AMOS Analysis of Moment Structures

Rick Zimmerman, Olga Dekhtyar

HIV Prevention Center University of Kentucky

Overview
Overview of Structural Equation Models (SEM) Introduction to AMOS

User Interface
AMOS Graphics Predictors of Condom Use using latent variables

Examples of using AMOS

Structural Equation Models

Structural Equation Modeling (SEM)

An extension of Regression and general Linear Models Also can fit more complex models, like confirmatory factor analysis and longitudinal data.

Structural Equation Modeling

Ability to fit
non-standard models, databases with autocorrelated error structures

time series analysis Latent Curve Models,

databases with non-normally distributed variables databases with incomplete data.

T-test

ANOVA

Family Tree of SEM

Multi-way ANOVA
Repeated Measure Designs

Growth Curve Analysis

Bivariate Correlation

Multiple Regression

Path Analysis

Structural Equation Modeling

Latent Growth Curve Analysis

Factor Analysis

Confirmatory Factor Next Workshop: Analysis November 9 Exploratory Factor Analysis

See you there!

Structural Equation Modeling (SEM)

Exogenous variables=independent
Endogenous variables =dependent

Observed variables =measured

Latent variables=unobserved

Structural Equation Graphs

.10 : R2

Error

Observed Variable
.15 : Loading

Latent Variable

Example: Condom Use Model

Observed variables for Impulsive decision making
IDMA1R IDMC1R IDME1R IDMJ1R

Respondent Sex

SEX1
Impulsive

Impulsive Decision Making

FRBEHB1

ISSUEB1 Condom attitude Condom Use

Legend
Observed Variables .15

Peer norms about condoms Latent

Variables

SXPYRC1

Loadings

Example: Condom Use Model

Dependent Independent
IDMA1R IDMC1R IDME1R IDMJ1R

SEX1
Impulsive

Independent

FRBEHB1

ISSUEB1 Dependent Dependent

Legend
Observed Variables .15

Dependent
Latent Variables

SXPYRC1

Loadings

Example: Condom Use Model

eidm1 IDMA1R eidm2 IDMC1R eidm2 IDME1R eidm4 IDMJ1R

SEX1
Impulsive

efr1

FRBEHB1

ISSUEB1

eiss

Legend
Observed Variables .15 Latent Variables

SXPYRC1
eSXYRC1

Loadings

Example: Condom Use Model

eidm1 IDMA1R eidm2 IDMC1R eidm2 IDME1R eidm4 IDMJ1R

SEX1
Impulsive

efr1

FRBEHB1

ISSUEB1

eiss

Legend
Observed Variables .15 Latent Variables

SXPYRC1
eSXYRC1

Loadings

Example: Condom Use Model

eidm1 .28 IDMA1R eidm2 .24 IDMC1R eidm2 .48 IDME1R eidm4 .45 IDMJ1R

.53

.49

.69

.67 -.19

-.06 -.10

SEX1 .13 .05 ISSUEB1

eiss

Impulsive

-.15
efr1

.03
FRBEHB1 .38 .11

Legend
Observed Variables .15 Latent Variables

SXPYRC1 .15
eSXYRC1

Loadings

SEM Assumptions
A Reasonable Sample Size
a good rule of thumb is 15 cases per predictor in a standard ordinary least squares multiple regression analysis.
[ Applied Multivariate Statistics for the Social Sciences, by James Stevens]

researchers may go as low as five cases per parameter estimate in SEM analyses, but only if the data are perfectly well-behaved [Bentler and Chou (1987)] Usually 5 cases per parameter is equivalent to 15 measured variables.

SEM Assumptions (contd)

Continuously and Normally Distributed Endogenous Variables NOTE: At this time AMOS CANNOT handle not continuously distributed outcome variables

SEM Assumptions (contd)

Model Identification P is # of measured variables [P*(P+1)]/2
Df=[P*(P+1)]/2-(# of estimated parameters) If DF>0 model is over identified If DF=0 model is just identified If DF<0 model is under identified

Missing data in SEM

Types of missing data MCAR

Missing Completely at Random Missing at Random Missing Not at Random

MAR

MNAR

Handling Missing data in SEM

Listwise Pairwise Mean substitution Regression methods Expectation Maximization (EM) approach Full Information Maximum Likelihood (FIML)** Multiple imputation(MI)**

The two best methods: FIML and MI

SEM Software
Several different packages exist

EQS, LISREL, MPLUS, AMOS, SAS, ...

Provide simultaneously overall tests of

model fit individual parameter estimate tests

Regression coefficients Means Variances

May compare simultaneously

even across multiple between-subjects groups

Introduction to

AMOS

AMOS Advantages
Easy to use for visual SEM ( Structural Equation Modeling). Easy to modify, view the model Publication quality graphics

AMOS Components
AMOS Graphics

draw SEM graphs runs SEM models using graphs

AMOS Basic

runs SEM models using syntax

Starting AMOS Graphics

Start Programs Amos 5 Amos Graphics

Reading Data into AMOS

File Data Files The following dialog appears:

Reading Data into AMOS

Click on File Name to specify the

name of the data file

Currently AMOS reads the following data file formats:

Access
dBase 3 5 Microsft Excel 3, 4, 5, and 97

FoxPro 2.0, 2.5 and 2.6

Lotus wk1, wk3, and wk4

SPSS *.sav files, versions 7.0.2 through 13.0 (both raw data and matrix formats)

Reading Data into AMOS

Example USED for this workshop:

Condom use and what predictors affect it

DATASET: AMOS_data_valid_condom.sav

Drawing in AMOS

In Amos Graphics, a model can be specified by drawing a diagram on the 1. To draw an observed variable, click screen

"Diagram" on the top menu, and click "Draw Observed." Move the cursor to the place where you want to place an observed variable and click your mouse. Drag the box in order to adjust the size of the box. You can also use in the tool box to draw observed variables.

2. Unobserved variables can be drawn similarly. Click "Diagram" and "Draw Unobserved." Unobserved variables are shown as circles. You may also use in the toolbox to draw unobserved variables.

Drawing in AMOS
To draw a path, Click Diagram on the top menu and click Draw Path. Instead of using the top menu, you may use the Tool Box buttons to draw arrows ( and ).

Drawing in AMOS
To draw Error Term to the observed and unobserved variables. Use Unique Variable button in the Tool Box. Click and then click a box or a circle to which you want to add errors or a unique variables.(When you use "Unique
Variable" button, the path coefficient will be automatically constrained to 1.)

Drawing in AMOS
Let us draw:

Naming the variables in AMOS

double click on the objects in the path diagram. The Object Properties dialog box appears.

OR
Click on the Text tab and enter the name of the variable in the Variable name field:

Naming the variables in AMOS

Example: Name the variables
IDM SEX1

FRBEHB1
1

ISSUEB1
1

efr1

eiss

SXPYRC1
1

eSXPYRC1

Constraining a parameter in AMOS

The scale of the latent variable or variance of the latent variable has to be fixed to 1. Double click on the arrow between EXPYA2 and SXPYRA2. The Object Properties dialog appears. Click on the Parameters tab and enter the value 1 in the Regression weight field:

Improving the appearance of the path diagram

You can change the appearance of your path diagram by moving objects around To move an object, click on the Move icon on the toolbar. You will notice that the picture of a little moving truck appears below your mouse pointer when you move into the drawing area. This lets you know the Move function is active. Then click and hold down your left mouse button on the object you wish to move. With the mouse button still depressed, move the object to where you want it, and let go of your mouse button. Amos Graphics will automatically redraw all connecting arrows.

Improving the appearance of the path diagram

To change the size and shape of an object, first press the Change the shape of objects icon on the toolbar. You will notice that the word shape appears under the mouse pointer to let you know the Shape function is active. Click and hold down your left mouse button on the object you wish to re-shape. Change the shape of the object to your liking and release the mouse button. Change the shape of objects also works on twoheaded arrows. Follow the same procedure to change the direction or arc of any double-headed arrow.

Improving the appearance of the path diagram

If you make a mistake, there are always three icons on the toolbar to quickly bail you out: the Erase and Undo functions. To erase an object, simply click on the Erase icon and then click on the object you wish to erase. To undo your last drawing activity, click on the Undo icon and your last activity disappears. Each time you click Undo, your previous activity will be removed.

If you change your mind, click on Redo to

restore a change.

Performing the analysis in AMOS

View/Set Analysis Properties and click on the Output tab.

There is also an Analysis Properties icon you can click on the toolbar. Either way, the Output tab gives you the following options:

Performing the analysis in AMOS

For our example, check the Minimization history, Standardized estimates, and Squared multiple correlations boxes. (We are doing this because these are so commonly used in analysis).
To run AMOS, click on the Calculate estimates icon on the toolbar. AMOS will want to save this problem to a file. if you have given it no filename, the Save As dialog box will appear. Give the problem a file name; let us say, tutorial1:

Results
When AMOS has completed the calculations, you have two options for viewing the output:

text output, graphics output.

For text output, click the View Text ( or F10) icon on the toolbar.
Here is a portion of the text output for this problem:

Results for Condom Use Model(see handout)

The model is recursive. Sample size = 893 Chi-square=12.88 Degrees of Freedom =3 Maximum Likelihood Estimates
FRBEHB1 ISSUEB1 FRBEHB1 ISSUEB1 SXPYRC1 SXPYRC1 <--<--<--<--<--<--SEX1 SEX1 IDM IDM ISSUEB1 FRBEHB1 Estimate -.28 .30 -.38 -.57 .16 .49 S.E. .09 .08 .11 .10 .05 .04 C.R. -2.98 3.79 -3.29 -5.94 3.42 12.21 P .00 *** *** *** *** ***

Standardized Regression Weights: (Group number 1 - Default model)

FRBEHB1 ISSUEB1 FRBEHB1 ISSUEB1 SXPYRC1 SXPYRC1 <--<--<--<--<--<--SEX1 SEX1 IDM IDM ISSUEB1 FRBEHB1 Estimate -.10 .12 -.11 -.19 .11 .38

Results for Condom Use Model

Covariances: (Group number 1 - Default model)
Estimate S.E. C.R. P Label

SEX1

<-->

IDM

-.02

.01

-2.48

.01

Correlations: (Group number 1 - Default model)

Estimate SEX1 <--> IDM -.08

Viewing the graphics output in AMOS

To view the graphics output, click the View output icon next to the drawing area.

Chose to view either unstandardized or (if you selected this option) standardized estimates by click one or the other in the Parameter Formats panel next to your drawing area:

Viewing the graphics output in AMOS

Unstandardized
-.02 .17 .25

Standardized
-.08

IDM
-.57 -.38 -.28

SEX1

IDM
-.19 -.10

SEX1

.30

-.11 .02

.12 .06

FRBEHB1
1.94 1

ISSUEB1
1 .49 .16 1.36

FRBEHB1

ISSUEB1

efr1

eiss

efr1

.38

.11

eiss

0.15 is the squared multiple

SXPYRC1
1 2.80

.15

correlation between Condom use and

SXPYRC1

eSXPYRC1

ALL OTHER variables

eSXPYRC1

How to read the Output in AMOS

See the handout_1

Modification of the Model

Search for the better model
Suggestions from: 1) theory 2) modification indices using AMOS

Modifying the Model using AMOS

View/Set Analysis Properties and click on the Output tab. Then check the Modification indices option

Modifying the Model using AMOS

Modification Indices (Group number 1 - Default model)

Covariances: (Group number 1 - Default model)

M.I. Par Change

Parameter increase

eiss

<-->

efr1

9.909

.171

Chi-square decrease

Modifying the Model using AMOS

2.38, .17 -.02 1.45, .25

IDM
-.38 5.58 0, 1.94 -.57 -.28

SEX1
.30 3.74 ISSUEB1 .16 .17 3.08 SXPYRC1

FRBEHB1 .49

1 efr1

0, 1.36 eiss

0, 2.80
eSXPYRC1

SEE Handout # 2 for the whole output

Examples using AMOS

Condom Use Model with missing values Confirmatory Factor Analysis for Impulsive Decision Making construct Multiple group analysis How to deal with non-normal data

Missing data in AMOS

Full Information Maximum Likelihood estimation
View/Set -> Analysis Properties and click on the Estimation tab. Click on the button Estimate Means and Intercepts. This uses FIML estimation

Recalculate the previous example with data AMOS_data.sav with some missing values

Missing data in AMOS

The standardized graphical output.
-.10

IDM
-.18 -.10 .02 -.09

SEX1

.12 .05

FRBEHB1

ISSUEB1

efr1

.37

.08

eiss

.14

SXPYRC1

eSXPYRC1

Missing data in AMOS

Example: see the handout #3

Confirmatory Factor Analysis with Impulsive Decision Making scale

Need to fix either the variance of the IDM1 factor or one of the loadings to 1.
0, e1 0, e2 0, e3 0, e4

1
IDME1R

1
IDMJ1R

IDMA1R IDMC1R 1

idm1

0,

Confirmatory Factor Analysis with Impulsive Decision Making scale

e1
.30

e2
.26

e3
.47

e4
.47

Multiple Correlation

IDMA1R
.55

IDMC1R
.51

IDME1R
.69 .69

IDMJ1R

idm1

Factor Loadings

Chi-square = 11.621 Degrees of freedom = 2, p=0.003 CFI=0.994, RMSEA=0.042

Confirmatory Factor Analysis with Impulsive Decision Making scale

What if want to compare two NESTED models for Impulsive Decision Making Model?
1) error variances equal for all 4 measured variables 2) error variances are different

Confirmatory Factor Analysis with Impulsive Decision Making scale: the error variances are the same
Need to give names to the error variances, by double clicking on the error variance. The Object properties will appear, click on the Parameter and type the name for the error variance( e1, e2...) in the Variance box.

Confirmatory Factor Analysis with Impulsive Decision Making scale

0, e1
e1 1

0, e2
e2 1

0, e3
e3 1 IDME1R 0,

0, e4
e4 1 IDMJ1R

IDMA1R IDMC1R 1

idm1

Confirmatory Factor Analysis with Impulsive Decision Making scale: error variances are the same
Click MODEL FIT , then Manage Models In the Manage Models window, click on New. In the Parameter Constraints segment of the window type e1=e2=e3=e4

Now there are two nested models

Confirmatory Factor Analysis with Impulsive Decision Making scale

error variances are the same
0, .48 0, .48 0, .48 0, .48

error variances are different

0, .45 0, .58 0, .47 0, .43

e1
1 2.18

e2
1 2.44

e3
1 2.24

e4
1 2.28

e1
1 2.18

e2
1 2.44

e3
1 2.24

e4
1 2.28

IDMA1R

IDMC1R
1.15

IDME1R
1.50 0, .19

IDMJ1R

IDMA1R

IDMC1R
1.03

IDME1R
1.48 0, .19

IDMJ1R

1.00

1.36

1.00

1.40

idm1

idm1

Chi-square = 56.826, df=5, p=0.000

Chi-square = 11.621, df=3, p=0.003

Confirmatory Factor Analysis with Impulsive Decision Making scale: error variances are the same
Model2( errors the same) Chi-square = 56.826, df=5, p=0.000

Compare Nested Models using Chi-square difference test:

Model1 ( errors are different) Chi-square = 11.621, df=3, p=0.003

Chi-squaredifference=56.826-11.621=45.205 df=5-3=2

Chi-squarecritical value=5.99 Significant

Model 2 with Equal error variances fits WORSE than Model 1

Confirmatory Factor Analysis with Impulsive Decision Making scale: error variances are the same
Nested Model Comparisons
Assuming model Error are free to be correct:
NFI Delta-1
.026

Model Errors are the same

DF

CMIN

IFI RFI TLI Delta-2 rho-1 rho2

.026 .032 .032

3 45.205 .000

Multiple group analysis

WHY: test the equality/invariance of the factor loadings for two separate groups HOW : 1) test the model to both groups separately to check the entire model 2) the same model by multiple group analysis Example: Do Males and Females can be fitted to the same Condom USE model? Need to have 2 separate data files for each group. data_boys and data_girls.

Multiple group analysis

Select Manage Groups... from the Model Fit menu. Name the first group Girls. Next, click on the New button to add a second group to the analysis. Name this group Boys. AMOS 4.0 will allow you to consider up to 16 groups per analysis. Each newly created group is represented by its own path diagram

Multiple group analysis

Select File->Data Files... to
launch the Data Files dialog box.

For each group, specify the relevant data file name. For this example, choose the data_girls SPSS database for the girls' group;

choose the data_boys SPSS database for the boys' group.

Multiple group analysis

The following models fit to both groups (see handout) : Click Model Fit and Multiple Groups. Unconstrained all parameters different inineach This gives a name to everyare parameter the group model in each group. Measurement weights regression loadings are the same in both
groups Measurement intercepts the same intercepts for both groups

Structural weights the same regression loadings between the latent var.
Structural intercepts the same intercepts for the latent variables Structural covariates the same variances/covariance for the latent var. Structural residuals the same disturbances Measurement residuals the same errors-THE MOST RESTRICTIVE
MODEL

Example: Multiple group analysis for Condom use Model

0, .48 0, .65 0, .47 0, .47

eidm1 eidm2 eidm3 eidm4

1 2.33 1 2.60 1 2.39 1 2.43

0, .47 1 2.21

0, .62 1 2.41

0, .44 1 2.36

0, .39 1 2.40

eidm1 eidm2 eidm3 eidm4 IDMA1R IDMC1R IDME1R IDMJ1R

1.56 1.45 1.00 1.14 0, .16

IDMA1R IDMC1R IDME1R IDMJ1R

1.58 1.41 1.00 1.04 0, .18

Impulsive
-.62
4.35

Impulsive
-.64
-.28 2.72 4.12 -.38 3.06

FRBEHB1
0, 2.12 1

ISSUEB1
1 .40 .11 0, 1.50

FRBEHB1
0, 1.81 1

ISSUEB1
1 .62 0, 1.13

efr1

eiss

efr1

.26

eiss

3.63

2.16

SXPYRC1
1 0, 2.95

SXPYRC1
1 0, 2.56

eSXPYRC1

eSXPYRC1

Boys

UNCONSTRAINED MODEL

Girls

Example: Multiple group analysis for Condom use Model

0, .47
0, .48 0, .64 0, .48 0, .46

0, .63 1 2.41

0, .43 1 2.36

0, .40 1 2.40

eidm1
1 2.21

eidm2

eidm3

eidm4

eidm1
1 2.33

eidm2
1 2.60

eidm3
1 2.39

eidm4
1 2.43

IDMA1R IDMC1R IDME1R IDMJ1R

1.57 1.08 1.42

IDMA1R

IDMC1R

IDME1R
1.57 1.08

IDMJ1R

1.42

1.00

1.00

Impulsive
0, .18

Impulsive
0, .16

-.45

-.50

-.45

-.50

4.35

2.72

4.12

3.06

FRBEHB1
1

ISSUEB1

FRBEHB1
1 .40 .11 3.62 0, 1.51

ISSUEB1
1 0, 1.12

efr1

0, 2.14

eiss

efr1

0, 1.81

.62

.26

eiss

SXPYRC1
1 0, 2.95

2.16

SXPYRC1
1

eSXPYRC1

Boys

Measurement weights

Girls

0, 2.56

eSXPYRC1

Example: Multiple group analysis for Condom use Model

see handout
Since Measurement Weights model is nested within Unconstrained . Chi-square difference test computed to test the null hypothesis that the regression weights for boys and girls are the same. However, the variances and covariance are different across groups.

Example: Multiple group analysis for Condom use Model

Chi-squarediff =68.901-65.119=2.282 df=29-26=3 NOT SIGNIFICANT

FIT of the Measurement Weights model is not significantly worse than Unconstrained

Handling non-normal data:

Verify that your variables are not distributed joint multivariate normal Assess overall model fit using the BollenStine corrected p-value Use the bootstrap to generate parameter estimates, standard errors of parameter estimates, and significance tests for individual parameters

Handling non-normal data: checking for normality

To verify that the data is not normal. Check the Univariate SKEWNESS and KURTOSIS for each variable . View/Set -> Analysis Properties and click on the Output tab. Click on the button Tests for normality and outliers

Handling non-normal data: checking for normality

Assessment of normality Variable IDM min 1.182 max 3.727 skew .381 c.r. 4.649 kurtosis .496 c.r. 3.025

SEX1
FRBEHB1 ISSUEB1 SXPYRC1

1.000
1.000 1.000 2.000

2.000
6.000 4.000 7.000

.182
-.430 -.431 -.937

2.222
-5.245 -5.259 -11.436

-1.967
-.778 -1.387 -.715

-11.997
-4.748 -8.462 -4.360 -6.149

Multivariate

-3.443

Critical ratio of +/- 2 for skewness and kurtosis statistical significance of NON-NORMALLITY Multivariate kurtosis >10 Severe Non-normality

Handling non-continuous data: Bootstrapping

Use Bootstrapping
Bootstrapping generates an estimate of the sampling distribution from the available data and computes the p-values and construct confidence intervals. Bootstrapping in AMOS generates random covariance matrices from the sample covariance matrix assuming multivariate normality

Handling non-continuous data: Bootstrapping

Bootstrapping is useful for estimating standard errors for statistics with complex distributions, for which there is no practical approximate However, Some limitations include:
The population in nonparametric bootstrapping is merely the researchers sample If the researchers sample is small, unrepresentative, or the observations are not independent, resembling from it can

magnify the effects of these features (see Rodgers, 1999)

Bootstrap analyses are probably biased in small samples (just as

they are in other methods)that is, bootstrapping is not a cure

Handling non-normal data:Bollen-Stine bootstrapping p-value View/Set -> Analysis Properties

and click on the Bootstrap tab.

Check Perform bootstrap and Bollen-

Stine bootstrap

BOLLEN_STINE BOOTSTRAP performed only for dataset without any missing values
(see handout #6: amos_data_valid_condom.sav)

Handling non-normal data:Bollen-Stine bootstrapping p-value

The model fits better than expected in 496 samples out of 500 samples (500-496)/500=0.010 So, p-value=0.01 < 0.05 - Model does not fit to the data very well

Handling non-normal data:Bollen-Stine bootstrapping p-value

Overall Model Fit:

Chi-square=12.88; Degrees of freedom = 3

The expected(mean) value of Chi-square is 2.929. The mean value of Chisquare (2.929) serves as the critical chi-square value against which the obtained chi-square of 12.88 is compared
In our example, results from the Bollen-Stine are the same as results for the overall model.

Handling non-normal data: Bootstrapping Standard Errors

Bootstrapping can be used to evaluate the estimates, by computing the Standard Errors of the estimates UnSELECT Bollen-Stine Bootstrap and Select Percentile Confidence Intervals and

Bias-corrected confidence intervals

Handling non-normal data: Bootstrapping Standard Errors

Estimates using ML

Relationship between

Condom use and Peer Norms about Condom

Bootstrap estimates

is 0.487, with S.E.=0.04, Almost the same estimate produced by Bootstrap, 0.488 with S.e=0.042

Handling non-normal data: Bootstrapping Standard Errors

90% Percentile Method 90% Bias Corrected Percentile method

Hope to see similar results for the estimates NOTE: BOOTSTRAP option works ONLY with COMPLETE data

Handling non-normal data: Bootstrapping Standard Errors

NOTE: BOOTSTRAP option works ONLY with COMPLETE data if missing is less than 5% , it is defensible to use LISTWISE deletion Sample size should be reasonably large with 200 for SEMs that contain latent variables ( by Nevitt and Hancock, 1998)

Thank You!
See you in a week!

Upper critical values of chi-square distribution

Degree of freedom 1 2 3 4 5 6 7 8 9 10 11 Chi-square critical value 3.841 5.991 7.815 9.488 11.070 12.592 14.067 15.507 16.919 18.307 19.675