Quantitative Methods --SEM
Tentative Course Schedule August 2009

 

Note:  Except for starting time and latest ending time (16:50) and a lunch break starting between 11:30 and 12:00, all times and topics are VERY approximate.  If necessary, we may spend additional time on a topic, and alternatively if things move more quickly than planned, we will move ahead.

 

You can get a student version of LISREL from http://www.ssicentral.com

 

Abbreviated course notes available at;      Class1       Class2  output example

 

A good overview article is available here

 

Monday, 17 August:

         

9:00        Introduction to Course

                             Course Syllabus

                  

9:30            Basics of covariance, correlation, and matrix operations

         

11:30      Lunch

 

12:30           History of SEM – how it developed

                       

13:30          Path Analysis

 

 

Exercise 1 (see last page for exercises)

 

Correlation Spreadsheet

Reading                GLM & SEM

 

Tuesday, 18 August:   

 

9:00        Discussion of Exercise  #1

 

10:00          Models imply covariances – direct, indirect & spurious effects, path

                   Tracing rules

 

12:00          Lunch

 

13:00          LISREL matrices and implied covariances

 

15:00                    Comparing the observed covariance matrix [S] with the

                   Model implied covariance matrix [∑(θ)]

                  

15:30          Exercise #2

 

Take a look at:  Excel example

 

Wednesday, 19 August:

         

9:00        Discussion of Exercise #2

 

9:30            Parameter estimation and fit – How it works

 

11:30          Lunch        

 

12:30          The measurement model – Confirmatory Factor Analysis (CFA)

         

13:30          Evaluating the measurement model

 

14:30          Combining the measurement and structural models

                            

Exercise #3

 

Readings for Thursday:  Unidimensionality

(You may find the following tough going, depending on your background, so just try to pick up the main points.  I will try to summarize tomorrow, and then you might wish to give them another try).  Meehl   Latent  Validity Alpha

In the (unlikely?) event that you want to get further into the topic of the Meehl article, look at this if you want:  More on Meehl

 

EXCEL CFA Example

 

Thursday, 20 August:

 

9:00            A philosophy for model evaluation

                  

11:30          Lunch

         

12:30          The full LISREL output, including fit indices and model modification

                   strategies

 

                            

Exercise #4

 

Readings: (Again, focus on the conclusions) Fit Indices1  Fit Indices2 Fit3 Reporting1 Reporting2

 

For more on Causation, see Judea Pearls home page at:  http://bayes.cs.ucla.edu/jp_home.html

 

Friday, 21 August:

 

9:00            Discussion of Exercise #4

 

10:00          Identification and equivalent models

                            

11:00          SEM and other multivariate methods                 

 

12:00          Lunch

 

13:00          Reporting SEM analyses        

                                               

14:00          Multiple group models and measurement invariance – an overview     

16:00          A few of the things we haven’t covered – Second order factors, missing data issues, mixture and latent class models, ordinal and categorical data analysis, bootstrapping and Monte Carlo estimation, moderation (interaction) analysis, latent growth modeling, exploratory SEM, etc.

 

Equivalent Models1 Equivalent Models 2

 

Here are some additional readings you might find of interest:

 

What’s wrong with coefficient alpha?

 

Performance of estimators under misspecification & non-normality.

 

Item Parceling1 Item Parceling2

 

Exploratory Factor Analysis

 

Exercise #1.

 

Using a data base of your choice, find a substantive research paper in your research area (or a related one) that both interests you and makes use of structural equation methods.  Make two copies of the paper, one for you and one for me.  The SEM model that is considered need not be complex.

 

Does the SEM analysis

-makes use of latent variables?

-report fit statistics?

 

What software did the authors use?

 

In a sentence or two, write your understanding of what the authors claim on the basis of the SEM analysis.  Recognizing that you may not yet have the technical knowledge to critique the statistical method, comment on your intution regarding the validity of the substantive claim (i.e. would you like to believe or disbelieve the results?)

 

 

Exercise #2.

Run the following model, and show the direct effects, the indirect effects, and total effects & where they come from.

 

Modified Model for Performance and Satisfaction

References

Bagozzi, R.P. Perfomance and satisfaction in an industrial sales force: An

examination of their antecedents and simultaneity. Journal of Marketing, 1980,

44, 65-77

 

Joreskog, K.G. and Sorbom, D. Recent developments in structural equation

modeling. Journal of Marketing Research, 1982, 19, 404-416.

 

Da ni=8 no=122

La

(8A8)

performmjbsatis1jbsatis2 achmot1 achmot2t-s s-e1t-s s-e2verbintm

km

*

1.000

 .418 1.000

 .394  .627 1.000

 .129  .202  .266 1.000

 .189  .284  .208  .365 1.000

 .544  .281  .324  .201  .161 1.000

 .507  .225  .314  .172  .174  .546 1.000

-.357 -.156 -.038 -.199 -.277 -.294 -.174 1.000

sd

*

2.09 3.43 2.81 1.95 2.06 2.16 2.06 3.65

select

performm jbsatis1 achmot1 't-s s-e1' verbintm /

mo ny=2 nx=3 ne=2 nk=3 be=fu td=di,fi te=di,fi ga=fu,fi lx=fu,fi ly=fu,fi

le

perform jobsatis

lk

achmot 't-s s-e' 'verb int'

fr ga 2 1 ga 1 2 ga 1 3 be 2 1

va 1 ly 1 1 ly 2 2 lx 1 1 lx 2 2 lx 3 3;

pd

ou ef ss mi ad=off

 

Exercise #3

 

Run the following Model and bring the results to class.  Create the km and sd files from example 2 (with appropriate paths, as necessary).  Change the input specifications to input pattern matrices as opposed to fixing and freeing individual paths.

 

Modified Model for Performance and Satisfaction

References

Bagozzi, R.P. Perfomance and satisfaction in an industrial sales force: An

examination of their antecedents and simultaneity. Journal of Marketing, 1980,

44, 65-77

 

Joreskog, K.G. and Sorbom, D. Recent developments in structural equation

modeling. Journal of Marketing Research, 1982, 19, 404-416.

 

Da ni=8 no=122

La

(8A8)

performmjbsatis1jbsatis2 achmot1 achmot2t-s s-e1t-s s-e2verbintm

km file=EX56.DAT

sd file=EX56.DAT

mo ny=3 nx=5 ne=2 nk=3 be=fu

le

perform jobsatis

lk

achmot 't-s s-e' 'verb int'

fr ly 3 2 lx 2 1 lx 4 2 be 2 1

fi te 1 td 5 ga 1 1 ga 2 2 ga 1 3

va 1 ly 1 1 ly 2 2 lx 1 1 lx 3 2 lx 5 3;va 1.998 td 5

pd

ou ef sc  all ad=off

 

Exercise 4

Revisit the article you selected in Exercise #1.  Now that you hopefully understand a little more, critically evaluate the methodology of the article. What would you suggest to the authors?  (Optional:  If your article gives the correlation or covariance matrix or a link to the raw data, specify and run the model in the article and look for alternative specifications).

 

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