Asymptotic biases in exploratory factor analysis and structural equation modeling

Formulas for the asymptotic biases of the parameter estimates in structural equation models are provided in the case of the Wishart maximum likelihood estimation for normally and nonnormally distributed variables. When multivariate normality is satisfied, considerable simplification is obtained for the models of unstandardized variables. Formulas for the models of standardized variables are also provided. Numerical examples with Monte Carlo simulations in factor analysis show the accuracy of the formulas and suggest the asymptotic robustness of the asymptotic biases with normality assumption against nonnormal data. Some relationships between the asymptotic biases and other asymptotic values are discussed.The author is indebted to the editor and anonymous reviewers for their comments, corrections, and suggestions on this paper, and to Yutaka Kano for discussion on biases.     

An EM algorithm for fitting two-level structural equation models

Maximum likelihood is an important approach to analysis of two-level structural equation models. Different algorithms for this purpose have been available in the literature. In this paper, we present a new formulation of two-level structural equation models and develop an EM algorithm for fitting this formulation. This new formulation covers a variety of two-level structural equation models. As a result, the proposed EM algorithm is widely applicable in practice. A practical example illustrates the performance of the EM algorithm and the maximum likelihood statistic.We are thankful to the reviewers for their constructive comments that have led to significant improvement on the first version of this paper. Special thanks are due to the reviewer who suggested a comparison with the LISREL program in the saturated means model, and provided its setup and output. This work was supported by National Institute on Drug Abuse grants DA01070, DA00017, and a UNH 2002 Summer Faculty Fellowship.     

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.     

Thought-action fusion: a comprehensive analysis using structural equation modeling

Thought-action fusion (TAF), the phenomenon whereby one has difficulty separating cognitions from corresponding behaviors, has implications in a wide variety of disturbances, including eating disorders, obsessive-compulsive disorder, generalized anxiety disorder, and panic disorder. Numerous constructs believed to contribute to the etiology or maintenance of TAF have been identified in the literature, but to date, no study has empirically integrated these findings into a comprehensive model. In this study, we examined simultaneously an array of variables thought to be related to TAF, and subsequently developed a model that elucidates the role of those variables that seem most involved in this phenomenon using a structural equation modeling approach. Results indicated that religiosity, as predicted by ethnic identity, was a significant predictor of TAF. Additionally, the relation between ethnic identity and TAF was partially mediated by an inflated sense of responsibility. Both TAF and obsessive-compulsive symptoms were found to be significant predictors of engagement in neutralization activities. Clinical and theoretical implications are discussed.     

A Bayesian analysis of finite mixtures in the LISREL model

In this paper, we propose a Bayesian framework for estimating finite mixtures of the LISREL model. The basic idea in our analysis is to augment the observed data of the manifest variables with the latent variables and the allocation variables. The Gibbs sampler is implemented to obtain the Bayesian solution. Other associated statistical inferences, such as the direct estimation of the latent variables, establishment of a goodness-of-fit assessment for a posited model, Bayesian classification, residual and outlier analyses, are discussed. The methodology is illustrated with a simulation study and a real example.This research was supported by a Hong Kong UGC Earmarked grant CUHK 4026/97H. The authors are indebted to the Editor, the Associate Editor, and three anonymous reviewers for constructive comments in improving the paper, and also to ICPSR and the relevant funding agency for allowing the use of the data. The assistance of Michael K.H. Leung and Esther L.S. Tam is gratefully acknowledged.     

Clarifying the role of impulsivity in dietary restraint: A structural equation modeling approach

This study was designed to clarify the relationship between the four dimensions of impulsivity in Whiteside and Lynam’s (2001) model and the two aspects of dietary restraint (Concern for Dieting and Weight Fluctuation) in a non-clinical sample. Data were collected from a volunteer community sample (N = 216) of women who responded to two self-report instruments related to impulsivity (UPPS Impulsive Behavior Scale, Whiteside & Lynam, 2001) and dietary restraint (Restraint Scale, Polivy, Herman, & Warsh, 1978). A structural equation model was tested. The model provided a good fit to the data (χ²/df = 1.64, p < .0001, RMSEA = 0.054, 90% CI = 0.050–0.058, p-value for test of close fit (RMSEA > 0.05) = .035) and revealed that Concern for Dieting was positively related to Urgency (standardized β = 0.25, p < .01). Weight Fluctuation was related to lack of Perseverance (standardized β = 0.25, p < .01) and tended to relate to Sensation Seeking (standardized β = 0.17, p = .056). Urgency and lack of Perseverance were found to play a significant role in predicting Concern for Dieting and Weight Fluctuation.     

On structural equation modeling with data that are not missing completely at random

A general latent variable model is given which includes the specification of a missing data mechanism. This framework allows for an elucidating discussion of existing general multivariate theory bearing on maximum likelihood estimation with missing data. Here, missing completely at random is not a prerequisite for unbiased estimation in large samples, as when using the traditional listwise or pairwise present data approaches. The theory is connected with old and new results in the area of selection and factorial invariance. It is pointed out that in many applications, maximum likelihood estimation with missing data may be carried out by existing structural equation modeling software, such as LISREL and LISCOMP. Several sets of artifical data are generated within the general model framework. The proposed estimator is compared to the two traditional ones and found superior.The research of the first author was supported by grant No. SES-8312583 from the National Science Foundation and by a Spencer Foundation grant. We wish to thank Chuen-Rong Chan for drawing the path diagram.     

Higher-order approximations to the distributions of fit indexes under fixed alternatives in structural equation models

Higher-order approximations to the distributions of fit indexes for structural equation models under fixed alternative hypotheses are obtained in nonnormal samples as well as normal ones. The fit indexes include the normal-theory likelihood ratio chi-square statistic for a posited model, the corresponding statistic for the baseline model of uncorrelated observed variables, and various fit indexes as functions of these two statistics. The approximations are given by the Edgeworth expansions for the distributions of the fit indexes under arbitrary distributions. Numerical examples in normal and nonnormal samples with the asymptotic and simulated distributions of the fit indexes show the relative inappropriateness of the normal-theory approximation using noncentral chi-square distributions. A simulation for the confidence intervals of the fit indexes based on the normal-theory Studentized estimators under normality with a small sample size indicates an advantage for the approximation by the Cornish–Fisher expansion over those by the noncentral chi-square distribution and the asymptotic normality. The author is indebted to the reviewers for their comments and suggestions, which have led to the improvement of the previous versions of this paper. This work was partially supported by Grant-in-Aid for Scientific Research from the Japanese Ministry of Education, Culture, Sports, Science, and Technology.     

Exploratory structural equation modeling,bifactor models,and standard confirmatory factor analysis models: Application to the BASC-2 Behavioral and Emotional Screening System Teacher Form

Several psychological assessment instruments are based on the assumption of a general construct that is composed of multiple interrelated domains. Standard confirmatory factor analysis is often not well suited for examining the factor structure of such scales. This study used data from 1885 elementary school students (mean age = 8.77 years, SD = 1.47 years) to examine the factor structure of the Behavioral Assessment System for Children, Second Edition (BASC-2) Behavioral and Emotional Screening System (BESS) Teacher Form that was designed to assess general risk for emotional/behavioral difficulty among children. The modeling sequence included the relatively new exploratory structural equation modeling (ESEM) approach and bifactor models in addition to more standard techniques. Findings revealed that the factor structure of the BASC-2 BESS Teacher Form is multidimensional. Both ESEM and bifactor models showed good fit to the data. Bifactor models were preferred on conceptual grounds. Findings illuminate the hypothesis-generating power of ESEM and suggest that it might not be optimal for instruments designed to assess a predominant general factor underlying the data.     

On the likelihood ratio test in structural equation modeling when parameters are subject to boundary constraints

The authors show how the use of inequality constraints on parameters in structural equation models may affect the distribution of the likelihood ratio test. Inequality constraints are implicitly used in the testing of commonly applied structural equation models, such as the common factor model, the autoregressive model, and the latent growth curve model, although this is not commonly acknowledged. Such constraints are the result of the null hypothesis in which the parameter value or values are placed on the boundary of the parameter space. For instance, this occurs in testing whether the variance of a growth parameter is significantly different from 0. It is shown that in these cases, the asymptotic distribution of the chi-square difference cannot be treated as that of a central chi-square-distributed random variable with degrees of freedom equal to the number of constraints. The correct distribution for testing 1 or a few parameters at a time is inferred for the 3 structural equation models mentioned above. Subsequently, the authors describe and illustrate the steps that one should take to obtain this distribution. An important message is that using the correct distribution may lead to appreciably greater statistical power.     

Limited information estimation and testing of discretized multivariate normal structural models

Discretized multivariate normal structural models are often estimated using multistage estimation procedures. The asymptotic properties of parameter estimates, standard errors, and tests of structural restrictions on thresholds and polychoric correlations are well known. It was not clear how to assess the overall discrepancy between the contingency table and the model for these estimators. It is shown that the overall discrepancy can be decomposed into a distributional discrepancy and a structural discrepancy. A test of the overall model specification is proposed, as well as a test of the distributional specification (i.e., discretized multivariate normality). Also, the small sample performance of overall, distributional, and structural tests, as well as of parameter estimates and standard errors is investigated under conditions of correct model specification and also under mild structural and/or distributional misspecification. It is found that relatively small samples are needed for parameter estimates, standard errors, and structural tests. Larger samples are needed for the distributional and overall tests. Furthermore, parameter estimates, standard errors, and structural tests are surprisingly robust to distributional misspecification. This research was supported by the Department of Universities, Research and Information Society (DURSI) of the Catalan Government, and by grants BSO2000-0661 and BSO2003-08507 of the Spanish Ministry of Science and Technology.     

Bayesian estimation and testing of structural equation models

The Gibbs sampler can be used to obtain samples of arbitrary size from the posterior distribution over the parameters of a structural equation model (SEM) given covariance data and a prior distribution over the parameters. Point estimates, standard deviations and interval estimates for the parameters can be computed from these samples. If the prior distribution over the parameters is uninformative, the posterior is proportional to the likelihood, and asymptotically the inferences based on the Gibbs sample are the same as those based on the maximum likelihood solution, for example, output from LISREL or EQS. In small samples, however, the likelihood surface is not Gaussian and in some cases contains local maxima. Nevertheless, the Gibbs sample comes from the correct posterior distribution over the parameters regardless of the sample size and the shape of the likelihood surface. With an informative prior distribution over the parameters, the posterior can be used to make inferences about the parameters underidentified models, as we illustrate on a simple errors-in-variables model.We thank David Spiegelhalter for suggesting applying the Gibbs sampler to structural equation models to the first author at a 1994 workshop in Wiesbaden. We thank Ulf Böckenholt, Chris Meek, Marijtje van Duijn, Clark Glymour, Ivo Molenaar, Steve Klepper, Thomas Richardson, Teddy Seidenfeld, and Tom Snijders for helpful discussions, mathematical advice, and critiques of earlier drafts of this paper.     

Analysis of the factor structure of the Sociocultural Attitudes Towards Appearance Questionnaire (SATAQ-3) in Spanish secondary-school students through exploratory structural equation modeling

The aims of the present study were: (1) to assess the factor structure of the SATAQ-3 in Spanish secondary-school students by means of exploratory factor analysis (EFA), confirmatory factor analysis (CFA) and exploratory structural equation modeling (ESEM) models; and (2) to study its invariance by sex and school grade. ESEM is a technique that has been proposed for the analysis of internal structure that overcomes some of the limitations of EFA and CFA. Participants were 1559 boys and girls in grades seventh to tenth. The results support the four-factor solution of the original version, and reveal that the best fit was obtained with ESEM, excluding Item 20 and with correlated uniqueness between reverse-keyed items. Our version shows invariance by sex and grade. The differences between scores of different groups are in the expected direction, and support the validity of the questionnaire. We recommend a version excluding Item 20 and without reverse-keyed items.     

Standard errors of fit indices using residuals in structural equation modeling

The asymptotic standard errors of the correlation residuals and Bentler's standardized residuals in covariance structures are derived based on the asymptotic covariance matrix of raw covariance residuals. Using these results, approximations of the asymptotic standard errors of the root mean square residuals for unstandardized or standardized residuals are derived by the delta method. Further, in mean structures, approximations of the asymptotic standard errors of residuals, standardized residuals and their summary statistics are derived in a similar manner. Simulations are carried out, which show that the asymptotic standard errors of the various types of residuals and the root mean square residuals in covariance, correlation and mean structures are close to actual ones.The author is indebted to the reviewers for their comments and suggestions which have led to an improvement of this work.     

结构方程模型的应用及分析策略

差不多所有心理、教育、社会等概念,均难以直接准确测量,结构方程（SEM,Struc－tulalEquationModelling）提供一个处理测量误差的方法,采用多个指标去反映潜在变量,也令估计整个模型因子间关系,较传统回归方法更为准确合理。本文主要用一系列有关学习动机的虚拟例子,指出每个问题的主要分析策略,以展示SEM在教育及心理学可以应用的研究范畴。文内探讨的方法包括：验证性因素、高阶因子、路径及因果分析、多时段（multiwave）设计、单形模型（SimpleModel）、及多组比较等。     

Effect analysis and causation in linear structural equation models

This paper considers total and direct effects in linear structural equation models. Adopting a causal perspective that is implicit in much of the literature on the subject, the paper concludes that in many instances the effects do not admit the interpretations imparted in the literature. Drawing a distinction between concomitants and factors, the paper concludes that a concomitant has neither total nor direct effects on other variables. When a variable is a factor and one or more intervening variables are concomitants, the notion of a direct effect is not causally meaningful. Even when the notion of a direct effect is meaningful, the usual estimate of this quantity may be inappropriate. The total effect is usually interpreted as an equilibrium multiplier. In the case where there are simultaneity relations among the dependent variables in tghe model, the results in the literature for the total effects of dependent variables on other dependent variables are not equilibrium multipliers, and thus, the usual interpretation is incorrect. To remedy some of these deficiencies, a new effect, the total effect of a factorX on an outcomeY, holding a set of variablesF constant, is defined. When defined, the total and direct effects are a special case of this new effect, and the total effect of a dependent variable on a dependent variable is an equilibrium multiplier.For helpful comments, I am grateful to G. Arminger, K. Bollen, W. Faris, R. m. Hauser, T. Petersen, three anonymous Psychometrikas reviewers, and the Editor. For computational assistance, I am grateful to B. D. Kim.     

Model comparison of nonlinear structural equation models with fixed covariates

Recently, it has been recognized that the commonly used linear structural equation model is inadequate to deal with some complicated substantive theory. A new nonlinear structural equation model with fixed covariates is proposed in this article. A procedure, which utilizes the powerful path sampling for computing the Bayes factor, is developed for model comparison. In the implementation, the required random observations are simulated via a hybrid algorithm that combines the Gibbs sampler and the Metropolis-Hastings algorithm. It is shown that the proposed procedure is efficient and flexible; and it produces Bayesian estimates of the parameters, latent variables, and their highest posterior density intervals as by-products. Empirical performances of the proposed procedure such as sensitivity to prior inputs are illustrated by a simulation study and a real example.This research is fully supported by a grant from the Research Grant Council of the Hong Kong Special Administrative Region, China (Project No. CUHK 4346/01H). The authors are thankful to the Editor, the Associate Editor, and anonymous reviewers for valuable comments which improve the paper significantly, and grateful to ICPSR and the relevant funding agency for allowing use of the data in the example. The assistance of Michael K.H. Leung and Esther L.S. Tam is gratefully acknowledged.     

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.