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).     

Rejoinder to MacCallum, Edwards, and Cai (2012) and Rindskopf (2012): Mastering a new method

This rejoinder discusses the general comments on how to use Bayesian structural equation modeling (BSEM) wisely and how to get more people better trained in using Bayesian methods. Responses to specific comments cover how to handle sign switching, nonconvergence and nonidentification, and prior choices in latent variable models. Two new applications are included. The first one revisits the Kaplan (2009) science model by considering priors on primary parameters. The second one applies BSEM to the bifactor model that was hypothesized in the original Holzinger and Swineford (1939) study. (PsycINFO Database Record (c) 2012 APA, all rights reserved).     

Growth modeling with nonignorable dropout: alternative analyses of the STAR*D antidepressant trial

This article uses a general latent variable framework to study a series of models for nonignorable missingness due to dropout. Nonignorable missing data modeling acknowledges that missingness may depend not only on covariates and observed outcomes at previous time points as with the standard missing at random assumption, but also on latent variables such as values that would have been observed (missing outcomes), developmental trends (growth factors), and qualitatively different types of development (latent trajectory classes). These alternative predictors of missing data can be explored in a general latent variable framework with the Mplus program. A flexible new model uses an extended pattern-mixture approach where missingness is a function of latent dropout classes in combination with growth mixture modeling. A new selection model not only allows an influence of the outcomes on missingness but allows this influence to vary across classes. Model selection is discussed. The missing data models are applied to longitudinal data from the Sequenced Treatment Alternatives to Relieve Depression (STAR*D) study, the largest antidepressant clinical trial in the United States to date. Despite the importance of this trial, STAR*D growth model analyses using nonignorable missing data techniques have not been explored until now. The STAR*D data are shown to feature distinct trajectory classes, including a low class corresponding to substantial improvement in depression, a minority class with a U-shaped curve corresponding to transient improvement, and a high class corresponding to no improvement. The analyses provide a new way to assess drug efficiency in the presence of dropout.     

Doubly-Latent Models of School Contextual Effects: Integrating Multilevel and Structural Equation Approaches to Control Measurement and Sampling Error

This article is a methodological-substantive synergy. Methodologically, we demonstrate latent-variable contextual models that integrate structural equation models (with multiple indicators) and multilevel models. These models simultaneously control for and unconfound measurement error due to sampling of items at the individual (L1) and group (L2) levels and sampling error due the sampling of persons in the aggregation of L1 characteristics to form L2 constructs. We consider a set of models that are latent or manifest in relation to sampling items (measurement error) and sampling of persons (sampling error) and discuss when different models might be most useful. We demonstrate the flexibility of these 4 core models by extending them to include random slopes, latent (single-level or cross-level) interactions, and latent quadratic effects.

Substantively we use these models to test the big-fish-little-pond effect (BFLPE), showing that individual student levels of academic self-concept (L1-ASC) are positively associated with individual level achievement (L1-ACH) and negatively associated with school-average achievement (L2-ACH)—a finding with important policy implications for the way schools are structured. Extending tests of the BFLPE in new directions, we show that the nonlinear effects of the L1-ACH (a latent quadratic effect) and the interaction between gender and L1-ACH (an L1 × L1 latent interaction) are not significant. Although random-slope models show no significant school-to-school variation in relations between L1-ACH and L1-ASC, the negative effects of L2-ACH (the BFLPE) do vary somewhat with individual L1-ACH.

We conclude with implications for diverse applications of the set of latent contextual models, including recommendations about their implementation, effect size estimates (and confidence intervals) appropriate to multilevel models, and directions for further research in contextual effect analysis.     

Cluster randomized trials with treatment noncompliance

Cluster randomized trials (CRTs) have been widely used in field experiments treating a cluster of individuals as the unit of randomization. This study focused particularly on situations where CRTs are accompanied by a common complication, namely, treatment noncompliance or, more generally, intervention nonadherence. In CRTs, compliance may be related not only to individual characteristics but also to the environment of clusters individuals belong to. Therefore, analyses ignoring the connection between compliance and clustering may not provide valid results. Although randomized field experiments often suffer from both noncompliance and clustering of the data, these features have been studied as separate rather than concurrent problems. On the basis of Monte Carlo simulations, this study demonstrated how clustering and noncompliance may affect statistical inferences and how these two complications can be accounted for simultaneously. In particular, the effect of the intervention on individuals who not only were assigned to active intervention but also abided by this intervention assignment (complier average causal effect) was the focus. For estimation of intervention effects considering noncompliance and data clustering, an ML-EM estimation method was employed.     

The multilevel latent covariate model: a new, more reliable approach to group-level effects in contextual studies

In multilevel modeling (MLM), group-level (L2) characteristics are often measured by aggregating individual-level (L1) characteristics within each group so as to assess contextual effects (e.g., group-average effects of socioeconomic status, achievement, climate). Most previous applications have used a multilevel manifest covariate (MMC) approach, in which the observed (manifest) group mean is assumed to be perfectly reliable. This article demonstrates mathematically and with simulation results that this MMC approach can result in substantially biased estimates of contextual effects and can substantially underestimate the associated standard errors, depending on the number of L1 individuals per group, the number of groups, the intraclass correlation, the sampling ratio (the percentage of cases within each group sampled), and the nature of the data. To address this pervasive problem, the authors introduce a new multilevel latent covariate (MLC) approach that corrects for unreliability at L2 and results in unbiased estimates of L2 constructs under appropriate conditions. However, under some circumstances when the sampling ratio approaches 100%, the MMC approach provides more accurate estimates. Based on 3 simulations and 2 real-data applications, the authors evaluate the MMC and MLC approaches and suggest when researchers should most appropriately use one, the other, or a combination of both approaches.     

At the Frontiers of Modeling Intensive Longitudinal Data: Dynamic Structural Equation Models for the Affective Measurements from the COGITO Study

With the growing popularity of intensive longitudinal research, the modeling techniques and software options for such data are also expanding rapidly. Here we use dynamic multilevel modeling, as it is incorporated in the new dynamic structural equation modeling (DSEM) toolbox in Mplus, to analyze the affective data from the COGITO study. These data consist of two samples of over 100 individuals each who were measured for about 100 days. We use composite scores of positive and negative affect and apply a multilevel vector autoregressive model to allow for individual differences in means, autoregressions, and cross-lagged effects. Then we extend the model to include random residual variances and covariance, and finally we investigate whether prior depression affects later depression scores through the random effects of the daily diary measures. We end with discussing several urgent—but mostly unresolved—issues in the area of dynamic multilevel modeling.