Lp m hnh phng trnh cu trc SEM

Phn ny tm tt ngn gn v khng thin v c tnh k thut ca cc vn

cn bn c lin quan trong SEM, bao gm cc vn c lng, thch hp
m hnh, v cc gi thit thng k.
SEM (Structural Equation Modelling) l mt k thut m hnh thng k rt
tng qut, c s dng rng ri trong khoa hc nghin cu hnh vi. N c th
c xem l s kt hp ca phn tch nhn t v hi quy hay phn tch ng
dn. S quan tm trong SEM thng l vo cc kin trc l thuyt, c trnh
by bi cc nhn t ngm. Cc quan h gia cc kin trc l thuyt c trnh
by bi cc h s hi quy hay h s ng dn gia cc nhn t. SEM m ch 1
cu trc ca cc hip phng sai (covariances) gia cc bin c quan st, cc
quan h ny cho ra mt tn khc l m hnh ha cu trc hip phng sai
(covariance structure modeling). Tuy nhin, m hnh c th c m rng thm
bao gm trung bnh ca cc bin quan st c hoc cc nhn t trong m hnh,
lm cho tn m hnh ha cu trc hip tng quan t chnh xc. Nhiu nh
nghin cu ch n gin ngh m hnh loi ny l cc m hnh Lisrel, iu ny
cng t chnh xc. LISREL l ch vit tt ca Linear Structural RELations (cc
quan h cu trc tuyn tnh), v tn ny c Jreskog s dng cho mt trong
nhng chng trnh SEM u tin thng dng nht. Cc m hnh phng trnh
cu trc ngy nay khng nht thit phi tuyn tnh, v kh nng m rng ca
SEM xa hn phng trnh Lisrel ban u. V d, Browne (1993) tho lun kh
nng lm thch hp cc ng cong phi tuyn.
SEM cung cp mt khung thun tin v rt tng qut cho cc phn tch thng
k bao gm cc th tc a bin truyn thng, v d cc trng hp c bit l
phn tch nhn t, phn tch hi quy, phn tch phn bit, v tng quan
canonical. SEM thng c minh ha bng biu ng dn. Phng trnh
thng k ny thng c trnh by trong mt h phng trnh ma trn. Trong
u thp nin 70, khi k thut ny c gii thiu ln u trong nghin cu x
hi v nghin cu hnh vi, phn mm thng yu cu ci t ch r m hnh
theo iu kin ca nhng ma trn ny. Do , cc nh nghin cu phi lc
vic trnh by ma trn t biu ng dn, v cung cp phn mm vi 1 chui
ma trn cho cc tp hp tham s khc nhau, nh l h s nhn t v cc h s
hi quy. Cc phn mm c pht trin gn y cho php cc nh nghin cu
ch nh trc tip m hnh nh l 1 biu ng dn. Vic ny hiu qu vi cc
vn n gin, nhng c th gy mt mi i vi cc m hnh c tnh phc tp
hn. V l do ny, phn mm SEM hin ti cng vn h tr cc c tnh k thut
ca m hnh loi cu lnh-hay ma trn.
Path analysis (phn tch ng xu hng) l k thut thng k dng kim
tra quan h nhn qu gia hai hay nhiu bin. Da trn h thng phng trnh
tuyn tnh.
Path analysis l thnh phn ph ca SEM, mt th tc a bin m theo nh
ngha ca Ullman (1996), cho php kim tra mt tp quan h gia mt hay
nhiu bin c lp, hoc l lin tc hoc l ri rc, v mt hay nhiu bin ph
thuc, hoc l lin tc hoc l ri rc. SEM lin quan n cc bin o lng
c (measured variable) v cc bin ngm (latent variable). Mt measured
variable l mt bin c th c quan st trc tip v c o lng. Bin o
lng c cng c bit n nh bin quan st c (observed variable), bin

ch bo hay bin biu th (indicator or manifest variables). Mt latent variable l

mt bin khng th c quan st trc tip v phi c suy ra t measured
variable. Latent variables c m ch bi hip tng quan (covariances) gia
hai hay nhiu measured variables. Chng cng c bit n nh l cc nhn t
(ngha l, phn tch nhn t), cc bin kin trc hay cc bin khng quan st
c (constructs or unobserved variables). SEM l s kt hp gia hi quy a
bin v phn tch nhn t. Path analysis ch lin quan n cc bin o lng
(measured variables).

CC THNH PHN CA SEM

C hai thnh phn: m hnh o lng (measurement model) v m hnh cu
trc (structural model).

Measurement model: lin quan n quan h gia measured variables

v latent variables.
Structural model: ch lin quan n cc quan h gia cc latent
variables m thi.

K hiu trong SEM:

Cc bin o lng c: hnh ch nht hay vung

Cc bin ngm: elp hay hnh trn
Cc khon sai s: (nhiu ca cc bin ngm) c a vo biu
SEM, i din bi Es cho cc bin o lng v Ds cho cc bin
ngm. Cc khon sai s i din phng sai phn d trong cc bin
khng c tnh cho cc ng dn (pathways) c gi thit trong m
hnh.

Tham s ca SEM:

L cc bin, h s hi quy v hip tng quan gia cc bin.

Phng sai c th c ch ra bng mi tn hai u kt thc ti cng
mt bin, hoc n gin hn, k hiu bng s trong hp v bin hay
cung trn.
Cc h s hi quy c trnh by dc theo mi tn mt chiu ch ra
ng dn c gi thit gia hai bin (c trng s c p dng cho
cc bin trong cc phng trnh hi quy tuyn tnh)
Hip phng sai c kt hp vi cc mi tn vng cung hai u gia
hai bin hoc cc sai s v biu th v hng (no directionality). Data
cho SEM l cc phng sai mu v hip phng sai mu ly t tng th
(k hiu S, phng sai mu quan st c v ma trn hip phng sai).

KIN TRC SEM

Mc tiu trong vic xy dng 1 biu xu hng (path diagram) hay m hnh
phng trnh cu trc, l tm mt m hnh thch hp vi d liu (S)
phc v nh l 1 i din c ch ca tin cy v gii thch chi tit d liu.
C 5 bc trong kin trc SEM:
1. Ch nh m hnh (Model Specification)
2. Nhn dng m hnh (Model Identification)
3. c lng m hnh (Model Estimation)

4. nh gi thch hp ca m hnh (Assesing Fit of the Model)

5. Hiu chnh m hnh (Model Modification)

Ch nh m hnh (Model Specification)

L vic chnh thc bt u mt m hnh. Trong bc ny, cc tham s c
xc nh l c nh hay t do. Tham s c nh (fixed parameters) khng c
c lng t d liu v c gn mt cch tiu biu bng 0 (ch ra khng c
quan h gia cc bin). Cc ng dn ca cc tham s c nh c gn nhn
s (tr khi c gn gi tr l 0, trong trng hp ny khng c ng dn no
c v) trong biu SEM. Tham s t do (Free parameters) c c lng
t d liu quan st v c ngi iu tra tin rng n khc 0. Vic xc nh
tham s no l c nh hay t do trong SEM l rt quan trng v n xc nh
tham s no s c s dng so snh biu gi thuyt vi ma trn hip
phng sai v phng sai tng th mu trong vic kim tra tnh thch hp ca
m hnh (bc 4). Vic chn tham s no l c nh v tham s no l t do ty
thuc vo ngi nghin cu. S la chn ny trnh by mt gi thuyt tin v
ng xu hng trong h thng l quan trng trong th h ca cu trc lin
quan ca h thng c quan st (v d, phng sai mu c quan st v ma
trn hip phng sai).

Nhn dng m hnh (Model Identification)

Vic nhn dng quan tm n vic c hay khng gi tr duy nht cho mi v
mi tham s t do c th thu thp c t d liu quan st. N ph thuc vo
vic la chn m hnh v c tnh k thut ca cc tham s c nh, rng buc
v t do. Mt tham s b rng buc khi n trong mt tp hp vi cc tham s
khc. Cc m hnh cn phi c nhn dng hon chnh c th c lng
c (bc 3) v kim nh gi thuyt v quan h gia cc bin.
C cc dng m hnh c cu trc l just-identified, overidentified, hay
underidentified.
+ just-identified model: trong tng ng 1-1 gia data v cc tham s cu
trc. Ngha l, s phng sai d liu v s hip phng sai bng vi s tham s
c c lng. Tuy nhin, mc du kh nng ca m hnh l t c mt gii
php duy nht cho tt c cc tham s, just-identified model khng c s quan
tm ca khoa hc gia v bi n khng c t do v do khng th b loi b.
+ Overidentified model: l m hnh trong s tham s c th c lng
c th nh hn s im d liu (data points) (ngha l, phng sai, hip tng
quan ca cc bin quan st c). Tnh trng ny to kt qu ra t do dng
cho php loi b m hnh, do c s dng mt cch khoa hc hn. Mc ch
ca SEM l ch ra mt m hnh nh vy p ng cc tiu chun ca
overidentification.
+ Underidentified model: l m hnh trong s tham s c c lng vt
qu s phng sai v hip tng quan. Nh vy, m hnh bao gm thng tin
khng ngha (t d liu u vo) cho vic t c 1 gii php xc nh v c
lng tham s; ngha l, v s cc gii php l kh d cho 1 underidentified
model.

c lung m hnh (Model Estimation)

Trong bc ny, cc gi tr khi u ca tham s t do c chn sinh ra
1 ma trn hip tng quan tng th c c lng (estimated population
covariance matrix), S(q), t m hnh. Cc gi tr khi u c th c chn bi
ngi nghin cu t thng tin ban u, bi cc chng trnh my tnh c s
dng xy dng SEM, hay t phn tch hi quy a bin. Mc tiu ca c
lng l sinh ra mt S(q) hi t trn ma trn hip tng quan tng th quan
st c, S, vi ma trn phn d (residual matrix) (khc bit gia S(q) v S) tr
nn ti thiu. Nhiu phng php c th c s dng sinh ra S(q). Vic
chn cc phng php c hng dn bng c tnh ca data bao gm kch
thc v phn phi mu. Hu ht cc tin trnh c s dng l lp. Hnh thc
tng qut ca hm ti thiu l:
Q = (s s(q))W(s s(q))
Trong :
s = vector bao gm phng sai v hip phng sai ca cc bin quan st
c.
s(q) = vector bao gm cc phng sai corresponding v hip phng sai nh
c d on bi m hnh.
W = ma trn trng s
(mt vi tc gi xem Q nh l F)
Ma trn trng s, W, trong hm trn, ph hp vi phng php c lng
c chn. W c chn ti thiu Q, v Q(N-1) cho vic thch hp hm,
trong hu ht cc trng hp mt thng k phn phi X 2. Kt qu thc hin
ca X2 b nh hng bi kch thc mu, sai s phn phi, nhn t phn phi,
v gi thit rng cc nhn t v sai s l c lp (Ullman 1996). Mt vi
phng php c lung c s dng thng dng nht l:
Generalized Least squares (GLS)
FGLS = tr[([S S(q)]W-1)2]
Trong :
tr = ton t theo di (trace operator), cng cc yu t trn ng cho chnh
ca ma trn
W-1 = ma trn trng s ti u, phi c chn bi nh nghin cu (chn la
thng thng nht l S-1)
Maximum Likelihood (ML)
FML = log|S| log|S| + tr(SS-1) p
Trong trng hp ny, W = S-1 v p = s lng bin c o lng
Asymptotically Distribution Free (ADF) Estimator (Hm c lng t do phn
phi tim cn)

FADF = [S s(q)]W-1[S s(q)]

W, trong hm ny, bao gm cc yu t xem xt trong kurtosis.
Ullman (1996) v Hoyle (1995) tho lun v cc thun li v gii hn ca cc
hm c lng trn y.
ML v GLS hu ch cho d liu phn phi chun khi cc nhn t v sai s l
c lp, ADF hu ch cho cc d liu khng phn phi chun, nhng ch c
gi tr khi kch thc mu ln hn 2.500. Ullman ch ra hm c lng tt
nht cho d liu khng phn phi chun v/hoc ph thuc gia cc nhn t
v sai s l Scaled ML. Bt k hm no c chn, kt qu mong i ca tin

trnh c lng l t c mt hm thch hp gn n 0. Mt hm thch hp

vi s im l 0 ch ra rng ma trn hip phng sai c c lng ca m
hnh v ma trn hip phng sai mu nguyn thy l tng ng.

nh gi thch hp ca m hnh (Assesing Fit of the Model)

Nh phn tch, gi tr hm thch hp gn n 0 c mong i cho
thch hp m hnh. Tuy nhin, ni chung, nu t s gia X2 v bc t do nh
hn 3, m hnh l thch hp tt (Ullman 1996).
c tin cy trong kim nh thch hp m hnh, kch thc mu t
100 n 200 c yu cu (Hoyle 1995).
Ullman (1996) tho lun s a dng ca cc hm thch hp phn phi khngX2, m ng ta gi l cc ch s thch hp so snh (comparative fit indices.)
Hoyle (1995) cp n iu ny nh cc ch s thch hp ph thuc
(adjunct fit indices). Mt cch cn bn, nhng phng php ny so snh
thch hp ca mt m hnh c lp (mt m hnh khng nh khng c quan
h gia cc bin) thch hp m hnh c c lng. Kt qu ca vic so
snh ny th thng l mt s gia 0 v 1, vi 0.90 hoc ln hn c chp
nhn nh l cc gi tr ch ra thch hp. C Hoyle v Ullman ngh s
dng nhiu ch s khi xc nh cc thch hp m hnh.

Hiu chnh m hnh (Model Modification)

Nu ma trn phng sai/hip phng sai c c lng bng m hnh khng
m phng mt cch thch hp ma trn phng sai/hip phng sai mu, cc
gi thuyt c th c hiu chnh v m hnh c kim nh li. iu
chnh 1 m hnh, cc ng dn mi c v thm hay cc ng dn c
c b i. Ni cch khc, cc tham s c thay i t c nh ti t do hoc
t t do n c nh. iu quan trng nh l khi trong cc th tc thng
k khc, l vic hiu chnh m hnh sau vic kim nh ln u lm gia tng
c hi ca vp phi sai lm loi I.
Cc th tc thng thng c s dng cho vic hiu chnh m hnh l
Lagrange Multiplier Index (LM) v Kim nh Wald. C hai loi kim nh
ny bo co cc thay i trong gi tr X2 khi cc ng dn c iu chnh.
LM yu cu d c hay khng vic gia tng cc tham s t do gia tng s thch
hp ca m hnh. Kim nh Wald yu cu c hay khng vic xa b cc tham
s t do gia tng s thch hp m hnh.
iu chnh t l sai lm loi 1 gia tng, Ullman (1996) yu cu s dng
mt gi tr xc sut thp (p<0.01) khi tng thm hay b cc tham s. Ullman
cng yu cu so snh gi tr cho (cross-validation) vi cc mu khc. V trt
t ca cc tham s t do c th nh hng n vic la chn ca cc tham s
khc, LM nn c p dng trc kim nh Wald (ngha l, cng thm vo
tt c cc tham s trc khi bt u xa chng) (MacCullum 1986, trch
dn ca Ullman 1996).

Trnh by m hnh cui cng (Final Presentation of Model)

Khi m hnh t c thch hp chp nhn c, cc c lng ring
bit v cc tham s t do c nh gi. Cc tham s t do c so snh vi gi
tr rng (null value), s dng thng k phn phi z. Thng k z t c bng
cch chia tham s c lng cho sai s chun ca c lng . T l ca kim

nh ny phi vt +/-1.96 quan h tr nn c ngha. Sau khi cc quan h

ring bit trong m hnh c nh gi, cc c lng tham s c chun ha
cho vic trnh by m hnh cu cng. Khi cc c lng tham s c chun
ha, chng c th c gii thch tham chiu vi cc tham s khc trong m
hnh v cng ca ng xu hng c lin quan trong m hnh c th c so
snh.