations . Becaus e the model s always star t with
theory , one shoul d have chose n a mode l from amon g
equivalen t one s tha t matche s the hypothesize d relationships .
That of cours e doe s not mak e the mode l correct , but it affirm s
plausibilit y of the theory .
I C H A P TR
E2
1. Yes, technicall y speaking , pat h analysi s always use s stan
dardize d data .
294
Answers
to Chapter
Discussion
Questions
CHAPTE R 3
295
296
BASIC S O F S T R U C T U R A L E Q U A T I O N
MODELIN G
Answers
to Chapter
Discussion
Questions
CHAPTE R 5
297
BASIC S O F S T R U C T U R A L E Q U A T I O N
298
MODELIN G
C H A P T E R
IP Xi ei
:(
299
300
BASIC S O F S T R U C T U R A L E Q U A T I O N
MODELIN G
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FX
In
1%.
Ln<11<
Aber , M . S. 108
Akaike , H. , 237, 2 4 1 , 2 4 6
Amemiya , Y, 2 8 0
Arbuckle.J . L , 19, 179, 2 6 1 , 283
Andrews , F. M. , 120-121
Arminger , G. , 2 5 9
Arvey , R., 2 8 2
Bagozzi , R. R, 3
Balla , J . R., 2 0 0 , 2 3 9 , 2 4 1 , 2 4 4
Baron , R. M. , 4 0 , 281
Baumrind , D. , 2 7 6
Bennett , N. , 2 3 9 - 2 4 1 , 2 4 3 , 2 4 5
Bentler , R M. , 19, 179, 2 3 9 , 2 4 0 , 2 4 1 ,
242-245, 247-248, 281
Blalock , . M . Jr. , 17, 106-108
Bohrnstedt , G . W , 2 4 7
Bollen , . ., 12, 8 1 , 106, 189, 2 0 0 , 2 3 8 ,
239, 2 4 1 , 2 4 4 , 256
Bonett , D . G. , 2 4 0 , 2 4 3 - 2 4 4 , 2 4 7 - 2 4 8
Bozdogen , H. , 2 4 1 , 2 4 6
Breckler , S. J . , 2 7 4 - 2 7 5
Brett , J. M. , 2 4 1 , 2 4 5 , 2 4 7 - 2 4 9
Brophy , J. E., 6
Browne , M . W , 7 3 , 8 1 , 97, 199, 2 3 7 , 2 4 1 ,
2 4 6 , 247, 2 5 0 , 2 5 9 , 2 8 0
Bryk , A. S., 2 8 2
Byrne , . M. , 3 1 , 149, 195, 2 5 9
306
Byrne , D. , 6
Darlington , R. B., 6 1 , 73
Donaldson , S. I., 2 1 7
Dudgeon , R, 2 8 1
Duncan , O . D. , 17, 2 9 , 4 6
Dunn , G. , 149, 2 6 1
Fabrigar , L. R., 2 7 6
Finn , J. D. , 71
Author
307
Index
Fiske , D . W , 9 2 - 9 6 , 1 2 0 - 1 2 1 , 1 4 9 , 1 5 1 - 1 5 2
Ford , J. K., 136
Gerbing , D . W , 138
Goldberger , A. S., 62
Good , T. L , 6
Gordon , R. ., 6 6 - 7 0 , 75
Gorsuch , R. L.,80, 132, 134
Graham , J. W , 2 1 7
Grayson , D. , 153
Green , B. F.,63
Griffitt , W , 6
Guy , S. M. , 281
Kano , Y, 2 8 4
Kaplan , D. , 2 0 0 , 2 1 7
Kashy , D . ., 9 6 , 149, 152-154
Keesling , W , 187
Kenny , D . ., 4 0 , 8 5 , 96, 1 0 4 - 1 0 5 , 109,
132, 149, 1 5 2 - 1 5 4 , 1 5 7 - 1 6 0 , 2 7 6 ,
2 8 0 , 281
Kerlinger , F. N. , 285
Land , K. C. , 18, 49
Lehmann , I. J . , 80, 84
Lennox , R., 81
Lewis , C., 2 4 0 , 2 4 4
Lewis , R., 2 0 3 - 2 0 9 , 2 1 1 , 2 2 0
Liang , J., 2 5 6
Lind , S., 2 3 9 - 2 4 1 , 2 4 3 , 2 4 5
Ling , R. R, 2 7 6
Little , R. J. ., 2 1 7
Loehlin , J. C. , 136
Long , J. S., 200, 2 3 8 , 2 3 9
MacCallum , R. C , 8 1 , 1 3 6 , 2 7 6 , 2 7 8 , 2 7 9 ,
280
Mar , C. M. , 2 7 9 , 2 8 0
Marcus , M. , 2 9 2
Marsh , H . W , 149, 153, 2 0 0 , 2 3 9 , 2 4 1 ,
244, 245, 256, 265
Maruyama , G. , 5 , 6, 63, 9 4 , 102, 113, 153,
203-220, 221, 234, 250-254, 257,
270
Maxwell , S. E., 2 8 2
McArdle , J. J., 108, 283
McConahay , J. B. 89
McDonald , R. P., 2 0 0 , 2 3 9 , 2 4 1 , 2 4 4 , 2 4 5
McGarvey , B., 5 , 94, 102, 2 0 9 - 2 1 4 , 2 3 4 ,
250-254, 257, 2 7 0
Mehrens , W ., 80, 84
Meredith , W , 2 1 7
Miller , . B., 136
Miller , N. , 5 , 6, 6 3 , 9 4 , 2 0 3 - 2 0 9 , 2 1 4 - 2 2 0
Mine , H. , 2 9 2
Mulaik , S. ., 132, 2 3 9 - 2 4 1 , 2 4 3 , 2 4 5 ,
247-249
Muthen , B., 3 1 , 2 1 7 , 2 5 9 , 2 8 2 , 2 8 3
p
Panter , . X, 8 1 , 2 3 8 , 2 4 4 , 2 4 5 , 2 5 4 , 2 8 3
Pedhazur , E. J., 2 8 5
Pelz , D . C , 120-121
Piccinin , A. M. , 2 1 7
Pickles , ., 149, 261
308
Ping , R. ., 2 8 0
Price , B., 7 4 - 7 5
Raudenbush , S. W , 282
Raykov , T., 283
Reith , J. V , 2 7 9
Rigdon , E., 106, 190
Rindskopf , D. , 2 5 6
Rogosa , D. , 109, 121
Rose , T., 2 5 6
Rozelle , R. M. , 120-121
Roznowski , M. , 4 , 2 7 9
Rubin , D . B., 2 1 7
St . John , N. , 2 0 3 - 2 0 9 , 2 1 1 , 2 2 0
Salas , E., 2 8 2
Sayer , A. G. , 108
Schoenberg , R., 132, 154, 158, 2 7 9
Shaveison , R. J., 3 1 , 2 5 9
Shingles , R. D. , 109, 121
Smith , G . M. , 281
Sobel , . E., 2 4 7
Sorbom , D. , 19, 3 1 , 7 8 , 179, 2 5 9 , 261
Steiger , J. H. , 2 4 1 , 2 4 6 , 2 8 4
Stein , J. ., 281
Stilwell , C . D. , 2 3 9 - 2 4 1 , 2 4 3 , 245
Sugawara , . M. , 2 8 0
STRUCTURA L EQUATIO N
MODELIN G
Tait , M. , 136
Tanaka , J. S., 8 1 , 2 4 3 , 2 4 6
Thomson , E., 2 5 8
Thurstone , L. L., 133
Tomer , ., 283
Tucker , L. R., 2 4 0 , 2 4 4
Uchino , . N. , 2 7 6
Waller , N . G. , 2 8 4
Wan , C. K., 2 8 0 , 281
Wegener , D . T , 2 7 6
Wiley , D . E., 2 0 , 187, 197
Willett , J. B., 108
Williams , R., 2 5 8
Winbourne , W C , 81
Wothke , W , 152
Wright , S., 9, 15, 16
Yalcin , I., 2 8 0
5 L T DR
Ci U K u
"All - r models , 2 5 6 - 2 5 7 , 2 6 7 - 2 7 0
Alternativ e models , 2 3 4 - 2 3 8
Collinearity , 6 0 - 7 0
Compute r program s fo r SEM , 2 8 3 - 2 8 4
Conceptua l replication , 2 6 2 - 2 6 3
Consistenc y tests , 154-161
Constraints , 1 4 7 - 1 4 8 , 2 5 7 - 2 6 5
Correlations :
confidenc e interval s for , 70-71
partial , 5 1 - 5 2
Criticism s of SEM , 2 7 2 - 2 7 8
Decompositio n o f effects , 3 0 , 3 5 - 4 8
Degree s o f freedom , 48
Determinan t of a matrix , 2 9 2
Direc t effect , 3 6
Distributio n fre e estimation , 281
parsimonious/adjusted
, 242, 245
246
relative , 2 3 9 - 2 4 2 , 2 4 3 - 2 4 5
Just-identifie d model , 18
Lack of fit , 2 4 9 - 2 5 0
Leas t square s estimation , ordinary , 3 9
Longitudina l models , 1 0 8 - 1 2 2
Exac t replication , 2 6 2 - 2 6 3
Facto r analysis :
confirmatory , 1 3 1 , 1 3 9 - 1 4 7
exploratory , 136-139
logi c of , 1 3 2 - 1 3 6
Finit e causa l lag , 100
Fit indexes , 2 3 8 - 2 4 6
absolute , 2 2 9 , 2 4 2 - 2 4 3
Matrix :
addition , 2 8 9
diagonal , 2 8 2
identity , 2 8 8
invers e of , 2 9 1 - 2 9 2
multiplication , 2 8 9 - 2 9 0
nonsingular , 2 9 2
square , 2 8 7
309
310
STRUCTURA L EQUATIO N
symmetric , 2 8 8
transpose , 2 8 7
Matri x algebra , 2 8 5 - 2 9 3
Mea n differences , analysi s of , 2 8 2
Measuremen t error , 2 9 , 7 9 - 8 9
Measuremen t model , 178-181
Mediation , 10
Metho d variance , 88-92
Mode l modification , 2 7 8 - 2 8 0
Moderato r variables , 281
Modificatio n indices , 251
Mode l fit , 1 6 1 , 1 6 3 - 1 6 4 , 195-201
Multicollinearity , 61
Multileve l modelling , 2 8 2
Multipl e populatio n analyses , 2 5 5 , 2 5 7 - 2 6 5
Multitrait , multimetho d models , 9 2 - 9 7
an d confirmator y facto r analysis ,
148-154
Neste d models , 2 3 5 - 2 4 6 , 2 4 7 - 2 4 9
Noncausa l effects , 36
Noncontinuou s variables , 281
Nonlinea r relationships , 2 8 0
Non-neste d models , 2 4 6 - 2 4 7
Nonrando m error , 8 7 - 8 9
Nonrecursiv e models , 1 0 0 - 1 0 5
Rando m error , 8 4 - 8 7
Recursiv e model , 16
Referenc e indicators , 1 7 8 , 1 8 1 - 1 8 4
Regression :
partial , 4 9 - 5 0
ridge , 6 1 , 7 3 - 7 5
Tests :
congeneric , 148
parallel , 147
tau-equivalent , 148
Under-identifie
d model , 18
Pane l analysis , 1 1 0 - 1 1 2
Pane l models :
analysi s of , 1 2 0 - 1 2 2
stabilit y in , 1 1 2 - 1 1 5
MODELIN G
Variable :
endogenous , 37
exogenous , 3 7
intervening , 4
mediating , 4
moderating , 2 8 1
Vector , 2 8 7
Ar
rf
t th Ant h r