Daniel Boduszek

University of Huddersfield
d.boduszek@hud.ac.uk
 SEM Overview

 SEM Language

 Why use SEM

 SEM Assumptions
 SEM is an extension of the general linear
model (GLM) that enables to test a set of
regression equations simultaneously.

 SEM is a combination of
 Multiple regression analysis
 Confirmatory factor analysis (CFA)
 Path modelling (path analysis)
 Multiple regression

IV1

IV2 DV

IV3
 Relationship between set of independent
variables and one dependent variable

 Only observed variables are modelled

 Only the dependent variable in regression has

an error term. Independent variables are
assumed to be modelled without error
 The regression analysis performed by SPSS is
limited in several ways:
 Multiple dependent or outcome variables are not
permitted
 Mediating variables cannot be included in the same single
model as predictors
 Each predictor is assumed to be measured without error
 The error or residual variable is only latent variable
permitted in the model
 Multicollinearity among the predictors may hinder result
interpretation
 Analysis of several regression equations simultaneously

 Only observed variables without latent variables

 Unlike regression models but like structural equation

models, independents can be both causes and effects of
other variables (e.g., mediation)

 Only the endogenous variables in path models have error

terms. Exogenous variables in path models are assumed to
be measured without error
 Path modelling
 The purpose of confirmatory factor analysis is
to test hypothesis about a factor structure

 The theories come first

 The model is derived from the theory

 The model is tested for consistency with observed

data
 Confirmatory factor analysis
 Independent variables are called exogenous variables

 Dependent or mediating variables are called

endogenous variables
 Observed variables are directly measured by
researchers

 Latent variables are not directly measured but are

inferred by the relationships or correlations among
measured variables in the analysis
 This statistical estimation is accomplished in much the same way that an
exploratory factor analysis infers the presence of latent factors from
shared variance among observed variables.
 The interest in SEM is often on theoretical
constructs, which are represented by the
latent factors

 The relationships between the theoretical

constructs are represented by regression or
path coefficients between the latent factors
 Ovals or circles represent latent variables, while rectangles or squares
represent measured variables
X1

C X2

PS NF TF
X3

X4

PR CA A
X5

X6

ED T X7

X8

PSE NSE

y1 y2 y3 y4 y5 y6 y7 y8 y9 y10
 Assumptions underlying the statistical analyses are clear and
testable, giving the investigator full control and potentially
furthering understanding of the analyses
 Graphical interface software boosts creativity and facilitates rapid
model debugging
 SEM programs provide overall tests of model fit and individual
parameter estimate tests simultaneously
 Regression coefficients, means, and variances may be compared
simultaneously, even across multiple between-subjects groups.
 Measurement and confirmatory factor analysis models can be
used to remove errors, making estimated relationships among
latent variables less inflected by measurement error
 Sample size
 15 cases per predictor (Bentler & Chou, 1987)
 Min. 200 cases (Loehlin, 1992) if data normally distributed

 Continuously and normally distributed

endogenous variables

 Complete data or appropriate handling of

incomplete data

 Theoretical basis for model specification and

causality
 Amos

 SPSS data file

 Building CFA model

 Interpretation of Amos output

 Exercises (CFA and SEM)

 To launch the Amos on your computer go to Start  All Programs 
IBM SPSS Statistics  IBM SPSS Amos 19  Amos Graphics
 Amos is a part of IBM SPSS software thus it can read the SPSS file without converting. To
load the data go to File  Data Files. The Data Files dialog box then opens. Click on File
Name and navigate to the location where the data file is stored. By default, Amos looks for
an SPSS file.
 The Measure of Criminal Social Identity (Boduszek et al., 2012)
 3 factor model (8 items measured on 5 point Likert scale)
 312 participants from High Security Prison
Move Objects button

 To add the observed variables (e.g., scale items) to the diagram, first click on the blue
rectangle in the upper left corner of the tool bar
 Then in the empty drawing area hold down the left mouse button to draw a rectangle. Left-click
seven more times to create a total of eight equally sized boxes.
 To add a latent variables, click on the blue oval in the tool box
 Left-click two more times to create a total of three equally sized oval boxes. You also have to add
another eight oval boxes to represent measurement error specific to each of the observed variable
(rectangle boxes)

Move Objects button

located on the tool bar

and dragging the pieces
of the diagram to where
you want them. The
path diagram will look
something like this
 Next, click on the Draw Paths button and click and drag from the factors to the
appropriate observed variable.
 The next step is to name each
of the variables. The easiest
way to name the observed
variables is to bring up a list of
variable names in the loaded
data file. Go to View 
Variables in Dataset.

 The Variables in Dataset

window then opens. It is now
possible to click-and-drag each
variable to its corresponding
rectangle in the path diagram.
 To name the three latent variables double click inside the oval box to obtain
Object Properties box. Then click on the Text tab and enter the name of your
latent variable in the Variable name box. Amos applies the change immediately
to the path diagram. It is also possible, if desired, to add a label describing the
variable.
 To name the unique factors representing measurement error follow the same
process. Name these e1 through e8 yielding the following path diagram:
 Without introducing some additional constraints the scales of the latent variables
are meaningless and the model is not identified. A common procedure for setting
the latent variable scale is to constrain a factor loading to equal one. Do this for
the arrow pointing from Centrality to CI1C by double clicking directly on the
arrow. In the Object Properties click on the Paramaters and tab and enter 1 in
the field labelled Regression weight.
 Follow the same steps for the arrows connecting In-Group Affect and CI4IA, In-
Group Ties and CI6IT and each of the error terms with their respective indicators.
You can also correlate your latent variables by selecting correlation button
and connecting oval boxes.
Note that there are several ways to draw a path diagram in Amos.
A more efficient means of creating the same diagram may have
been to draw the oval representing the common latent variable,
clicking the Draw a latent variable or add an indicator to a
latent variable button, placing the curser inside the oval,
and clicking three times to create first latent variable (Centrality).
Amos adds three rectangles representing observed indicators
along with ovals representing measurement error. The scales of
the unique factors are automatically set by constraining the
regression weights to equal one. The variables could then be
named as described above (or Plugins option are used)
 Before estimating the model it is possible to choose the information that will be
provided in the output by going to View → Analysis Properties.

 Click on the Output tab and choose the following options: Minimization history,
Standardized estimates, Squared multiple correlations, and Modification
indices
 To start the estimation choose Analyze  Calculate Estimates.

 After the estimation is completed it is possible to view the parameter estimates

in the path diagram by clicking the View the output path diagram button.
 By default the unstandardized estimates
will display. To bring up the standardized
estimates, click on the Standardized
estimates option in the column
between the tools and the drawing
space.

Standardized
estimates
 The screen should look like this:

 We can observe that the all

items related to their respective
latent factors indicate excellent
loading values ranging from .83
to.97.

 Additionally, the three latent

factors are moderately
correlated.
 However, in order to get more information about the model than what appears in
the path diagram go to View  Text output.

 This opens an output window giving information about the raw data, the model,
estimation, model fit, and any additional information requested with the
Analysis Properties box utilized earlier.
 For now consider the Notes for the Model, which are displayed in the output
window as follows:

Computation of degrees of freedom (Default model)

Number of distinct sample moments: 44

Number of distinct parameters to be estimated: 27

Degrees of freedom (44 - 27):17

Result (Default model)

Minimum was achieved
Chi-square = 21.588
Degrees of freedom = 17
Probability level = .201

 This output provides information about Chi-square statistic (and degrees of

freedom) and probability level. If the probability level is greater than .05, then we
can be sure that the data fits the model (Note: Chi-square statistic is sensitive to
large sample)
 In order to check for more fit indices
go to Model Fit output. The Amos
produces very extensive model fit
summary however, there are only few
things that have to be reported:

 Fit indices for baseline comparisons (Most

important are CFI and TLI – values above .95
indicate a good model fit)

 RMSEA (value below .05 indicate a good

model fit)

 AIC (only when you are comparing two or

more models – smaller value suggest better
model)
 If the model is “working” we are now interested in details
regarding estimates (go to Estimates output).

 Again the estimates output provides lots of information

however you are interested only in few of them.

 Standardized regression weights:

 Used when comparing direct effects on a given
endogenous variable in a single-group study

 Unstandardized regression weights are based on raw data

or covariance matrixes.
 When comparing across groups (across samples) and
groups have different variances, unstandardized
comparisons are preferred.

 When the critical ratio (CR) is > 1.96 for a regression weight,
that path is significant at the .05 level or better

 In the P column, three asterisks (***) indicate significance

smaller than .001.
 We know that
Criminal Social
Identity has 3
factors
 To test Factor structure of SE

Rosenberg Self Esteem

Scale

X1 X2 X3 X4 X5 X6 X7 X8 X9 X10

 1 factor model (all items)

P N

 2 factor model (positive SE and

X1 X2 X3 X4 X5 X6 X7 X8 X9 X10
negative SE)
 To combine both Confirmatory Factor
Analysis and investigate the relationship
between latent factors:

 between self esteem (2 latent factors) and

criminal social identity (3 latent factors)
 X1
 Graphical representation of
C X2
proposed structural model X3
with latent variables
X4
A
X5

X6

T X7

X8

PSE NSE

y1 y2 y3 y4 y5 y6 y7 y8 y9 y10