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y
LY Regression
Theta delta Q
TD Var/cov
Theta epsilon Q
e
e
TE Var/cov
Structural Model
Gamma GA Regression
Beta BE Regression
Phi PH Var/cov
Psi PS Var/cov
Xi (or Ksi) --- --- Vector
Eta --- --- Vector
Zeta --- --- Vector
Var/cov = variance-covariance
The Structural Model -
1
predicted by
1
x11
x21
x31
1
X
1
X
2
X
3
1
Y
1
Y
2
y11
y21
An important corollary of SEM is that the
variances and covariance of dependent (or
endogenous) variables, whether they be
observed or unobserved, are never
parameters of the model; these are
explained by the exogenous variables.
In contrast, the variance and covariance of
independent variable are important
parameters that need to be estimated.
MEASUREMENT (CFA) MODELS
1
X
1
11
2
X
2
21
1
3
X
3
31
CFA Part
1
1
11
Y
1
1
21
Y
2
2
CFA Part
CFA Model
error ReadSC
ASC
error WriteSC
error TalkSC
SSC
error InteractSC
CFA with Greek Notation
1
x
1
11
1
2
x
2
11
21
3
x
3
32
2
4
x
4
42
Regression Equations (Xs)
1. x
1
=
11
1
+
1
2. x
2
=
21
1
+
2
3. x
3
=
32
2
+
3
4. x
4
=
42
2
+
4
Or in matrix form
X =
x
+
The parameters of this model are
x
,
,and
Where:
x
represents the matrix of regression
coefficients related to the s (described earlier).
(phi) is an x symmetrical variance-
covariance matrix among the exogenous
factors.
(theta-delta) is a symmetrical q x q variance-
covariance matrix among the error of
measurement for the q exogenous observed
variables
The general factor analytic model
can be expanded as:
X =
x
+
x
1
11
0
1
x
2
21
0
1
2
= +
x
3
0
32
2
3
x
4
0
42
4
is the Loadings Matrix
The matrix is often termed the factor-
loading matrix because it portrays the
pattern by which each observed variable is
linked to its respective factor.
The Ys
1. y
1
=
11
1
+
1
2. y
2
=
21
1
+
2
3. y
3
=
32
2
+
3
4. y
4
=
42
2
+
4
Or in matrix form
Y =
y
+
Matrix Notation for Loadings
with Regression Model
Y =
y
+
y
1
11
0
1
y
2 =
21
0
1
+
2
y
3
0
32
2
3
y
4
0
32
4
A just-identified model is one in which
there is a one-to-one correspondence between the
data and the structural parameters.
Number of data variances and covariances equal
number of parameters to be estimated.
However, despite the capability of the model to
yield a unique solution for all parameters, the just-
identified model is not scientifically interesting
because it has no degrees of freedom and
therefore can never be rejected.
Overidentified Model
An overidentified model is one in which the
number of estimable parameters is less than the
number of data points (i.e., variance, covariance of
the observed variable).
This situation results in positive degrees of
freedom that allows for rejection of the model,
thereby rendering it scientific use. The aim in
SEM, then, is to specify a model such that it
meets the criterion of overidentification.
Underidentified Model
An underidentified model is one in which the
number of parameters to be estimated exceeds the
number of variances and covariances.
As such, the model contains insufficient
information (from the input data) for the
purpose of attaining a determinate solution of
parameter estimation; that is, an infinite number
of solutions are possible for an underidentified
model.
Suppose there are 12 observed variable, this means that
we have 12(12+ 1)/2=78 data points.
Suppose that there are 30 unknown parameters.
Thus, with 78 data points and 30 parameters to be
estimated, we have an overidentified model with 48
degrees of freedom.
It is important to point out, however, that the
specification of an overidentified model is a
necessary, but not sufficient condition to resolve the
identification problem. Indeed, the imposition of
constraints on particular parameters can sometime be
beneficial in helping the researcher to attain an
overidentified model
No Scale Set for Constructs
Linked to the issue of identification is the
requirement that every latent variable have
its scale determined. This requirement
arises because these variable are unobserved
and therefore have no definite metric scale;
Assume CFA Model with 12 variables (items) and
4 factors (3 items per factor).
We can assume that there are 12 regression coefficient (s)
There are 12 error variance (s).
There are 4 factors variances (which may be standardized
and therefore set to 1).
There are 6 covariances between factors.
If the factor variances are not set to 1 then then one of the
parameters for each factor can be fixed to a value of
1.00 (they are therefore not to be estimated). The rationale
underlying this constraint is tied to the issue of statistical
identification. In total, then, there are 30 parameters to be
estimated for this CFA model.