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Publication Information: Book Title: LISREL 8: Structural Equation Modeling it! t!e Sim"lis #ommand Language. #ontri$utors: %arl &. '(reskog )
aut!or, *ag S(r$om ) aut!or. +u$lis!er: Scienti,ic So,tare International. +lace o, +u$lication: #!icago. +u$lication -ear: .//8.
LISREL 8:
Structural Equation Modeling with the SIMPLIS
Command Language
Karl G. Jreskog and Dag Srbom
Uppsala University
SSI SCIENTIIC S!T"#$E INTE$N#TI!N#% %#"$ENCE E$%&#U' #SS!CI#TES (U&%IS)E$S
)illsdale* NJ )ove and %ondon
%IS$E% is a registered trademark* SI'(%IS and ($E%IS are trademarks o+ S,ienti+i, So+t-are International*
In,.
General noti,e. !t/er prod0,t names mentioned /erein are 0sed +or identi+i,ation p0rposes only and may be
trademarks o+ t/eir respe,tive ,ompanies.
%IS$E%1 2. Str0,t0ral E30ation 'odeling -it/ t/e SI'(%IS4 Command %ang0age. Copyrig/t 5 6778 by
Karl G. Jreskog and Dag Srbom. #ll rig/ts reserved. (rinted in t/e United States o+ #meri,a .
No part o+ t/is p0bli,ation may be reprod0,ed or distrib0ted* or stored in a data base or retrieval system* or
transmitted* in any +orm or by any means* -it/o0t t/e prior -ritten permission o+ t/e a0t/ors.
Edited by %eo Stam and $. Darrell &o,k
Cover by '. James S,ott &ased on an ar,/ite,t0ral detail +rom rank %loyd "rig/t9s $obie )o0se.
: ; 2 7 < 77 72 =+o0rt/ printing* -it/ ore-ord and ,omp0ter e>er,ises?
(0blis/ed by. S,ienti+i, So+t-are International* In,. ;828 N. %in,oln #ven0e* S0ite 6<< C/i,ago* I% :<:@:
Tel. =2@;? :;AB<;C< a>. =2@;? :;ABC6@< U$%. /ttp.DD---.ssi,entral.,om IS&N. <B27@72B<88BA =paper?
Distrib0ted by. %a-ren,e Erlba0m #sso,iates* In,. 8:A &road-ay )illsdale* NJ <;:@C Tel. =C<6? :::B@66<
a>. =C<6? :::BC87@ IS&N. <B2<A2B6@@CB: =paper? IS&N. <B2<A2B6@@6B2 =,lot/?
Preface
T/is book introd0,es a ne- lang0age +or str0,t0ral e30ation modeling. To 0se t/e ne- ,ommand lang0age* all
t/at is re30ired is to name all observed and latent =i+ any? variables and to +orm0late t/e model to be estimated.
T/e model ,an be spe,i+ied eit/er as pat/s or as relations/ips =e30ations? in t/e inp0t +ile or as a pat/ diagram
at r0n time. It is not ne,essary to be +amiliar -it/ t/e %IS$E% model or any o+ its s0bmodels. No greek or
matri> notations are re30ired. T/ere are no ,ompli,ated options to learn. #nyone -/o ,an +orm0late t/e model
as a pat/ diagram ,an 0se t/e SI'(%IS ,ommand lang0age immediately.
T/e book is -ritten +or st0dents and resear,/ers -it/ limited mat/emati,al and statisti,al training -/o need to
0se str0,t0ral e30ation models to analyEe t/eir data and also +or t/ose -/o /ave tried b0t +ailed to learn t/e
%IS$E% ,ommand lang0age. It is not a te>tbook on +a,tor analysis* str0,t0ral e30ations or latent variable
models alt/o0g/ t/ere are many e>amples o+ s0,/ in t/e book. $at/er* it is ass0med t/at t/e reader is already
+amiliar -it/ t/e basi, ideas and prin,iples o+ t/ese types o+ analyses and te,/ni30es. # good introd0,tion is
&ollen9s monograp/ Structural equations with latent variables = 6727* "iley?. T/e obFe,tive o+ t/is book is to
demonstrate t/at str0,t0ral e30ation modeling ,an be done easily -it/o0t all t/e te,/ni,al Fargon -it/ -/i,/ it
/as been asso,iated. In a sense* t/e SI'(%IS lang0age s/i+ts t/e +o,0s a-ay +rom t/e te,/ni,al 30estion o+
)o- to do it so t/at resear,/ers ,an ,on,entrate on t/e more s0bstantively interesting 30estion "/at does it all
meanG &0t* alt/o0g/* t/e SI'(%IS lang0age makes it m0,/ easier to spe,i+y models and to ,arry o0t t/e
analysis* t/e s0bstantive spe,i+i,ation and interpretation remain t/e same as -it/ t/e %IS$E% ,ommand
lang0age.
BiB
T/is book is based on t-o prin,iples.
%earning by e>amples
%earning by doing
Several e>amples o+ str0,t0ral e30ation models are given in t/is book. T/e main obFe,tive o+ t/e e>amples is to
ill0strate t/e SI'(%IS ,ommand lang0age. It is not to indi,ate t/e general appli,ability o+ %IS$E% nor to
dis,0ss t/e s0bstantive interpretation o+ t/e o0tp0t* alt/o0g/ t/is is also done to some e>tent.
T/e SI'(%IS ,ommand lang0age ,an be 0sed -it/ %IS$E% 2. %IS$E% 2 a,,epts t-o di++erent ,ommand
lang0ages in t/e inp0t +ile. To disting0is/ bet-een t/ese* -e 0se t/e terms %IS$E% inp0t and SI'(%IS inp0t.
# %IS$E% inp0t is an inp0t +ile -ritten in t/e old %IS$E% ,ommand lang0age as des,ribed in Jreskog H
Srbom LISREL 7 - A guide to the program and applications = 6727* S(SS?. # SI'(%IS inp0t is an inp0t +ile
-ritten in t/e ne- ,ommand lang0age des,ribed in t/is book. !ne ,an 0se eit/er t/e SI'(%IS lang0age or t/e
%IS$E%. lang0age in t/e inp0t +ile b0t t/e t-o lang0ages ,annot be mi>ed in t/e same inp0t +ile.
&eginning 0sers o+ %IS$E% and 0sers -/o o+ten make mistakes -/en t/ey spe,i+y t/e %IS$E% model -ill
bene+it greatly +rom 0sing t/e SI'(%IS lang0age* as t/is is m0,/ easier to learn and red0,es t/e possibilities
+or mistakes to a minim0m. E>perien,ed 0sers -/o seldom or never make mistakes in t/e model spe,i+i,ation*
may -ant to ,ontin0e to 0se t/e %IS$E% ,ommand lang0age.
T/is book des,ribes t/e SI'(%IS ,ommand lang0age and e>plains t/e SI'(%IS o0tp0t obtained by de+a0lt
-/en %IS$E% 2 is 0sed. It is also possible to obtain o0tp0t in %IS$E% +orm even -/en t/e SI'(%IS lang0age
is 0sed in t/e inp0t +ile. or in+ormation on t/e %IS$E% ,ommand lang0age and %IS$E% o0tp0t* see t/e
re+eren,e above or Jreskog H Srbom LISREL 7 User's Reerence !uide = 6727* SSI?.
T/e SI'(%IS ,ommand lang0age ,an be learned +rom F0st a +e- e>amples. T/e general prin,iples are easily
0nderstood int0itively +rom t/e e>amples. So -e begin by giving some typi,al e>amples in C/apter 6.
E>amples o+ sim0ltaneo0s analysis o+ data +rom several gro0ps is ,overed in C/apter C. C/apter 8 des,ribes
/o- one ,an obtain pat/ diagrams +or models on t/e s,reen and ,/ange t/em intera,tively at r0n time. T/e
general iss0e o+ +itting and testing t/e model is dis,0ssed in C/apter @.
BiiB
%IS$E% o0tp0t as disting0is/ed +rom SI'(%IS o0tp0t is des,ribed in C/apter A. T/e general re+eren,e se,tion
+or t/e SI'(%IS ,ommand lang0age is given in C/apter :.
Several persons /ave /elped testing %IS$E% 2 and t/e SI'(%IS lang0age. In parti,0lar* -e like to t/ank #nneB
'arie #is/ and Iang an* -/o did a more t/oro0g/ testing t/an most ot/ers.
Karl G. Jreskog Dag Srbom Uppsala* S-eden* Jan0ary 6778
BiiiB
Contents
LIS !" E#$MPLES >v
E%I!RS& "!RE'!R% >>i
( SIMPLE E#$MPLES 6
()( Regression Models 6
()()( $ Single Regression Equation 6
E*am+le (: Regression of ,-P C
()(). /i0ariate Regression :
E*am+le .: Prediction of ,rade $0erages :
(). Path $nal1sis 66
E*am+le 2: 3nion Sentiment of e*tile 'or4ers 6C
()2 Measurement Models 6A
()5 Confirmator1 "actor $nal1sis CC
E*am+le 6: -ine Ps1chological 7aria8les 9 $ Confirmator1 "actor
$nal1sis C8
()6 Path $nal1sis with Latent 0aria8les C2
()6)( Recursi0e S1stem C7
E*am+le :: Sta8ilit1 of $lienation C7
E*am+le ;: Performance and Satisfaction 8@
()6). -on9Recursi0e S1stem 82
E*am+le 8: Peer Influences on $m8ition 82
(): $nal1sis of !rdinal 0aria8les @@
E*am+le <: Panel Model for Political Efficac1 @A
. M3LI9S$MPLE E#$MPLES A6
.)( Equal "actor Structures AC
BvB
E*am+le (=: esting Equalit1 of "actor Structures AC
E*am+le ((: Parental Socioeconomic Characteristics A:
.). Equal Regressions :6
E*am+le (.: esting Equalit1 of Regressions :6
.)2 Estimation of Means of Latent 7aria8les ::
E*am+le (2: Mean %ifference in 7er8al $8ilit1 ::
E*am+le (5: -ine Ps1chological 7aria8les with "actor Means ;6
.)5 Regression Models with Latent 7aria8les ;;
E*am+le (6: Regression of 7er8al; on 7er8al6 ;;
E*am+le (:: >ead Start Summer Program ;7
2 P$> %I$,R$MS 2A
2)( Parameter Estimates and t97alues 2:
2). /9? #9? @9? S9? and R9%iagrams 2;
2)2 "it Statistics 7C
2)5 Modification Indices 78
2)6 $dding or %eleting a Path 7@
2): $dding an Error Co0ariance 7:
2); Rela*ing an Equalit1 Constraint 7;
2)8 Starting with an Em+t1 Path %iagram 6<<
2)< Aooming 6<@
2)(= Printing a Path %iagram 6<A
2)(( Sa0ing the Path %iagram 6<:
2)(. Significance Le0els for t97alues and Modification Indices 6<;
2)(.)( t97alues 6<;
2)(.). Modification Indices 6<2
2)(2 Summar1 of Be1s 6<2
5 "II-, $-% ESI-, 666
5)( "rom heor1 to Statistical Model 666
5). -ature of Inference 66@
5)2 "itting and esting a Co0ariance Structure 66A
5)5 Selection of !ne of Se0eral a +riori S+ecified Models 662
5)6 Model $ssessment and Modification 6C<
5)6)( Chi9square 6C6
5)6). !ther ,oodness9of9"it Measures 6CC
BviB
"it Measures /ased on Po+ulation Error of $++ro*imation 6C8
Information Measures of "it 6C@
!ther "it Indices 6CA
5)6)2 %etailed $ssessment of "it 6C:
"itted and StandardiCed Residuals 6C:
Modification Inde* 6C;
5)6)5 Strateg1 of $nal1sis 6C2
5): Illustration 6C7
6 LISREL !3P3 688
6). Classification of 7aria8les 68:
6)2 Parameter Matrices 68;
6)5 Parameter S+ecifications 6@<
6)6 LISREL Estimates 6@6
6): ,oodness9of9"it Statistics 6@@
6); "itted and StandardiCed Residuals 6@:
6)8 Modification Indices 6@;
6)< StandardiCed Solutions 6A6
6)(= %irect? Indirect? and otal Effects DE"E 6A@
6)(( Estimating the StandardiCed Solution %irectl1 6A2
: SIMPLIS RE"ERE-CE 6:6
:)( In+ut "ile 6:6
:). itle 6:C
:)2 !8ser0ed 7aria8les or La8els 6:8
:)5 %ata 6:A
:)5)( Raw %ata 6:A
:)5). Co0ariance Matri* or Correlation Matri* 6::
:)5)2 Means and Standard %e0iations 6:7
:)5)5 $s1m+totic Co0ariance Matri* 6:7
:)5)6 $s1m+totic 7ariances 6;<
:)5): Selection of 7aria8les 6;<
:)6 Sam+le SiCe 6;<
:): Latent 7aria8les or 3no8ser0ed 7aria8les 6;6
:); Relationshi+s 6;6
:)8 Paths 6;C
BviiB
:)< Scaling the Latent 7aria8les 6;8
:)(= Starting 7alues 6;@
:)(( Error 7ariances and Co0ariances 6;A
:)(()( "i*ed Error 7ariances 6;A
:)((). Error Co0ariances 6;A
:)(. 3ncorrelated "actors 6;:
:)(2 Equalit1 Constraints 6;;
:)(2)( Equal Paths 6;;
:)(2). Equal Error 7ariances 6;;
:)(2)2 "reeing a "i*ed Parameter or Rela*ing an Equalit1 Constraint 6;2
:)(5 !+tions 6;2
:)(5)( 'ide Print 6;7
:)(5). Print Residuals 6;7
:)(5)2 -um8er of %ecimals 6;7
:)(5)5 Method of Estimation 62<
:)(5)6 $dmissi8ilit1 Chec4 626
:)(5): Ma*imum -um8er of Iterations 62C
:)(5); Sa0e Sigma 628
:)(6 Cross97alidation 628
:)(: LISREL !ut+ut 62@
:)(; End of Pro8lem 62A
; C!MP3ER E#ERCISES 62;
E*ercise ( 62;
Pro8lems 622
E*ercise . 622
Pro8lem $ 627
Pro8lem / 67<
Pro8lem C 67<
E*ercise 2 67C
Pro8lems 678
E*ercise 5 678
Pro8lems 67:
E*ercise 6 67:
Pro8lem $ 67:
Pro8lem / 677
BviiiB
E*ercise : 677
Pro8lem C<<
E*ercise ; C<6
Pro8lem $ C<8
Pro8lem / C<8
Pro8lem C C<8
E*ercise 8 C<8
Pro8lem $ C<@
Pro8lem / C<A
Pro8lem C C<A
Pro8lem % C<:
Pro8lem E C<:
E*ercise < C<7
Pro8lems C<7
RE"ERE-CES C66
$3>!R I-%E# C67
S3/FEC I-%E# CC6
Bi>B
List of E*am+les Dwith In+ut and %ata "ilesE
T/is book /as many e>amples ill0strating most o+ t/e ,ommon types o+ models and met/ods 0sed -it/
%IS$E%. or beginners o+ %IS$E% it is instr0,tive to go over t/ese e>amples to learn /o- to set 0p t/e inp0t
+ile +or parti,0lar models and problems. "e also s0ggest 0sing t/ese e>amples as e>er,ises in t/e +ollo-ing
-ays.
Estimate t/e same model -it/ a di++erent met/od o+ estimation
Estimate t/e same model +rom ,orrelations instead o+ ,ovarian,es or vi,e versa
$e30est ot/er options +or t/e o0tp0t
orm0late and test /ypot/eses abo0t t/e parameters o+ t/e model
Estimate a di++erent model +or t/e same data
'ake deliberate mistakes in t/e inp0t +ile and see -/at /appens
Inp0t and data +iles +or t/ese e>amples are available on diskette. or t/ese +iles -e 0se t/e +ollo-ing naming
,onventions.T/e +irst letters in t/e +ile re+er to t/e e>ample in t/e book. T/0s* EJ68& means E>ample 68&.
Inp0t +iles /ave t/e s0++i> S(% +or SI'(%IS. T/e s0++i> a+ter t/e period in t/e name o+ t/e data +ile re+ers to t/e
type o+ data it ,ontains.
%#& +or labels
C!K +or ,ovarian,e matri>
C!$ +or ,orrelation matri>
$#" +or ra- data
D#T +or a +ile ,ontaining several types o+ data
B>vB
('% +or matri> o+ poly,/ori, =and polyserial? ,orrelations prod0,ed by ($E%IS 0nder list-ise deletion
K'% +or matri> o+ prod0,tBmoment ,orrelations =based on ra- s,ores or normal s,ores? prod0,ed by
($E%IS 0nder list-ise deletion
#C( +or asymptoti, ,ovarian,e matri> o+ t/e elements o+ a ('% matri> prod0,ed by ($E%IS
#CK +or asymptoti, ,ovarian,e matri> o+ t/e elements o+ a K'% matri> prod0,ed by ($E%IS
B>viB
E>ample 6.$egression o+ GN( CB:* 2:B2:
Data ile. None
Inp0t iles. EJI#.S(%* EJ6&.S(%
E>ample C. (redi,tion o+ Grade #verages :B6<
Data ile. None
Inp0t iles. EJC#.S(%* EJC&.S(%
E>ample 8. Union Sentiment o+ Te>tile "orkers 6CB6A* 6<<B6<6
Data ile. None
Inp0t iles. EJ8#.S(%* EJ8&.S(%
E>ample @. #bility and #spiration 6:BC6* 6<6B6<C
Data ile. EJ@.C!$
Inp0t iles. EJ@#.S(%* EJ@&.S(%
E>ample A. Nine (sy,/ologi,al Kariables C8BC2* 7CB7A* 6C7B686
Data ile. EJA.C!$
Inp0t iles. EJA#.S(%* EJA&.S(%
E>ample :. Stability o+ #lienation C7B8@* 2;B76* 6<8B6<@
Data ile. None
Inp0t iles. EJ:#.S(%* EJ:&.S(%* EJ:C.S(%
E>ample ;. (er+orman,e and Satis+a,tion 8@B82
Data ile. EJ;.D#T
Inp0t iles. EJ;#.S(%* EJ;&.S(%
E>ample 2. (eer In+l0en,es on #mbition 82B@@
Data iles. EJ2.%#&* EJ2.C!$* EJ2.STD
Inp0t iles. EJ2#.%S;* EJ2&.%S;* EJ2C.%S;*
EJ2D.%S;
E>ample 7. (anel 'odel +or (oliti,al E++i,a,y @AB@7* 7:B7;
Data iles. (#NE%.%#&* (#NE%US#.('E*
(#NE%US#.#C(
Inp0t iles. EJ7#.S(%* EJ7&.S(%
B>viiB
E>ample 6<. Testing E30ality o+ a,tor Str0,t0res ACBA:* 7;B77
Data ile. EJ6<.C!K
Inp0t iles. EJ6<#.S(%* EJ6<&.S(%* EJ6<C.S(%*
EJ6<D.S(%
E>ample 66. (arental So,ioe,onomi, C/ara,teristi,s A:B:<
Data ile. None
Inp0t iles. EJ66#.S(%* EJ66&.S(%
E>ample 6C. Testing E30ality o+ $egressions :6B::
Data ile. EJ6C.D#T
Inp0t iles. EJ6C#.S(%* EJ6C&.S(%* EJ6CC.S(%
E>ample 68. 'ean Di++eren,e in Kerbal #bility ::B;<
Data ile. EJ6C.D#T
=Note. Same Data ile as +or E>ample 6C?
Inp0t iles. EJ68#.S(%* EJ68&.S(%
E>ample 6@. Nine (sy,/ologi,al Kariables -it/ a,tor 'eans ;6B;;
Data iles. EJ6@.%#&* EJ6@.D#T
Inp0t ile. EJ6@.S(%
E>ample 6A. $egression o+ Kerbal; on KerbalA ;;B;7
Data ile. EJ6C.D#T
=Note. Same Data ile as +or E>ample 6C?
Inp0t iles. EJ6A#.S(%* EJ6A&.S(%
E>ample 6:. )ead Start S0mmer (rogram ;7B2@
Data ile. EJ6:.D#T
Inp0t iles. EJ6:#.S(%* EJ6:&.S(%* EJ6:C.S(%*
EJ6:D.S(%
E>ample 6;. )ypot/eti,al 'odel 688B6A7
Data iles. EJ6;.C!K* EJ6;.C!$
Inp0t iles. EJ6;#.S(%* EJ6;&.S(%
B>viiiB
Editors& "oreword
'ost +irst* and even se,ond* ,o0rses in applied statisti,s seldom go m0,/ +0rt/er t/an ordinary least s30ares
analysis o+ data +rom ,ontrolled e>periments* gro0p ,omparisons* or simple predi,tion st0dies. Colle,tively*
t/ese pro,ed0res make 0p regression analysis* and t/e linear mat/emati,al +0n,tions on -/i,/ t/ey depend are
re+erred to as regression models. T/is basi, met/od o+ data analysis is 30ite s0itable +or ,0rveB+itting problems
in p/ysi,al s,ien,e* -/ere an empiri,al relations/ip bet-een an observed dependent variable and a manip0lated
independent variable m0st be estimated. It also serves -ell t/e p0rposes o+ biologi,al investigation in -/i,/
organisms are assigned randomly to treatment ,onditions and di++eren,es in t/e average responses among t/e
treatment gro0ps are estimated.
#n essential +eat0re o+ t/ese appli,ations is t/at only t/e dependent variable or t/e observed response is
ass0med to be s0bFe,t to meas0rement error or ot/er 0n,ontrolled variation. T/at is* t/ere is only one random
variable in t/e pi,t0re. T/e independent variable or treatment level is ass0med to be +i>ed by t/e e>perimenter
at kno-n predetermined val0es. T/e only e>,eption to t/is +orm0lation is t/e empiri,al predi,tion problem. or
t/at p0rpose* t/e investigator observes ,ertain val0es o+ one or more predi,tor variables and -is/es to estimate
t/e mean and varian,e o+ t/e distrib0tion o+ a ,riterion variable among respondents -it/ given val0es o+ t/e
predi,tors. &e,a0se t/e predi,tion is ,onditional on t/ese kno-n val0es* t/ey may be ,onsidered +i>ed
30antities in t/e regression model. #n e>ample is predi,ting t/e /eig/t t/at a ,/ild -ill attain at mat0rity +rom
/is or /er ,0rrent /eig/t and t/e kno-n /eig/ts o+ t/e parents. Even t/o0g/ all o+ t/e /eig/ts are meas0red
s0bFe,t to error* on t/e ,/ilds /eig/t at mat0rity is ,onsidered a random variable.
B>>iB
"/ere ordinary regression met/ods no longer s0++i,e* and indeed give misleading res0lts* is in p0rely
observational st0dies in -/i,/ all variables are s0bFe,t to meas0rement error or 0n,ontrolled variation and t/e
p0rpose o+ t/e in30iry is to estimate relations/ips t/at a,,o0nt +or variation among t/e variables in 30estion.
T/is is t/e essential problem o+ data analysis in t/ose +ields -/ere e>perimentation is impossible or impra,ti,al
and mere empiri,al predi,tion is not t/e obFe,tive o+ t/e st0dy. It is typi,al o+ almost all resear,/ in +ields s0,/
as so,iology* e,onomi,s* e,ology* and even areas o+ p/ysi,al s,ien,e s0,/ as geology and meteorology. In
t/ese +ields* t/e essential problem o+ data analysis is t/e estimation o+ str0,t0ral relations/ips bet-een
30antitative observed variables. "/en t/e mat/emati,al model t/at represents t/ese relations/ips is linear -e
speak o+ a linear str0,t0ral relations/ip. T/e vario0s aspe,ts o+ +orm0lating* +itting* and testing s0,/
relations/ips -e re+er to as structural equation modeling.
#lt/o0g/ str0,t0ral e30ation modeling /as be,ome a prominent +orm o+ data analysis only in t/e last t-enty
years =t/anks in part to t/e availability o+ t/e %IS$E% program?* t/e ,on,ept -as +irst introd0,ed nearly eig/ty
years ago by t/e pop0lation biologist* Se-ell "rig/t* at t/e University o+ C/i,ago. )e s/o-ed t/at linear
relations/ips among observed variables ,o0ld be represented in t/e +orm o+ soB,alled path diagrams and
asso,iated path coeicients. &y tra,ing ,a0sal and asso,iational pat/s on t/e diagram a,,ording to simple r0les*
/e -as able to -rite do-n immediately t/e linear str0,t0ral relations/ip bet-een t/e variables. "rig/t applied
t/is te,/ni30e initially to ,al,0late t/e ,orrelation e>pe,ted bet-een observed ,/ara,teristi,s o+ related persons
on t/e s0pposition o+ 'endelian in/eritan,e. %ater* /e applied it to more general types o+ relations/ips among
persons.
T/e modern +orm o+ linear str0,t0ral analysis in,l0des an algebrai, +orm0lation o+ t/e model in addition to t/e
pat/ diagram representation. T/e t-o +orms are e30ivalent and t/e implementation o+ t/e analysis in t/e
%IS$E% 2 program permits t/e 0ser to s0bmit t/e model to t/e ,omp0ter in eit/er representation. T/e pat/
analyti, approa,/ is e>,ellent -/en t/e n0mber o+ variables involved in t/e relations/ip is moderate* b0t t/e
diagram be,omes ,0mbersome -/en t/e n0mber o+ variables is large. In t/at ,ase* -riting t/e relations/ips
symboli,ally is more ,onvenient. T/is te>t presents e>amples o+ bot/ representations and makes ,lear t/e
,orresponden,e bet-een t/e pat/s and t/e str0,t0ral e30ations.
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Noti,e t/at in t/e above mentioned +ields in -/i,/ e>perimentation is /ardly ever possible* psy,/ology and
ed0,ation do not appear. Controlled e>periments -it/ bot/ animal and /0man s0bFe,ts /ave been a mainstay o+
psy,/ologi,al resear,/ +or more t/an a ,ent0ry* and in t/e 67C<s e>perimental eval0ations o+ instr0,tional
met/ods began to appear in ed0,ation. #s empiri,al resear,/ developed in t/ese +ields* /o-ever* a ne- type o+
data analyti, problem be,ame apparent t/at -as not en,o0ntered in ot/er +ields.
In psy,/ology* t/e di++i,0lty -as* and still is* t/at +or t/e most part t/ere are no -ellBde+ined dependent
variables. T/e variables o+ interest di++er -idely +rom one area o+ psy,/ologi,al resear,/ to anot/er and o+ten
go in and o0t o+ +avor -it/in areas over relatively s/ort periods o+ time. (sy,/ology /as been vario0sly
des,ribed as t/e s,ien,e o+ be/avior or t/e s,ien,e o+ /0man in+ormation pro,essing. &0t t/e varieties o+
be/avior and in+ormation /andling are so m0lti+ario0s t/at no progress in resear,/ ,an be made 0ntil
investigators identi+y t/e variables to be st0died and t/e met/od o+ observing t/em. "/ere /ead-ay /as been
made in de+ining a ,o/erent domain o+ observation* it /as been t/ro0g/ t/e mediation o+ a ,onstr0,tBBsome
p0tative latent variable t/at is modi+ied by stim0li +rom vario0s so0r,es and in t0rn ,ontrols or in+l0en,es
vario0s observable aspe,ts o+ be/avior. T/e ar,/etypal e>ample o+ s0,/ a latent variable is t/e ,onstr0,t o+
general intelligen,e introd0,ed by C/arles Spearman to a,,o0nt +or t/e observed positive ,orrelations bet-een
s0,,ess+0l per+orman,e on many types o+ problemBsolving tasks.
Investigation o+ mat/emati,al and statisti,al met/ods re30ired in validating ,onstr0,ts and meas0ring t/eir
in+l0en,e led to t/e development o+ t/e data analyti, pro,ed0re ,alled actor anal"sis. Its modern +orm is d0e
largely to t/e -ork o+ Tr0man Kelly and %. %. T/0rstone* -/o trans+ormed Spearman9s oneB+a,tor analysis into
a +0lly general m0ltipleB+a,tor analysis. 'ore re,ently* Karl Jreskog added ,on+irmatory +a,tor analysis to t/e
earlier e>ploratory +orm o+ analysis. T/e t-o +orms serve di++erent p0rposes. E>ploratory +a,tor analysis is an
a0t/enti, dis,overy pro,ed0re. it enables one to see relations/ips among variables t/at are not at all obvio0s in
t/e original data or even in t/e ,orrelations among variables. Con+irmatory +a,tor analysis enables one to test
-/et/er relations/ips e>pe,ted on t/eoreti,al gro0nds a,t0ally appear in t/e data. Derri,k %a-ley and Karl
Jreskog provided a statisti,al pro,ed0re* based on ma>im0m likeliB
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/ood estimation* +or +itting +a,tor models to data and testing t/e n0mber o+ +a,tors t/at ,an be dete,ted and
reliably estimated in t/e data.
Similar problems o+ de+ining variables appear in ed0,ational resear,/* even in e>perimental st0dies o+
alternative met/ods o+ instr0,tion. T/e goals o+ ed0,ation are broad and t/e o0t,omes o+ instr0,tion are
,orrespondingly many. an innovation in instr0,tional pra,ti,e may lead to a gain in some meas0red o0t,omes
and a loss in ot/ers. T/e investigator ,an meas0re a great many s0,/ o0t,omes* b0t 0nless all are +avorable or
all 0n+avorable t/e res0lts be,ome too ,omple> to dis,0ss or provide any g0ide to ed0,ational poli,y. #gain*
+a,tor analysis is a great assistan,e in identi+ying t/e main dimensions o+ variation among o0t,omes and
s0ggesting parsimonio0s ,onstr0,ts +or t/eir dis,0ssion.
In t/e %IS$E% model* t/e linear str0,t0ral relations/ip and t/e +a,tor str0,t0re are ,ombined into one
,ompre/ensive model appli,able to observational st0dies in many +ields. T/e model allo-s 6? m0ltiple latent
,onstr0,ts indi,ated by observable e>planatory =or e#ogenous? variables* C? re,0rsive and nonre,0rsive
relations/ips bet-een ,onstr0,ts* and 8? m0ltiple latent ,onstr0,ts indi,ated by observable responses =or
endogenous? variables. T/e ,onne,tions bet-een t/e latent ,onstr0,ts ,ompose t/e str0,t0ral e30ation modelL
t/e relations/ips bet-een t/e latent ,onstr0,ts and t/eir observable indi,ators or o0t,omes ,ompose t/e +a,tor
models. #ll parts o+ t/e ,ompre/ensive model may be represented in t/e pat/ diagram and all +a,tor loadings
and str0,t0ral relations/ips appear as ,oe++i,ients o+ t/e pat/.
Nested -it/in t/e general model are simpler models t/at t/e 0ser o+ t/e %IS$E% program may ,/oose as
spe,ial ,ases. I+ some o+ t/e variables involved in t/e str0,t0ral relations/ips are observed dire,tly* rat/er t/an
indi,ated* part or all o+ t/e +a,tor model may be e>,l0ded. Conversely* i+ t/ere are no str0,t0ral relations/ips*
t/e model may red0,e to a ,on+irmatory +a,tor analysis appli,able to t/e data in 30estion. inally* i+ t/e data
arise +rom a simple predi,tion problem or ,ontrolled e>periment in -/i,/ t/e independent variable or treatment
level is meas0red -it/o0t error* t/e 0ser may spe,ialiEe to a simple regression model and obtain t/e standard
res0lts o+ ordinary leastBs30ares analysis.
T/ese spe,ialiEations may be ,omm0ni,ated to t/e %IS$E% 2 ,omp0ter program in t/ree di++erent -ays. #t t/e
most int0itive* vis0al level* t/e 0ser may ,onstr0,t t/e pat/ diagram intera,tively on t/e s,reen* and
B>>ivB
spe,i+y pat/s to be in,l0ded or e>,l0ded. T/e ,orresponding verbal level is t/e SI'(%IS ,ommand lang0age
des,ribed in t/is te>t. It re30ires only t/at t/e 0ser name t/e variables and de,lare t/e relations/ips among
t/em. T/e t/ird and most detailed level is t/e %IS$E% ,ommand lang0age. It is p/rased in terms o+ matri,es
t/at appear in t/e matri>Balgebrai, representation o+ t/e model. Kario0s parameters o+ t/e matri,es may be
+i>ed or set e30al to ot/er parameters* and linear and nonBlinear ,onstraints may be imposed among t/em. T/e
terms and synta> o+ t/e %IS$E% ,ommand lang0age are e>plained and ill0strated in t/e %IS$E% 2 program
man0als. 'ost b0t not all o+ t/ese +0n,tions are in,l0ded in t/e SI'(%IS lang0ageL ,ertain advan,ed +0n,tions
are only possible in native %IS$E% ,ommands.
T/e essential statisti,al ass0mption o+ %IS$E% analysis is t/at random 30antities -it/in t/e model are
distrib0ted in a +orm belonging to t/e +amily o+ ellipti,al distrib0tions* t/e most prominent member o+ -/i,/ is
t/e m0ltivariate normal distrib0tion. In appli,ations -/ere it is reasonable to ass0me m0ltivariate normality* t/e
ma>im0m likeli/ood met/od o+ estimating 0nkno-ns in t/e model is F0sti+ied and 0s0ally pre+erred. "/ere t/e
re30irements o+ ma>im0m likeli/ood estimation are not met* as -/en t/e data are ordinal rat/er t/an meas0red*
t/e vario0s least s30ares estimation met/ods are available. It is important to 0nderstand* /o-ever* e>,ept in
t/ose ,ases -/ere ordinary least s30ares analysis applies or t/e -eig/t matri,es o+ ot/er least s30ares met/ods
are kno-n* t/at t/ese are largeBsample estimation pro,ed0res. T/is is not a serio0s limitation in observation
st0dies* -/ere samples are typi,ally large. SmallBsample t/eory applies properly only to ,ontrolled e>periments
and only -/en t/e model ,ontains a single* 0nivariate or m0ltivariate normal error ,omponent.
T/e great merit o+ restri,ting t/e analyti,al met/ods to ellipti,ally distrib0ted variation is t/e +a,t t/at t/e
sample mean and ,ovarian,e matri> =or ,orrelation matri> and standard deviations? are s0++i,ient statisti,s o+
t/e analysis. T/is allo-s all t/e in+ormation in t/e data t/at bear on t/e ,/oi,e and +itting o+ t/e model to be
,ompressed into t/e relatively small n0mber o+ s0mmary statisti,s. T/e res0lting data ,ompression is a
tremendo0s advantage in largeBs,ale sampleBs0rvey st0dies* -/ere t/e n0mber o+ observations may r0n to t/e
tens o+ t/o0sands* -/ereas t/e n0mber o+ s0++i,ient statisti,s are o+ an order o+ magnit0de determined
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by t/e n0mber o+ variables.
T/e operation o+ red0,ing t/e ra- data to t/eir s0++i,ient statisti,s =-/ile ,leaning and veri+ying t/e validity +or
t/e data? is per+ormed by t/e ($E%IS program -/i,/ a,,ompanies %IS$E% 2. ($E%IS also ,omp0tes
s0mmary statisti,s +or 30alitative data in t/e +orm o+ tetra,/ori, or poly,/ori, ,orrelation matri,es. "/en t/ere
are several sample gro0ps* and t/e %IS$E% model is de+ined and ,ompared a,ross t/e gro0ps* ($E%IS prepares
t/e s0++i,ient statisti,s +or ea,/ sample in t0rn.
In many so,ial and psy,/ologi,al or ed0,ational resear,/ st0dies -/ere a single sample is involved* t/e
variables are 0s0sally meas0red on a s,ale -it/ an arbitrary origin. In t/at ,ase* t/e overall means o+ t/e
variables in t/e sample ,an be e>,l0ded +rom t/e analysis* and t/e +itting o+ t/e %IS$E% model ,an be regarded
simply as an analysis o+ t/e ,ovarian,e str0,t0re* in -/i,/ ,ase t/e e>pe,ted ,ovarian,e matri> implied by t/e
model is +itted to t/e observed ,ovarian,e matri> dire,tly. Sin,e t/e sample ,ovarian,e matri> is a s0++i,ient
statisti, 0nder t/e distrib0tion ass0mption* t/e res0lt is e30ivalent to +itting t/e data. #gain* t/e analysis is made
more manageable be,a0se one ,an e>amine t/e resid0als +rom t/e observed ,ovarian,es* -/i,/ are moderate in
n0mber* as opposed to analyEing resid0als o+ t/e original observations in a large sample.
'any o+ t/ese aspe,ts o+ t/e %IS$E% analysis are bro0g/t o0t in t/e e>amples in t/is te>t and in t/e %IS$E% 2
program man0al. In addition* t/e present te>t ,ontains e>er,ises to /elp t/e st0dent strengt/en and e>pand /is
or /er 0nderstanding o+ t/is po-er+0l met/od o+ data analysis. iles ,ontaining t/e data o+ t/ese e>amples are
in,l0ded -it/ t/e program and ,an be analyEed in n0mero0s di++erent -ays to e>plore and test alternative
models.
RE$%I-,S
&ollen K. #. = 6727? Structural equations with latent variables. Ne- Iork. "iley.
Jreskog K. G.* H Srbom D. = 6727? LISREL 7 User's Reerence !uide. C/i,ago. S,ienti+i, So+t-are
International.
Jreskog K. G.* H Srbom D. = 6778? $ew eatures in LISREL %. C/i,ago. S,ienti+i, So+t-are International.
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( SIMPLE E#$MPLES
T/is ,/apter introd0,es t/e SI'(%IS ,ommand lang0age by means o+ simple e>amples. 'odels +or dire,tly
observed variables -it/o0t meas0rement errors are introd0,ed +irst. T/ese in,l0de regression models and
re,0rsive pat/ models dis,0ssed in Se,tions 6 and C. 'eas0rement models and ,on+irmatory +a,tor analysis
models involving observed indi,ators o+ latent variables are ,onsidered in Se,tions 8 and @. Kario0s pat/
models +or latent variables are ill0strated in t/e remaining se,tions. #n e>ample -it/ ordinal variables is 0sed
in Se,tion :.
Regression Models
()()( $ Single Regression Equation
# regression e30ation
y M N O P6>6 O PC>C O O P3>3 O E =6.6?
is 0sed to des,ribe t/e linear relations/ip bet-een a dependent variable y and a set o+ independent =e>planatory*
,a0sal* or predi,tor? variables >6* >C* . . .* >3. T/e random error term E is ass0med to be 0n,orrelated -it/ t/e
independent variables. T/e >Bvariables may be +i>ed or random variables. I+ t/ey are +i>ed* it is ass0med t/at
t/e distrib0tion o+ E does not depend on t/e val0es o+ >6* >C* . . .* >3.
T/e error term E is an aggregate o+ all variables in+l0en,ing y* b0t not in,l0ded in t/e relations/ip. Using
anot/er terminology* E is ,alled a sto,/asti, dist0rban,e term in t/e e30ation.
T/e 0n,orrelatedness bet-een E and t/e >Bvariables is a ,r0,ial ass0mption. St0dies s/o0ld be planned and
designed so t/at t/is ass0mpB
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