A Comparison of ML,WLSMV, and Bayesian Methods for Multilevel Structural Equation Models in Small Samples: A Simulation Study

Multilevel structural equation models are increasingly applied in psychological research. With increasing model complexity, estimation becomes computationally demanding, and small sample sizes pose further challenges on estimation methods relying on asymptotic theory. Recent developments of Bayesian estimation techniques may help to overcome the shortcomings of classical estimation techniques. The use of potentially inaccurate prior information may, however, have detrimental effects, especially in small samples. The present Monte Carlo simulation study compares the statistical performance of classical estimation techniques with Bayesian estimation using different prior specifications for a two-level SEM with either continuous or ordinal indicators. Using two software programs (Mplus and Stan), differential effects of between- and within-level sample sizes on estimation accuracy were investigated. Moreover, it was tested to which extent inaccurate priors may have detrimental effects on parameter estimates in categorical indicator models. For continuous indicators, Bayesian estimation did not show performance advantages over ML. For categorical indicators, Bayesian estimation outperformed WLSMV solely in case of strongly informative accurate priors. Weakly informative inaccurate priors did not deteriorate performance of the Bayesian approach, while strong informative inaccurate priors led to severely biased estimates even with large sample sizes. With diffuse priors, Stan yielded better results than Mplus in terms of parameter estimates.     

Evaluating Small Sample Approaches for Model Test Statistics in Structural Equation Modeling

Through Monte Carlo simulation, small sample methods for evaluating overall data-model fit in structural equation modeling were explored. Type I error behavior and power were examined using maximum likelihood (ML), Satorra-Bentler scaled and adjusted (SB; Satorra & Bentler, 1988, 1994), residual-based (Browne, 1984), and asymptotically distribution free (ADF; Browne, 1982, 1984) test statistics. To accommodate small sample sizes the ML and SB statistics were adjusted using a k-factor correction (Bartlett, 1950); the residual-based and ADF statistics were corrected using modified x² and F statistics (Yuan & Bentler, 1998, 1999). Design characteristics include model type and complexity, ratio of sample size to number of estimated parameters, and distributional form. The k-factor-corrected SB scaled test statistic was especially stable at small sample sizes with both normal and nonnormal data. Methodologists are encouraged to investigate its behavior under a wider variety of models and distributional forms.     

Analysis of structural equation model with ignorable missing continuous and polytomous data

The main purpose of this article is to develop a Bayesian approach for structural equation models with ignorable missing continuous and polytomous data. Joint Bayesian estimates of thresholds, structural parameters and latent factor scores are obtained simultaneously. The idea of data augmentation is used to solve the computational difficulties involved. In the posterior analysis, in addition to the real missing data, latent variables and latent continuous measurements underlying the polytomous data are treated as hypothetical missing data. An algorithm that embeds the Metropolis-Hastings algorithm within the Gibbs sampler is implemented to produce the Bayesian estimates. A goodness-of-fit statistic for testing the posited model is presented. It is shown that the proposed approach is not sensitive to prior distributions and can handle situations with a large number of missing patterns whose underlying sample sizes may be small. Computational efficiency of the proposed procedure is illustrated by simulation studies and a real example.The work described in this paper was fully supported by a grant from the Research Grants Council of the HKSAR (Project No. CUHK 4088/99H). The authors are greatly indebted to the Editor and anonymous reviewers for valuable comments in improving the paper; and also to D. E. Morisky and J.A. Stein for the use of their AIDS data set.     

A Computationally More Efficient and More Accurate Stepwise Approach for Correcting for Sampling Error and Measurement Error

Over the last decade or two, multilevel structural equation modeling (ML-SEM) has become a prominent modeling approach in the social sciences because it allows researchers to correct for sampling and measurement errors and thus to estimate the effects of Level 2 (L2) constructs without bias. Because the latent variable modeling software Mplus uses maximum likelihood (ML) by default, many researchers in the social sciences have applied ML to obtain estimates of L2 regression coefficients. However, one drawback of ML is that covariance matrices of the predictor variables at L2 tend to be degenerate, and thus, estimates of L2 regression coefficients tend to be rather inaccurate when sample sizes are small. In this article, I show how an approach for stabilizing covariance matrices at L2 can be used to obtain more accurate estimates of L2 regression coefficients. A simulation study is conducted to compare the proposed approach with ML, and I illustrate its application with an example from organizational research.     

Single and Multiple Ability Estimation in the SEM Framework: A Noninformative Bayesian Estimation Approach

Latent variable models with many categorical items and multiple latent constructs result in many dimensions of numerical integration, and the traditional frequentist estimation approach, such as maximum likelihood (ML), tends to fail due to model complexity. In such cases, Bayesian estimation with diffuse priors can be used as a viable alternative to ML estimation. This study compares the performance of Bayesian estimation with ML estimation in estimating single or multiple ability factors across 2 types of measurement models in the structural equation modeling framework: a multidimensional item response theory (MIRT) model and a multiple-indicator multiple-cause (MIMIC) model. A Monte Carlo simulation study demonstrates that Bayesian estimation with diffuse priors, under various conditions, produces results quite comparable with ML estimation in the single- and multilevel MIRT and MIMIC models. Additionally, an empirical example utilizing the Multistate Bar Examination is provided to compare the practical utility of the MIRT and MIMIC models. Structural relationships among the ability factors, covariates, and a binary outcome variable are investigated through the single- and multilevel measurement models. The article concludes with a summary of the relative advantages of Bayesian estimation over ML estimation in MIRT and MIMIC models and suggests strategies for implementing these methods.     

Quantifying the Strength of General Factors in Psychopathology: A Comparison of CFA with Maximum Likelihood Estimation,BSEM, and ESEM/EFA Bifactor Approaches

Whether or not importance should be placed on an all-encompassing general factor of psychopathology (or p factor) in classifying, researching, diagnosing, and treating psychiatric disorders depends (among other issues) on the extent to which comorbidity is symptom-general rather than staying largely within the confines of narrower transdiagnostic factors such as internalizing and externalizing. In this study, we compared three methods of estimating p factor strength. We compared omega hierarchical and explained common variance calculated from confirmatory factor analysis (CFA) bifactor models with maximum likelihood (ML) estimation, from exploratory structural equation modeling/exploratory factor analysis models with a bifactor rotation, and from Bayesian structural equation modeling (BSEM) bifactor models. Our simulation results suggested that BSEM with small variance priors on secondary loadings might be the preferred option. However, CFA with ML also performed well provided secondary loadings were modeled. We provide two empirical examples of applying the three methodologies using a normative sample of youth (z-proso, n = 1,286) and a university counseling sample (n = 359).     

当结构假设和分布假设不满足时的验证性因子分析：稳健极大似然法估计和贝叶斯估计的比较研究

结构方程模型已被广泛应用于心理学、教育学、以及社会科学领域的统计分析中。结构方程模型分析中最常用的估计方法是基于正 态分布的估计量,比如极大似然估计法。这些方法需要满足两个假设。第一, 理论模型必须正确地反映变量与变量之间的关系,称为结构假 设。第二,数据必须符合多元正态分布,称为分布假设。如果这些假设不满足,基于正态分布的估计量就有可能导致不正确的卡方指数、不 正确的拟合度、以及有偏差的参数估计和参数估计的标准误。在实际应用中,几乎所有的理论模型都不能准确地解释变量与变量之间的关系, 数据也常常呈非多元正态分布。为此,一些新的估计方法得以发展。这些方法要么在理论上不要求数据呈多元正态分布,要么对因数据呈非 正态分布而导致的不正确结果进行纠正。当前较为流行的两种方法是稳健极大似然估计和贝叶斯估计。稳健极大似然估计是应用 Satorra and Bentler (1994) 的方法对不正确的卡方指数和参数估计的标准误进行调整,而参数估计和用极大似然方法得出的完全等同。贝叶斯估计方法则是 基于贝叶斯定理,其要点是：参数的后验分布是由参数的先验分布和数据似然值相乘而得来。后验分布常用马尔科夫蒙特卡洛算法来进行模拟。 对于稳健极大似然估计和贝叶斯估计这两种方法之间的优劣比较,先前的研究只局限于理论模型是正确的情境。而本研究则着重于理论模型 是错误的情境,同时也考虑到数据呈非正态分布的情境。本研究所采用的模型是验证性因子模型,数据全部由计算机模拟而来。数据的生成 取决于三个因素：8 类因子结构,3 种变量分布,和3 组样本量。这三个因素产生72 个模拟条件（72=8x3x3）。每个模拟条件下生成2000 个 数据组,每个数据组都拟合两个模型,一个是正确模型、一个是错误模型。每个模型都用两种估计方法来拟合：稳健极大似然估计法和贝叶 斯估计方法。贝叶斯估计方法中所使用的先验分布是无信息先验分布。结果分析主要着重于模型拒绝率、拟合度、参数估计、和参数估计的 标准误。研究的结果表明：在样本量充足的情况下,两种方法得出的参数估计非常相似。当数据呈非正态分布时,贝叶斯估计法比稳健极大 似然估计法更好地拒绝错误模型。但是,当样本量不足且数据呈正态分布时,贝叶斯估计在拒绝错误模型和参数估计上几乎没有优势,甚至 在一些条件下,比稳健极大似然法要差。     

Bayesian SEM for Specification Search Problems in Testing Factorial Invariance

Specification search problems refer to two important but under-addressed issues in testing for factorial invariance: how to select proper reference indicators and how to locate specific non-invariant parameters. In this study, we propose a two-step procedure to solve these issues. Step 1 is to identify a proper reference indicator using the Bayesian structural equation modeling approach. An item is selected if it is associated with the highest likelihood to be invariant across groups. Step 2 is to locate specific non-invariant parameters, given that a proper reference indicator has already been selected in Step 1. A series of simulation analyses show that the proposed method performs well under a variety of data conditions, and optimal performance is observed under conditions of large magnitude of non-invariance, low proportion of non-invariance, and large sample sizes. We also provide an empirical example to demonstrate the specific procedures to implement the proposed method in applied research. The importance and influences are discussed regarding the choices of informative priors with zero mean and small variances. Extensions and limitations are also pointed out.     

Bayesian structural equation modeling: A more flexible representation of substantive theory

This article proposes a new approach to factor analysis and structural equation modeling using Bayesian analysis. The new approach replaces parameter specifications of exact zeros with approximate zeros based on informative, small-variance priors. It is argued that this produces an analysis that better reflects substantive theories. The proposed Bayesian approach is particularly beneficial in applications where parameters are added to a conventional model such that a nonidentified model is obtained if maximum-likelihood estimation is applied. This approach is useful for measurement aspects of latent variable modeling, such as with confirmatory factor analysis, and the measurement part of structural equation modeling. Two application areas are studied, cross-loadings and residual correlations in confirmatory factor analysis. An example using a full structural equation model is also presented, showing an efficient way to find model misspecification. The approach encompasses 3 elements: model testing using posterior predictive checking, model estimation, and model modification. Monte Carlo simulations and real data are analyzed using Mplus. The real-data analyses use data from Holzinger and Swineford's (1939) classic mental abilities study, Big Five personality factor data from a British survey, and science achievement data from the National Educational Longitudinal Study of 1988. (PsycINFO Database Record (c) 2012 APA, all rights reserved).     

Bayesian analysis of two‐level nonlinear structural equation models with continuous and polytomous data

Two‐level structural equation models with mixed continuous and polytomous data and nonlinear structural equations at both the between‐groups and within‐groups levels are important but difficult to deal with. A Bayesian approach is developed for analysing this kind of model. A Markov chain Monte Carlo procedure based on the Gibbs sampler and the Metropolis‐Hasting algorithm is proposed for producing joint Bayesian estimates of the thresholds, structural parameters and latent variables at both levels. Standard errors and highest posterior density intervals are also computed. A procedure for computing Bayes factor, based on the key idea of path sampling, is established for model comparison.     

Bayesian Estimation for Item Factor Analysis Models with Sparse Categorical Indicators

Psychometric models for item-level data are broadly useful in psychology. A recurring issue for estimating item factor analysis (IFA) models is low-item endorsement (item sparseness), due to limited sample sizes or extreme items such as rare symptoms or behaviors. In this paper, I demonstrate that under conditions characterized by sparseness, currently available estimation methods, including maximum likelihood (ML), are likely to fail to converge or lead to extreme estimates and low empirical power. Bayesian estimation incorporating prior information is a promising alternative to ML estimation for IFA models with item sparseness. In this article, I use a simulation study to demonstrate that Bayesian estimation incorporating general prior information improves parameter estimate stability, overall variability in estimates, and power for IFA models with sparse, categorical indicators. Importantly, the priors proposed here can be generally applied to many research contexts in psychology, and they do not impact results compared to ML when indicators are not sparse. I then apply this method to examine the relationship between suicide ideation and insomnia in a sample of first-year college students. This provides an important alternative for researchers who may need to model items with sparse endorsement.     

Model-Implied Instrumental Variable—Generalized Method of Moments (MIIV-GMM) Estimators for Latent Variable Models

The common maximum likelihood (ML) estimator for structural equation models (SEMs) has optimal asymptotic properties under ideal conditions (e.g., correct structure, no excess kurtosis, etc.) that are rarely met in practice. This paper proposes model-implied instrumental variable – generalized method of moments (MIIV-GMM) estimators for latent variable SEMs that are more robust than ML to violations of both the model structure and distributional assumptions. Under less demanding assumptions, the MIIV-GMM estimators are consistent, asymptotically unbiased, asymptotically normal, and have an asymptotic covariance matrix. They are “distribution-free,” robust to heteroscedasticity, and have overidentification goodness-of-fit J-tests with asymptotic chi-square distributions. In addition, MIIV-GMM estimators are “scalable” in that they can estimate and test the full model or any subset of equations, and hence allow better pinpointing of those parts of the model that fit and do not fit the data. An empirical example illustrates MIIV-GMM estimators. Two simulation studies explore their finite sample properties and find that they perform well across a range of sample sizes.     

Bayesian Analysis of Nonlinear Structural Equation Models with Nonignorable Missing Data

A Bayesian approach is developed for analyzing nonlinear structural equation models with nonignorable missing data. The nonignorable missingness mechanism is specified by a logistic regression model. A hybrid algorithm that combines the Gibbs sampler and the Metropolis–Hastings algorithm is used to produce the joint Bayesian estimates of structural parameters, latent variables, parameters in the nonignorable missing model, as well as their standard errors estimates. A goodness-of-fit statistic for assessing the plausibility of the posited nonlinear structural equation model is introduced, and a procedure for computing the Bayes factor for model comparison is developed via path sampling. Results obtained with respect to different missing data models, and different prior inputs are compared via simulation studies. In particular, it is shown that in the presence of nonignorable missing data, results obtained by the proposed method with a nonignorable missing data model are significantly better than those that are obtained under the missing at random assumption. A real example is presented to illustrate the newly developed Bayesian methodologies. This research is fully supported by a grant (CUHK 4243/03H) from the Research Grant Council of the Hong Kong Special Administration Region. The authors are thankful to the editor and reviewers for valuable comments for improving the paper, and also to ICPSR and the relevant funding agency for allowing the use of the data. Requests for reprints should be sent to Professor S.Y. Lee, Department of Statistics, The Chinese University of Hong Kong, Shatin, N.T., Hong Kong.     

Identifying Variables Responsible for Data not Missing at Random

When data are not missing at random (NMAR), maximum likelihood (ML) procedure will not generate consistent parameter estimates unless the missing data mechanism is correctly modeled. Understanding NMAR mechanism in a data set would allow one to better use the ML methodology. A survey or questionnaire may contain many items; certain items may be responsible for NMAR values in other items. The paper develops statistical procedures to identify the responsible items. By comparing ML estimates (MLE), statistics are developed to test whether the MLEs are changed when excluding items. The items that cause a significant change of the MLEs are responsible for the NMAR mechanism. Normal distribution is used for obtaining the MLEs; a sandwich-type covariance matrix is used to account for distribution violations. The class of nonnormal distributions within which the procedure is valid is provided. Both saturated and structural models are considered. Effect sizes are also defined and studied. The results indicate that more missing data in a sample does not necessarily imply more significant test statistics due to smaller effect sizes. Knowing the true population means and covariances or the parameter values in structural equation models may not make things easier either. The research was supported by NSF grant DMS04-37167, the James McKeen Cattell Fund.     

Bayesian Analysis of Structural Equation Models With Nonlinear Covariates and Latent Variables

In this article, we formulate a nonlinear structural equation model (SEM) that can accommodate covariates in the measurement equation and nonlinear terms of covariates and exogenous latent variables in the structural equation. The covariates can come from continuous or discrete distributions. A Bayesian approach is developed to analyze the proposed model. Markov chain Monte Carlo methods for obtaining Bayesian estimates and their standard error estimates, highest posterior density intervals, and a PP p value are developed. Results obtained from two simulation studies are reported to respectively reveal the empirical performance of the proposed Bayesian estimation in analyzing complex nonlinear SEMs, and in analyzing nonlinear SEMs with the normal assumption of the exogenous latent variables violated. The proposed methodology is further illustrated by a real example. Detailed interpretation about the interaction terms is presented.     

Bayesian model selection for mixtures of structural equation models with an unknown number of components

This paper considers mixtures of structural equation models with an unknown number of components. A Bayesian model selection approach is developed based on the Bayes factor. A procedure for computing the Bayes factor is developed via path sampling, which has a number of nice features. The key idea is to construct a continuous path linking the competing models; then the Bayes factor can be estimated efficiently via grids in [0, 1] and simulated observations that are generated by the Gibbs sampler from the posterior distribution. Bayesian estimates of the structural parameters, latent variables, as well as other statistics can be produced as by‐products. The properties and merits of the proposed procedure are discussed and illustrated by means of a simulation study and a real example.     

A Robust Bayesian Approach for Structural Equation Models with Missing Data

In this paper, normal/independent distributions, including but not limited to the multivariate t distribution, the multivariate contaminated distribution, and the multivariate slash distribution, are used to develop a robust Bayesian approach for analyzing structural equation models with complete or missing data. In the context of a nonlinear structural equation model with fixed covariates, robust Bayesian methods are developed for estimation and model comparison. Results from simulation studies are reported to reveal the characteristics of estimation. The methods are illustrated by using a real data set obtained from diabetes patients.     

Maximum likelihood estimation of latent interaction effects with the LMS method

In the context of structural equation modeling, a general interaction model with multiple latent interaction effects is introduced. A stochastic analysis represents the nonnormal distribution of the joint indicator vector as a finite mixture of normal distributions. The Latent Moderated Structural Equations (LMS) approach is a new method developed for the analysis of the general interaction model that utilizes the mixture distribution and provides a ML estimation of model parameters by adapting the EM algorithm. The finite sample properties and the robustness of LMS are discussed. Finally, the applicability of the new method is illustrated by an empirical example. This research has been supported by a grant from the Deutsche Forschungsgemeinschaft, Germany, No. Mo 474/1 and Mo 474/2. The data for the empirical example have been provided by Andreas Thiele of the University of Frankfurt, Germany. The authors are indebted to an associate editor and to three anonymous reviewers ofPsychometrika whose comments and suggestions have been very helpful.     

Bayesian Causal Mediation Analysis for Group Randomized Designs with Homogeneous and Heterogeneous Effects: Simulation and Case Study

A fully Bayesian approach to causal mediation analysis for group-randomized designs is presented. A unique contribution of this article is the combination of Bayesian inferential methods with G-computation to address the problem of heterogeneous treatment or mediator effects. A detailed simulation study shows that this approach has excellent frequentist properties, particularly in the case of small sample sizes with accurate informative priors. The simulation study also demonstrates that the proposed approach can take into account heterogeneous treatment or mediator effects without bias. A case study using data from a school-based randomized intervention designed to increase parent social capital leading to improved behavioral and academic outcomes in children is offered to illustrate the Bayesian approach to causal mediation in group-randomized designs.     

LGM模型中缺失数据处理方法的比较:ML方法与Diggle-Kenward选择模型

追踪研究中缺失数据十分常见。本文通过Monte Carlo模拟研究,考察基于不同前提假设的Diggle-Kenward选择模型和ML方法对增长参数估计精度的差异,并考虑样本量、缺失比例、目标变量分布形态以及不同缺失机制的影响。结果表明:(1)缺失机制对基于MAR的ML方法有较大的影响,在MNAR缺失机制下,基于MAR的ML方法对LGM模型中截距均值和斜率均值的估计不具有稳健性。(2)DiggleKenward选择模型更容易受到目标变量分布偏态程度的影响,样本量与偏态程度存在交互作用,样本量较大时,偏态程度的影响会减弱。而ML方法仅在MNAR机制下轻微受到偏态程度的影响。