结构方程模型lecture2.ppt

* CFA对数据的要求 样本容量 应考虑模型复杂性、估计方法、分布特征、测量尺度 仅考虑模型复杂性：每个待估参数至少需要4个样本点 通常建议，CFA的样本容量至少为200 显现出渐进性质：400 利用修正指数来改进模型：800 分布特征：联合正态分布 如果模型正确、样本容量足够大，MLE稳健性较好 如果极端非正态，需要用渐进分布无关（asymptotic distribution free）方法或Satorra-Bentler稳健统计量 测量尺度：连续尺度 指标类型 结果（effect）/反映性（reflective） 原因（cause）/形成性（formative） * 7 Recommendations for CFA Users should aim for samples of at least 200, and, preferably, 400 cases. If more than minimal respecification of an hypothesized model is anticipated, then a sample of at least 800 cases is necessary. The distributional properties of indicators should be well understood and corrective measures taken (e.g., transformations, parceling, scaled statistics) when distributions depart markedly from normality. At last three and, preferably, four indicators of factors should be obtained. * 7 Recommendations for CFA(cont.) Simple structure should not be assumed in all models. With sufficient indicators per factor, cross-loadings are permissible and may be an important feature of a model. The multifaceted nature of fit evaluation should e acknowledged by consulting two or more indicators of fit that rely on different computational logic. Whenever possible, multiple, nested models should be posited in order to rule out parsimonious or substantively interesting alternatives to the hypothesized model. * 7 Recommendations for CFA(cont.) Respecification is not to be eschewed, but it should be undertaken in a disciplined manner with due attention to the possibility of Type I errors. Substantially respecified models should be cross-validated in an independent sample. * 课后任务 阅读文献Sewall Wright: The theory of path coefficients reply to Niless criticism, Genetics, 1923(8): 239-255 在R中下载sem，练习数据导入和sem的基本操作 对于PAP一例，设定其他模型形式，进行CFA分析 SEM的方法基础 回归分析 CFA模型 路径分析 EFA模型 * 路径分析的基本方法 路径分析的局限 验证性因子分析的基本方法 本讲内容 关于验证性因子分析的建议 * 假定自变量线性无关 可用来检验变量之间的直接关系 经典回归分析 X Z Y * 对于下面的关系，怎么办？ X Z Y * 路径分析 Path analysis is a straightforward extension of multiple regression. Its aim is to provide estimate