Regression among factor scores

Structural equation models with latent variables are sometimes estimated using an intuitive three-step approach, here denoted factor score regression. Consider a structural equation model composed of an explanatory latent variable and a response latent variable related by a structural parameter of scientific interest. In this simple example estimation of the structural parameter proceeds as follows: First, common factor models areseparately estimated for each latent variable. Second, factor scores areseparately assigned to each latent variable, based on the estimates. Third, ordinary linear regression analysis is performed among the factor scores producing an estimate for the structural parameter. We investigate the asymptotic and finite sample performance of different factor score regression methods for structural equation models with latent variables. It is demonstrated that the conventional approach to factor score regression performs very badly. Revised factor score regression, using Regression factor scores for the explanatory latent variables and Bartlett scores for the response latent variables, produces consistent estimators for all parameters.     

Structural Modeling of Measurement Error in Generalized Linear Models with Rasch Measures as Covariates

This paper proposes a structural analysis for generalized linear models when some explanatory variables are measured with error and the measurement error variance is a function of the true variables. The focus is on latent variables investigated on the basis of questionnaires and estimated using item response theory models. Latent variable estimates are then treated as observed measures of the true variables. This leads to a two-stage estimation procedure which constitutes an alternative to a joint model for the outcome variable and the responses given to the questionnaire. Simulation studies explore the effect of ignoring the true error structure and the performance of the proposed method. Two illustrative examples concern achievement data of university students. Particular attention is given to the Rasch model.     

Factor analysis with (mixed) observed and latent variables in the exponential family

We develop a general approach to factor analysis that involves observed and latent variables that are assumed to be distributed in the exponential family. This gives rise to a number of factor models not considered previously and enables the study of latent variables in an integrated methodological framework, rather than as a collection of seemingly unrelated special cases. The framework accommodates a great variety of different measurement scales and accommodates cases where different latent variables have different distributions. The models are estimated with the method of simulated likelihood, which allows for higher dimensional factor solutions to be estimated than heretofore. The models are illustrated on synthetic data. We investigate their performance when the distribution of the latent variables is mis-specified and when part of the observations are missing. We study the properties of the simulation estimators relative to maximum likelihood estimation with numerical integration. We provide an empirical application to the analysis of attitudes.     

Estimating Structural Equation Models Using James–Stein Type Shrinkage Estimators

Psychometrika - We propose a two-step procedure to estimate structural equation models (SEMs). In a first step, the latent variable is replaced by its conditional expectation given the observed...     

Stepwise Latent Class Models for Explaining Group-Level Outcomes Using Discrete Individual-Level Predictors

Explaining group-level outcomes from individual-level predictors requires aggregating the individual-level scores to the group level and correcting the group-level estimates for measurement errors in the aggregated scores. However, for discrete variables it is not clear how to perform the aggregation and correction. It is shown how stepwise latent class analysis can be used to do this. First, a latent class model is estimated in which the scores on a discrete individual-level predictor are used to construct group-level latent classes. Second, this latent class model is used to aggregate the individual-level predictor by assigning the groups to the latent classes. Third, a group-level analysis is performed in which the aggregated measures are related to the remaining group-level variables while correcting for the measurement error in the class assignments. This stepwise approach is introduced in a multilevel mediation model with a single individual-level mediator, and compared to existing methods in a simulation study. We also show how a mediation model with multiple group-level latent variables can be used with multiple individual-level mediators and this model is applied to explain team productivity (group level) as a function of job control (individual level), job satisfaction (individual level), and enriched job design (group level).     

A Unified Framework for the Comparison of Treatments with Ordinal Responses

Different latent variable models have been used to analyze ordinal categorical data which can be conceptualized as manifestations of an unobserved continuous variable. In this paper, we propose a unified framework based on a general latent variable model for the comparison of treatments with ordinal responses. The latent variable model is built upon the location-scale family and is rich enough to include many important existing models for analyzing ordinal categorical variables, including the proportional odds model, the ordered probit-type model, and the proportional hazards model. A flexible estimation procedure is proposed for the identification and estimation of the general latent variable model, which allows for the location and scale parameters to be freely estimated. The framework advances the existing methods by enabling many other popular models for analyzing continuous variables to be used to analyze ordinal categorical data, thus allowing for important statistical inferences such as location and/or dispersion comparisons among treatments to be conveniently drawn. Analysis on real data sets is used to illustrate the proposed methods.     

Generalized latent variable models with non‐linear effects

Until recently, item response models such as the factor analysis model for metric responses, the two‐parameter logistic model for binary responses and the multinomial model for nominal responses considered only the main effects of latent variables without allowing for interaction or polynomial latent variable effects. However, non‐linear relationships among the latent variables might be necessary in real applications. Methods for fitting models with non‐linear latent terms have been developed mainly under the structural equation modelling approach. In this paper, we consider a latent variable model framework for mixed responses (metric and categorical) that allows inclusion of both non‐linear latent and covariate effects. The model parameters are estimated using full maximum likelihood based on a hybrid integration–maximization algorithm. Finally, a method for obtaining factor scores based on multiple imputation is proposed here for the non‐linear model.     

潜变量交互效应建模: 告别均值结构

潜变量交互效应建模研究近年来有了长足的发展, 但模型中被认为不可缺少的均值结构往往让实际应用工作者却步。本文首先分析了潜变量交互效应模型中均值结构产生的根源; 然后讨论了指标变换与均值结构的关系; 接着提出了一个均值为零的潜变量交互结构, 所建立的模型不需要均值结构, 却不会改变主效应和交互效应等参数; 最后用模拟例子对无均值结构和有均值结构的两种模型的参数估计进行了比较, 结果符合理论预期, 困扰人们多年的均值结构问题从此可以终结。     

新世纪20年国内心理统计方法研究回顾

新世纪头20年, 国内心理学11本专业期刊一共发表了213篇统计方法研究论文。研究范围主要包括以下10类(按论文篇数排序)：结构方程模型、测验信度、中介效应、效应量与检验力、纵向研究、调节效应、探索性因子分析、潜在类别模型、共同方法偏差和多层线性模型。对各类做了简单的回顾与梳理。结果发现, 国内心理统计方法研究的广度和深度都不断增加, 研究热点在相互融合中共同发展; 但综述类论文比例较大, 原创性研究论文比例有待提高, 研究力量也有待加强。     

How the 2SLS/IV estimator can handle equality constraints in structural equation models: A system‐of‐equations approach

Parameters in structural equation models are typically estimated using the maximum likelihood (ML) approach. Bollen (1996) proposed an alternative non‐iterative, equation‐by‐equation estimator that uses instrumental variables. Although this two‐stage least squares/instrumental variables (2SLS/IV) estimator has good statistical properties, one problem with its application is that parameter equality constraints cannot be imposed. This paper presents a mathematical solution to this problem that is based on an extension of the 2SLS/IV approach to a system of equations. We present an example in which our approach was used to examine strong longitudinal measurement invariance. We also investigated the new approach in a simulation study that compared it with ML in the examination of the equality of two latent regression coefficients and strong measurement invariance. Overall, the results show that the suggested approach is a useful extension of the original 2SLS/IV estimator and allows for the effective handling of equality constraints in structural equation models.     

纳入式分类分析法在潜在剖面模型的后续多元回归中的应用

纳入式分类分析法能克服传统的分类分析法对后续一元回归模型参数的低估,发挥潜在类别模型的后续分析简化变量间交互作用的功能。本文进一步将纳入式分类分析法拓展至潜在剖面模型后续的多元统计分析中。通过蒙特卡洛模拟实验,比较各种纳入变量的方法思路与后续分析模型在四种常见的多元回归模型中参数估计的表现。结果发现,纳入式分类分析法所需纳入的变量取决于后续分析中与因变量、潜类别变量的关系,且后续分析使用含交互作用的模型更为稳健。     

Measuring Five Dimensions of Religiosity Across Adolescence

This paper theorizes and tests a latent variable model of adolescent religiosity in which five dimensions of religiosity are interrelated: religious beliefs, religious exclusivity, external practice, private practice, and religious salience. Research often theorizes overlapping and independent influences of single items or dimensions of religiosity on outcomes such as adolescent sexual behavior, but rarely operationalizes the dimensions in a measurement model accounting for their associations with each other and across time. We use longitudinal structural equation modeling with latent variables to analyze data from two waves of the National Study of Youth and Religion. We test our hypothesized measurement model as compared to four alternate measurement models and find that our proposed model maintains superior fit. We then discuss the associations between the five dimensions of religiosity we measure and how these change over time. Our findings suggest how future research might better operationalize multiple dimensions of religiosity in studies of the influence of religion in adolescence.     

使用验证性补偿多维IRT模型进行认知诊断评估

随着人们对测验反馈结果精细化的需求逐渐提高, 具有认知诊断功能的测量方法逐渐受到人们的关注。在认知诊断模型(CDMs)闪耀着光芒的同时, 另一类能够在连续量尺上提供精细反馈的多维IRT模型(MIRTMs)似乎受到些许冷落。为探究MIRTMs潜在的认知诊断功能, 本文以补偿模型为视角, 聚焦于分别属于MIRTMs的多维两参数logistic模型(M2PLM)和属于CDMs的线性logistic模型(LLM); 之后为使两者具有可比性, 可对补偿M2PLM引入验证性矩阵(Q矩阵)来界定题目与维度之间的关系, 进而得到验证性的补偿M2PLM (CC-M2PLM), 并通过把潜在特质按切点划分为跨界属性, 以期使CC-M2PLM展现出其本应具有的认知诊断功能; 预研究表明logistic量尺上的0点可作为相对合理的切点; 然后, 通过模拟研究对比探究CC-M2PLM和LLM的认知诊断功能, 结果表明CC-M2PLM可用于分析诊断测验数据, 且认知诊断功能与直接使用LLM的效果相当; 最后, 以两则实证数据为例来说明CC-M2PLM在实际诊断测验分析中的可行性。     

Relating latent class membership to external variables: An overview

In this article we provide an overview of existing approaches for relating latent class membership to external variables of interest. We extend on the work of Nylund-Gibson et al. (Structural Equation Modeling: A Multidisciplinary Journal, 2019, 26, 967), who summarize models with distal outcomes by providing an overview of most recommended modeling options for models with covariates and larger models with multiple latent variables as well. We exemplify the modeling approaches using data from the General Social Survey for a model with a distal outcome where underlying model assumptions are violated, and a model with multiple latent variables. We discuss software availability and provide example syntax for the real data examples in Latent GOLD.     

A Multilevel Nonlinear Profile Analysis Model for Dichotomous Data

This study linked nonlinear profile analysis (NPA) of dichotomous responses with an existing family of item response theory models and generalized latent variable models (GLVM). The NPA method offers several benefits over previous internal profile analysis methods: (a) NPA is estimated with maximum likelihood in a GLVM framework rather than relying on the choice of different dissimilarity measures that produce different results, (b) item and person parameters are computed during the same estimation step with an appropriate distribution for dichotomous variables, (c) the model estimates profile coordinate standard errors, and (d) additional individual-level variables can be included to model relationships with the profile parameters. An application examined experimental differences in topographic map comprehension among 288 subjects. The model produced a measure of overall test performance or comprehension in addition to pattern variables that measured the correspondence between subject response profiles and an item difficulty profile and an item-discrimination profile. The findings suggested that subjects who used 3-dimensional maps tended to correctly answer more items in addition to correctly answering items that were more discriminating indicators of map comprehension. The NPA analysis was also compared with results from a multidimensional item response theory model.     

Psychometric network models from time-series and panel data

Researchers in the field of network psychometrics often focus on the estimation of Gaussian graphical models (GGMs)—an undirected network model of partial correlations—between observed variables of cross-sectional data or single-subject time-series data. This assumes that all variables are measured without measurement error, which may be implausible. In addition, cross-sectional data cannot distinguish between within-subject and between-subject effects. This paper provides a general framework that extends GGM modeling with latent variables, including relationships over time. These relationships can be estimated from time-series data or panel data featuring at least three waves of measurement. The model takes the form of a graphical vector-autoregression model between latent variables and is termed the ts-lvgvar when estimated from time-series data and the panel-lvgvar when estimated from panel data. These methods have been implemented in the software package psychonetrics, which is exemplified in two empirical examples, one using time-series data and one using panel data, and evaluated in two large-scale simulation studies. The paper concludes with a discussion on ergodicity and generalizability. Although within-subject effects may in principle be separated from between-subject effects, the interpretation of these results rests on the intensity and the time interval of measurement and on the plausibility of the assumption of stationarity.

     

How to Generate Non-normal Data for Simulation of Structural Equation Models

A procedure for generating non-normal data for simulation of structural equation models is proposed. A simple transformation of univariate random variables is used for the generation of data on latent and error variables under some restrictions for the elements of the covariance matrices for these variables. Data on the observed variables is then computed from latent and error variables according to the model. It is shown that by controlling univariate skewness and kurtosis on pre-specified random latent and error variables, observed variables can be made to have a relatively wide range of univariate skewness and kurtosis characteristics according to the pre-specified model. Univariate distributions are used for the generation of data which enables a user to choose from a large number of different distributions. The use of the proposed procedure is illustrated for two different structural equation models and it is shown how PRELIS can be used to generate the data.     

结构方程模型中调节效应的标准化估计

回归分析和结构方程分析中,标准化估计对解释模型和比较效应大小有重要作用。对于调节效应模型（或交互效应模型）,通常的标准化估计没有意义。虽然显变量的调节效应模型标准化估计问题已经解决,但潜变量的调节效应模型标准化估计问题复杂得多。本文先介绍回归分析中显变量调节效应模型的标准化估计,然后提出了一种通过参数的原始估计和通常标准化估计来计算潜变量调节效应模型的“标准化”估计的方法,得到的“标准化”估计是尺度不变的,说明可以用“标准化”估计来解释和比较主效应和调节效应     

Bayesian modeling of measurement error in predictor variables using item response theory

It is shown that measurement error in predictor variables can be modeled using item response theory (IRT). The predictor variables, that may be defined at any level of an hierarchical regression model, are treated as latent variables. The normal ogive model is used to describe the relation between the latent variables and dichotomous observed variables, which may be responses to tests or questionnaires. It will be shown that the multilevel model with measurement error in the observed predictor variables can be estimated in a Bayesian framework using Gibbs sampling. In this article, handling measurement error via the normal ogive model is compared with alternative approaches using the classical true score model. Examples using real data are given.This paper is part of the dissertation by Fox (2001) that won the 2002 Psychometric Society Dissertation Award.     

Generalized multilevel structural equation modeling

A unifying framework for generalized multilevel structural equation modeling is introduced. The models in the framework, called generalized linear latent and mixed models (GLLAMM), combine features of generalized linear mixed models (GLMM) and structural equation models (SEM) and consist of a response model and a structural model for the latent variables. The response model generalizes GLMMs to incorporate factor structures in addition to random intercepts and coefficients. As in GLMMs, the data can have an arbitrary number of levels and can be highly unbalanced with different numbers of lower-level units in the higher-level units and missing data. A wide range of response processes can be modeled including ordered and unordered categorical responses, counts, and responses of mixed types. The structural model is similar to the structural part of a SEM except that it may include latent and observed variables varying at different levels. For example, unit-level latent variables (factors or random coefficients) can be regressed on cluster-level latent variables. Special cases of this framework are explored and data from the British Social Attitudes Survey are used for illustration. Maximum likelihood estimation and empirical Bayes latent score prediction within the GLLAMM framework can be performed using adaptive quadrature in gllamm, a freely available program running in Stata.gllamm can be downloaded from http://www.gllamm.org. The paper was written while Sophia Rabe-Hesketh was employed at and Anders Skrondal was visiting the Department of Biostatistics and Computing, Institute of Psychiatry, King's College London.