2007-2008学年度第二学期科教处工作总结.pptVIP

G89.2247 Lect 2 G89.2247Lecture 2 Regression as paths and covariance structure Alternative “saturated” path models Using matrix notation to write linear models Multivariate Expectations Mediation Question: Does exposure to childhood foster care (X) lead to adverse outcomes (Y) ? Example of purported causal model  X YY = B0 + B1X + e Regression approach B0 and B1 can be estimated using OLS Estimates depend on sample standard deviations of Y and X, sample means, and covariance between Y and X B1 = SXY/S2X B0 = MY -B1MX Correlation, rXY = SXY/SXSY, can be used to estimate the variance of the residual, e, V(e). S2e = S2Y(1-r2XY) = S2Y - S2XY/S2X A Covariance Structure Approach If we have data on Y and X we can compute a covariance matrix This estimates the population covariance structure, s2Y can itself be expressed as B21s2X + s2e Three statistics in the sample covariance matrix are available to estimate three population parameters Covariance Structure Approach, Continued A structural model that has the same number of parameters as unique elements in the covariance matrix is saturated. Saturated models always fit the sample covariance matrix. Another saturated model: Two explanatory variables The first model is likely not to yield an unbiased estimate of foster care because of selection factors (Isolation failure). Suppose we have a measure of family disorganization (Z) that is known to have an independent effect on Y and also to be related to who is assigned to foster care (X) Covariance Structure Expression The model: Y=b0+b1X+b2Z+e If we assume E(X)=E(Z)=E(Y)=0 and V(X) = V(Z) = V(Y) = 1 then b0=0 and bs are standardized The parameters can be expressed When sample correlations are substituted, these expressions give the OLS estimates of the regression coefficients. Covariance Structure: 2 Explanatory Variables In the standardized case the covariance structure is: Each correlation is accounted by two components, one direct and one ind