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An Introduction To Structural Equation Modeling (SEM) : Using Multivariate Statistics
An Introduction To Structural Equation Modeling (SEM) : Using Multivariate Statistics
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Boston: Allyn & Bacon.]. There are five measurement variables (in rectangles) and two
latent variables (in ellipses). Two of the variables are considered independent (and
shaded), the others are considered dependent. From each latent variable there is a
path pointing to two indicators. From one measured variable (SenSeek) there is a path
pointing to a latent variable (SkiSat). Each measured variable has an error path leading
to it. Each latent variable has a disturbance path leading to it.
Parameters. The parameters of the model are regression coefficients for paths
between variables and variances/covariances of independent variables. Parameters
may be fixed to a certain value (usually 0 or 1) or may be estimated. In the
diagram, an represents a parameter to be estimated. A 1 indicates that the
parameter has been fixed to value 1. When two variables are not connected by a
path the coefficient for that path is fixed at 0.
Tabachnick and Fidell used EQS to arrive at the final model displayed in their
Figure 14.5.
Model Identification. An identified model is one for which each of the
estimated parameters has a unique solution. To determine whether the model is
identified or not, compare the number of data points to the number of parameters to be
estimated. Since the input data set is the sample variance/covariance matrix, the
number of data points is the number of variances and covariances in that matrix, which
can be calculated as
m(m 1)
, where m is the number of measured variables. For
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There are two or more latent variables, each has at least three indicators that
load on it, and the errors of these indicators are not correlated, each indicator
loads on only one factor, and the factors are allowed to covary.
There are two or more latent variables, but there is a latent variable on which
only two indicators load, the errors of the indicators are not correlated, each
indicator loads on only one factor, and none of variances or covariances between
factors is zero.
Identification of the Structural Model. This portion of the model may be identified
if:
If your model is not identified, the SEM program will throw an error and then you
must tinker with the model until it is identified.
Estimation. The analysis uses an iterative procedure to minimize the
differences between the sample variance/covariance matrix and the estimated
population variance matrix. Maximum Likelihood (ML) estimation is that most
frequently employed. Among the techniques available in the software used in this
course (SAS and AMOS), the ML and Generalized Least Squares (GLS) techniques
have fared well in Monte Carlo comparisons of techniques.
Fit. With large sample sizes, the Chi-square testing the null that the model fits
the data well may be significant even when the fit is good. Accordingly there has
been great interest in developing estimates of fit that do not rely on tests of
significance. In fact, there has been so much interest that there are dozens of such
indices of fit. Tabacknick and Fidell discuss many of these fit indices. You can also
find some discussion of them in my document Conducting a Path Analysis With
SPSS/AMOS.
Model Modification and Comparison. You may wish to evaluate two nested
models. Model R is nested within Model F if Model R can be created by deleting
one or more of the parameters from Model F. The significance of the difference in fit
can be tested with a simple Chi-square statistic. The value of this Chi-square equals
the Chi-square fit statistic for Model F minus the Chi-square statistic for Model R.
The degrees of freedom equal degrees of freedom for Model F minus degrees of
freedom for Model R. A nonsignificant Chi-square indicates that removal of the
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parameters that are estimated in Model F but not in Model R did not significantly
reduce the fit of the model to the data.
The Lagrange Multiplier Test (LM) can be used to determine whether or not the
model fit would be significantly improved by estimating (rather than fixing) an
additional parameter. The Wald Test can be used to determine whether or not
deleting a parameter would significantly reduce the fit of the model. The Wald test is
available in SAS Calis, but not in AMOS. One should keep in mind that adding or
deleting a parameter will likely change the effect of adding or deleting other
parameters, so parameters should be added or deleted one at a time. It is
recommended that one add parameters before deleting parameters.
Reliability of Measured Variables. The variance in each measured variable is
assumed to stem from variance in the underlying latent variable. Classically, the
variance of a measured variable can be partitioned into true variance (that related to
the true variable) and (random) error variance. The reliability of a measured variable
is the ratio of true variance to total (true + error) variance. In SEM the reliability of a
measured variable is estimated by a squared correlation coefficient, which is the
proportion of variance in the measured variable that is explained by variance in the
latent variable(s).
Karl L. Wuensch
Dept. of Psychology, East Carolina University, Greenville, NC USA
December, 2014