Multiplicity Control in Structural Equation Modeling

Abstract

Researchers conducting structural equation modeling analyses rarely, if ever, control for the inflated probability of Type I errors when evaluating the statistical significance of multiple parameters in a model. In this study, the Type I error control, power and true model rates of famsilywise and false discovery rate controlling procedures were compared with rates when no multiplicity control was imposed. The results indicate that Type I error rates become severely inflated with no multiplicity control, but also that familywise error controlling procedures were extremely conservative and had very little power for detecting true relations. False discovery rate controlling procedures provided a compromise between no multiplicity control and strict familywise error control and with large sample sizes provided a high probability of making correct inferences regarding all the parameters in the model.     

Exploratory Structural Equation Modeling

This article examines the problem of specification error in 2 models for categorical latent variables; the latent class model and the latent Markov model. Specification error in the latent class model focuses on the impact of incorrectly specifying the number of latent classes of the categorical latent variable on measures of model adequacy as well as sample reallocation to latent classes. The results show that the clarity of remaining latent classes, as measured by the entropy statistic depends on the number of observations in the omitted latent class—but this statistic is not reliable. Specification error in the latent Markov model focuses on the transition probabilities when a longitudinal Guttman process is incorrectly specified. The findings show that specifying a longitudinal Guttman process that is not true in the population impacts other transition probabilities through the covariance matrix of the logit parameters used to calculate those probabilities.     

Regularized Structural Equation Modeling

A new method is proposed that extends the use of regularization in both lasso and ridge regression to structural equation models. The method is termed regularized structural equation modeling (RegSEM). RegSEM penalizes specific parameters in structural equation models, with the goal of creating easier to understand and simpler models. Although regularization has gained wide adoption in regression, very little has transferred to models with latent variables. By adding penalties to specific parameters in a structural equation model, researchers have a high level of flexibility in reducing model complexity, overcoming poor fitting models, and the creation of models that are more likely to generalize to new samples. The proposed method was evaluated through a simulation study, two illustrative examples involving a measurement model, and one empirical example involving the structural part of the model to demonstrate RegSEM’s utility.     

Structural Equation Modeling With Unknown Population Distributions: Ridge Generalized Least Squares

This article proposes 2 classes of ridge generalized least squares (GLS) procedures for structural equation modeling (SEM) with unknown population distributions. The weight matrix for the first class of ridge GLS is obtained by combining the sample fourth-order moment matrix with the identity matrix. The weight matrix for the second class is obtained by combining the sample fourth-order moment matrix with its diagonal matrix. Empirical results indicate that, with data from an unknown population distribution, parameter estimates by ridge GLS can be much more accurate than those by either GLS or normal-distribution-based maximum likelihood; and standard errors of the parameter estimates also become more accurate in predicting the empirical ones. Rescaled and adjusted statistics are proposed for overall model evaluation, and they also perform much better than the default statistic following from the GLS method. The use of the ridge GLS procedures is illustrated with a real data set.     

Multiple-Group Analysis for Structural Equation Modeling With Dependent Samples

Multigroup structural equation modeling (SEM) plays a key role in studying measurement invariance and in group comparison. However, existing methods for multigroup SEM assume that different samples are independent. This article develops a method for multigroup SEM with correlated samples. Parallel to that for independent samples, the focus here is on the cross-group stability of the within-group structure and parameters. In particular, the method does not require the specification of any between-group relationship. Rescaled and adjusted statistics as well as sandwich-type covariance matrices make the developed method work for possibly nonnormal variables with finite 4th-order moments. The method is applied to a longitudinal data set on the development of entrepreneurial teams across 4 phases. Detailed analysis is provided regarding the stability of the effect of psychological compatibility on team performance, as it is mediated by fairness perception and team cohesion.     

A Systematic Evaluation and Comparison Between Exploratory Structural Equation Modeling and Bayesian Structural Equation Modeling

In this study, we contrast two competing approaches, not previously compared, that balance the rigor of CFA/SEM with the flexibility to fit realistically complex data. Exploratory SEM (ESEM) is claimed to provide an optimal compromise between EFA and CFA/SEM. Alternatively, a family of three Bayesian SEMs (BSEMs) replace fixed-zero estimates with informative, small-variance priors for different subsets of parameters: cross-loadings (CL), residual covariances (RC), or CLs and RCs (CLRC). In Study 1, using three simulation studies, results showed that (1) BSEM-CL performed more closely to ESEM; (2) BSEM-CLRC did not provide more accurate model estimation compared with BSEM-CL; (3) BSEM-RC provided unstable estimation; and (4) different specifications of targeted values in ESEM and informative priors in BSEM have significant impacts on model estimation. The real data analysis (Study 2) showed that the differences in estimation between different models were largely consistent with those in Study1 but somewhat smaller.     

Understanding Robust Corrections in Structural Equation Modeling

Robust corrections to standard errors and test statistics have wide applications in structural equation modeling (SEM). The original SEM development, due to Satorra and Bentler (1988 Satorra, A. and Bentler, P. M. 1988. “Scaling corrections for chi-square statistics in covariance structure analysis”. In ASA 1988 Proceedings of the Business and Economic Statistics Section, 308–313. Alexandria, VA: American Statistical Association.  [Google Scholar], 1994 Satorra, A. and Bentler, P. M. 1994. “Corrections to test statistics and standard errors in covariance structure analysis”. In Latent variables analysis: Applications for developmental research, Edited by: von Eye, A. and Clogg, C. C. 399–419. Thousand Oaks, CA: Sage.  [Google Scholar]), was to account for the effect of nonnormality. Muthén (1993) Muthén, B. O. 1993. “Goodness of fit with categorical and other nonnormal variables”. In Testing structural equation models, Edited by: Bollen, K. A. and Long, J. S. 205–234. Newbury Park, CA: Sage.  [Google Scholar] proposed corrections to accompany certain categorical data estimators, such as cat-LS or cat-DWLS. Other applications of robust corrections exist. Despite the diversity of applications, all robust corrections are constructed using the same underlying rationale: They correct for inefficiency of the chosen estimator. The goal of this article is to make the formulas behind all types of robust corrections more intuitive. This is accomplished by building an analogy with similar equations in linear regression and then by reformulating the SEM model as a nonlinear regression model.     

Assessing Model Similarity in Structural Equation Modeling

Two models can be nonequivalent, but fit very similarly across a wide range of data sets. These near-equivalent models, like equivalent models, should be considered rival explanations for results of a study if they represent plausible explanations for the phenomenon of interest. Prior to conducting a study, researchers should evaluate plausible models that are alternatives to those hypothesized to evaluate whether they are near-equivalent or equivalent and, in so doing, address the adequacy of the study’s methodology. To assess the extent to which alternative models for a study are empirically distinguishable, we propose 5 indexes that quantify the degree of similarity in fit between 2 models across a specified universe of data sets. These indexes compare either the maximum likelihood fit function values or the residual covariance matrices of models. Illustrations are provided to support interpretations of these similarity indexes.     

结构方程与中国农村儿童入学的决定因素

中国农村儿童的入学率和辍学率到底是多少？哪些因素导致儿童辍学？家庭、社区和学生个人等诸方面因素作用辍学的路径是什么？使用2006年中西部地区20个县908名儿童的截面数据,运用SEM方法,考察教育供给、家庭教育支持、儿童在校表现和儿童失学之间的关系。结果发现,教育供给和儿童在校表现显著影响儿童失学,家庭教育支持对儿童失学不存在直接影响。通过儿童在校表现这一中介变量,教育供给和家庭教育支持同时间接作用于儿童失学。     

Performance of Bootstrapping Approaches to Model Test Statistics and Parameter Standard Error Estimation in Structural Equation Modeling

Though the common default maximum likelihood estimator used in structural equation modeling is predicated on the assumption of multivariate normality, applied researchers often find themselves with data clearly violating this assumption and without sufficient sample size to utilize distribution-free estimation methods. Fortunately, promising alternatives are being integrated into popular software packages. Bootstrap resampling, which is offered in AMOS (Arbuckle, 1997), is one potential solution for estimating model test statistic p values and parameter standard errors under nonnormal data conditions. This study is an evaluation of the bootstrap method under varied conditions of nonnormality, sample size, model specification, and number of bootstrap samples drawn from the resampling space. Accuracy of the test statistic p values is evaluated in terms of model rejection rates, whereas accuracy of bootstrap standard error estimates takes the form of bias and variability of the standard error estimates themselves.     

Reporting Monte Carlo Studies in Structural Equation Modeling

In structural equation modeling, Monte Carlo simulations have been used increasingly over the last two decades, as an inventory from the journal Structural Equation Modeling illustrates. Reaching out to a broad audience, this article provides guidelines for reporting Monte Carlo studies in that field. The framework of discourse is set by a number of steps to be taken in such research, matching outlines of experimental design by Paxton, Curran, Bollen, Kirby, and Chen (2001) Chen, F., Bollen, K. A., Paxton, P., Curran, P. J. and Kirby, J. 2001. Improper solutions in structural equation modeling: Causes, consequences, and strategies. Sociological Methods & Research, 29: 468–508. [Crossref], [Web of Science ®] , [Google Scholar] and Skrondal (2000) Skrondal, A. 2000. Design and analysis of Monte Carlo experiments: Attacking the conventional wisdom. Multivariate Behavioral Research, 35: 137–167. [Taylor & Francis Online], [Web of Science ®] , [Google Scholar]. Throughout the article, reference is made to exemplary publications and, occasionally, to imperfect reporting.     

Digital ITEMS Module 2: Scale Reliability in Structural Equation Modeling

In this ITEMS module, we frame the topic of scale reliability within a confirmatory factor analysis and structural equation modeling (SEM) context and address some of the limitations of Cronbach's α. This modeling approach has two major advantages: (1) it allows researchers to make explicit the relation between their items and the latent variables representing the constructs those items intend to measure, and (2) it facilitates a more principled and formal practice of scale reliability evaluation. Specifically, we begin the module by discussing key conceptual and statistical foundations of the classical test theory model and then framing it within an SEM context; we do so first with a single item and then expand this approach to a multi‐item scale. This allows us to set the stage for presenting different measurement structures that might underlie a scale and, more importantly, for assessing and comparing those structures formally within the SEM context. We then make explicit the connection between measurement model parameters and different measures of reliability, emphasizing the challenges and benefits of key measures while ultimately endorsing the flexible McDonald's ω over Cronbach's α. We then demonstrate how to estimate key measures in both a commercial software program (Mplus) and three packages within an open‐source environment (R). In closing, we make recommendations for practitioners about best practices in reliability estimation based on the ideas presented in the module.     

A Regularized GLS for Structural Equation Modeling

Ill conditioning of covariance and weight matrices used in structural equation modeling (SEM) is a possible source of inadequate performance of SEM statistics in nonasymptotic samples. A maximum a posteriori (MAP) covariance matrix is proposed for weight matrix regularization in normal theory generalized least squares (GLS) estimation. Maximum likelihood (ML), GLS, and regularized GLS test statistics (RGLS and rGLS) are studied by simulation in a 15-variable, 3-factor model with 15 levels of sample size varying from 60 to 100,000. A key result showed that in terms of nominal rejection rates, RGLS outperformed ML at all sample sizes below 500, and GLS at most sample sizes below 500. In larger samples, their performance was equivalent. The second regularization methodology (rGLS) performed well asymptotically, but poorly in small samples. Regularization in SEM deserves further study.     

Many-Level Multilevel Structural Equation Modeling: An Efficient Evaluation Strategy

Structural equation models are increasingly used for clustered or multilevel data in cases where mixed regression is too inflexible. However, when there are many levels of nesting, these models can become difficult to estimate. We introduce a novel evaluation strategy, Rampart, that applies an orthogonal rotation to the parts of a model that conform to commonly met requirements. This rotation dramatically simplifies fit evaluation in a way that becomes more potent as the size of the data set increases. We validate and evaluate the implementation using a 3-level latent regression simulation study. Then we analyze data from a statewide child behavioral health measure administered by the Oklahoma Department of Human Services. We demonstrate the efficiency of Rampart compared to other similar software using a latent factor model with a 5-level decomposition of latent variance. Rampart is implemented in OpenMx, a free and open source software package.     

Introduction to Structural Equation Modeling: Issues and Practical Considerations

Structural equation modeling (SEM) is a versatile statistical modeling tool. Its estimation techniques, modeling capacities, and breadth of applications are expanding rapidly. This module introduces some common terminologies. General steps of SEM are discussed along with important considerations in each step. Simple examples are provided to illustrate some of the ideas for beginners. In addition, several popular specialized SEM software programs are briefly discussed with regard to their features and availability. The intent of this module is to focus on foundational issues to inform readers of the potentials as well as the limitations of SEM. Interested readers are encouraged to consult additional references for advanced model types and more application examples.     

Model Specification Searches in Structural Equation Modeling with R

This article introduces and demonstrates the application of an R statistical programming environment code for conducting structural equation modeling (SEM) specification searches. The implementation and flexibility of the provided code is demonstrated using the Tabu search procedure, although the underlying code can also be directly modified to implement other search procedures like Ant Colony Optimization, Genetic Algorithms, Ruin-and-Recreate, or Simulated Annealing. The application is illustrated using data with a known common factor structure. The results demonstrate the capabilities of the program for conducting specification searches in SEM. The programming codes are provided as open-source R functions.     

结构方程模型在英语阅读语料库中的研究

该文从建立基础型英语阅读语料库(English Reading Corpus,ERC),然后采用结构方程模型(Structural EquationModeling,SEM)及语言统计学方法,从英语阅读语料库的语篇复杂度、学习者个体的信息获取水平及情感因素三方面进行了建模及相关关系的探索性研究,在数据统计和分析的基础上,找到了满足置信度及可拟合的数学模型,以期能对英语阅读教学和学习有所启示。在通过对SEM的ERC建模之后的数据进行全面、准确的统计分析,能够为提高英语阅读教学质量提供有价值的统计数据和分析资料。     

Revisiting the Model Size Effect in Structural Equation Modeling

Fitting a large structural equation modeling (SEM) model with moderate to small sample sizes results in an inflated Type I error rate for the likelihood ratio test statistic under the chi-square reference distribution, known as the model size effect. In this article, we show that the number of observed variables (p) and the number of free parameters (q) have unique effects on the Type I error rate of the likelihood ratio test statistic. In addition, the effects of p and q cannot be fully explained using degrees of freedom (df). We also evaluated the performance of 4 correctional methods for the model size effect, including Bartlett’s (1950), Swain’s (1975), and Yuan’s (2005) corrected statistics, and Yuan, Tian, and Yanagihara’s (2015) empirically corrected statistic. We found that Yuan et al.’s (2015) empirically corrected statistic generally yields the best performance in controlling the Type I error rate when fitting large SEM models.     

The Role of Structural Equation Modeling in Scale Development

Across a variety of disciplines and areas of inquiry, reliable and valid measures are a cornerstone of quality research. This is the case because to have confidence in the findings of our studies, we must first have confidence in the quality of our measures. This article briefly reviews the literature on scale development and provides an empirical demonstration of the scale development process. The example considered is the development and validation of a condom influence strategy questionnaire-short form (CISQ-S), a scale to measure ways individuals persuade their partners to use condoms. A special focus is put on the unique contribution that structural equation modeling techniques, particularly confirmatory factor analysis, bring to scale development. Latent variable modeling and its applications to scale development are also considered. Suggestions and implications for scale developers are discussed.     

试论平面设计符号的多维性在展示设计中的呈现

平面设计符号及其信息的传达方式在展示设计中的多维化延伸,是在视觉文化传播时代即将来临的大背景之下发生的一系列新视觉、多维化的活动趋势.该文即对这些新视觉、多维化以及由此引起的人的思维范式进行整理和初探.