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Objectives
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What is this talk about? Basic concepts in structural equation modeling (SEM) How SEM may be applied to address different research questions Graphical models without mathematics and statistics What is this talk not about? The technical details of SEM How to use SEM packages
Copyright (c) 2009 by Mike Cheung 2
Notation (1)
x
V F
Observed variable Unobserved or latent variable Direct path from a factor onto an observed variable Direct path from one factor onto another factor
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x x
F2
F1
Notation (2)
V E
x
Measurement error for observed variable Residual error or disturbance for latent factor Covariance between variables
F2
F1
Multiple regression Path analysis Confirmatory factor analysis (CFA) Structural equation model Multiple-group SEM Latent growth model
Copyright (c) 2009 by Mike Cheung 5
Multiple regression
x
Multiple regression is used to study the effect of a set of independent variables (IVs) on a dependent variable (DV).
A hypothetical example
Self-efficacy
-0.35**
Error
-0.4**
R2=.63, p=.002
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Fitting all IVs simultaneously R2 represents the overall model fitness Software: SPSS or SEM software Limitations:
Path analysis
x
x x x
We are interested in the psychological process among the variables There may be more than 1 DV There may be mediators Path analysis is appropriate in these situations
Quality of life
Severity of illness has both direct and indirect effects on Quality of life. We explain the process through the mediators.
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Direct, indirect and total SPSS or SEM packages For observed variables only No latent variables
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Software:
Limitations:
Age (W) Place of birth (W) Educational level (W) Full-time work (W) More than one time of marriage (W) Interest in sex (W) Consulted medical help before (W) No. of children Abortion history Years of marriage Family income Age (H) Place of birth (H) Educational level (H) Full-time work (H) More than one time of marriage (H) Interest in sex (H) Consulted medical help before (W)
Researchers are usually interested in the abstract constructs, not the observed items. For example, are you interested in the composite scores or the latent scores of these variables?
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Quality of life
Self-efficacy
v1
v2
v3
v4
E1
E2
E3
E4
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We can study the reliability and construct validity of the instrument with CFA Limitation:
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SEM is a general modeling framework to examine the relationship among a set of latent and observed variables. Many multivariate statistics are special cases of it:
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SEM:
An application of SEM
x
Lau, Cheung and Ransdell (2008) were interested in studying the relationship between Body Perception (Body fat, Appearance and Strength) and Self-esteem. They proposed Global Physical Selfconcept as a mediator between Body Perception and Self-esteem.
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Age
Strength
x x x
Control variables: Age, and actual and ideal body ratings Indirect effects via Global physical self-concept Direct effects from Body fat, Appearance and Strength
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The first step is to establish the measurement properties of the instrument. Why is this step important?
If the instrument is not measuring something meaningful, the consequent analyses may be meaningless or even misleading. The instrument may be well validated in other cultural groups but not in your sample (cultural specific).
Copyright (c) 2009 by Mike Cheung 24
Body fat
Appearance
Strength
Self-esteem
v1
v5
v6
v10
v11
v15
v16
v20
v21
v27
e1
e5
e6
e10
e11
e15
e16
e20
e21
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e27
Identification issues:
Latent variables do not have their own scales because they are unobserved. We have to fix their scales either by setting their variances at 1.0 or by setting the path loadings of one indicator at 1.0. Fixed parameters; Free parameters; and Constrained parameters
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A two-factor model
*
Quality of life
1.0
Self -efficacy
1.0 v1 1.0 E1 *
* v2 1.0 E2 * *
* v3 1.0 E3
* v4 1.0 E4 *
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How do we know that the proposed model fits the data well?
Chi-square statistic: if the proposed model is correct, the test statistic has a chi-square distribution Important notes:
We hope to observe a non-significant chi-square in SEM because we do not want to reject our proposed model; We seldom rely on the chi-square statistic in determining whether to reject the model or not.
Copyright (c) 2009 by Mike Cheung 28
Non-normed fit index (NNFI) Comparative fit index (CFI) They compare the improvement of the model to a baseline model The larger they are, the better the models are Usually at least 0.90 (but see Lance, Butts, & Michels, 2006).
Copyright (c) 2009 by Mike Cheung 29
When the model fits well, the residuals should be small Standardized root mean square residual (SRMR)
Perfect fit: 0 to poorest fit: 1 A well-fitted model: < .05 Close fit: < 0.05 Reasonable fit: 0.05-0.08 Inadequate fit: > 0.1
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We usually report the chi-square test statistic, some incremental fit indices and some residual based indices. For example,
The goodness-of-fit indices of our CFA: 2(884) =1,568, p<.001; CFI=0.91 and RMSEA=0.073. The fit is marginal.
NNFI or CFI > .95 and SRMR < .09 OR RMSEA < .05 and SRMR < .06 Copyright (c) 2009 by Mike Cheung
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After showing that the measurement model fits reasonably well, we may fit a full SEM.
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.09 Age
.60**
The direct effects are still significant for Appearance and Strength, but not for Body fat. The control variables are not significant.
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Multiple-group SEM
x
We may want to compare whether the model is the same in different groups. If the model is the same, it means that the psychological process is the same. Multiple-group SEM extends SEM to several groups.
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Lau, Cheung and Ransdell (2007) examined whether a model on sport participation was the same for children from Shanghai, China (N=188) and Michigan, U.S.A. (N=177). The central research question was whether the process of sport participation was the same for children in collective and individualistic societies
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Ego Orientation
0.09 Gender
0.17
Constrained parameters: Fix them equal for children in China and U.S.A. Test the significance of this constraint: If it is significant, they are different If it is non-significant, they are the same Values without and with brackets represent the path loadings for the Chinese and the American samples, respectively.
Copyright (c) 2009 by Mike Cheung
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(Weak) statistical power Weak support on testing causal inferences No practice effect (Strong) statistical power Strong support on testing casual inferences Potential problems on practice effect
Copyright (c) 2009 by Mike Cheung
Longitudinal studies:
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Repeated measures ANOVA: Patterns of change are the same for all individuals Difficult to handle missing data Only time-invariant covariates Compound symmetry is assumed in the univariate approach No latent variable Latent growth modeling: Patterns of change can be different for individuals Easy to handle missing data Time-invariant and time-varying covariates Flexible covariance structure Latent or observed variables Copyright (c) 2009 by Mike Cheung 38
Cheng and Cheung (2005) studied the change of the psychological responses to the outbreak of severe acute respiratory syndrome (SARS). They were interested in how Trait anxiety and Coping flexibility (stable personalities) might affect the patterns of State anxiety (dynamic) over time.
Copyright (c) 2009 by Mike Cheung 39
16
17
18
19
20
70 60 50 40 30 20
11
70 60 50 40 30 20
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13
14
15
State Anxiety
10
70 60 50 40 30 20
1
70 60 50 40 30 20 0.0 1.0 2.0 3.0
0.0
1.0
2.0
3.0
0.0
1.0
2.0
3.0
40
0.5
1.0
1.5
2.0
2.5
3.0
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A growth model
Trait anxiety Coping flexibility
Intercept (I)
Slope (S)
1 1
0 1
Y1
Y2
Y3
Y4
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-1SD State Anxiety Mean State Anxiety +1SD State Anxiety 35 30 0.0
0.5
1.0
1.5
2.0
2.5
3.0
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Conclusion
x x
SEM is a general and flexible technique for behavioral scientists. Some extensions that we have not addressed here: Handling missing data with maximum likelihood Multilevel SEM Categorical data Important notes: SEM is very useful in testing whether your proposed model fits the data; It does not tell you whether your model makes sense theoretically; Garbage in, garbage out.
Copyright (c) 2009 by Mike Cheung 45
LISREL: http://www.ssicentral.com/ First SEM package in the market EQS: http://www.mvsoft.com/ Moderate user friendly Amos: http://www.spss.com/amos/ Very user friendly Mplus: http://www.statmodel.com/ Most powerful Mx: http://www.vcu.edu/mx/ Freely available
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General:
Kline, R.B. (2005). Principles and practice of structural equation modeling (2nd ed.). New York: Guilford Press. Maruyama, G.M. (1998). Basics of structural equation modeling.Thousand Oaks, Calf.: Sage Publications. Byrne, B.M. (2001).Structural equation modeling with AMOS: Basic concepts, applications and programming.Mahwah, N.J.: Lawrence Erlbaum Associates. Byrne, B.M. (1998). Structural equation modeling with LISREL, PRELIS, and SIMPLIS: Basic concepts, applications and programming.Mahwah, N. J.: L. Erlbaum Associates. Byrne, B.M. (2006).Structural equation modeling with EQS and EQS: Basic concepts, applications and programming (2nd ed.).Mahwah, N.J.: Lawrence Erlbaum Associates.
Copyright (c) 2009 by Mike Cheung 47
AMOS:
LISREL:
EQS:
References
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x x
Cheng, C., & Cheung, M.W.L. (2005). Psychological responses to outbreak of severe acute respiratory syndrome: A prospective, multiple-time-point study. Journal of Personality, 73, 261-285. Cheung, M.W.L., Wong, P.W.C., Liu, K.Y., Yip, P.S.F., Fan, S.Y.S., & Lam, T.H. (2008). A study of sexual satisfaction and frequency of sex among Hong Kong Chinese couples. Journal of Sex Research, 45, 129-139. Hershberger, S.L. (2003). The growth of structural equation modeling: 19942001. Structural Equation Modeling, 10, 35-46. Hu, L., & Bentler, P.M. (1999). Cutoff criteria for fit indices in covariance structure analysis: Conventional criteria versus new alternatives. Structural Equation Modeling, 6, 1-55. Lance, C. E., Butts, M. M., & Michels, L. C. (2006). The sources of four commonly reported cutoff criteria: What did they really say? Organizational Research Methods, 9, 202-220.
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x x
Lau, P.W.C., Cheung, M.W.L., & Ransdell, L. (2008). A structural equation model of the relationship between body perception and self-esteem: Global physical self-concept as the mediator. Psychology of Sport and Exercise, 9, 493-509. Lau, P.W.C., Cheung, M.W.L., & Ransdell, L. (2007). Sport identity and sport participation: A cultural comparison between collective and individualistic societies. International Journal of Science and Exercise Psychology, 5, 66-81. Raudenbush, S.W. (2001). Comparing personal trajectories and drawing causal inferences from longitudinal data. Annual Review of Psychology, 52, 501-525. Stuifbergen, A., Seraphine, A., & Roberts, G. (2000). An explanatory model of health promotion for persons with chronic disabling conditions. Nursing Research, 49, 122129. Tremblay, P.F., & Gardner, R.C. (1996). On the growth of structural equation modeling in psychological journals. Structural Equation Modeling, 3, 93-104.
Thank you!
Copyright (c) 2009 by Mike Cheung 49