ADVANCED C. MEASUREMENT INVARIANCE SEM REX B KLINE CONCORDIA

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1 ADVANCED SEM C. MEASUREMENT INVARIANCE REX B KLINE CONCORDIA C

2 C2

3 multiple model 2 data sets simultaneous C3

4 multiple 2 populations 2 occasions 2 methods C4

5 multiple unstandardized constrain to equal fit to data C5

6 multiple fit, yes conclude, equal no? release C6

7 multiple χ 2 D n n C7

8 Levels Dimensional Configural Weak (Metric) Strong (Scalar) Strict (Error) C8

9 Dimensional E E2 E3 E4 E5 E6 E E2 E3 E4 E5 E6 X X2 X3 X4 X5 X6 X X2 X3 X4 X5 X6 A B A B C9

10 Configural Same no. factors, match No other constraints Different scoring systems C0

11 Weak Assumes configural Equal pattern coefficients Same scoring system C

12 Strong Assumes weak Equal intercepts, thresholds Same response level C2

13 Strict Assumes strong Same error variance Identical measurement C3

14 DeShon, R. P. (2004). Measures are not invariant across groups without error variance homogeneity. Psychology Science, 46, Wu, A. D., Li, Z., & Zumbo, B. D. (2007). Decoding the meaning of factorial Invariance and updating the practice of multi-group confirmatory factor analysis: A demonstration with TIMSS data. Practical Assessment Research & Evaluation, 2(3). Retrieved from C4

15 Partial invariance () Configural retained Weak: Some, not all DIF () C5

16 DX A X C6

17 Partial invariance () Different relative meaning Extreme response sets C7

18 Ryder, A. G., Yang J., Zhu, X., Yao, S., Yi, J., Heine, S. J., & Bagby, R. M. (2009). The cultural shaping of depression: Somatic symptoms in China, psychological symptoms in North America? Journal of Abnormal Psychology, 7, C8

19 Cheung, G. W., & Rensvold, R. B. (2000). Assessing extreme and acquiescence response sets in cross-cultural research using structural equations modeling. Journal of Cross-Cultural Psychology, 3, C9

20 Partial invariance (2) Configural retained Strong: Some, not all DIF (2) C20

21 DX A X C2

22 Partial invariance (2) Differential additive response Cultural, gender, procedural C22

23 Gregorich, S. E. (2006). Do self-report instruments allow meaningful comparisons across diverse population groups? Testing measurement invariance using the confirmatory factor analysis framework. Medical Care, 44 (Suppl. 3), S78 S94. C23

24 χ 2 D Low power, n < 400 Very large n... CFI, Δ.0 rule C24

25 Chen, F. F. (2007). Sensitivity of goodness of fit indexes to lack of measurement invariance. Structural Equation Modeling, 4, C25

26 Sequence () Configural Weak Strong Strict Free baseline approach Model trimming C26

27 Sequence (2) Strict...? Constrained baseline approach Model building C27

28 Millsap, R. E., & Olivera-Aguilar, M. (202). Investigating measurement invariance using confirmatory factor analysis. In R. H. Hoyle (Ed.), Handbook of structural equation modeling (pp ). New York: Guilford. C28

29 Example Hispanic with teenagers English, n = 93 Spanish, n2 = 257 C29

30 English Item fc fc4 fc5 fc6 fc9 M SD fc fc fc fc fc Spanish M SD Note. English-speaking (above diagonal; n = 93), Spanish-speaking (below diagonal; n 2 = 257). C30

31 E E4 E5 E6 E9 fc fc4 fc5 fc6 fc9 Conflict C3

32 Little, T. D., Slegers, D. W., & Card, N. A. (2006). A non-arbitrary method of identifying and scaling latent variables in SEM and MACS models. Structural Equation Modeling, 3, C32

33 Reference group E E4 E5 E6 E9 fc fc4 fc5 fc6 fc9 0 Conflict C33

34 Marker variable E E4 E5 E6 E9 fc fc4 fc5 fc6 fc9 0 Conflict C34

35 Effects coding () E E4 E5 E6 E9 fc fc4 fc5 fc6 fc9 λ λ2 λ3 λ4 λ5 Conflict C35

36 C36

37 Effects coding (2) E E4 E5 E6 E9 fc fc4 fc5 fc6 fc9 τ τ2 τ3 τ4 τ5 Conflict C37

38 C38

39 Models. Configural (M) 2. M with error correlation (M2) 3. M2 with full metric (M3) 4. M3 with full error (M4) 5. M3 with full scalar (M5) 6. M3 with partial scalar (M6) C39

40 Model (No) 2 C40

41 Model 2 (Yes) C4

42 Model 3 (Yes) C42

43 Model 4 (No) C43

44 Model 5 (No) C44

45 Model 6 (Yes) C45

46 Model 2 χ M dfm 2 χ D dfd Comparison RMSEA 90% CI (N) (Y) ** 2 vs (Y) * 4 3 vs (N) 87.57** ** 5 4 vs (N) vs (Y) vs C46

47 Model E E4 E5 E6 E9 fc fc4 fc5 fc6 fc9 Conflict Observations v (v + 3)/2 no. groups 5(8)/2 2 = 40 C47

48 E E4 E5 E6 E9 fc fc4 fc5 fc6 fc9 Conflict Parameters Variances: (5 + ) 2 = 2 Loadings: (4) 2 = 8 Intercepts = (4) 2 = 8 Means = 2 dfm = = 0 C48

49 C49

50 LISREL classic Sorry, SIMPLIS Mplus C50

51 C5

52 Mplus defaults st indicator, loading = Other loadings free but equal Intercepts free but equal C52

53 Mplus defaults Factor, error vars. & covs. free st group, factor mean = 0 Otherwise free and unequal C53

54 title: dillman data model configural invariance data: file is dillman.dat; type is means std corr; nobservations = ; ngroups = 2;! group is english, group 2 is spanish variable: names = fc fc4 fc5 fc6 fc9; analysis: type = general; estimator = ml; C54

55 model:! names group factor loadings: Conflict by fc* (g_load) fc4 (g_load2) fc5 (g_load3) fc6 (g_load4) fc9 (g_load5);! names group intercepts: [fc] (g_int); [fc4] (g_int2); [fc5] (g_int3); [fc6] (g_int4); [fc9] (g_int5); model g:! group factor mean is free parameter: [Conflict]; C55

56 model g2:! names group 2 factor loadings! separate loadings estimated in group 2: Conflict by fc* (g2_load) fc4 (g2_load2) fc5 (g2_load3) fc6 (g2_load4) fc9 (g2_load5);! names group 2 factor loadings! separate intercepts estimated in group 2: [fc] (g2_int); [fc4] (g2_int2); [fc5] (g2_int3); [fc6] (g2_int4); [fc9] (g2_int5); C56

57 ! separate factor mean, variance in group 2: Conflict; [Conflict];! by default, measurement errors are freely! estimated in each group model constraint:! effects-coding method for scaling! and identifying factor! average loading constrained to.0 and! average intercept constrained to 0 C57

58 ! group : g_load = 5 - g_load2 - g_load3 - g_load4 - g_load5; g_int = -g_int2 - g_int3 - g_int4 - g_int5;! group 2: g2_load = 5 - g2_load2 - g2_load3 - g2_load4 - g2_load5; g2_int = -g2_int2 - g2_int3 - g2_int4 - g2_int5; output: samp stdyx res; C58

59 THE MODEL ESTIMATION TERMINATED NORMALLY TESTS OF MODEL FIT Chi-Square Test of Model Fit Value Degrees of Freedom 0 P-Value 0.94 Chi-Square Contributions From Each Group G 8.99 G C59

60 CFI/TLI CFI 0.99 TLI RMSEA (Root Mean Square Error Of Approximation) Estimate Percent C.I SRMR (Standardized Root Mean Square Residual) Value C60

61 RESIDUAL OUTPUT ESTIMATED MODEL AND RESIDUALS (OBSERVED - ESTIMATED) FOR G Model Estimated Covariances/Correlations/Residual Correlations FC FC4 FC5 FC6 FC9 FC FC FC FC FC Residuals for Covariances/Correlations/Residual Correlations FC FC4 FC5 FC6 FC9 FC FC FC FC FC C6

62 ESTIMATED MODEL AND RESIDUALS (OBSERVED - ESTIMATED) FOR G Standardized Residuals (z-scores) for Covariances/Correlations/Residual Corr FC FC4 FC5 FC6 FC9 FC 0.04 FC FC FC FC C62

63 ESTIMATED MODEL AND RESIDUALS (OBSERVED - ESTIMATED) FOR G2 Model Estimated Covariances/Correlations/Residual Correlations FC FC4 FC5 FC6 FC9 FC.065 FC FC FC FC Residuals for Covariances/Correlations/Residual Correlations FC FC4 FC5 FC6 FC9 FC FC FC FC FC C63

64 ESTIMATED MODEL AND RESIDUALS (OBSERVED - ESTIMATED) FOR G2 Standardized Residuals (z-scores) for Covariances/Correlations/Residual Corr FC FC4 FC5 FC6 FC9 FC FC FC FC FC C64

65 PAGE : 6 EQS TITLE: Group : English MULTIPLE POPULATION ANALYSIS, INFORMATION IN GROUP MAXIMUM LIKELIHOOD SOLUTION (NORMAL DISTRIBUTION THEORY) LARGEST STANDARDIZED RESIDUALS: NO. PARAMETER ESTIMATE NO. PARAMETER ESTIMATE V4, V2.9 V4, V V4, V V2, V V5, V V3, V V3, V V5, V V4, V V999,V V3, V.07 6 V999,V V5, V V999,V V5, V V999,V V5, V.00 9 V999,V V2, V V, V.000 C65

66 PAGE : 2 EQS TITLE: Group 2: Spanish MULTIPLE POPULATION ANALYSIS, INFORMATION IN GROUP 2 MAXIMUM LIKELIHOOD SOLUTION (NORMAL DISTRIBUTION THEORY) LARGEST STANDARDIZED RESIDUALS: NO. PARAMETER ESTIMATE NO. PARAMETER ESTIMATE V3, V.054 V5, V V2, V V4, V V3, V V3, V V4, V V2, V V4, V V999,V V4, V V999,V V5, V V999,V V5, V V999,V V5, V V999,V V5, V V, V.000 C66

67 Model 2 (Yes) C67

68 title: dillman-carpentier model 2 configural invariance with error correlation group, fc4 and fc6... model g:! group factor mean is free parameter: [Conflict];! ** new to model 2 **! error covariance group only: fc4 with fc6; C68

69 TESTS OF MODEL FIT Chi-Square Test of Model Fit Value Degrees of Freedom 9 P-Value Chi-Square Contributions From Each Group G.478 G C69

70 CFI/TLI CFI.000 TLI.004 RMSEA (Root Mean Square Error Of Approximation) Estimate Percent C.I SRMR (Standardized Root Mean Square Residual) Value 0.08 C70

71 RESIDUAL OUTPUT ESTIMATED MODEL AND RESIDUALS (OBSERVED - ESTIMATED) FOR G Standardized Residuals (z-scores) for Covariances/Correlations/Residual Corr FC FC4 FC5 FC6 FC9 FC FC FC FC FC C7

72 ESTIMATED MODEL AND RESIDUALS (OBSERVED - ESTIMATED) FOR G2 Standardized Residuals (z-scores) for Covariances/Correlations/Residual Corr FC FC4 FC5 FC6 FC9 FC FC FC FC FC C72

73 PAGE : 6 EQS TITLE: Group : English MULTIPLE POPULATION ANALYSIS, INFORMATION IN GROUP MAXIMUM LIKELIHOOD SOLUTION (NORMAL DISTRIBUTION THEORY) LARGEST STANDARDIZED RESIDUALS: NO. PARAMETER ESTIMATE NO. PARAMETER ESTIMATE V4, V V4, V V5, V V4, V V2, V.08 3 V3, V V3, V.0 4 V2, V V4, V V, V V5, V V999,V V3, V V999,V V5, V V999,V V5, V V999,V V5, V V999,V3.000 C73

74 PAGE : 4 EQS TITLE: Group 2: Spanish MULTIPLE POPULATION ANALYSIS, INFORMATION IN GROUP 2 MAXIMUM LIKELIHOOD SOLUTION (NORMAL DISTRIBUTION THEORY) LARGEST STANDARDIZED RESIDUALS: NO. PARAMETER ESTIMATE NO. PARAMETER ESTIMATE V3, V.054 V5, V V2, V V4, V V3, V V3, V V4, V V2, V V4, V V999,V V4, V V999,V V5, V V999,V V5, V V999,V V5, V V999,V V5, V V, V.000 C74

75 Model 3 (Yes) C75

76 title: dillman-carpentier model 3 metric invariance with error correlation group, fc4 and fc6... C76

77 model g2:! names group 2 factor loadings! ** new to model 3 **! pairwise equality constraints imposed on loadings! by commenting out the following group 2 syntax:! Conflict by fc* (g2_load)! fc4 (g2_load2)! fc5 (g2_load3)! fc6 (g2_load4)! fc9 (g2_load5);... C77

78 model constraint:! effects-coding method for scaling! and identifying factor! average loading constrained to.0 and! average intercept constrained to 0! group : g_load = 5 - g_load2 - g_load3 - g_load4 - g_load5; g_int = -g_int2 - g_int3 - g_int4 - g_int5;! group 2:! ** new to model 3 **! original group 2 constraint on loadings not needed! and is commented out:! g2_load = 5 - g2_load2 - g2_load3 - g2_load4 - g2_load5; C78

79 TESTS OF MODEL FIT Chi-Square Test of Model Fit Value 3.36 Degrees of Freedom 3 P-Value Chi-Square Contributions From Each Group G 3.67 G C79

80 CFI/TLI CFI TLI RMSEA (Root Mean Square Error Of Approximation) Estimate Percent C.I SRMR (Standardized Root Mean Square Residual) Value C80

81 RESIDUAL OUTPUT ESTIMATED MODEL AND RESIDUALS (OBSERVED - ESTIMATED) FOR G Standardized Residuals (z-scores) for Covariances/Correlations/Residual Corr FC FC4 FC5 FC6 FC9 FC FC FC FC FC C8

82 ESTIMATED MODEL AND RESIDUALS (OBSERVED - ESTIMATED) FOR G2 Standardized Residuals (z-scores) for Covariances/Correlations/Residual Corr FC FC4 FC5 FC6 FC9 FC.205 FC FC FC FC C82

83 PAGE : 6 EQS TITLE: Group : English MULTIPLE POPULATION ANALYSIS, INFORMATION IN GROUP MAXIMUM LIKELIHOOD SOLUTION (NORMAL DISTRIBUTION THEORY) LARGEST STANDARDIZED RESIDUALS: NO. PARAMETER ESTIMATE NO. PARAMETER ESTIMATE V4, V V4, V V3, V V3, V.03 3 V, V V5, V V3, V V5, V V5, V V4, V V2, V.04 6 V999,V V2, V V999,V V5, V V999,V V5, V V999,V V4, V V999,V3.000 C83

84 PAGE : 4 EQS TITLE: Group 2: Spanish MULTIPLE POPULATION ANALYSIS, INFORMATION IN GROUP 2 MAXIMUM LIKELIHOOD SOLUTION (NORMAL DISTRIBUTION THEORY) LARGEST STANDARDIZED RESIDUALS: NO. PARAMETER ESTIMATE NO. PARAMETER ESTIMATE V5, V.068 V4, V V3, V V3, V V3, V V4, V V, V V4, V V5, V V5, V V4, V V999,V V5, V V999,V V5, V V999,V V2, V V999,V V2, V V999,V5.000 C84

85 Model 4 (No) C85

86 title: dillman-carpentier model 4 metric invariance with error correlation group, fc4 and fc6 equality of error variances... C86

87 model:! names group factor loadings: Conflict by fc* (g_load) fc4 (g_load2) fc5 (g_load3) fc6 (g_load4) fc9 (g_load5);! names group intercepts: [fc] (g_int); [fc4] (g_int2); [fc5] (g_int3); [fc6] (g_int4); [fc9] (g_int5);! ** new to model 4 **! names group error variances: fc (g_err); fc4 (g_err2); fc5 (g_err3); fc6 (g_err4); fc9 (g_err5); C87

88 model g2:! names group 2 factor loadings! pairwise equality constraints imposed on loadings! by commenting out the following group 2 syntax:! Conflict by fc* (g2_load)! fc4 (g2_load2)! fc5 (g2_load3)! fc6 (g2_load4)! fc9 (g2_load5);! names group 2 factor loadings! separate intercepts estimated in group 2: [fc] (g2_int); [fc4] (g2_int2); [fc5] (g2_int3); [fc6] (g2_int4); [fc9] (g2_int5);! ** new to model 4 **! names group 2 error variances: fc (g2_err); fc4 (g2_err2); fc5 (g2_err3); fc6 (g2_err4); fc9 (g2_err5); C88

89 model constraint:! effects-coding method for scaling! and identifying factor! average loading constrained to.0 and! average intercept constrained to 0! group : g_load = 5 - g_load2 - g_load3 - g_load4 - g_load5; g_int = -g_int2 - g_int3 - g_int4 - g_int5;! group 2:! original group 2 constraint on loadings not needed! and is commented out:! g2_load = 5 - g2_load2 - g2_load3 - g2_load4 - g2_load5; g2_int = -g2_int2 - g2_int3 - g2_int4 - g2_int5;! ** new to model 4 **! constrain error variances: g_err = g2_err; g_err2 = g2_err2; g_err3 = g2_err3; g_err4 = g2_err4; g_err5 = g2_err5; C89

90 Chi-Square Test of Model Fit Value Degrees of Freedom 8 P-Value Chi-Square Contributions From Each Group G G C90

91 CFI/TLI CFI TLI RMSEA (Root Mean Square Error Of Approximation) Estimate Percent C.I SRMR (Standardized Root Mean Square Residual) Value 0.22 C9

92 C92

93 Model 3 (Yes) C93

94 MODEL RESULTS Group G Model 3 Two-Tailed Estimate S.E. Est./S.E. P-Value Residual Variances FC FC FC FC FC Group G2 Residual Variances FC FC FC FC FC C94

95 Model 5 (metric + scalar invariance) C95

96 title: dillman-carpentier model 5 metric invariance with error correlation group, fc4 and fc6 scalar invariance... C96

97 model g2:! names group 2 factor loadings! pairwise equality constraints imposed on loadings! by commenting out the following group 2 syntax:! Conflict by fc* (g2_load)! fc4 (g2_load2)! fc5 (g2_load3)! fc6 (g2_load4)! fc9 (g2_load5);! names group 2 factor loadings! separate intercepts estimated in group 2:! ** new to model 5 **! comment out naming of constraints in group 2! now pairwise constrained to equal group values:![fc] (g2_int);![fc4] (g2_int2);![fc5] (g2_int3);![fc6] (g2_int4);![fc9] (g2_int5); C97

98 model constraint:! effects-coding method for scaling! and identifying factor! average loading constrained to.0 and! average intercept constrained to 0! group : g_load = 5 - g_load2 - g_load3 - g_load4 - g_load5; g_int = -g_int2 - g_int3 - g_int4 - g_int5;! group 2:! original group 2 constraint on loadings not needed! and is commented out:! g2_load = 5 - g2_load2 - g2_load3 - g2_load4 - g2_load5;! ** new to model 5 **! original group 2 constraint on loadings not needed! g2_int = -g2_int2 - g2_int3 - g2_int4 - g2_int5; C98

99 TESTS OF MODEL FIT Chi-Square Test of Model Fit Value Degrees of Freedom 7 P-Value Chi-Square Contributions From Each Group G G C99

100 CFI/TLI CFI 0.99 TLI RMSEA (Root Mean Square Error Of Approximation) Estimate Percent C.I SRMR (Standardized Root Mean Square Residual) Value C00

101 RESIDUAL OUTPUT ESTIMATED MODEL AND RESIDUALS (OBSERVED - ESTIMATED) FOR G Model Estimated Means/Intercepts/Thresholds FC FC4 FC5 FC6 FC Residuals for Means/Intercepts/Thresholds FC FC4 FC5 FC6 FC Standardized Residuals (z-scores) for Means/Intercepts/Thresholds FC FC4 FC5 FC6 FC C0

102 ESTIMATED MODEL AND RESIDUALS (OBSERVED - ESTIMATED) FOR G2 Model Estimated Means/Intercepts/Thresholds FC FC4 FC5 FC6 FC Residuals for Means/Intercepts/Thresholds FC FC4 FC5 FC6 FC Standardized Residuals (z-scores) for Means/Intercepts/Thresholds FC FC4 FC5 FC6 FC C02

103 PAGE : 6 EQS TITLE: Group : English MULTIPLE POPULATION ANALYSIS, INFORMATION IN GROUP MAXIMUM LIKELIHOOD SOLUTION (NORMAL DISTRIBUTION THEORY) LARGEST STANDARDIZED RESIDUALS: NO. PARAMETER ESTIMATE NO. PARAMETER ESTIMATE V999,V2.7 V, V V999,V V5, V V4, V V5, V V3, V V5, V V3, V V999,V V2, V V5, V V4, V V4, V V3, V.03 8 V2, V V5, V V4, V V999,V V999,V3.000 C03

104 PAGE : 4 EQS TITLE: Group 2: Spanish MULTIPLE POPULATION ANALYSIS, INFORMATION IN GROUP 2 MAXIMUM LIKELIHOOD SOLUTION (NORMAL DISTRIBUTION THEORY) LARGEST STANDARDIZED RESIDUALS: NO. PARAMETER ESTIMATE NO. PARAMETER ESTIMATE V5, V.088 V5, V V3, V V3, V V999,V V4, V V5, V V2, V V, V V4, V V2, V V5, V V999,V V999,V V3, V V999,V V5, V V999,V V4, V V4, V2.000 C04

105 Model 6 (metric + partial scalar) C05

106 title: dillman-carpentier model 6 metric invariance with error correlation group, fc4 and fc6 partial scalar invariance... C06

107 model g2:! names group 2 factor loadings! pairwise equality constraints imposed on loadings! by commenting out the following group 2 syntax:! Conflict by fc* (g2_load)! fc4 (g2_load2)! fc5 (g2_load3)! fc6 (g2_load4)! fc9 (g2_load5);! names group 2 factor loadings! separate intercepts estimated in group 2:! ** new to model 6 **! comment out naming of constraints in group 2! for only 3 indicators: [fc] (g2_int); [fc4] (g2_int2);![fc5] (g2_int3);![fc6] (g2_int4);![fc9] (g2_int5); C07

108 TESTS OF MODEL FIT Chi-Square Test of Model Fit Value Degrees of Freedom 5 P-Value Chi-Square Contributions From Each Group G G C08

109 CFI/TLI CFI.000 TLI.003 RMSEA (Root Mean Square Error Of Approximation) Estimate Percent C.I SRMR (Standardized Root Mean Square Residual) Value C09

110 MODEL RESULTS Two-Tailed Estimate S.E. Est./S.E. P-Value Group G CONFLICT BY FC FC FC FC FC FC4 WITH FC Group G2 CONFLICT BY FC FC FC FC FC C0

111 MODEL RESULTS Two-Tailed Estimate S.E. Est./S.E. P-Value Group G Residual Variances FC FC FC FC FC Group G2 Residual Variances FC FC FC FC FC C

112 MODEL RESULTS Group G Two-Tailed Estimate S.E. Est./S.E. P-Value Means CONFLICT Intercepts FC FC FC FC FC Group G2 Means CONFLICT Intercepts FC FC FC FC FC C2

113 MODEL RESULTS Group G Two-Tailed Estimate S.E. Est./S.E. P-Value Means CONFLICT Variances CONFLICT Group G2 Means CONFLICT Variances CONFLICT C3

114 C4

115 full metric tally partial scalar (3/5) error, none C5

116 C6

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