Statistical Methods- Analyzing Data on Attitudes, Knowledge and Behavior: Structural Equation Modeling

Mike W.-L. Cheung, PhD Department of Psychology National University of Singapore

Dec 2007 Last update: 13 April 2009
Copyright (c) 2009 by Mike Cheung 1

Objectives
x

What is this talk about? Basic concepts in structural equation modeling (SEM) How SEM may be applied to address different research questions Graphical models without mathematics and statistics What is this talk not about? The technical details of SEM How to use SEM packages
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Notation (1)
x

V F

Observed variable Unobserved or latent variable Direct path from a factor onto an observed variable Direct path from one factor onto another factor
3

x x

F2

F1

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Notation (2)
V E
x

Measurement error for observed variable Residual error or disturbance for latent factor Covariance between variables

F2

F1

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Some models under SEM

x x x x x x

Multiple regression Path analysis Confirmatory factor analysis (CFA) Structural equation model Multiple-group SEM Latent growth model
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Multiple regression
x

Multiple regression is used to study the effect of a set of independent variables (IVs) on a dependent variable (DV).

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A hypothetical example
Self-efficacy
-0.35**

0.1 Resources -0.2* Severity of illness

0.3** 0.4** Quality of life

Error

-0.4**

R2=.63, p=.002
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Properties of multiple regression

x x x x

Fitting all IVs simultaneously R2 represents the overall model fitness Software: SPSS or SEM software Limitations:

There is only one DV It is difficult to address the psychological process.

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Path analysis
x

x x x

We are interested in the psychological process among the variables There may be more than 1 DV There may be mediators Path analysis is appropriate in these situations

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Our extended example

Barriers Self-efficacy

Severity of illness Resources Acceptance

Health promoting behaviors

Quality of life

Severity of illness has both direct and indirect effects on Quality of life. We explain the process through the mediators.
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Properties of path analysis

x x

Fitting all IVs and DVs simultaneously Decomposition of effects:

Direct, indirect and total SPSS or SEM packages For observed variables only No latent variables
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Software:

Limitations:

Age (W) Place of birth (W) Educational level (W) Full-time work (W) More than one time of marriage (W) Interest in sex (W) Consulted medical help before (W) No. of children Abortion history Years of marriage Family income Age (H) Place of birth (H) Educational level (H) Full-time work (H) More than one time of marriage (H) Interest in sex (H) Consulted medical help before (W)

An application of path analysis

Cheung et al. (2008) examined data from a Knowledge, Attitude and Practice (KAP) survey of 1,124 Hong Kong Chinese couples on marital sexual relationship. x Why path analysis was used here? Dependent data from couples: Frequency of sex at that husbands (H) and wives (W); month (W) Three DVs. Interest in sex X sexual satisfaction (W) x General findings: Interest in sex was the strongest predictor in predicting sexual satisfaction within marriage Age of the husbands was Sexual satisfaction (H) significant. Having full-time job of wives Copyright (c) 2009 by Mike Cheung 12 was significant.
Sexual satisfaction (W)

Confirmatory factor analysis

x

Why latent variables are so important in behavioral sciences?

Researchers are usually interested in the abstract constructs, not the observed items. For example, are you interested in the composite scores or the latent scores of these variables?

Quality of life Self-efficacy Resources

Psychological constructs are measured with error.

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A hypothetical two-factor model

Quality of life

Self-efficacy

v1

v2

v3

v4

E1

E2

E3

E4
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Properties of a CFA model

x x

We can study the reliability and construct validity of the instrument with CFA Limitation:

No causal directions among latent variables are allowed

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Structural equation modeling

x

SEM is a general modeling framework to examine the relationship among a set of latent and observed variables. Many multivariate statistics are special cases of it:

Regression Path analysis CFA

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Our extended example again

Adapted from Stuifbergen, Seraphine and Roberts (2000, p. 128).

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Publication trend of using different research techniques

Before 1994: Tremblay and Gardner (1996)

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1994-2001: Hershberger (2003)

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Conceptual framework for data analysis

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The process of doing an SEM

Forming hypotheses Model fits the data Data collection Model specification Model does not fit the data Model estimation Model evaluation
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Theory: a) There are two

factors for this instrument; b) Two items are loaded in two different factors; and c) The two factors are correlated.

SEM:

An application of SEM
x

Lau, Cheung and Ransdell (2008) were interested in studying the relationship between Body Perception (Body fat, Appearance and Strength) and Self-esteem. They proposed Global Physical Selfconcept as a mediator between Body Perception and Self-esteem.

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The proposed model for testing

Body Fat Self-Esteem Appearance
Global Physical SelfConcept

Age

Strength

Actual Body Rating

Ideal Body Rating

x x x

Control variables: Age, and actual and ideal body ratings Indirect effects via Global physical self-concept Direct effects from Body fat, Appearance and Strength
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Step 1: Measurement model (CFA)

x

The first step is to establish the measurement properties of the instrument. Why is this step important?

If the instrument is not measuring something meaningful, the consequent analyses may be meaningless or even misleading. The instrument may be well validated in other cultural groups but not in your sample (cultural specific).
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A 5 factor CFA model

Body fat

Appearance

Strength

Global phy Self-concept

Self-esteem

v1

v5

v6

v10

v11

v15

v16

v20

v21

v27

e1

e5

e6

e10

e11

e15

e16

e20

e21
25

e27

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Notes in fitting CFA (and SEM) models

x

Identification issues:

Latent variables do not have their own scales because they are unobserved. We have to fix their scales either by setting their variances at 1.0 or by setting the path loadings of one indicator at 1.0. Fixed parameters; Free parameters; and Constrained parameters

Three types of parameters:

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A two-factor model
*
Quality of life

1.0
Self -efficacy

1.0 v1 1.0 E1 *

* v2 1.0 E2 * *

* v3 1.0 E3

* v4 1.0 E4 *
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Notes in fitting CFA (and SEM) models

x

How do we know that the proposed model fits the data well?

Chi-square statistic: if the proposed model is correct, the test statistic has a chi-square distribution Important notes:

We hope to observe a non-significant chi-square in SEM because we do not want to reject our proposed model; We seldom rely on the chi-square statistic in determining whether to reject the model or not.
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Notes in fitting CFA (and SEM) models

x

Incremental fit indices:

Non-normed fit index (NNFI) Comparative fit index (CFI) They compare the improvement of the model to a baseline model The larger they are, the better the models are Usually at least 0.90 (but see Lance, Butts, & Michels, 2006).
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Notes in fitting CFA (and SEM) models

x

Residual based indices:

When the model fits well, the residuals should be small Standardized root mean square residual (SRMR)

Perfect fit: 0 to poorest fit: 1 A well-fitted model: < .05 Close fit: < 0.05 Reasonable fit: 0.05-0.08 Inadequate fit: > 0.1
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Root mean square error of approximation (RMSEA)

Notes in fitting CFA (and SEM) models

x

How to evaluate these indices?

We usually report the chi-square test statistic, some incremental fit indices and some residual based indices. For example,

The goodness-of-fit indices of our CFA: 2(884) =1,568, p<.001; CFI=0.91 and RMSEA=0.073. The fit is marginal.

Combinational rules suggested by Hu and Bentler (1999):

NNFI or CFI > .95 and SRMR < .09 OR RMSEA < .05 and SRMR < .06 Copyright (c) 2009 by Mike Cheung

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Step 2: Full SEM

x

After showing that the measurement model fits reasonably well, we may fit a full SEM.

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Interpretations of the final model

Body Fat .12 -.35** .22** Appearance .26** Strength .38**
Global Physical SelfConcept

Self-Esteem .45** -.08

.09 Age

.60**

.10 Actual Body Rating -.01 Ideal Body Rating

2(1,090) =1,894, p<.001; CFI=0.90 and RMSEA=0.071. The fit is marginal.

The direct effects are still significant for Appearance and Strength, but not for Body fat. The control variables are not significant.
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Multiple-group SEM
x

We may want to compare whether the model is the same in different groups. If the model is the same, it means that the psychological process is the same. Multiple-group SEM extends SEM to several groups.

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An application of multiple-group SEM

x

Lau, Cheung and Ransdell (2007) examined whether a model on sport participation was the same for children from Shanghai, China (N=188) and Michigan, U.S.A. (N=177). The central research question was whether the process of sport participation was the same for children in collective and individualistic societies

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Path coefficients of the model

0.39 Task Orientation RAI 0.36 0.06 (-0.22) 0.29 Perceived Sport Competence 0.29 Peers Sport Influence -0.02 0.39 (0.69) 0.18 Sport Identity 0.14 (0.45) Sport Participation

Ego Orientation

0.09 Gender

0.17

Constrained parameters: Fix them equal for children in China and U.S.A. Test the significance of this constraint: If it is significant, they are different If it is non-significant, they are the same Values without and with brackets represent the path loadings for the Chinese and the American samples, respectively.
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Longitudinal vs. correlational studies

x x

For example, Raudenbush (2001): Cross-sectional studies:

(Weak) statistical power Weak support on testing causal inferences No practice effect (Strong) statistical power Strong support on testing casual inferences Potential problems on practice effect
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Longitudinal studies:

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Latent growth model

x

Repeated measures ANOVA: Patterns of change are the same for all individuals Difficult to handle missing data Only time-invariant covariates Compound symmetry is assumed in the univariate approach No latent variable Latent growth modeling: Patterns of change can be different for individuals Easy to handle missing data Time-invariant and time-varying covariates Flexible covariance structure Latent or observed variables Copyright (c) 2009 by Mike Cheung 38

An application of latent growth model

x

Cheng and Cheung (2005) studied the change of the psychological responses to the outbreak of severe acute respiratory syndrome (SARS). They were interested in how Trait anxiety and Coping flexibility (stable personalities) might affect the patterns of State anxiety (dynamic) over time.
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Plots on first 20 participants

0.0 1.0 2.0 3.0 0.0 1.0 2.0 3.0

16

17

18

19

20
70 60 50 40 30 20

11
70 60 50 40 30 20

12

13

14

15

State Anxiety

10
70 60 50 40 30 20

1
70 60 50 40 30 20 0.0 1.0 2.0 3.0

0.0

1.0

2.0

3.0

0.0

1.0

2.0

3.0

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Intercepts and slopes of first 20 participants

80 State Anxiety 30 0.0 40 50 60 70

0.5

1.0

1.5

2.0

2.5

3.0

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A growth model
Trait anxiety Coping flexibility

Intercept (I)

Slope (S)

1 1

0 1

Y1

Y2

Y3

Y4

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Effect of trait anxiety on state anxiety over time

Effect of Trait Anxiety
60 State Anxiety 40 45 50 55

-1SD State Anxiety Mean State Anxiety +1SD State Anxiety 35 30 0.0

0.5

1.0

1.5

2.0

2.5

3.0

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Conclusion
x x

SEM is a general and flexible technique for behavioral scientists. Some extensions that we have not addressed here: Handling missing data with maximum likelihood Multilevel SEM Categorical data Important notes: SEM is very useful in testing whether your proposed model fits the data; It does not tell you whether your model makes sense theoretically; Garbage in, garbage out.
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Software for SEM

x

LISREL: http://www.ssicentral.com/ First SEM package in the market EQS: http://www.mvsoft.com/ Moderate user friendly Amos: http://www.spss.com/amos/ Very user friendly Mplus: http://www.statmodel.com/ Most powerful Mx: http://www.vcu.edu/mx/ Freely available

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Suggested books for learning SEM

x

General:

Kline, R.B. (2005). Principles and practice of structural equation modeling (2nd ed.). New York: Guilford Press. Maruyama, G.M. (1998). Basics of structural equation modeling.Thousand Oaks, Calf.: Sage Publications. Byrne, B.M. (2001).Structural equation modeling with AMOS: Basic concepts, applications and programming.Mahwah, N.J.: Lawrence Erlbaum Associates. Byrne, B.M. (1998). Structural equation modeling with LISREL, PRELIS, and SIMPLIS: Basic concepts, applications and programming.Mahwah, N. J.: L. Erlbaum Associates. Byrne, B.M. (2006).Structural equation modeling with EQS and EQS: Basic concepts, applications and programming (2nd ed.).Mahwah, N.J.: Lawrence Erlbaum Associates.
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AMOS:

LISREL:

EQS:

References
x

x x

Cheng, C., & Cheung, M.W.L. (2005). Psychological responses to outbreak of severe acute respiratory syndrome: A prospective, multiple-time-point study. Journal of Personality, 73, 261-285. Cheung, M.W.L., Wong, P.W.C., Liu, K.Y., Yip, P.S.F., Fan, S.Y.S., & Lam, T.H. (2008). A study of sexual satisfaction and frequency of sex among Hong Kong Chinese couples. Journal of Sex Research, 45, 129-139. Hershberger, S.L. (2003). The growth of structural equation modeling: 19942001. Structural Equation Modeling, 10, 35-46. Hu, L., & Bentler, P.M. (1999). Cutoff criteria for fit indices in covariance structure analysis: Conventional criteria versus new alternatives. Structural Equation Modeling, 6, 1-55. Lance, C. E., Butts, M. M., & Michels, L. C. (2006). The sources of four commonly reported cutoff criteria: What did they really say? Organizational Research Methods, 9, 202-220.

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x x

Lau, P.W.C., Cheung, M.W.L., & Ransdell, L. (2008). A structural equation model of the relationship between body perception and self-esteem: Global physical self-concept as the mediator. Psychology of Sport and Exercise, 9, 493-509. Lau, P.W.C., Cheung, M.W.L., & Ransdell, L. (2007). Sport identity and sport participation: A cultural comparison between collective and individualistic societies. International Journal of Science and Exercise Psychology, 5, 66-81. Raudenbush, S.W. (2001). Comparing personal trajectories and drawing causal inferences from longitudinal data. Annual Review of Psychology, 52, 501-525. Stuifbergen, A., Seraphine, A., & Roberts, G. (2000). An explanatory model of health promotion for persons with chronic disabling conditions. Nursing Research, 49, 122129. Tremblay, P.F., & Gardner, R.C. (1996). On the growth of structural equation modeling in psychological journals. Structural Equation Modeling, 3, 93-104.

Thank you!
Copyright (c) 2009 by Mike Cheung 49