1 variable selection for factor analysis and structural equation models yutaka kano & akira...

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Variable selection for factor analysis and

structural equation models

Yutaka Kano & Akira Harada

Osaka University

International Symposium on Structural Equation Modeling, at Chicago, Dec. 13-15, 2000

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SEM has come to Japan

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SEM in Japan Japanese Books

• Toyoda (1992). CSA with SAS• Toyoda, et al. (1992). Exploring Causality:

An Introduction to CSA• Kano (1997). CSA with Amos, Eqs and Lisrel• Toyoda (1998). SEM: Introductory Course• Toyoda (editor, 1998). SEM: Case Studies• Yamamoto and Onodera (editor, 1999).

CSA with Amos• Toyoda (2000). SEM: Advanced Course

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SEM in Japan Tutorial Seminar (organized by

academic society)• Behaviormetric Society of Japan

• 1995, 1998, 2000

• Japan Statistical Society• 1999

• Japan Psychological Association• 1998

• Japanese Association of Educational Psychology

• 1999

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SEM in my class(graduate course)

1. What does SEM can do?• Path analysis, CFA, Multiple indicator analysis

2. How to create a program file

3. How to read an output file• Fit index, standardization, decomposition of

effects

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4. CFA and model modification• Hypotheses on loadings• Analysis of MTMM matrix• LM and Wald tests• MIMIC model

5. Extended models• Mean structure model • Multi-sample analysis• Multi-sample analysis with mean structure• Model with binary independent variables

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6. Other useful models• Analysis of experimental data with SEM

• Anove, Ancova, Manova, Latent mean analysis

• Longitudinal data and 3-mode data analysis• Latent curve model• Additive model, direct-product model, PARAFAC

7. Other topics• EFA versus CFA• Cautionary notes on causal analysis• Improper solution• Variable selection

8. Software• LISREL, EQS, AMOS, CALIS, SEPATH, etc

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Variable selection in factor analysis

Exploratory analysis• SEFA(Stepwise variable selection in EFA)• http://koko15.hus.osaka-u.ac.jp/~harada/se

fa2001/stepwise/ Confirmatory analysis

• SCoFA(Stepwise Confirmatory FA)• http://koko16.hus.osaka-u.ac.jp/~harada/sc

ofa/input.html

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Input Data

What SEFA or SCoFA needs are• correlation matrix• sample size• the number of variables• the number of factors

• and Internet!!

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Illustration

Data• 24 Psychological variables

• p=24, n=145, k=4

• Joreskog(1978, Psychometrika)• Analyzed it with EFA and CFA• EFA….Chi-square=227.14, P-value=0.021• CFA….Chi-square=301.83, P-value=0.001

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WebP

age for input

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WebP

age for input

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24 Psychological variables:Exploratory analysis

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Predicted Chi- Squaresin EFA

175

180

185

190

195

200

205

210

215

220

X1 X2 X3 X4 X5 X6 X7 X8 X9 X10 X11 X12 X13 X14 X15 X16 X17 X18 X19 X20 X21 X22 X23 X24

154.198)05.0(2167

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24 Psychological variables:Confirmatory analysis

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Specify factor loading matrix

1945.267)05.0(2

231 Original Model (p=24)

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Predicted P-valuesin CFA

0.0000

0.0020

0.0040

0.0060

0.0080

0.0100

0.0120

X1 X2 X3 X4 X5 X6 X7 X8 X9 X10 X11 X12 X13 X14 X15 X16 X17 X18 X19 X20 X21 X22 X23 X24

P-values for 24 models

21X3-deleted Model (p=23)

22X3,X11-deleted Model (p=22)

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Final results

EFA• Chi-square=227.14(186), P-value=0.021• Delete X11• Chi-square=190.01(176), P-value=0.107

CFA• Chi-square=301.83(231), P-value=0.001• Delete X3, X11• Chi-square=220.17(189), P-value=0.060

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Theory of SEFA and SCoFA

Obtain estimates for a current model Construct predicted chi-square for each

one-variable-deleted model using the estimates, without tedious iterations

We will take a sort of LM approach

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Known quantities and goal

saturated is)V(:)()V(:

:

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,)()V(:

Statistics and Model Current

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Basic idea

)()V(:)()V(:

saturated is )V(:)(

)V(:

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saturated is)V(:)()V(:

:used be tostatistics test New

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We construct T02’ as LM test

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Final formula for T2

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Note: This is Browne’s (Browne 1982) statistic of goodness-of-fit using general estimates

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Summary 1 We introduced goodness-of-fit as a criteria

for variable selection in factor analysis You can easily access the programs on th

e internet• SEFA(Stepwise variable selection in EFA)

• http://koko15.hus.osaka-u.ac.jp/~harada/sefa2001/stepwise/

• SCoFA(Stepwise Confirmatory FA)• http://koko16.hus.osaka-u.ac.jp/~harada/scofa

/input.html

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Summary 2

They print predicted values of fit indices for each one-variable-deleted model [one-variable-added models]• Chi-square, GFI, AGFI, CFI, IFI, RMSEA

They will be useful for many situations including scale construction

High communality variables can be inconsistent

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References for variable selection Kano, Y. (in press).

Variable selection for structural models. Journal of Statistical Inference and Planning.

Kano, Y. and Harada, A. (2000). Stepwise variable selection in factor analysis. Psychometrika, 65, 7-22.

Kano, Y. and Ihara, M. (1994). Identification of inconsistent variates in factor analysis. Psychometrika, Vol.59, 5-20.