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Introduction to Path Analysis and Structural Equation Modelling with AMOS Week 4
Daniel Stahl Biostatistics and Computing
Estimation methods: ML Checking assumptions of ML with AMOS (Kurtosis, Skewness, Mardia's statistic, Mahalanobis distance) Bootstrapping Goodness of fit measures - Goodness of fit measures that penalizes for lack of parsimony (overfitting) Model selection using AIC criteria Modification of the model (modification indices suggest which e.g. paths are missing Confirmatory factor analysis

Goodness of fit measures based on predicted and observed covariance matrix but penalizes for lack of parsimony (overfitting)
Goodness of fit measure Root mean square residual (RMR) The smaller the better 0.05 Measure based on difference based on covariance residuals Discrepancy from chi2 distribution per df Effected by range of scales , standardise RMR would be better (not in AMOS) Least affected by sample size, penalizes for lack of parsimony, compare different models, robust

Today
Confirmatory factor analysis Simple SEM Multigroup comparisons/factorial invariance

Root mean square error of approximation (RMSE, RMSEA) Parsimony ratio (PRATIO) Parsimony Index Parsimonious NFI (PNFI) Parsimonious CFI (PCFI)

Df model/df independence >0.9 PRATIO * BBI (pratio=df model/df default model) PRATIO * NNFI PRATIO * CFI Not in AMOS (?), Smaller is better Smaller is better

Confirmatory Factor Analysis Confirmatory factor analysis is used: to confirm a hypothesized factor structure. as a validity procedure in measurement research. CFA confirms a specific relationship between the items and the factors
Certain items are hypothesized to go to given factors.

Exploratory Factor Analysis


E

Confirmatory Factor Analysis


E
I1 Factor I

I1 Factor I

I2

I2

E
E

I3 Factor II

I3 Factor II

I4

Not all items go to all factors.

I4

Simple factor analysis with the cancer-data set:


Example: Pain, depression and body functioning were measured in cancer patients. Can we reduce the three variables into one factor general wellbeing (latent construct) without loosing too much information? Factor analysis with Maximum likelihood estimation
e1
1

Simple factor analysis with standardized data


Correlations

pain
1

e1

pain depress function

W ell-being

depress

depress function 1 .337** -.455** .337** 1 -.421** -.455** -.421** 1 **. Correlation is significant at the 0.01 level (2-tailed).

pain

e2

e2
1

e3
1

Predictor variable

function

e3

pain depress function


1

Dependent variables

0.34 0.45 1 R = 0.34 1 0.42 0.45 0.42 1

Well-being

Simple factor analysis


pain
1 1

Explained variance

e1

pain = 1 * wellbeing + 1 depression = 2 * wellbeing + 2 function = 3 * wellbeing + 3

x1 = 1 * f + 1 x 2 = 2 * f + 2 x 3 = 3 * f + 3

W ell-being

depress

e2

0.34 0.45 1 R = 0.34 1 0.42 0.45 0.42 1

function

e3

with Var (observed variable xi ) = 1 (= Total variance of observed variable xi ) Var ( i ) = i (= unexplained variance of xi , measurement error)

Because the variables are standardis ed (we use the correlatio n matrix) the coefficient i is the correlatio n coefficien t ri between latent tra it f and x i . explained variance : ri2 Explained variance of x i by latent factor f = 2 i Unexplaine d variance of x i = i Var(x i ) = 2 + i = 1 i

What else do we know?


pain
1

1
1

e1

Correlation between pain and depression is:

Var(x i ) = i2 + i Cov(xi , x j ) = i * j
0.34 0.45 1 R = 0.34 1 0.42 0.45 0.42 1

2 1 = 1 + 1

W ell-being

2 depress

1 * 2

1 = 2 + 2 2 1 = 2 + 3 3

e2

function

cov(x i , x j ) = i * j
e3

1 * 2 = 0.34 i * 3 = 0.45 2 * 3 = 0.42

Solving the equations results in:


Factor analysis SPSS:

Output
SEM analysis AMOS:
Explained variance (=1-error variance)
e1 e2 e3
Communalities pain depress function Initial .233 .204 .288 Extraction .365 .312 .568

i = 0.6 2 = 0.56 3 = 0.75 1 = 0.64 2 = 0.68 3 = 0.82

Factor loadings

2 1

= 0.36

2 = 0.31 2 2 = .57 3
Communalities (explained or extracted variance)

.36

.31

.57

Extraction Method: Maximum Likelihood.

pain
Factor Matrixa Factor 1 .604 .558 -.754

depress
.60 .56 -.75

function

Unexplained, residual variance

pain depress function

Correlation of item with factor

Well-being

Extraction Method: Maximum Likelihood. a. 1 factors extracted. 4 iterations required.

Not always that easy

Confirmatory Factor Analysis


1

Solving the equations of a CFA


CFA constraints some of the cross-loadings to 0 Factors can be correlated Variances of factors and values of coefficients cannot be simultaneously estimated for all the measures that load on a factor. Two conventions to handle this problem: to standardize the solution by fixing the variances of the factors at 1 or to allow to estimate the variance of each common factor but to fix the value of one parameter of each default in AMOS factor to some value (usually 1) Either approach leads to same exactly model fit (but standard errors can be different bootstrap)

visperc

err_v

x1 = 11 * f1 + 0 * f 2 + 1 x2 = 12 * f1 + 0 * f 2 + 2 x3 = 13 * f1 + 0 * f 2 + 3 x4 = 0 * f1 + 24 * f 2 + 4 x5 = 0 * f1 + 25 * f 2 + 5 x6 = 0 * f1 + 26 * f 2 + 6 Corr( f1 , f 2 ) =

spatial

cubes

err_c

lozenges

err_l

paragrap

err_p

verbal

sentence

err_s

wordmean

err_w

Exercise: CFA
Use the data set grnt.fem.sav and do a confirmatory factor analysis: Six observed variables: visual perception, cubes, lozenges, paragraph comprehension, sentence completion and word meaning. Model 1: The first three measures are hypothesized to measure spatial ability, the second three measures were believed to measure verbal ability. It was assumed that the latent variables spatial and verbal ability are related to a more general ability factor and should therefore covary. Draw a path diagram for the hypothesized model and estimate the model using AMOS. Are the data in agreement with the model? How good is the model fit?

Exercise - part 2
Model 2: Is the correlation between the two latent trait necessary? (Hint: make a second model and constraint the correlation to 0) Model 3: Another researchers claims that Lozenges is influenced by both latent factors. Can you support this hypothesis? Model 4: Another researchers claims that verbal ability influences spatial ability. How would you model this hypothesis (using the loadings of the items of the first model)? This is now a true SEM. Which models are equivalent structural models?

Model 1
1

Model 1 Model 2
1

Model 3 Model 4

visperc

err_v

Chi2 test Bollen Stein Bootstrap CFI RMR

spatial

cubes

err_c

lozenges

err_l

paragrap

err_p

RMSEA AIC BIC

verbal

sentence

err_s

wordmean

err_w

Exercise 2
See handout Victimization Chi2 test Bollen Stein Bootstrap CFI RMR RMSEA AIC BIC

Next: Multigroup comparison


Testing the equivalence/invariance of the factor loadings for two separate groups: boys and girls: Can boys and girls be fitted with the same factor model
Girls:
1

Boys:
visperc
1

err_v

visperc

err_v

spatial

cubes

err_c

spatial

cubes

err_c

lozenges

err_l

lozenges

err_l

paragrap

err_p

paragrap

err_p

verbal

sentence

err_s

verbal

sentence

err_s

wordmean

err_w

wordmean

err_w

Simultaneous analysis of several groups


We compare the results from the two or more groups to see how similar they are within one analysis. Simultaneously analysis allows to estimate parameters and test hypotheses about several groups at once Allows to test for any differences between groups If there are no differences or it concerns only a few model parameter we will get more accurate parameter estimates than from separate analysis (efficiency gain)

Simultaneous analysis of several groups


Two extremes: Parameter will take different values in different groups (default model) unless we constrain some path structures to be the same between the different models All groups have the identical path diagram structure (paths/variances/correlations) AMOS
AMOS: no or different labels for each path structure = parameter estimate for each path structure in each group Same label for the same path structure constraints them to the same value Setting the same path in different groups to be equal

Multi-group: importing data in AMOS


Two ways in which the data can be imported to AMOS The data are in separate sets for each group The data are in a single data set with the groups identified by the values of a grouping variable contained within.

Manage groups: define two groups

Import data for each group

Label all parameters: e.g.: Wf=females, Wm=males

Output: change between males and females

Are male and females parameters different?

Comparison of regression weight w1 between males and females. If >2 or <-2 than significant different (but be aware of multiple testing!

Add comments to your output using text macros


Click Box Title and move cursor on plot area. Add the following (or more) commands in figure caption:

Useful macros for textbox


\aic Akaike information criterion (AIC) \bic Bayes information criterion (BIC) \cfi Comparative fit index (CFI) \cmin Minimum value of the discrepancy function C in Appendix B \cmindf Minimum value of the discrepancy function divided by degrees of freedom \datafilename The name of the data file.
Use \longdatafilename displays the fully qualified path name of the data file.

\date Todays date in short format. \df Degrees of freedom \filename Name of the current AMW file.
Use \longfilename to display the complete path to the current AMW file.

\format Format name (e.g. standardised results) \gfi Goodness of fit index (GFI) \group Group name \ifi Incremental fit index (IFI) \model Model name \npar Number of distinct parameters \p p value associated with discrepancy function (test of perfect fit) \rmsea Root mean square error of approximation (RMSEA) \rmseahi Upper bound of 90% confidence interval on RMSEA \rmsealo Lower bound of 90% confidence interval on RMSEA

Constraining parameters

Example: Mediation data set

females Standardized estimates chi square = .000 df = 0 p= \p


e1 pain
.23 .17 -.52
-.39

males Standardized estimates chi square = .000 df = 0 p= \p


e1 pain
.16 .27

Measurement or factorial invariance


The validity of cross-country (or cross-cultural) test score comparisons is vital to many practices in applied psychological and medical research. This means that test scores from different countries (or cultures) measure the same construct of interest on the same metric scale. This validity of this assumption can be evaluated by measurement or factorial invariance
Wu et al. (2007) Decoding the Meaning of Factorial Invariance and Updating the Practice of Multi-group Confirmatory Factor Analysis: A Demonstration With TIMSS Data. Practical assessment and research evaluation 12(3), 1-27.

e2
-.24 .27

e2
-.43 .15

depress
function

depress

function

females Standardized estimates chi square = 4.510 df = 6 p= .608


e1 pain
.19 .21 -.46

males Standardized estimates chi square = 4.510 df = 6 p= .608


e1 pain
.19 .21

e2
-.34 .21

depress

-.46

e2
-.34 .21

depress

function

function

Measurement invariance
An observed score is said to be measurement invariant if a persons probability of an observed score does not depend on his/her group membership, conditional on the true score. That is, respondents from different groups, but with the same true score, will have the same observed score. More formally, given a persons true score, knowing a persons group membership does not alter the persons probability of getting a specific observed score.

Factorial invariance using multigroup comparisons


MI necessitates that the same latent variable is measured in different countries/cultures, and is measured on the same metric, so that cross-group factor scores are comparable. That is, factorial invariance requires that the measurement model linking the observed indicators to the unobserved factor(s) be identical across subgroups. In research practice, cross-group factorial invariance is widely tested by multi-group confirmatory factor analysis (MG-CFA).

Four levels of factorial invariance


Four levels of nested hierarchy of factorial invariance have been formulated in the psychometrics literature: Configural invariance: requires that the same factor model specification holds across groups. Weak invariance: cross-group equality in the loadings (same regression coefficients and correlations between factors) strong invariance: cross-group equality in the loadings and intercepts strict invariance: cross-group equality in the loadings, intercepts, and residual variances. Strict invariance is a necessary condition for a fair and equitable comparison of a measurement scale (Meredith 1993). Often research practice is that weak invariance, or strong invariance at best, would constitute sufficient evidence for MI.

Exercise 3: Factorial invariance


See handout

Model 1 Model 2 Chi2 test Bollen Stein Bootstrap CFI RMR RMSEA AIC BIC

Model 3 Model 4
Course: SEM and path analysis Using AMOS to do path analysis and SEM Model specification , identification( ), and estimation Underidentified: number of model parameters < number of observed parameter: Just identified=# of model parameter=number of observed parameter df=0 Overidentified:=# of model parameter > number of observed parameter df>0 model testing is possible Evaluating model fit Interpreting parameter estimates SEM and causality

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