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Using Stata’s SEM features to model the Beck Depression Inventory

17 October 2012 Chuck Huber, Director of Statistical Outreach 14 Comments
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I just got back from the 2012 Stata Conference in San Diego where I gave a talk on Psychometric Analysis Using Stata and from the 2012
American Psychological Association Meeting in Orlando. Stata’s structural equation modeling (SEM) builder was popular at both meetings and
I wanted to show you how easy it is to use. If you are not familiar with the basics of SEM, please refer to the references at the end of the post.
My goal is simply to show you how to use the SEM builder assuming that you already know something about SEM. If you would like to view a
video demonstration of the SEM builder, please click the play button below:

The data used here and for the silly examples in my talk were simulated to resemble one of the most commonly used measures of depression:
the Beck Depression Inventory (BDI). If you find these data too silly or not relevant to your own research, you could instead imagine it being a
set of questions to measure mathematical ability, the ability to use a statistical package, or whatever you wanted.

The Beck Depression Inventory

Originally published by Aaron Beck and colleagues in 1961, the BDI marked an important change in the conceptualization of depression from a
psychoanalytic perspective to a cognitive/behavioral perspective. It was also a landmark in the measurement of depression shifting from lengthy,
expensive interviews with a psychiatrist to a brief, inexpensive questionnaire that could be scored and quantified. The original inventory
consisted of 21 questions each allowing ordinal responses of increasing symptom severity from 0-3. The sum of the responses could then be
used to classify a respondent’s depressive symptoms as none, mild, moderate or severe. Many studies have demonstrated that the BDI has good
psychometric properties such as high test-retest reliability and the scores correlate well with the assessments of psychiatrists and psychologists.
The 21 questions can also be grouped into two subscales. The affective scale includes questions like “I feel sad” and “I feel like a failure” that
quantify emotional symptoms of depression. The somatic or physical scale includes questions like “I have lost my appetite” and “I have trouble
sleeping” that quantify physical symptoms of depression. Since its original publication, the BDI has undergone two revisions in response to the
American Psychiatric Association’s (APA) Diagnostic and Statistical Manuals (DSM) and the BDI-II remains very popular.

The Stata Depression Inventory

Since the BDI is a copyrighted psychometric instrument, I created a fictitious instrument called the “Stata Depression Inventory”. It consists of
20 questions each beginning with the phrase “My statistical software makes me…”. The individual questions are listed in the variable labels
below.
. describe qu1-qu20

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variable storage display value
name type format label variable label
------------------------------------------------------------------------------
qu1 byte %16.0g response ...feel sad
qu2 byte %16.0g response ...feel pessimistic about the future
qu3 byte %16.0g response ...feel like a failure
qu4 byte %16.0g response ...feel dissatisfied
qu5 byte %16.0g response ...feel guilty or unworthy
qu6 byte %16.0g response ...feel that I am being punished
qu7 byte %16.0g response ...feel disappointed in myself
qu8 byte %16.0g response ...feel am very critical of myself
qu9 byte %16.0g response ...feel like harming myself
qu10 byte %16.0g response ...feel like crying more than usual
qu11 byte %16.0g response ...become annoyed or irritated easily
qu12 byte %16.0g response ...have lost interest in other people
qu13 byte %16.0g qu13_t1 ...have trouble making decisions
qu14 byte %16.0g qu14_t1 ...feel unattractive
qu15 byte %16.0g qu15_t1 ...feel like not working
qu16 byte %16.0g qu16_t1 ...have trouble sleeping
qu17 byte %16.0g qu17_t1 ...feel tired or fatigued
qu18 byte %16.0g qu18_t1 ...makes my appetite lower than usual
qu19 byte %16.0g qu19_t1 ...concerned about my health
qu20 byte %16.0g qu20_t1 ...experience decreased libido

The responses consist of a 5-point Likert scale ranging from 1 (Strongly Disagree) to 5 (Strongly Agree). Questions 1-10 form the affective
scale of the inventory and questions 11-20 form the physical scale. Data were simulated for 1000 imaginary people and included demographic
variables such as age, sex and race. The responses can be summarized succinctly in a matrix of bar graphs:

Classical statistical analysis

The beginning of a classical statistical analysis of these data might consist of summing the responses for questions 1-10 and referring to them as
the “Affective Depression Score” and summing questions 11-20 and referring to them as the “Physical Depression Score”.

egen Affective = rowtotal(qu1-qu10)

label var Affective "Affective Depression Score"
egen physical = rowtotal(qu11-qu20)
label var physical "Physical Depression Score"

We could be more sophisticated and use principal components to create the affective and physical depression score:

pca qu1-qu20, components(2)

predict Affective Physical
label var Affective "Affective Depression Score"
label var Physical "Physical Depression Score"

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9/1/2020 The Stata Blog » Using Stata’s SEM features to model the Beck Depression Inventory
We could then ask questions such as “Are there differences in affective and physical depression scores by sex?” and test these hypotheses using
multivariate statistics such as Hotelling’s T-squared statistic. The problem with this analysis strategy is that it treats the depression scores as
though they were measured without error and can lead to inaccurate p-values for our test statistics.

Structural equation modeling

Structural equation modeling (SEM) is an ideal way to analyze data where the outcome of interest is a scale or scales derived from a set of
measured variables. The affective and physical scores are treated as latent variables in the model resulting in accurate p-values and, best of
all….these models are very easy to fit using Stata! We begin by selecting the SEM builder from the Statistics menu:

In the SEM builder, we can select the “Add Measurement Component” icon:

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9/1/2020 The Stata Blog » Using Stata’s SEM features to model the Beck Depression Inventory
which will open the following dialog box:

In the box labeled “Latent Variable Name” we can type “Affective” (red arrow below) and we can select the variables qu1-qu10 in the
“Measured variables” box (blue arrow below).

When we click “OK”, the affective measurement component appears in the builder:

We can repeat this process to create a measurement component for our physical depression scale (images not shown). We can also allow for
covariance/correlation between our affective and physical depression scales using the “Add Covariance” icon on the toolbar (red arrow below).

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I’ll omit the intermediate steps to build the full model shown below but it’s easy to use the “Add Observed Variable” and “Add Path” icons to
create the full model:

Now we’re ready to estimate the parameters for our model. To do this, we click the “Estimate” icon on the toolbar (duh!):

And the flowing dialog box appears:

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Let’s ignore the estimation options for now and use the default settings. Click “OK” and the parameter estimates will appear in the diagram:

Some of the parameter estimates are difficult to read in this form but it is easy to rearrange the placement and formatting of the estimates to
make them easier to read.

If we look at Stata’s output window and scroll up, you’ll notice that the SEM Builder automatically generated the command for our model:

sem (Affective -> qu1) (Affective -> qu2) (Affective -> qu3)
(Affective -> qu4) (Affective -> qu5) (Affective -> qu6)
(Affective -> qu7) (Affective -> qu8) (Affective -> qu9)
(Affective -> qu10) (Physical -> qu11) (Physical -> qu12)
(Physical -> qu13) (Physical -> qu14) (Physical -> qu15)

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9/1/2020 The Stata Blog » Using Stata’s SEM features to model the Beck Depression Inventory
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9/1/2020 The Stata Blog » Using Stata’s SEM features to model the Beck Depression Inventory
(Physical -> qu16) (Physical -> qu17) (Physical -> qu18)
(Physical -> qu19) (Physical -> qu20) (sex -> Affective)
(sex -> Physical), latent(Affective Physical) cov(e.Physical*e.Affective)

We can gather terms and abbreviate some things to make the command much easier to read:
sem (Affective -> qu1-qu10) ///
(Physical -> qu11-qu20) ///
(sex -> Affective Physical) ///
, latent(Affective Physical ) ///
cov( e.Physical*e.Affective)

We could then calculate a Wald statistic to test the null hypothesis that there is no association between sex and our affective and physical
depression scales.

test sex

( 1) [Affective]sex = 0
( 2) [Physical]sex = 0

chi2( 2) = 2.51
Prob > chi2 = 0.2854

Final thoughts
This is an admittedly oversimplified example – we haven’t considered the fit of the model or considered any alternative models. We have only
included one dichotomous independent variable. We might prefer to use a likelihood ratio test or a score test. Those are all very important issues
and should not be ignored in a proper data analysis. But my goal was to demonstrate how easy it is to use Stata’s SEM builder to model data
such as those arising from the Beck Depression Inventory. Incidentally, if these data were collected using a complex survey design, it would not
be difficult to incorporate the sampling structure and sample weights into the analysis. Missing data can be handled easily as well using Full
Information Maximum Likelihood (FIML) but those are topics for another day.

If you would like view the slides from my talk, download the data used in this example or view a video demonstration of Stata’s SEM builder
using these data, please use the links below. For the dataset, you can also type use followed by the URL for the data to load it directly into Stata.

Slides:
http://stata.com/meeting/sandiego12/materials/sd12_huber.pdf

Data:
http://stata.com/meeting/sandiego12/materials/Huber_2012SanDiego.dta

YouTube video demonstration:

http://www.youtube.com/watch?v=Xj0gBlqwYHI

References

Beck AT, Ward CH, Mendelson M, Mock J, Erbaugh J (June 1961). An inventory for measuring depression. Arch. Gen. Psychiatry 4 (6): 561–
71.

Beck AT, Ward C, Mendelson M (1961). Beck Depression Inventory (BDI). Arch Gen Psychiatry 4 (6): 561–571

Beck AT, Steer RA, Ball R, Ranieri W (December 1996). Comparison of Beck Depression Inventories -IA and -II in psychiatric outpatients.
Journal of Personality Assessment 67 (3): 588–97
Bollen, KA. (1989). Structural Equations With Latent Variables. New York, NY: John Wiley and Sons

Kline, RB (2011). Principles and Practice of Structural Equation Modeling. New York, NY: Guilford Press

Raykov, T & Marcoulides, GA (2006). A First Course in Structural Equation Modeling. Mahwah, NJ: Lawrence Erlbaum

Schumacker, RE & Lomax, RG (2012) A Beginner’s Guide to Structural Equation Modeling, 3rd Ed. New York, NY: Routledge

Categories: Statistics Tags: psychology, psychometric, SEM

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lisset perez marulanda • 4 years ago

Hi. I have a big question. I'm interested in calculating a composite index from a
latent variable for 2000-2014 period. So, how can I estimated a CFA for
longitudinal data? and how can I calculate this index for the different years?.
Thanks
△ ▽ • Reply • Share ›

Leah Lyn Walker • 6 years ago

The comments are from this presentation )(http://www.stata.com/meetin...
Conference San Diego 2012. There were some errors related to the discussion of
the 2PL and 3PL model as well as some omissions in terms of tools.

This article is easy obtained via search so it is a good idea to fix these errors to
avoid accidentally confusing users.

Slide 12: (the labeling of a parameter as 2nd or 3rd does not change the model,,
but most who use IRT think of the parameters as described below).

Two parameter logistic (2PL) model has a second parameter account for
discrimination

Three parameter logistic (3PL) has an additional 3rd parameter,

referred to as guessing to accounts for a non-zero lower asymptote of
the item response curve

Slide 13:
Also, Gllamm as shown is Stata Journal Article
http://www.stata-journal.co...

I hope this helps!

Leah
Research Scientist, NWEA
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Cedric Mabire • 8 years ago

Thank you very much for this post. It is excellent and fits well with my
psychometric analysis.
I can not reproduce the calculation of the coefficient of Spearman-Brown:
corr TotalEven TotalOdd
local SBPF = 2 * r (rho) / (1 + r (rho))
disp "The Spearman-Brown Prophesy Reliability Estimate =" as result \% 5.4f
'SBPF'

Stata reports that " \% 5: operator invalid ".

Can you help me?

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Reply Share ›

Chuck_Huber > Cedric Mabire • 8 years ago

Thanks Cedric - glad you found it helpful.

It looks like there may be a typo in the slides or a something may have
happened in the copy-and-paste process. The formatting should be %5.4f
rather than \%5.4f. This is simpler and will also work:

corr TotalEven TotalOdd

scalar SBPF = 2 * r (rho) / (1 + r (rho))
disp "The Spearman-Brown Prophesy Reliability Estimate = " SBPF
△ ▽ • Reply • Share ›

Cedric Mabire > Chuck_Huber • 8 years ago

Thank you! it works
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George Savva • 8 years ago

Most depression scales have binary or ordinal indicators that can't be considered
normal (eg CES-D). Can you use Stata SEM to model these
△ ▽ • Reply • Share ›

Chuck_Huber > George Savva • 8 years ago

The short answer is "No" - Stata currently fits SEM models for continuous
data only.
△ ▽ • Reply • Share ›

George Savva > Chuck_Huber • 8 years ago

Thanks for the prompt reply. This is a huge limitation for any kind of
psychometric work which is a shame since the sem suite seems
fairly powerful. I'm sure you're working on it but this would be
number 1 on my group's wishlist for the next Stata.

Cheers and keep up the good work. Nice to see these blogs.
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Rodrigo Diaz • 8 years ago

can you export model to excel?
△ ▽ • Reply • Share ›

Chuck_Huber > Rodrigo Diaz • 8 years ago • edited

I assume that you want to export the parameter estimates, standard errors
and such to Excel? The answer to that question is definitely "yes".

The easiest way would be to "copy as table" from the output window and
paste the results into Excel. You would need to do some housekeeping in
Excel to make it look nice.

There are also several excellent user-written commands that will help you
export your results to Microsoft Excel. Also check out this FAQ:
http://www.stata.com/suppor...

I'll post a some code in a separate reply that will show you how to export
your SEM results to Excel but it may intimidate more than illuminate.
△ ▽ • Reply • Share ›

Chuck_Huber > Rodrigo Diaz • 8 years ago • edited

// Unfortunately, the blog does not allow indents in comments which makes
this code difficult to read.

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9/1/2020 The Stata Blog » Using Stata’s SEM features to model the Beck Depression Inventory

// OPEN THE DATA FROM THE STATA WEBSITE

use http://stata.com/meeting/sa..., clear

// RUN THE SEM MODEL

sem (Affective -> qu1-qu10) ///
(Physical -> qu11-qu20) ///
(sex -> Affective Physical) ///
, latent(Affective Physical ) ///
cov( e.Physical*e.Affective)

// WRITE THE OUTPUT TO EXCEL

// =================================
tempname TempOutput
tempfile TempFilename
local ColNames : colfullnames e(b)
postfile `TempOutput' str40 VarName double(b se) using `TempFilename',
replace
foreach TempVar of local ColNames {
post `TempOutput' ("`TempVar'") (_b["`TempVar'"]) (_se["`TempVar'"])
}
postclose `TempOutput'
use `TempFilename', clear
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