general structural equations (lisrel models) douglas baer, department of sociology university of...

General Structural Equations (LISREL Models)

Douglas Baer, Department of Sociology

University of Victoria [email protected]

Baer/ General Structural Equations / ICBaer/ General Structural Equations / ICPSR 2005PSR 2005

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What are structural equation models?What are structural equation models?

Basically, sets of regression model Basically, sets of regression model equationsequations

Includes manifest variables (as do regular Includes manifest variables (as do regular regression models) and latent variables regression models) and latent variables (new)(new)

Latent variables will be familiar to those with Latent variables will be familiar to those with experience with factor analysis (“factors” are latent experience with factor analysis (“factors” are latent variables)variables)

Models can be recursive or non-recursiveModels can be recursive or non-recursive


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Models subsume: factor analysis Models subsume: factor analysis (confirmatory), regression, analysis of (confirmatory), regression, analysis of variance/covariancevariance/covarianceMajor limitations, to be discussed in some Major limitations, to be discussed in some detail in class:detail in class:– Linearity assumptions (non-linear models for Linearity assumptions (non-linear models for

equations are possible)equations are possible)– Distributional assumptions (dummy variables Distributional assumptions (dummy variables

still possible; issue is for any dependent still possible; issue is for any dependent variable in any equation)variable in any equation)


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Models subsume: factor analysis Models subsume: factor analysis (confirmatory), regression, analysis of (confirmatory), regression, analysis of variance/covariancevariance/covariance

Linear model assumptionsLinear model assumptions– A lot of literature on variations (we will discuss A lot of literature on variations (we will discuss

these): distributional assumptions, linearitythese): distributional assumptions, linearity

Major advance in treatment of Major advance in treatment of measurement errormeasurement error

5Baer/ General Structural Equations / ICPSR 2005

Background for this course:

• Should have 2nd level regression course completed prior to attending this class

(at about the level of John Fox’s text)– Transformations; dummy variables; indicator

and effect coding; analysis of residuals, what is the “Hat” matrix?; dealing with non-linearity (in general); interaction models (continuous and categorical X-variables), quadratic models

– (X’X)-1X’y



• Should have some familiarity with matrix algebra:– matrix multiplication, addition– transpose– Singularity– InversionNon-credit students may consider sitting in on Matrix

Algebra lectures. Not recommended for credit students, whose background should be stronger.

• A bit of calculus (though a quick read through Quick Calculus should suffice)



Not required but very helpful:

- Some background in or exposure to factor analysis.

- (familiarity with path analysis)


Complementary courses

• Simultaneous Equations (very good complement)

• (matrix algebra lectures: see above)

• Missing data lectures (held this week)

• You should not be in this course if you are taking the Regression course at the same time


Credit vs. Non-credit participants

•We usually expect that a small proportion of participants in this workshop will be taking the workshop as a formal university-credit course. Please identify yourself to me at the end of the class if you are in this category.

• For non-credit participants, consult David Merchant if you need a letter… ICPSR will (for a small fee) provide a letter indicating attendance in particular workshops


Class Exercises/Assignments• There will be 5 computer assignments/exercises over the 4-week period. All participants (credit and non-credit) should attempt to complete at least 4 out of 5 assignments

•There will be one “journal article” write up. You will be provided with SEM program output and a point-form description of variables, etc., and asked to provide a write up of the Data, Methods and Results section of a journal paper. This is REQUIRED for credit students and RECOMMENDED for non-credit participants

• There will be a 1-hour in-class test at the end of week 2 for CREDIT participants and for those requiring a letter that indicates a “grade” for the course


Class Exercises/Assignments• One take-home exam, distributed on the 2nd last day of class and due on the last day of class for CREDIT participants and those requiring a letter with a grade.

Baer/ General Structural Equations / ICPSR 2005

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Office hours, contact information

• We will try to hold office hours such that either the instructor or the TA is available evenings after class (e.g., 5:30pm-6:30pm). Additional office hours will be scheduled for 12noon-2pm as needed (probably 2-3 days/week).

• Instructor office hours: 5:30-6:30(or later), MONDAY, WEDNESDAY, THURSDAY (except first Thursday)

• Instructor contact information:– Office: Room 213 phone:– Cell phone: 709-0381 (Ann Arbor: ac 734)- email: [email protected] (checked frequently)

mailto:[email protected]


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Office hours, contact information

• Instructor contact information:– Office: Room 216 phone: 764-3878– Cell phone: 709-0381 (Ann Arbor: area code 734) (call anytime before 11pm; pls. keep cell phone calls relatively

brief – arrange follow-up meeting or phone call if necessary)- email: [email protected] (checked frequently)- Usually here on weekends (visits Newberry Sat and/or Sunday)

• TA contact information:- Office: 764-3876 Room 214 phone:

- email:

mailto:[email protected]


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Availability of files:

• Powerpoint files will for classes will be posted in the baer disk area on the ICPSR server

• (For exclusive use of ICPSR participants)


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TEXTS• There is a manuscript especially prepared

for this class: – An Introduction to Structural Equation Models

for Latent Variables – Available from ICPSR for the cost of

photocopying (TA will provide instructions on how to obtain)

– For copyright reasons, this manuscript is not being made available as .pdf files

– An “errata” file will be made available in the class disk area


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TEXTS

Recommended:1. Randall Schumacker and Richard Lomax, A

Beginner’s Guide to Structural Equation Modeling. Lawrence Erlbaum, 2004

Supplementary

1. David Kaplan, Structural Equation Modeling. Sage, 2000.

2. Hoyle, Rick (ed.) An edited volume, called Structural Equation Modeling: Concepts, Issues and Applications, edited by Rick Hoyle (Sage, 1995).

3. Ken Bollen’s Structural Equations with Latent Variables (John Wiley, 1989) , which discusses models in matrix terms.


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SOFTWAREMajor SEM (structural equation model) software

packages:

Will be used in class (and in assignments and labs):

1. LISREL – the original, now in version 8.7 (8.7 about to be released; ICPSR has 8.72)

2. AMOS – easy to use, not the best for complex models, distributed by SPSS, company distributing the “standalone” version has gone out of business – used mostly in first week of class

Will be demonstrated in class if time permits & if there is interest:

1. MPLUS – most sophisticated (lots of extensions), more difficult to use

2. EQS – less popular, now in version 6

3. A SAS procedure called CALIS


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Software (con’t)

– Copies of software manuals have not been ordered for Ulrichs

– AMOS 4.0 MANUAL– LISREL 8 MANUAL

– INTERACTIVE LISREL * supplements– SIMPLIS * supplements

– EQS 5.0– MPLUS 3.0– SAS CALIS procedure (See SAS Reference guide)

• You will find these in the labs and in the ICPSR library• We will provide handouts with information on

necessary commands for each software package used in the course


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end

(end of introduction/orientation)

general structural equations (lisrel models) douglas baer, department of sociology university of...

Documents

structural equation

letter icpsr

regular regression models

level regression course

factor analysis confirmatory

factor analysis factors

participants credit

categorical xvariables