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Re: st: Hierarchical CFA problem
From
John Antonakis <[email protected]>
To
[email protected]
Subject
Re: st: Hierarchical CFA problem
Date
Mon, 22 Apr 2013 16:33:07 +0200
BTW, by "look at your output," I meant when you force Stata to stop
iterating:
-------------+----------------------------------------------------------------
Variance |
e.x1 | .5509189 .1985341 .2718573 1.116437
e.x2 | 1.086973 .1179499 .8787249 1.344574
e.x3 | .8554162 .1292344 .6361797 1.150205
e.x4 | .345022 .0468115 .264459 .4501272
e.x5 | .4623856 .0608402 .3572761 .5984178
e.x6 | .3636892 .0440637 .2868144 .4611688
e.x7 | .5784454 .110548 .3977291 .8412739
e.x8 | .5318421 .0899317 .3818115 .7408264
e.x9 | .7004508 .0882214 .5472292 .8965738
e.L1 | -1.00e-09 .2417215 . .
e.L2 | .9446486 .1340474 .7152918 1.247548
e.L3 | .5939406 .1637864 .3459504 1.0197
G | .7258514 .2259537 .3943421 1.336049
------------------------------------------------------------------------------
In any case, the chi-square overidentification test shows that this
model is no good.
Best,
J.
__________________________________________
John Antonakis
Professor of Organizational Behavior
Director, Ph.D. Program in Management
Faculty of Business and Economics
University of Lausanne
Internef #618
CH-1015 Lausanne-Dorigny
Switzerland
Tel ++41 (0)21 692-3438
Fax ++41 (0)21 692-3305
http://www.hec.unil.ch/people/jantonakis
Associate Editor
The Leadership Quarterly
__________________________________________
On 22.04.2013 16:11, John Antonakis wrote:
OK.
There is something wrong here; if you look at your output it gives a
negative variance for the e of L1. Though as I said this model makes
no sense as it is equivalent to the lower-order model:
sem (L1 -> x1 x2 x3) ///
(L2 -> x4 x5 x6) ///
(L3 -> x7 x8 x9)
This is estimatable (though still fails the chi-square test):
------------------------------------------------------------------------------
| OIM
| Coef. Std. Err. z P>|z| [95% Conf.
Interval]
-------------+----------------------------------------------------------------
Measurement |
x1 <- |
L1 | 1 (constrained)
_cons | 4.93577 .0671778 73.47 0.000 4.804104 5.067436
-----------+----------------------------------------------------------------
x2 <- |
L1 | .5534029 .1092465 5.07 0.000 .3392837 .7675221
_cons | 6.08804 .0677543 89.85 0.000 5.955244 6.220836
-----------+----------------------------------------------------------------
x3 <- |
L1 | .7293722 .1172742 6.22 0.000 .4995191 .9592254
_cons | 2.250415 .0650802 34.58 0.000 2.12286 2.37797
-----------+----------------------------------------------------------------
x4 <- |
L2 | 1 (constrained)
_cons | 3.060908 .066987 45.69 0.000 2.929616
3.1922
-----------+----------------------------------------------------------------
x5 <- |
L2 | 1.113116 .0649824 17.13 0.000 .9857527 1.240479
_cons | 4.340532 .0742579 58.45 0.000 4.194989 4.486075
-----------+----------------------------------------------------------------
x6 <- |
L2 | .9261753 .0561917 16.48 0.000 .8160416 1.036309
_cons | 2.185572 .0630445 34.67 0.000 2.062007 2.309137
-----------+----------------------------------------------------------------
x7 <- |
L3 | 1 (constrained)
_cons | 4.185902 .0626953 66.77 0.000 4.063021 4.308783
-----------+----------------------------------------------------------------
x8 <- |
L3 | 1.179996 .1502814 7.85 0.000 .8854496 1.474542
_cons | 5.527076 .0582691 94.85 0.000 5.412871 5.641281
-----------+----------------------------------------------------------------
x9 <- |
L3 | 1.081178 .1949939 5.54 0.000 .6989972 1.463359
_cons | 5.374123 .0580699 92.55 0.000 5.260308 5.487938
-------------+----------------------------------------------------------------
Variance |
e.x1 | .5490164 .1190647 .3589104 .8398168
e.x2 | 1.133917 .1042654 .9469168 1.357846
e.x3 | .8443011 .0950778 .677084 1.052815
e.x4 | .3711728 .0479585 .2881337 .4781434
e.x5 | .4461694 .0579262 .3459301 .5754549
e.x6 | .3561501 .0434357 .280428 .4523189
e.x7 | .7993025 .0875386 .6448945 .9906807
e.x8 | .4875303 .0916455 .3372823 .7047089
e.x9 | .5663183 .0905473 .4139654 .7747421
L1 | .8093532 .1497701 .5631499 1.163194
L2 | .979491 .1122085 .7825076 1.226062
L3 | .383838 .0920543 .2398876 .6141693
-------------+----------------------------------------------------------------
Covariance |
L1 |
L2 | .4082169 .0796761 5.12 0.000 .2520546 .5643792
L3 | .2621933 .0553876 4.73 0.000 .1536356 .3707511
-----------+----------------------------------------------------------------
L2 |
L3 | .1734852 .0493172 3.52 0.000 .0768252 .2701452
------------------------------------------------------------------------------
LR test of model vs. saturated: chi2(24) = 85.32, Prob > chi2 =
0.0000
The above results are the same as the R-results for the lower order
relations and the covariance will equal the structural
loadings.....Interestingly,
using the covariance matrix I was able to fit higher-order model in
Mplus. Here are the estimates (which are almost the same as what R
gives):
Two-Tailed
Estimate S.E. Est./S.E. P-Value
L1 BY
X1 1.000 0.000 999.000 999.000
X2 0.553 0.100 5.553 0.000
X3 0.729 0.109 6.685 0.000
L2 BY
X4 1.000 0.000 999.000 999.000
X5 1.113 0.065 17.016 0.000
X6 0.926 0.055 16.704 0.000
L3 BY
X7 1.000 0.000 999.000 999.000
X8 1.180 0.165 7.152 0.000
X9 1.081 0.151 7.155 0.000
G BY
L1 1.000 0.000 999.000 999.000
L2 0.662 0.173 3.825 0.000
L3 0.425 0.118 3.601 0.000
Intercepts
X1 4.936 0.067 73.473 0.000
X2 6.088 0.068 89.855 0.000
X3 2.250 0.065 34.579 0.000
X4 3.061 0.067 45.694 0.000
X5 4.341 0.074 58.452 0.000
X6 2.186 0.063 34.667 0.000
X7 4.186 0.063 66.766 0.000
X8 5.527 0.058 94.853 0.000
X9 5.374 0.058 92.545 0.000
Variances
G 0.617 0.183 3.371 0.001
Residual Variances
X1 0.549 0.114 4.833 0.000
X2 1.134 0.102 11.146 0.000
X3 0.844 0.091 9.315 0.000
X4 0.371 0.048 7.779 0.000
X5 0.446 0.058 7.642 0.000
X6 0.356 0.043 8.276 0.000
X7 0.799 0.081 9.822 0.000
X8 0.487 0.074 6.570 0.000
X9 0.566 0.071 8.007 0.000
L1 0.192 0.170 1.129 0.259
L2 0.709 0.107 6.625 0.000
L3 0.272 0.069 3.955 0.000
Perhaps technical support can chime in (or you can contact them if
they don't--I would be interested to know what they say, by the way).
Best,
J.
__________________________________________
John Antonakis
Professor of Organizational Behavior
Director, Ph.D. Program in Management
Faculty of Business and Economics
University of Lausanne
Internef #618
CH-1015 Lausanne-Dorigny
Switzerland
Tel ++41 (0)21 692-3438
Fax ++41 (0)21 692-3305
http://www.hec.unil.ch/people/jantonakis
Associate Editor
The Leadership Quarterly
__________________________________________
On 22.04.2013 13:34, W Robert Long wrote:
> Hi John and thanks for your reply
>
> Yes, I forgot to include the SDs in my post - I am working with raw
data and it was an oversight - here they are:
>
> ssd set sd 1.167432 1.177451 1.130979 1.164116 1.290472 1.095603
1.089534 1.012615 1.009152
>
> FWIW, here are the means:
>
> ssd set means 4.93577 6.08804 2.250415 3.060908 4.340532 2.185572
4.185902 5.527076 5.374123
>
> Regarding your second point, I was aware of the equivalence of
models. Nevertheless I still wanted to fit the hierarchical model, as
outlined in Kline. Actually the issue came up because one of my
students tried to fit the model in class: it wouldn't converge and she
wanted to know why. So far I haven't been able to find a reason -
only the work-around of changing the unit loading variable (or to fit
it in R)
>
> Thanks again
> Robert Long
>
>
>
> On 22/04/2013 12:21, John Antonakis wrote:
>> Hi Robert:
>>
>> There is one issues to deal with before trying to reproduce the
results
>> and another issue about the estimation per se.
>>
>> First issue is that you have not set the means and standard
deviations;
>> was that an oversight? There is not much point in estimating the model
>> with a correlation matrix:
>>
>> Bentler, P. M., & Savalei, V. (2010). Analysis of correlation
>> structures: Current status and open problems. In S. Kolenikov, L.
Thombs
>> & D. Steinley (Eds.), Recent Methodological Developments in Social
>> Science Statistics (pp. 1-36). Hoboken, NJ Wiley.
>> Browne, M. W. (1984). Asymptotically distribution-free methods for the
>> analysis of covariance structures. British Journal of Mathematical and
>> Statistical Psychology, 37, 62-83.
>> Cudeck, R. (1989). Analysis of correlation matrices using covariance
>> structure models. Psychological Bulletin, 105(2), 317-327.
>> Steiger, J. H. (2001). Driving fast in reverse - The relationship
>> between software development, theory, and education in structural
>> equation modeling. Journal of the American Statistical Association,
>> 96(453), 331-338.
>>
>> Second issue about the esestimation. A model with three first order
>> factors is equivalent to the model with a higher order factor
predicting
>> the three factors (if you work out the DF by hand you'll see that they
>> are the same). So, you are not testing anything with the hierarchical
>> CFA beyond a first-order three factor theory.
>>
>> Rindskopf, D. & Rose, T. 1988. Some Theory and Applications of
>> Confirmatory Second-Order Factor Analysis. Multivariate Behavioral
>> Research, 23: 51-67.
>>
>> Best,
>> J.
>>
>> __________________________________________
>>
>> John Antonakis
>> Professor of Organizational Behavior
>> Director, Ph.D. Program in Management
>>
>> Faculty of Business and Economics
>> University of Lausanne
>> Internef #618
>> CH-1015 Lausanne-Dorigny
>> Switzerland
>> Tel ++41 (0)21 692-3438
>> Fax ++41 (0)21 692-3305
>> http://www.hec.unil.ch/people/jantonakis
>>
>> Associate Editor
>> The Leadership Quarterly
>> __________________________________________
>>
>> On 22.04.2013 11:31, W Robert Long wrote:
>>> Hi all
>>>
>>> I'm working with the hierarchical CFA model of cognitive ability
>>> described on p199 of Kline "Principles and Practice of Structural
>>> Equation Modeling", 2nd edition - or p249 in the 3rd edition. I have
>>> reproduced summary statistics so that people who don't have access to
>>> the data will be able to follow:
>>>
>>> clear all
>>> ssd init x1 x2 x3 x4 x5 x6 x7 x8 x9
>>>
>>> ssd set correlations ///
>>> 1.0000 \ ///
>>> 0.2973 1.0000 \ ///
>>> 0.4407 0.3398 1.0000 \ ///
>>> 0.3727 0.1529 0.1586 1.0000 \ ///
>>> 0.2934 0.1394 0.0772 0.7332 1.0000 \ ///
>>> 0.3568 0.1925 0.1977 0.7045 0.7200 1.0000 \ ///
>>> 0.0669 -0.0757 0.0719 0.1738 0.1020 0.1211 1.0000 \ ///
>>> 0.2239 0.0923 0.1860 0.1069 0.1387 0.1496 0.4868 1.0000
\ ///
>>> 0.3903 0.2060 0.3287 0.2078 0.2275 0.2142 0.3406 0.4490
>>> 1.0000
>>>
>>> ssd set observations 301
>>>
>>> The model is very straight forward:
>>>
>>> sem (L1 -> x1 x2 x3) ///
>>> (L2 -> x4 x5 x6) ///
>>> (L3 -> x7 x8 x9) ///
>>> (G -> L1@1 L2 L3)
>>>
>>> However, it fails to converge. It does however, converge if the G ->
>>> L2 path is constrained to 1 instead of the G -> L1 path
>>>
>>> I am trying to figure out what the problem is. L1 is the largest
>>> loading on G , but using the iterate() option I don't see what the
>>> problem is.
>>>
>>> I have successfully fitted the model using R, with the lavaan
>>> package, and the model with the G -> L2 path constrained has
>>> identical output in Stata and R, so I believe this must be a issue
>>> with Stata, but I do not know how to track the problem down. FWIW,
>>> here is the output from R for the model which doesn't converge in
Stata:
>>>
>>> Estimate Std.err Z-value P(>|z|)
>>> Latent variables:
>>> L1 =~
>>> x1 1.000
>>> x2 0.554 0.100 5.554 0.000
>>> x3 0.729 0.109 6.685 0.000
>>> L2 =~
>>> x4 1.000
>>> x5 1.113 0.065 17.014 0.000
>>> x6 0.926 0.055 16.703 0.000
>>> L3 =~
>>> x7 1.000
>>> x8 1.180 0.165 7.152 0.000
>>> x9 1.082 0.151 7.155 0.000
>>> G =~
>>> L1 1.000
>>> L2 0.662 0.173 3.826 0.000
>>> L3 0.425 0.118 3.602 0.000
>>>
>>> Variances:
>>> x1 0.549 0.114
>>> x2 1.134 0.102
>>> x3 0.844 0.091
>>> x4 0.371 0.048
>>> x5 0.446 0.058
>>> x6 0.356 0.043
>>> x7 0.799 0.081
>>> x8 0.488 0.074
>>> x9 0.566 0.071
>>> L1 0.192 0.170
>>> L2 0.709 0.107
>>> L3 0.272 0.069
>>> G 0.617 0.183
>>>
>>>
>>> I would be grateful for any help or advice.
>>>
>>> Thanks
>>> Robert Long
>>>
>>>
>>>
>>>
>>>
>>> *
>>> * For searches and help try:
>>> * http://www.stata.com/help.cgi?search
>>> * http://www.stata.com/support/faqs/resources/statalist-faq/
>>> * http://www.ats.ucla.edu/stat/stata/
>> *
>> * For searches and help try:
>> * http://www.stata.com/help.cgi?search
>> * http://www.stata.com/support/faqs/resources/statalist-faq/
>> * http://www.ats.ucla.edu/stat/stata/
>
s
*
* For searches and help try:
* http://www.stata.com/help.cgi?search
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