Jan. 22, An Overview of Structural Equation. Karl Joreskog and LISREL: A personal story

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1 Jan., 8 Karl Joreskog and LISREL: A personal stor Modeling HC Weng //8 95, /5, born in Amal, Swedan Uppsala: Ambition was to stud mathematics and phsics and become a high school teacher Princeton: Uppsala: 97- Judge the magnitude of impact b the size of the waves. His influence, b an standard, is enormous (Cudeck, Du Toit, Sorbom, ) Growth of Structural Equation Figure. Total number of articles and journals b ear Figure. Percentage of articles using different analtical methods Structural equation model U specifies the causal relationships among the latent variables, describes the causal effects, and assigns the eplained and uneplained variance. Softwares LISREL (Jöreskog & Sörbom, 996) EQS (Bentler, 995) CALIS (SAS) RAMONA (Browne & Mels, 998, SYSTAT) AMOS (Aruckle, 999, SPSS) SEPATH (Steiger, 99, CSS STATISTICA) M (Neale, 997) MECOSA (Arminger & Schepers) Modeling

2 Jan., 8 Beginner Tetbook Advanced General Pre-requisites Linear Regression Analsis Probabilit, estimation and hpothesis testing Basics of factor analsis Basics of measurements (reliabilit and validit) Some Statistics Concepts The good understanding of the following concepts is required: Measurement levels (nominal, ordinal, interval and ratio) Correlation and covariance Indicators (reliabilit and validit) Goodness fit indicator (R ) X X X OLS Regression Y Modeling

3 Jan., 8 SES IQ Moderator & Mediator Perform ance Attitude Salar The full latent variable model Measurement model: depicts the links between the latent variables and their observed measures Structural model: depicts the links among the latent variables themselves. Diagram Smbols Latent variables Observed variables Direct effects (Path) Correlations/ Covariances θ From Equations to Matrices 5 6 X X X X X5 X6 ΛX Φ Γ Β Ψ ζ ξ γ ξ γ η η Β ΛY Y Y Y Y θ Components the measurement model MM Λ η Λ ξ SD_ SD SD_ the structural equation modelsem e55a_pd is uncorrelated with η is uncorrelated with ξ ζ is uncorrelated with ξ ζ is uncorrelated with and. η Bη Γ ξ ζ Modeling

4 Jan., 8 Structural Model Equations η γ ξ γ ξ ζ η β η ζ 5 6 Measurement Model Equations λ ξ λ ξ λ ξ λ ξ λ 5 ξ λ 6 ξ 5 6 η λ η λ η λ η λ λ λ λ λ λ γ γ γ 6 8 Matrices_ λ λ λ β β φ φ φ φ Θ φ φ φ 8 Matrices_ ψ ψ ψ ψ Θ ψ ψ ψ Step Approach to Build a Regression Model - Step : Data Cleaning & First OLS Results missing data, added variable plots, dumm variables, collinearit, first OLS estimation Step : Diagnostics normalit, homoscedasticit Step : Diagnostics linearit and outliners (residual plot and studentized residuals) Step : Variable Transformation Step 5: Model Assessment & Validation variable selection & model validation (step-wise and cross-validation) Step 6: Diagnostics Again if problems go back to step Step 7: Final OLS Estimates if necessar, use non-ols methods Modeling

5 Jan., 8 Other Applications Applications in Social Science Testing for construct validit: the multitrait-multimethod Model Testing the validit of a causal structure Multiple Group Analses Testing for causal predominance using a two-wave panel model Path Analsis SDQN X SDQN X SDQN5 X SDQN7 X st Order CFA Model SDQN X5 General SC SDQN6 X6 SDQN8 X7 SDQN X8 Academic SC SDQN X9 SDQN X SDQN Joreskog & Sorbom (988) LISREL 7: A Guide to the Program and Applications nd Edition (p.) X English SC SDQN6 X SDQN7 X SDQN9 X SDQN X5 SDQN X6 Mathematics SC Brne BM (998). Structural Equation Modeling with LISREL, PRELIS, and SIMPLIS. LEA (p. 9) nd Order CFA Model Multiple Sample Analsis Brne BM (998). Structural Equation Modeling with LISREL, PRELIS, and SIMPLIS. LEA (p. 7) Joreskog & Sorbom (988) LISREL 7: A Guide to the Program and Applications nd Edition (p.7) Modeling 5

6 Jan., 8 Testing for causal predominance using a -wave panel model GSC: general self-concept ASC: academic self-concept AA: academic achievement Brne BM (998). Structural Equation Modeling with LISREL, PRELIS, and SIMPLIS. LEA (p. 5) References Major Tetbooks: Kline, R. B. (5). Principles and practice of structural equation modeling. (nd Edition). NY: The Guilford Press. Jöreskog KG, Sörbom D. (). LISREL 8: User s Reference Guide. Chicago: SPSS Inc. Supplementar Books: Bollen, K.A. (989). Structural equations with latent variables. New York: Wile. Brne, BM (998). Structural equation modeling with LISREL, PRELIS, and SIMPLIS: Basic concepts, applications, and programming. NJ: Lawarence Erlbaum Associates. Hole, Rick (995). Structural Equation Modeling: Concepts, Issues and Applications. Sage Publications ( ). KELLOWAY, E.K. (998). USING LISREL FOR STRUCTURAL EQUATION MODELLING: A RESEARCHER'S GUIDE. THOUSAND OAKS, CA: SAGE Schumacker, Randall & Loma, Richard (996). A Beginner's Guide to Structural Equation Modeling. Lawrence Erlbaum. ( ). Thank You ami.969@gmail.com Modeling 6