Diagrams Representing Relationships between Observed and Theoretical

W
Document Sample
scope of work template
							            Basic Structural Equation Modeling (SEM) concepts
Observed Variable

A variable whose values are observable.

Examples: IQ Test scores (Scores are directly observable), GREV, GREQ, GREA, UGPA,
Minnesota Job Satisfaction Scale, Affective Commitment Scale, Gender, Questionnaire items.

Latent Variable

A variable, i.e., characteristic, presumed to exist, but whose values are NOT observable. A Factor in
Factor Analysis literature. A characteristic of people that is not directly observable.

Intelligence, Depression, Job Satisfaction, Affective Commitment

No direct observation of values of latent variables is possible.

Indicator

An observed variable whose values are assumed to be related to the values of a latent variable.

Reflective Indicator

An observed variable whose values are partially determined by, i.e., are caused by or reflect, the
values of a latent variable. For example, responses to Conscientiousness items are assumed to
reflect a person‟s Conscientiousness.

Formative Indicator

An observed variable whose values partially determine, i.e., cause or form, the values of a latent
variable. Mike – Use the SES example, instead of this.

Exogenous Variable

A variable whose values originate from outside the model, i.e., are not explained within the theory
with which we‟re working. That is, a variable whose variation we don‟t attempt to explain or predict
by whatever theory we‟re working with. Causes of exogenous variable originate outside the model.
Exogenous variables can be observed or latent.

Endogenous variable

A variable whose values are explained within the theory with which we‟re working. We account for
all variation in the values of endogenous variables using the constructs of whatever theory we‟re
working with. Causes of endogenous variables originate within the model.



                                    Intro to SEM - 1                   Printed on 6/13/2010
                            Basic SEM Path Analytic Notation
Observed variables are symbolized by squares or rectangles.

                                                              103
                                                                84
        Observed                                              121
                                                                76
        Variable                                               ...
                                                                97
                                                                81



Latent Variables are symbolized by Circles or ellipses.

                                                              106
          Latent                                               78                 Values of individuals on
                                                              115                 latent variables are not
         Variable                                              80                 observable, hence the
                                                              ...
                                                               93                 dimmed text.
                                                               83




Correlations or covariances between variables are represented by double-headed arrows.

                    "Cor / Cov"                                                   "Cor / Cov"
                      Arrow                                                         Arrow
       Observed                   Observed                            Latent                  Latent
       Variable A                 Variable B                         Variable A              Variable B




                                           101                           106                       104
             103
                                             90                           78                        79
               84
                                           128                           115                       114
             121
                                             72                           80                        79
               76
                                            ...                          ...                       ...
              ...
                                             93                           93                        92
               97
                                             80                           83                        81
               81




"Causal" or "Predictive" or “Regression” relationships between variables are represented by single-headed
arrows
                     "Causal"                                                     "Causal"
                      Arrow                                                        Arrow
          Latent                     Observed                        Observed                    Latent
         Variable                    Variable                        Variable                   Variable

                     "Causal"
                      Arrow                                                       "Causal"
         Latent                       Latent                                       Arrow        Observed
                                                                     Observed
        Variable                     Variable                                                   Variable
                                                                     Variable




                                           Intro to SEM - 2                         Printed on 6/13/2010
Exogenous Observed Variables
                                                                                    "Correlation"
                         "Causal"                                                      Arrow
                          Arrow
          Observed                                              Observed
          Variable                                              Variable


Exogenous variable connect to other variables in the model through either a “causal” arrow or a correlation

Exogenous Latent Variables


                            "Causal"                                              "Correlation"
                             Arrow                                                   Arrow
               Latent
              Variable
                                                                  Latent
                                                                 Variable



Exogenous latent variables also connect to other variables in the model through either a “causal” arrow or a correlation

Endogenous Observed Variables -                                                   Endogenous Latent Variable

         "Causal"                          Random                                                         Random
          Arrow                             error
                                                                            "Causal"                       error
                         Observed                                            Arrow
                         Variable                                                             Latent
                                                                                             Variable

Endogenous variables connect to other variables in the model by being on the “receiving” end of one or more “causal”
arrows. Specifically, endogenous variables are typically represented as being “caused” by 1) other variables in the
theory and 2) random error. Thus, 100% of the variation in every endogenous variable is accounted for by either other
variables in the model or random error. This means that random error is an exogenous latent variable in SEM
diagrams.

Values associated with symbols
                     Mean, Variance                                         Mean, Variance
                 Observed
                 Variable                                              Latent
                                                                      Variable

Our SEM program, Amos, prints means and variances above and to the right. Typically the mean and variance of latent
variables are fixed at 0 and 1 respectively, although there are exceptions to this in advanced applications.
                 "Correlation"
                    Arrow                                                "Causal"
                 r or Covariance
                                                                          Arrow

                                                                         B or 




                                          Intro to SEM - 3                             Printed on 6/13/2010
            Path Diagrams of Analyses We‟ve Done Previously
Following is how some of the analyses we‟ve performed previously would be represented using path
diagrams.

1. Simple correlation between two observed variables.

                                 rVQ


                     GRE-V                  GRE-Q




2. Simple correlations between three observed variables.
                                             rVA


                                  rVQ                       rQA



                      GRE-V                 GRE-Q                   GRE-A




3. Simple regression of an observed dependent variable onto one observed independent variable.


                      GRE-Q             B or           P511G                e




4. Multiple Regression of an observed dependent variable onto three observed independent variables.



                        GRE-V            BV or V




                        GRE-Q            BQ or Q                                e
                                                            P511G




                        UPGA              BU or U




                                         Intro to SEM - 4                     Printed on 6/13/2010
ANOVA in SEM Models

Since ANOVA is simply regression analysis, the representation of ANOVA in SEM is merely as a
regression analysis. The key is to represent the differences between groups with group coding
variables, just as we did in 513 and in the beginning of 595 . . .

1) Independent Groups t-test
The two groups are represented by a single, dichotomous observed group-coding variable. It is the
independent variable in the regression analysis.
      Dichotomous                     Dependent
      variable representing                                          e
      the two groups
                                       Variable




2) One Way ANOVA
The K groups are represented by K-1 group-coding variables created using one of the coding
schemes (although I recommend contrast coding). They are the independent variables in the
regression analysis. If contrast codes are used, the correlations between all the group coding
variables are 0, so no arrows between them need be shown.
     1st Group-coding                          Note: Contrast codes were used so Group-
     contrast code                             coding variables are uncorrelated.
     variable

     2nd Group-coding                       Dependent
     contrast code                                                         e
                                             Variable
     variable.


       . . . . .
     (K-1)th Group-
     coding contrast code
     variable.



3) Factorial ANOVA.
Each factor is represented by G-1 group-coding variables created using one of the coding schemes.
The interaction(s) is/are represented by products of the group-coding variables representing the
factors. Again, no correlations between coding variables need be shown if contrast codes are used.
         1st Factor                                  Note: Contrast codes should be used to make the
                                                     group-coding variables uncorrelated.
         1st Factor


         2st Factor                           Dependent                        e
         2st Factor                            Variable

         Interaction

         Interaction

         Interaction

         Interaction



                                  Intro to SEM - 5                             Printed on 6/13/2010
    Path Diagrams representing Exploratory Factor Analysis
1) Single Factor solution.

The factor is represented by a latent variable with three or more observed indicators. (Three is the
generally recommended minimum no. of indicators for a factor.)
                                                                           Note that with respect to error
                                                             1             variables, either
                                                                   e1
                                              Obs 1                        1) Each variance must be set to
                                   1                                       1, or
                                                             1
                                              Obs 2               e2       2) Each regression parameter
                          F                                                connecting it to the factor must
                                                             1             be set to 1.
                                               Obs 3              e3

Note that factors are exogenous. Indicators are endogenous. Since the indicators are endogenous,
all of their variance must be accounted for by the model. Thus, each indicator must have an error
latent variable to account for the variance in it not accounted for by the factor.

The factor analysis model is underidentified. That means that there are more quantities that must be
estimated than there are observed quantitites in the data. So restrictions have to be placed on the
parameters. Typically, one of the paths from the factor to indicators is fixed at 1. In addition,
typically, the paths from latent error variables to indicators are all fixed at 1.

2) Two orthogonal Factor solution.

Each factor is represented by a latent variable with three or more indicators. The orthogonality of
the factors is represented by the fact that there is no arrow connecting the factor symbols.

For exploratory factor analysis, each variable is allowed to load on all factors. Of course, the hope is
that the loadings will be substantial on only some of the factors and will be essentially 0 on the
others.

                                                                 e4
                                             Obs 1

                                             Obs 2               e5
                         F1
                                             Obs 3               e6

                                                                 e7
                                             Obs 4

                                                                  e8
                                              Obs 5
                          F2
                                              Obs 6               e9



Orthogonal factors represent uncorrelated aspects of behavior.




                                   Intro to SEM - 6                      Printed on 6/13/2010
3) Two oblique factors.

Each factor is represented by a latent variable with three or more indicators. The obliqueness of the
factors is represented by the fact that there IS an arrow connecting the factors.

                                                      e4
                                 Obs 1

                                 Obs 2                e5
              F1
                                  Obs 3               e6

                                                      e7
                                  Obs 4

                                                      e8
                                  Obs 5
               F2
                                  Obs 6               e9




                                   Intro to SEM - 7                    Printed on 6/13/2010
                Confirmatory vs Exploratory Factor Analysis
In Exploratory Factor Analysis, the loading of every item on every factor is estimated. The analyst
hopes that some of those loadings will be large and some will be small. An EFA two-orthogonal-
factor model is represented by the following diagram.
                                                                     e4
                                                Obs 1

                                                Obs 2               e5
                           F1
                                                Obs 3               e6

                                                                     e7
                                                Obs 4

                                                                     e8
                                                Obs 5
                              F2
                                                 Obs 6               e9


Note that there are arrows (loadings) connecting each variable to each factor. No EFA programs
allow you to specify or fix loadings to pre-determined values.

A factor analysis in which some loadings are fixed at specific values is called a Confirmatory
Factor Analysis. The analysis is confirming one or more hypotheses about loadings by fixing them
at specific (usually 0) values.

Unfortunately, EFA and CFA cannot be done using the same computer program except MPlus.

The problem is that SPSS won‟t allow some loadings to be fixed at predetermined values. And the
above model canNOT be estimated in Amos. Amos and all SEM programs other than MPlus require
that some of the loadings be fixed.

So, in many instances, you will have to employ both SPSS and AMOS in exploring the interrelations
between variables and factors. Often, analysts will use an EFA program to estimate ALL loadings to
all factors, then use an SEM program to perform a confirmatory factor analysis, fixing those
loadings that were close to 0 in the EFA to 0 in the CFA.
                                                                E1
                                             Obs 1

                                             Obs 2             E2
                         F1
                                              Obs 3            E3

                                                                E4
                                              Obs 4

                                              Obs 5             E5
                         F2

                                              Obs 6             E6




                                   Intro to SEM - 8                       Printed on 6/13/2010
Diagrams of analyses we couldn‟t perform previously
1. Simple correlation between two latent variables each with multiple reflective indicators.

                                                                             We could have approximated this
        e      GRE-V                                                         analysis by computing an
                                                                             “average” of the ability measures
                                                                             and an average of the motivation
               GRE-Q                                                         measures, perhaps after
        e                                                                    standardizing them, and then
                                                                             correlating the two averages. But
                                         Entering                            the averaging would have forced
               GRE-AW                    Ability                             equal weighting of the observed
        e
                                                                             variables. The analysis shown here
                                                                             estimates the weight of each
        e      UGPA                                                          observed variable.
                                                           REA,M


        e      Volunteering



        e      Extra-                                                        Pre SEM analyses computed the
                                         Motivation
               Curricular                                                    canonical correlation between the
                                                                             two sets of observed variables.
               Jobs                                                          This is a generalization of that
        e                                                                    type of analysis.




2. Simple regression of a dependent latent variable onto an independent latent variable. (With reflective
indicators of both latent variables.)


    e       GRE-V                                                        e
                                                                                        Service to          e
                                                                                        program

   e        GRE-Q                                     B or 
                                                                                        Content             e
                                      Entering                                          Core Grades
                                                               Performance
            GRE-AW                    Ability                   In Program
   e                                                                                    Electives
                                                                                                                e
                                                                                        Grades

   e        UGPA


This analysis could have been approximated by “averaging” the ability measures and the outcome measures. But, as
above, the analysis diagrammed here allows us to estimate the weight of each observed variable in the analysis.




                                        Intro to SEM - 9                           Printed on 6/13/2010
3. Combining Formative and reflective indicators.

                                                                                                                    e
                                                       e                          e


                                                                                                          Grade
                    Genetic                                                                               Point
                    Makeup
                                                                                                                            e
                                                                                                       Test
                    Prenatal                      Cognitive                   Academic                Scores
                  Environment                      Ability                     Success
                                                                                                     School
                    Family
                                                                                                   Recognition              e
                  Environment


Formative indicators are observed variables that, taken together, form the values of a latent variable.
Reflective indicators are observed variables that reflect the values of a latent variable.
Same comments apply here as above.

4. Simultaneous assessment of indirect and direct effects

                                                                   e                           e


                                                  Study Time
                                                                                Test
             Conscientiousness                                              Performance


Does high performance lead directly to a search for alternative jobs, or is the relationship between performance and
turnover mediated by the perception of perceived alternatives? Using previous methods, we could not simultaneously
estimate both effects.

5. Multistage analyses.
                                                                               Grade
                                                                               Point          Test
                                           e                   e                             Scores
                                                                                                   School
                                                                                                Recognition
        Genetic                                                                                                         e
        Makeup

       Prenatal                       Cognitive                    Academic                           Career
     Environment                       Ability                      Success                           Success

        Family
      Environment
                                                                                                                    Position

                                                                                          Salary            Power


Up to know, we‟ve been able to analyze only one relationlship at a time. In this analysis, Academic Success is the DV in
one relationship and the IV in another.

                                          Intro to SEM - 10                            Printed on 6/13/2010
                                      The Identification Problem
Consider the simple regression model . . .                                           Mean, Variance


                                                                                         E
                                                                         E->Y
                     Mean, Variance

                      X                                 Y
                                      X->Y




Quantities which can be computed from the data . .

Mean of the X variable            Variance of the X variable
Mean of the Y variable.           Variance of the Y variable.
                 Correlation of X with Y

Quantities in the diagram .
Remember that in SEM path diagrams, all the variance in every endogenous variable must be accounted for. For that
reason, the path diagram includes a latent “Other factors” variable, labeled “E”.

Mean of X                           Variance of X           Note: Mean and variance of Y are not
Mean of E                           Variance of E           separately identified in the model because
                  Relationship of X to Y                    they are assumed to be completely determined
                  Relationship of E to Y                    by Y‟s relationship to X and to E.



Whoops! There are too few quantities in the data. There are 5 data quantities but 6 in the model. The model is
underidentified. – not identified enough - there aren't enough quantities from the data to identify each model value.

Solution . .

Fix one of the quantities associated with E - either the variance or the relationship E-Y. In the following, I fixed the
variance of E at 1. So in this regression model, the path diagram will be
                                                                                         Mean, 1


                                                                                             E
                                                                              E->Y
                          Mean, Variance

                          X                X->Y                Y



In this case, the model is said to be “just identified” or “completely identified”. This means that every estimable quantity
in the model corresponds to one quantity obtained from the data.

In other scenarios, the relationship of error variables to observed variables is set equal to 1. The two methods are
equivalent.

Note that in many analyses, means are not estimated. Unfortunately, the number of means in the model is exactly the
same as the number in the data, so not estimating means does not solve the identification problem.


                                           Intro to SEM - 11                            Printed on 6/13/2010
         Programming with path diagrams: Introduction to Amos
Amos is an add-on program to SPSS that performs confirmatory factor analysis and structural
equation modeling.

It is designed to emphasize a visual interface and has been written so that virtually all analyses can
be performed by drawing path diagrams.

It also contains a text-based programming language for those who wish to write programs in the
command language.

The Amos drawing toolkit with functions of the most frequently used tools.


 Observed variable tool

                                                                       Tool to draw latent variables

Tool to draw regression arrows

                                                                       Tool to draw correlation arrows
 Tool to put text on the diagram
                                                                       Tool to select all objects in diagram
Tool to select a single object
                                                                      Tool to deselect all objects in diagram

Tool to copy an object                                                Tool to erase an object


Tool to move an object




                                   Intro to SEM - 12                     Printed on 6/13/2010
Creating an Amos analysis

1. Open Amos Graphics.

2. Files -> Data Files . . .

3. Specify the name of the file that contains the raw or summary data.
       a. Click on the [File Name] button.
       b. Navigate to the file and double-click on it.
       c. Click on the [OK] button.

        In this example, I opened a file called IncentiveData080707.sav




4. Draw the desired path diagram using the appropriate drawing tools.


The example below is a simple                5. Name the variables by right-clicking on each object. And
correlation analysis.                        choosing “Object Properties . . .”




                                  Intro to SEM - 13                      Printed on 6/13/2010
Correlation Analysis - SPSS and Amos
The data used for this example are the VALDAT data.

a. SPSS analysis of the correlation of FORMULA with P511G

Correlations
                        Cor relations

                                     P511G     FORMULA
   Pearson          P511G              1.000       .502**
   Correlation      FORMULA             .502**    1.000
   Sig.             P511G                   .      .000
   (2-tailed)       FORMULA             .000           .
   N                P511G                 83         79
                    FORMULA               79         81
       **. Correlation is signif ic ant at the 0.01 level
           (2-tailed).


b. Amos Input Path Diagram - Input Parameter Values
                                                                 No parameters must
                                                                 be specified, since
                                                                 all variables are
                                                                 exogenous.




                                                                  The mean and variance
c. Amos Output Path Diagram - Unstandardized (Raw) coefficient    of Formula.


                                                                     The mean and variance
                                                                     of p511g.




                                                                    The covariance of
c. Amos Path Diagram - Standardized coefficient                     p511g and Formula.


                                                                    The correlation of p511g
                                                                    and Formula.

                                                                    Means and variances of
                                                                    standardized variables are
                                                                    not displayed, since they
                                                                    0 and 1 respectively.



                                            Intro to SEM - 14    Printed on 6/13/2010
                 Simple Regression Analysis: SPSS and Amos
The data used here are the VALDAT data.

a. SPSS Version 10 output

GET FILE='E:\MdbT\P595\Amos\valdatnm.sav'.
.
REGRESSION /MISSING LISTWISE /STATISTICS COEFF OUTS R ANOVA
  /CRITERIA=PIN(.05) POUT(.10) /NOORIGIN /DEPENDENT p511g
  /METHOD=ENTER formula .
Regression
          Variables Enter ed/Re m ovebd

            Variables      Variables
  Model     Entered        Remov ed         Method
  1        FORMULAa                  .     Enter
     a. All requested variables entered.
     b. Dependent Variable: P511G


                         Model Sum m ary

                                         Adjusted       Std. Error of
  Model        R         R Square        R Square       the Estimate
  1             .480 a       .230             .220        4.725E-02
     a. Predictors: (Constant), FORMULA


                                             ANOVAb

                             Sum of
  Model                     Squares           df          Mean Square       F           Sig.
  1        Regression      5.005E-02                1       5.005E-02      22.420         .000 a
           Residual             .167               75       2.233E-03
           Total                .217               76
     a. Predictors: (Constant), FORMULA
     b. Dependent Variable: P511G

                                                     a
                                         Coe fficients

                                                        Standardi
                                                           zed
                             Unstandardiz ed            Coef f icien
                               Coef f icients               ts
  Model                       B         Std. Error        Beta          t           Sig.
  1        (Cons tant)         .496           .078                      6.361         .000
           FORMULA       3.004E-04            .000            .480      4.735         .000
     a. Dependent Variable: P511G




                                          Intro to SEM - 15                         Printed on 6/13/2010
b. Amos Input Path Diagram - Input parameter values

                                                                       1
                                                                                       The model is underidentified
                                                                                       unless you fix the value of one
                                                          error                        parameter. It's common to fix the
                                                                                       variance of the latent error variable
                                                                                       to 1 or the regression weight to 1.
                                                                                       Here, the variance has been fixed.




          formula                                      p511g



c. Amos Output Path Diagram - Unstandardized (Raw) coefficients
 Variance
Mean of X of               The estimated
                                     Variance of X                           1.00                   Note that the fixed
 Formula.                  unstandardized (raw                                                      parameter values were
                           score) relationship of                    error                          not changed.
                           p511g .to Formula -
                           the slope, to2 decimal
                           places.                                                                For what it's worth, the
                                                                                                  estimated
                                                                     .05                          unstandardized (raw
                                                                                                  score) relationship of
                                                                                                  p511g to the “other
                                 7203.60                                                          factors” latent variable.

                                              .00
                    formula                                    p511g




d. Amos Output Path Diagram - Standardized coefficients
(View/Set -> Analysis Properties -> Output to get Amos to print Standardized estimates what a pain!!)


    Correlation of p511g                                                                        Correlation of p511g with
    with Formula.
                                                            error                               latent “other factors”..


                                                                                             R2 for the model. You may
                                                               .88                           have to pull down [View/Set] ->
                                                                                             Analysis Properties -> Output to
                                                                                             ask for this to be printed.
                                                                           .23
                                                                                    No variances are represented in the
                                            .48                                     standardized output since they're always
                    formula                              p511g                      0 and 1 respectively.




                                           Intro to SEM - 16                                Printed on 6/13/2010
                        Two IV Regression Example - SPSS and Amos
The data here are the VALDAT data. UGPA and GREQ are predictors of P511G.

a. SPSS output.
GET
   FILE='G:\MdbT\P595\P595AL09-Amos\valdatnm.sav'.
DATASET NAME DataSet1 WINDOW=FRONT.
REGRESSION /DESCRIPTIVES MEAN STDDEV CORR SIG N /MISSING LISTWISE
   /STATISTICS COEFF OUTS R ANOVA /CRITERIA=PIN(.05) POUT(.10) /NOORIGIN
   /DEPENDENT p511g /METHOD=ENTER ugpa greq .

Regression
[DataSet1] G:\MdbT\P595\P595AL09-Amos\valdatnm.sav
                                          Correlations

                                                p511g                ugpa                  greq
  Pearson                   p511g                   1.000                   .225                  .322
  Correlation               ugpa                       .225             1.000                 -.262
                            greq                       .322               -.262               1.000
  Sig. (1-tailed)           p511g                         .                 .025                  .002
                            ugpa                       .025                    .                  .011
                            greq                       .002                 .011                     .
  N                         p511g                       77                   77                    77
                            ugpa                        77                   77                    77
                            greq                        77                   77                    77




                       Variables Entered/Remov ed         b


                                           Variables
  Model          Variables Entered         Remov ed            Method
  1             greq, ugpa a                            . Enter
       a. All requested variables entered.
       b. Dependent Variable: p511g




                                         Model Summary

                                                                                     Std. Error of
  Model                R             R Square           Adjusted R Square            the Estimate
  1                        .455a           .207                       .185                  .04828
       a. Predictors: (Constant), greq, ugpa


                                                         Coefficients a

                                                                      Standardized
                               Unstandardized Coefficients            Coefficients
  Model                              B              Std. Error               Beta                    t           Sig.
  1             (Constan
                                         .571                 .069                                       8.228          .000
                t)
                ugpa                     .048                 .016                  .332                 3.098          .003
                greq                     .000                 .000                  .410                 3.817          .000
       a. Dependent Variable: p511g



                                                          Intro to SEM - 17                                              Printed on 6/13/2010
b. Amos Input Path Diagram - Input parameters.
                                                                                                  1
                                      The variance of the
                                      (unobserved) error latent
                                      variable must be specified at 1.
                                                                                        error


                     ugpa

          Note that if the IVs are correlated, you
          must specify that they are correlated.
          Otherwise, Amos will perform the
          analysis assuming they're
          uncorrelated.
                                                                         p511g


                     greq

c. Amos Output Path Diagram - Unstandardized (Raw) coefficients

               Variance of ugpa                                  Raw
                                                                 regression
                                                                 coefficient
                                                                 relating p511g            1.00
   Covariance of ugpa and greq.
                                                                 to ugpa
                                                                                                           Raw
                                                                                   error                   Regression
                                            .13                                                            coefficient
                                                                                                           relating
                                                                                                           p511g to
                                ugpa                                              .05                      residual
                                                                                                           effects.
                                                           .05


           -8.54
                                                                         p511g
                                           7897.62
                                                     .00

                                                                                        Raw regression
                                greq                                                    coefficient relating
                                                                                        p511g to GREQ to 2
                                                                                        decimal places.




                                         Intro to SEM - 18                                Printed on 6/13/2010
d. Amos Output Path Diagram - Standardized coefficients.


             Correlation of ugpa                     Standardized
             and greq.                               partial regression
                                                     coefficients.


                                                                              error                 SQRT(1-R2)


                                    ugpa                                     .89

                                                         .33                       .21


                  -.26
                                                                    p511g
                                                   .41
                                                                                                    Multiple R2.
                                    greq


e. Amos Text Output - Details of input and minimization
Chi-square = 0.000
Degrees of freedom = 0
Probability level cannot be computed


Maximum Likelihood Estimates
----------------------------
Regression Weights:                            Estimate          S.E.       C.R.           Label
-------------------                            --------        -------    -------         -------

                         p511g <----- ugpa       0.048         0.015       3.140
                         p511g <---- error       0.047         0.004      12.329
                         p511g <----- greq       0.000         0.000       3.869

Standardized Regression Weights:               Estimate
--------------------------------               --------

                         p511g <----- ugpa       0.332
                         p511g <---- error       0.891
                         p511g <----- greq       0.410


Covariances:                                   Estimate          S.E.       C.R.           Label
------------                                   --------        -------    -------         -------

                         ugpa <-----> greq      -8.537         3.861      -2.211

Correlations:                                  Estimate
-------------                                  --------

                         ugpa <-----> greq      -0.262

Variances:                                     Estimate          S.E.       C.R.           Label
----------                                     --------        -------    -------         -------

                                    error        1.000
                                     ugpa        0.134         0.022       6.164
                                     greq     7897.622      1281.163       6.164

Squared Multiple Correlations:                 Estimate
------------------------------                 --------
                                                                  Note – No overall test of significance of R2.
                                    p511g        0.207


                                        Intro to SEM - 19                                Printed on 6/13/2010
         Oneway Analysis of Variance Example - SPSS and Amos
The data for this example follow. They're used to introduce the 595 students to contrast coding. The
dependent variable is Job Satisfaction (JS). The research factor is Job, with three levels. It is
contrast coded by CC1 and CC2.

The data for this example are in „MdbT\P595\Amos\ OnewayegData.sav‟
  ID JS          JOB     CC1         CC2

  1       6       1     .667    .000                               The rule for forming a contrast variable between two sets
  2       7       1     .667    .000                               of groups is
  3       8       1     .667    .000
  4      11       1     .667    .000                               1st Value = No. of groups in 2nd set / Total no. of groups.
  5       9       1     .667    .000
  6       7       1     .667    .000                               2nd Value= - No. of groups in 1st set / Total no. of groups.
  7       7       1     .667    .000
  8       5       2    -.333    .500                               3rd Value = 0 for all groups to be excluded.
  9       7       2    -.333    .500
 10       8       2    -.333    .500                               So,         1st Value of CC1 = 2 / 3 = .667.
 11       9       2    -.333    .500
 12      10       2    -.333    .500                                           2nd Value of CC1 = - 1 / 3
 13       8       2    -.333    .500
 14       9       2    -.333    .500                                           1st Value of CC2 = 1 / 2 = .5
 15       4       3    -.333   -.500
 16       3       3    -.333   -.500                                           2nd Value of CC2 = -1 / 2 = -..5
 17       6       3    -.333   -.500
 18       5       3    -.333   -.500                                           3rd Value of CC2 = 0 to exclude Job 1.
 19       7       3    -.333   -.500
 20       8       3    -.333   -.500
 21       2       3    -.333   -.500

a. SPSS Oneway output.

Oneway
                                                ANOVA

 JS
                         Sum of
                        Squares            df        Mean Square         F              Sig.
 Between
                            40.095               2        20.048             5.930             .011
 Groups
 Within Groups              60.857              18         3.381
 Total                     100.952              20




                                                Intro to SEM - 20                                     Printed on 6/13/2010
b. SPSS Regression Output.
regression variables = js cc1 cc2
 /dependent = js /enter.

Regression
                                                   b
                    Variables Entered/Removed

              Variables            Variables
 Model         Entered             Remov ed            Method
 1          CC2, CC1 a                          . Enter
     a. All requested variables entered.
     b. Dependent Variable: JS


                                  Model Summary

                                                       Adjusted R        Std. Error of
 Model               R             R Square             Square           the Estimate
 1                       .630a           .397                  .330             1.8387
     a. Predictors: (Constant), CC2, CC1


                                                         ANOVA b

                                  Sum of
 Model                           Squares               df             Mean Square        F              Sig.
 1          Regressio                                                                                                a
                                       40.095                  2           20.048              5.930           .011
            n
            Residual                   60.857                 18               3.381
            Total                   100.952                   20
     a. Predictors: (Constant), CC2, CC1

     b. Dependent Variable: JS


                                                    Coefficients a

                                                                   Standardized
                             Unstandardized Coefficients           Coefficients
 Model                             B             Std. Error             Beta             t             Sig.
 1         (Constan
                                       6.952                .401                             17.326           .000
           t)
           CC1                         1.357                .851               .292           1.594           .128
           CC2                         3.000                .983               .559           3.052           .007
     a. Dependent Variable: JS




                                                       Intro to SEM - 21                                       Printed on 6/13/2010
                                                  This was prepared using Amos 3.6. I chose the "Estimate
c. Amos Input Path Diagram.                       means" option. This was not required, but it caused means to
                                                  be displayed.




d. Amos Output Path Diagram - Unstandardized (Raw) Coefficients




e. Amos Output Path Diagram - Standardized Coefficients




Note that the correlation between group
coding variables must be estimated. It's
zero here because they're contrast codes.



                                            Intro to SEM - 22                        Printed on 6/13/2010
f. Amos Text Output - Results

Result (Default model)
Minimum was achieved
Chi-square = .00000
Degrees of freedom = 0
Probability level cannot be computed
Maximum Likelihood Estimates
Regression Weights: (Group number 1 - Default model)
              Estimate        S.E.      C.R.        P Label
JS <--- CC1 1.35714 .80749 1.68069 .09282
JS <--- CC2 3.00000 .93241 3.21747 .00129

Standardized Regression Weights: (Group number 1 - Default model)
           Estimate
JS <--- CC1 .29179
JS <--- CC2 .55859

Means: (Group number 1 - Default model)
          Estimate     S.E.    C.R.             P Label
CC1         .00033 .10541 .00316 .99748
CC2         .00000 .09129 .00000 1.00000

Intercepts: (Group number 1 - Default model)
        Estimate     S.E.       C.R.      P Label
JS      6.95193 .38065 18.26308 ***

Covariances: (Group number 1 - Default model)
                   Estimate     S.E.     C.R.         P Label
CC1 <--> CC2         .00000 .04303 .00000 1.00000

Correlations: (Group number 1 - Default model)
                   Estimate
CC1 <--> CC2        .00000

Variances: (Group number 1 - Default model)
          Estimate     S.E.      C.R.           P Label
CC1         .22222 .07027 3.16228 .00157
CC2         .16667 .05270 3.16228 .00157
resid      2.89796 .91642 3.16228 .00157

Squared Multiple Correlations: (Group number 1 - Default model)
        Estimate                                    Note that AMOS does not provide a test of
JS        .39717                                    the null hypothesis that in the population, the
                                                    multiple R = 0. This test is provided in the
                                                    ANOVA box in SPSS.


                                                  Intro to SEM - 23                            Printed on 6/13/2010

						
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