Confirmatory Factor Analysis Purpose Notes/Psych 818... · Confirmatory Factor Analysis Psych 818...
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![Page 1: Confirmatory Factor Analysis Purpose Notes/Psych 818... · Confirmatory Factor Analysis Psych 818 DeShon Purpose Takes factor analysis a few steps further. Impose theoretically interesting](https://reader033.fdocuments.us/reader033/viewer/2022051601/5ad38aca7f8b9a665f8dd61d/html5/thumbnails/1.jpg)
Confirmatory Factor Analysis
Psych 818DeShon
Purpose
● Takes factor analysis a few steps further.
● Impose theoretically interesting constraints on the model and examine the resulting fit of the model with the observed data
● Used to evaluate theoretical measurement structures
● Provides tests and indices to evaluate fit
Purpose
● CFA model is constructed in advance– specifies the number of (latent) factors– specifies the pattern of loadings on the factors– that specifies the pattern of unique variances specific to
each observation– measurement errors may be correlated - Yuck!– factor loadings can be constrained to be zero (or any
other value)– covariances among latent factors can be estimated or
constrained– multiple group analysis is possible
● Can TEST if these constraints are consistent with the data
CFA Model & Notation
Where:x = (q × 1) vector of indicator/manifest variableΛ= (q × n) matrix of factor loadings
– lambda
ξ = (n × 1) vector of latent constructs (factors)– ksi or xi
δ = (q × 1) vector of errors of measurement– delta
x =
CFA Example
● Measures for positive emotions, ξ1:– x1 = Happiness, x2=Pride
● Measures for negative emotions ξ2:– x3 = Sadness, x4=Fear
● Model x1 = 111 . 1
x2 = 12 1 . 2
x3 = . 21 2 3
x4 = . 22 2 4
CFA Example
Happy Pride Sad Fear
Pos Neg
δ1 δ2 δ3 δ4
1.0 1.0More on the
1.0s later
![Page 2: Confirmatory Factor Analysis Purpose Notes/Psych 818... · Confirmatory Factor Analysis Psych 818 DeShon Purpose Takes factor analysis a few steps further. Impose theoretically interesting](https://reader033.fdocuments.us/reader033/viewer/2022051601/5ad38aca7f8b9a665f8dd61d/html5/thumbnails/2.jpg)
CFA Model Matrices
[ x1
x2
x3
x4]=[11 0
21 00 32
0 42] [1
2 ][1
2
3
4]
x =
More Matrices
[ x1
x2
x3
x4]=[11 0
21 00 32
0 42] [1
2 ][1
2
3
4]
=[11 12
21 22 ] =[11 0 0 00 22 0 00 0 33 00 0 0 44
]Theta-delta
Phi
Model Fitting
● The specified model results in an implied variance-covariance matrix, Σθ
=
=[112 1111
211111 212 1122
321112 322112 322 2233
421112 422112 423222 422 2244
]
Parameter Estimation
● Maximum Likelihood Estimation– Assumes multivariate normality– Iterative procedure– Requires starting values
● FML = Tr(SC-1) - n + ln(det(C)) – ln(det(S))– S is the sample variance-covariance matrix– C is the implied variance-covariance matrix
Model Identification
● Definition: – The set of parameters θ={Λ,Φ,Θ} is not identified if
there exists θ1≠θ2 such that Σ(θ1)= Σ(θ2).
1 Factor, 2 indicators
● Not Identified!● Population covariance matrix
● Implied Covariance Matrix● Solutions
=[ yy xy
yx xx ]=[10 55 10 ]
=[112 1111
211111 122 1122 ]Solution1 Solution2
11= 5.0 2.521= 1.0 2.011= 5.0 7.522= 5.0 0.0
![Page 3: Confirmatory Factor Analysis Purpose Notes/Psych 818... · Confirmatory Factor Analysis Psych 818 DeShon Purpose Takes factor analysis a few steps further. Impose theoretically interesting](https://reader033.fdocuments.us/reader033/viewer/2022051601/5ad38aca7f8b9a665f8dd61d/html5/thumbnails/3.jpg)
1 Factor, 3 Indicators
● Just-Identified; always fits perfectly
=[11
21 22
31 32 33]
=[1111
2111 212 1122
3111 312 21
2 11 312 1133
]
1 Factor, 3 Indicators
● Just-Identified; always fits perfectly21= 32 /21
31= 32 /21
11= 21 31/32
11= 1111
22= 22212 11
33= 33312 11
Identification Rules
● Number of free parameters: t ≤ ½ q (q+1)● Three-Indicator Rule
– Exactly 1 non zero element per row of Λ– 3 or more indicators per factor– Θ Diagonal– uncorrelated errors
● Two-Indicator Rule– φij ≠ 0 for at least one pair i, j, i ≠ j– Exactly 1 non-zero element per row of Λ– 2 or more indicators per factor– Θ Diagonal – uncorrelated errors
Scaling the latent variables
● The scale/metric of the latent variable is not determinant
– Factor loadings and variances can take on any value unless the metric is specified
● Must impose a model constraint to yield a meaningful scale
● Two Constraints are possible:– Fix a loading to 1.0 from each factor to one of its
indicators● Latent scale takes on the metric of the constrained indicator
– Fix the latent variance to 1.0● Yields a standardized latent variable
Scaling the Latent Variables
δ1
δ2
δ3
δ4
δ5
δ6
x1
x2
x3
x4
x5
x16
ξ2
ξ1
1
1
δ1
δ2
δ3
δ4
δ5
δ6
x1
x2
x3
x4
x5
x16
ξ2
ξ1
1
1
Fix PathFix Variances
Scaling the Latent Variables
![Page 4: Confirmatory Factor Analysis Purpose Notes/Psych 818... · Confirmatory Factor Analysis Psych 818 DeShon Purpose Takes factor analysis a few steps further. Impose theoretically interesting](https://reader033.fdocuments.us/reader033/viewer/2022051601/5ad38aca7f8b9a665f8dd61d/html5/thumbnails/4.jpg)
Covariance or Correlation matrix
● Cudeck shows that the covariance matrix is prefered for CFA
● Use of a correlation matrix can result in many problems
– Incorrect parameter estimates– Incorrect standard errors– Incorrect test statistics
Parameter Evaluation – Local Fit
● Parameter Estimate/SE = Z-statistic● Standard interpretation:
– if |Z| > 2, then “significant”● Consider both statistical and scientific value
of including a variable in the model● Significance testing in CFA:
– Not usually interesting in determining if loadings are equal to zero
– Might be interested in testing whether or not covariance between factors is zero.
Goodness of Fit – Global Fit
● Absolute indices– derived from the fit of the obtained and implied
covariance matrices and the ML minimization function.
– Chi-square & functions of it
● Relative fit indices– Relative to baseline “worst-fitting” model
● Adjusted fit indices– Relative to number of parameters in model– Parsimony
Chi Square: χ2
● FML*(n-1)● Sensitive to sample size
– The larger the sample size, the more likely the rejection of the model and the more likely a Type II error (rejecting something true). In very large samples, even tiny differences between the observed model and the perfect-fit model may be found significant.
– Informative when sample sizes are relatively small (100-200)
● Chi-square fit index is also very sensitive to violations of the assumption of multivariate normality
Relative Fit Indices
● Fit indices that provide information relative to a baseline model– a model in which all of the correlations or
covariances are zero– Very poor fit– Termed Null or Independence model
● Permits evaluation of the adequacy of the target model
Goodness of Fit Index (GFI)
● % of observed covariances explained by the covariances implied by the model
– Ranges from 0-1● Biased
– Biased up by large samples– Biased downward when degrees of freedom are large
relative to sample size● GFI is often higher than other fit indices
– Not commonly used any longer
GFI = 1model
2
null2
![Page 5: Confirmatory Factor Analysis Purpose Notes/Psych 818... · Confirmatory Factor Analysis Psych 818 DeShon Purpose Takes factor analysis a few steps further. Impose theoretically interesting](https://reader033.fdocuments.us/reader033/viewer/2022051601/5ad38aca7f8b9a665f8dd61d/html5/thumbnails/5.jpg)
Normed Fit Index (Bentler & Bonnet, 1980)
● Compare to a Null or Independence model– a model in which all of the correlations or
covariances are zero
● % of total covariance among observed variables explained by target model when using the null (independence) model as baseline - Hu & Bentler,1995
● Not penalized for a lack of parsimony● Not commonly used anymore
NFI =null
2 model2
model2
Non-Normed Fit Index-Tucker & Lewis, 1973
● Penalizes for fitting too many parameters● May be greater than 1.0
– If so, set to 1.0
NNFI =null
2 /df null model2 /df model
model2 /df model
Comparative Fit Index -Bentler, 1989; 1990
● Based on noncentrality parameter for chi-square distribution
● Indicates reduction in model misfit of a target model relative to a baseline (independence) model
● Can be greater than 1.0 or less than 0.0– If so, set to 1.0 or 0.0
CFI =null
2 df null model2 df model
model2 df model
Root Mean Square Error of Approximation (RMSEA)
● Discrepancy per degree of freedom ● RMSEA ≤ 0.05 ⇒Close fit● 0.05 < RMSEA ≤ 0.08 ⇒ Reasonable fit● RMSEA > 0.1 ⇒ Poor fit
RMSEA= model2 /df model1
N 1
Standardized Root Mean Square Residual (SRMR)
● Standardized difference between the observed covariance and predicted covariance
● A value of zero indicates perfect fit● This measure tends to be smaller as sample size
increases and as the number of parameters in the model increases.
General fit standards
● NFI– .90-.95 = acceptable; above .95 is good – NFI positively correlated with sample size
● NNFI– .90-.95 = acceptable; above .95 is good– NFI and NNFI not recommended for small sample
sizes ● CFI
– .90-.95 = acceptable; above .95 is good– No systematic bias with small sample size
![Page 6: Confirmatory Factor Analysis Purpose Notes/Psych 818... · Confirmatory Factor Analysis Psych 818 DeShon Purpose Takes factor analysis a few steps further. Impose theoretically interesting](https://reader033.fdocuments.us/reader033/viewer/2022051601/5ad38aca7f8b9a665f8dd61d/html5/thumbnails/6.jpg)
General fit standards
● RMSE– Should be close to zero– 0.0 to 0.05 is good fit– 0.05 to 0.08 is moderate fit– Greater than .10 is poor fit
● SRMR– Less than .08 is good fit
● Hu & Bentler– SRMR ≤ .08 AND (CFI ≥ .95 OR RMSEA ≤ .06)
Nested Model Comparisons
● Test between equivalent models except for a subset of parameters that are freely estimated in one and fixed in the other
● Difference in –2LL is distributed as chi-square variate
– Each model has a χ2 value based upon a certain degree of freedom
– If models are nested (ie., identical but M2 deletes one parameter found in M1), significance of ‘increment’ or ‘decrement’ in fit = χ21 - χ22 with df = df1 – df2
Modification indexes
● If the model does not fit well, modification indices may be used to guide respecification (ie. how to improve the model)
● For CFA, the only sensible solutions are to add direct paths from construct to indicator to drop paths
● Rarely is it reasonable to let residuals covary as many times suggested by the output
● Respecify the model or drop factors or indicators
Reliability in CFA
r xx = i
2
i2 1i
2
● Standard reliability assumes tau-equivalence.● Can estimate reliability in CFA with no
restrictions– Congeneric measures
Equivalent models
● Equivalent models exist for almost all models● Most quant people say you should evaluate
alternative models● Most people don't do it
● For now, be aware that there are alternative models that will fit as well as your model
Heirarchical CFA
Quality of life for adolescents: Assessing measurement properties using structural equation modellingLynn B. Meuleners, Andy H. Lee, Colin W. Binns & Anthony LowerQuality of Life Research 12: 283–290, 2003.
![Page 7: Confirmatory Factor Analysis Purpose Notes/Psych 818... · Confirmatory Factor Analysis Psych 818 DeShon Purpose Takes factor analysis a few steps further. Impose theoretically interesting](https://reader033.fdocuments.us/reader033/viewer/2022051601/5ad38aca7f8b9a665f8dd61d/html5/thumbnails/7.jpg)
Heirarchical CFA
Depression(CES-D )
Positive Affect Negative AffectSomatic
Symptoms
Happy Enjoy Bothered Blues Depressed Sad Mind Effort Sleep
.795a
.882a .810a
Model Fit Statistics: N= 868, χ2(26)= 68.690, p<.001, SRMR=.055, IFI= .976a Second-order loadings were set equal for empirical identification.All loadings significant at p < .001.
Example...AMOS
![Page 8: Confirmatory Factor Analysis Purpose Notes/Psych 818... · Confirmatory Factor Analysis Psych 818 DeShon Purpose Takes factor analysis a few steps further. Impose theoretically interesting](https://reader033.fdocuments.us/reader033/viewer/2022051601/5ad38aca7f8b9a665f8dd61d/html5/thumbnails/8.jpg)
Confirmatory Factor Analysis
Psych 818DeShon
![Page 9: Confirmatory Factor Analysis Purpose Notes/Psych 818... · Confirmatory Factor Analysis Psych 818 DeShon Purpose Takes factor analysis a few steps further. Impose theoretically interesting](https://reader033.fdocuments.us/reader033/viewer/2022051601/5ad38aca7f8b9a665f8dd61d/html5/thumbnails/9.jpg)
Purpose
● Takes factor analysis a few steps further.
● Impose theoretically interesting constraints on the model and examine the resulting fit of the model with the observed data
● Used to evaluate theoretical measurement structures
● Provides tests and indices to evaluate fit
![Page 10: Confirmatory Factor Analysis Purpose Notes/Psych 818... · Confirmatory Factor Analysis Psych 818 DeShon Purpose Takes factor analysis a few steps further. Impose theoretically interesting](https://reader033.fdocuments.us/reader033/viewer/2022051601/5ad38aca7f8b9a665f8dd61d/html5/thumbnails/10.jpg)
Purpose
● CFA model is constructed in advance– specifies the number of (latent) factors– specifies the pattern of loadings on the factors– that specifies the pattern of unique variances specific to
each observation– measurement errors may be correlated - Yuck!– factor loadings can be constrained to be zero (or any
other value)– covariances among latent factors can be estimated or
constrained– multiple group analysis is possible
● Can TEST if these constraints are consistent with the data
![Page 11: Confirmatory Factor Analysis Purpose Notes/Psych 818... · Confirmatory Factor Analysis Psych 818 DeShon Purpose Takes factor analysis a few steps further. Impose theoretically interesting](https://reader033.fdocuments.us/reader033/viewer/2022051601/5ad38aca7f8b9a665f8dd61d/html5/thumbnails/11.jpg)
CFA Model & Notation
Where:x = (q × 1) vector of indicator/manifest variableΛ= (q × n) matrix of factor loadings
– lambda
ξ = (n × 1) vector of latent constructs (factors)– ksi or xi
δ = (q × 1) vector of errors of measurement– delta
x =
![Page 12: Confirmatory Factor Analysis Purpose Notes/Psych 818... · Confirmatory Factor Analysis Psych 818 DeShon Purpose Takes factor analysis a few steps further. Impose theoretically interesting](https://reader033.fdocuments.us/reader033/viewer/2022051601/5ad38aca7f8b9a665f8dd61d/html5/thumbnails/12.jpg)
CFA Example
● Measures for positive emotions, ξ1:– x1 = Happiness, x2=Pride
● Measures for negative emotions ξ2:– x3 = Sadness, x4=Fear
● Model x1 = 111 . 1
x2 = 12 1 . 2
x3 = . 21 2 3
x4 = . 22 2 4
![Page 13: Confirmatory Factor Analysis Purpose Notes/Psych 818... · Confirmatory Factor Analysis Psych 818 DeShon Purpose Takes factor analysis a few steps further. Impose theoretically interesting](https://reader033.fdocuments.us/reader033/viewer/2022051601/5ad38aca7f8b9a665f8dd61d/html5/thumbnails/13.jpg)
CFA Example
Happy Pride Sad Fear
Pos Neg
δ1 δ2 δ3 δ4
1.0 1.0More on the
1.0s later
![Page 14: Confirmatory Factor Analysis Purpose Notes/Psych 818... · Confirmatory Factor Analysis Psych 818 DeShon Purpose Takes factor analysis a few steps further. Impose theoretically interesting](https://reader033.fdocuments.us/reader033/viewer/2022051601/5ad38aca7f8b9a665f8dd61d/html5/thumbnails/14.jpg)
CFA Model Matrices
x1
x2
x3
x4
=
11 021 00 32
0 42
[1
2 ]1
2
3
4
x =
![Page 15: Confirmatory Factor Analysis Purpose Notes/Psych 818... · Confirmatory Factor Analysis Psych 818 DeShon Purpose Takes factor analysis a few steps further. Impose theoretically interesting](https://reader033.fdocuments.us/reader033/viewer/2022051601/5ad38aca7f8b9a665f8dd61d/html5/thumbnails/15.jpg)
More Matrices
x1
x2
x3
x4
=
11 021 00 32
0 42
[1
2 ]1
2
3
4
=[11 12
21 22 ] =
11 0 0 00 22 0 00 0 33 00 0 0 44
Theta-delta
Phi
![Page 16: Confirmatory Factor Analysis Purpose Notes/Psych 818... · Confirmatory Factor Analysis Psych 818 DeShon Purpose Takes factor analysis a few steps further. Impose theoretically interesting](https://reader033.fdocuments.us/reader033/viewer/2022051601/5ad38aca7f8b9a665f8dd61d/html5/thumbnails/16.jpg)
Model Fitting
● The specified model results in an implied variance-covariance matrix, Σθ
=
=
112 1111
211111 212 1122
321112 322112 322 2233
421112 422112 423222 422 2244
![Page 17: Confirmatory Factor Analysis Purpose Notes/Psych 818... · Confirmatory Factor Analysis Psych 818 DeShon Purpose Takes factor analysis a few steps further. Impose theoretically interesting](https://reader033.fdocuments.us/reader033/viewer/2022051601/5ad38aca7f8b9a665f8dd61d/html5/thumbnails/17.jpg)
Parameter Estimation
● Maximum Likelihood Estimation– Assumes multivariate normality– Iterative procedure– Requires starting values
● FML = Tr(SC-1) - n + ln(det(C)) – ln(det(S))– S is the sample variance-covariance matrix– C is the implied variance-covariance matrix
![Page 18: Confirmatory Factor Analysis Purpose Notes/Psych 818... · Confirmatory Factor Analysis Psych 818 DeShon Purpose Takes factor analysis a few steps further. Impose theoretically interesting](https://reader033.fdocuments.us/reader033/viewer/2022051601/5ad38aca7f8b9a665f8dd61d/html5/thumbnails/18.jpg)
Model Identification
● Definition: – The set of parameters θ={Λ,Φ,Θ} is not identified if
there exists θ1≠θ2 such that Σ(θ1)= Σ(θ2).
![Page 19: Confirmatory Factor Analysis Purpose Notes/Psych 818... · Confirmatory Factor Analysis Psych 818 DeShon Purpose Takes factor analysis a few steps further. Impose theoretically interesting](https://reader033.fdocuments.us/reader033/viewer/2022051601/5ad38aca7f8b9a665f8dd61d/html5/thumbnails/19.jpg)
1 Factor, 2 indicators
● Not Identified!● Population covariance matrix
● Implied Covariance Matrix● Solutions
=[ yy xy
yx xx ]=[10 55 10 ]
=[112 1111
211111 122 1122 ]Solution1 Solution2
11= 5.0 2.521= 1.0 2.011= 5.0 7.522= 5.0 0.0
![Page 20: Confirmatory Factor Analysis Purpose Notes/Psych 818... · Confirmatory Factor Analysis Psych 818 DeShon Purpose Takes factor analysis a few steps further. Impose theoretically interesting](https://reader033.fdocuments.us/reader033/viewer/2022051601/5ad38aca7f8b9a665f8dd61d/html5/thumbnails/20.jpg)
1 Factor, 3 Indicators
● Just-Identified; always fits perfectly
=11
21 22
31 32 33
=1111
2111 212 1122
3111 312 21
2 11 312 1133
![Page 21: Confirmatory Factor Analysis Purpose Notes/Psych 818... · Confirmatory Factor Analysis Psych 818 DeShon Purpose Takes factor analysis a few steps further. Impose theoretically interesting](https://reader033.fdocuments.us/reader033/viewer/2022051601/5ad38aca7f8b9a665f8dd61d/html5/thumbnails/21.jpg)
1 Factor, 3 Indicators
● Just-Identified; always fits perfectly21= 32 /21
31= 32 /21
11= 21 31/32
11= 1111
22= 22212 11
33= 33312 11
![Page 22: Confirmatory Factor Analysis Purpose Notes/Psych 818... · Confirmatory Factor Analysis Psych 818 DeShon Purpose Takes factor analysis a few steps further. Impose theoretically interesting](https://reader033.fdocuments.us/reader033/viewer/2022051601/5ad38aca7f8b9a665f8dd61d/html5/thumbnails/22.jpg)
Identification Rules
● Number of free parameters: t ≤ ½ q (q+1)● Three-Indicator Rule
– Exactly 1 non zero element per row of Λ– 3 or more indicators per factor– Θ Diagonal– uncorrelated errors
● Two-Indicator Rule– φij ≠ 0 for at least one pair i, j, i ≠ j– Exactly 1 non-zero element per row of Λ– 2 or more indicators per factor– Θ Diagonal – uncorrelated errors
![Page 23: Confirmatory Factor Analysis Purpose Notes/Psych 818... · Confirmatory Factor Analysis Psych 818 DeShon Purpose Takes factor analysis a few steps further. Impose theoretically interesting](https://reader033.fdocuments.us/reader033/viewer/2022051601/5ad38aca7f8b9a665f8dd61d/html5/thumbnails/23.jpg)
Scaling the latent variables
● The scale/metric of the latent variable is not determinant
– Factor loadings and variances can take on any value unless the metric is specified
● Must impose a model constraint to yield a meaningful scale
● Two Constraints are possible:– Fix a loading to 1.0 from each factor to one of its
indicators● Latent scale takes on the metric of the constrained indicator
– Fix the latent variance to 1.0● Yields a standardized latent variable
![Page 24: Confirmatory Factor Analysis Purpose Notes/Psych 818... · Confirmatory Factor Analysis Psych 818 DeShon Purpose Takes factor analysis a few steps further. Impose theoretically interesting](https://reader033.fdocuments.us/reader033/viewer/2022051601/5ad38aca7f8b9a665f8dd61d/html5/thumbnails/24.jpg)
Scaling the Latent Variables
δ1
δ2
δ3
δ4
δ5
δ6
x1
x2
x3
x4
x5
x16
ξ2
ξ1
1
1
δ1
δ2
δ3
δ4
δ5
δ6
x1
x2
x3
x4
x5
x16
ξ2
ξ1
1
1
Fix PathFix Variances
![Page 25: Confirmatory Factor Analysis Purpose Notes/Psych 818... · Confirmatory Factor Analysis Psych 818 DeShon Purpose Takes factor analysis a few steps further. Impose theoretically interesting](https://reader033.fdocuments.us/reader033/viewer/2022051601/5ad38aca7f8b9a665f8dd61d/html5/thumbnails/25.jpg)
Scaling the Latent Variables
![Page 26: Confirmatory Factor Analysis Purpose Notes/Psych 818... · Confirmatory Factor Analysis Psych 818 DeShon Purpose Takes factor analysis a few steps further. Impose theoretically interesting](https://reader033.fdocuments.us/reader033/viewer/2022051601/5ad38aca7f8b9a665f8dd61d/html5/thumbnails/26.jpg)
Covariance or Correlation matrix
● Cudeck shows that the covariance matrix is prefered for CFA
● Use of a correlation matrix can result in many problems
– Incorrect parameter estimates– Incorrect standard errors– Incorrect test statistics
![Page 27: Confirmatory Factor Analysis Purpose Notes/Psych 818... · Confirmatory Factor Analysis Psych 818 DeShon Purpose Takes factor analysis a few steps further. Impose theoretically interesting](https://reader033.fdocuments.us/reader033/viewer/2022051601/5ad38aca7f8b9a665f8dd61d/html5/thumbnails/27.jpg)
Parameter Evaluation – Local Fit
● Parameter Estimate/SE = Z-statistic● Standard interpretation:
– if |Z| > 2, then “significant”● Consider both statistical and scientific value
of including a variable in the model● Significance testing in CFA:
– Not usually interesting in determining if loadings are equal to zero
– Might be interested in testing whether or not covariance between factors is zero.
![Page 28: Confirmatory Factor Analysis Purpose Notes/Psych 818... · Confirmatory Factor Analysis Psych 818 DeShon Purpose Takes factor analysis a few steps further. Impose theoretically interesting](https://reader033.fdocuments.us/reader033/viewer/2022051601/5ad38aca7f8b9a665f8dd61d/html5/thumbnails/28.jpg)
Goodness of Fit – Global Fit
● Absolute indices– derived from the fit of the obtained and implied
covariance matrices and the ML minimization function.
– Chi-square & functions of it
● Relative fit indices– Relative to baseline “worst-fitting” model
● Adjusted fit indices– Relative to number of parameters in model– Parsimony
![Page 29: Confirmatory Factor Analysis Purpose Notes/Psych 818... · Confirmatory Factor Analysis Psych 818 DeShon Purpose Takes factor analysis a few steps further. Impose theoretically interesting](https://reader033.fdocuments.us/reader033/viewer/2022051601/5ad38aca7f8b9a665f8dd61d/html5/thumbnails/29.jpg)
Chi Square: χ2
● FML*(n-1)● Sensitive to sample size
– The larger the sample size, the more likely the rejection of the model and the more likely a Type II error (rejecting something true). In very large samples, even tiny differences between the observed model and the perfect-fit model may be found significant.
– Informative when sample sizes are relatively small (100-200)
● Chi-square fit index is also very sensitive to violations of the assumption of multivariate normality
![Page 30: Confirmatory Factor Analysis Purpose Notes/Psych 818... · Confirmatory Factor Analysis Psych 818 DeShon Purpose Takes factor analysis a few steps further. Impose theoretically interesting](https://reader033.fdocuments.us/reader033/viewer/2022051601/5ad38aca7f8b9a665f8dd61d/html5/thumbnails/30.jpg)
Relative Fit Indices
● Fit indices that provide information relative to a baseline model– a model in which all of the correlations or
covariances are zero– Very poor fit– Termed Null or Independence model
● Permits evaluation of the adequacy of the target model
![Page 31: Confirmatory Factor Analysis Purpose Notes/Psych 818... · Confirmatory Factor Analysis Psych 818 DeShon Purpose Takes factor analysis a few steps further. Impose theoretically interesting](https://reader033.fdocuments.us/reader033/viewer/2022051601/5ad38aca7f8b9a665f8dd61d/html5/thumbnails/31.jpg)
Goodness of Fit Index (GFI)
● % of observed covariances explained by the covariances implied by the model
– Ranges from 0-1● Biased
– Biased up by large samples– Biased downward when degrees of freedom are large
relative to sample size● GFI is often higher than other fit indices
– Not commonly used any longer
GFI = 1model
2
null2
![Page 32: Confirmatory Factor Analysis Purpose Notes/Psych 818... · Confirmatory Factor Analysis Psych 818 DeShon Purpose Takes factor analysis a few steps further. Impose theoretically interesting](https://reader033.fdocuments.us/reader033/viewer/2022051601/5ad38aca7f8b9a665f8dd61d/html5/thumbnails/32.jpg)
Normed Fit Index (Bentler & Bonnet, 1980)
● Compare to a Null or Independence model– a model in which all of the correlations or
covariances are zero
● % of total covariance among observed variables explained by target model when using the null (independence) model as baseline - Hu & Bentler,1995
● Not penalized for a lack of parsimony● Not commonly used anymore
NFI =null
2 model2
model2
![Page 33: Confirmatory Factor Analysis Purpose Notes/Psych 818... · Confirmatory Factor Analysis Psych 818 DeShon Purpose Takes factor analysis a few steps further. Impose theoretically interesting](https://reader033.fdocuments.us/reader033/viewer/2022051601/5ad38aca7f8b9a665f8dd61d/html5/thumbnails/33.jpg)
Non-Normed Fit Index-Tucker & Lewis, 1973
● Penalizes for fitting too many parameters● May be greater than 1.0
– If so, set to 1.0
NNFI =null
2 /df null model2 /df model
model2 /df model
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Comparative Fit Index -Bentler, 1989; 1990
● Based on noncentrality parameter for chi-square distribution
● Indicates reduction in model misfit of a target model relative to a baseline (independence) model
● Can be greater than 1.0 or less than 0.0– If so, set to 1.0 or 0.0
CFI =null
2 df null model2 df model
model2 df model
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Root Mean Square Error of Approximation (RMSEA)
● Discrepancy per degree of freedom ● RMSEA ≤ 0.05 ⇒Close fit● 0.05 < RMSEA ≤ 0.08 ⇒ Reasonable fit● RMSEA > 0.1 ⇒ Poor fit
RMSEA= model2 /df model1
N 1
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Standardized Root Mean Square Residual (SRMR)
● Standardized difference between the observed covariance and predicted covariance
● A value of zero indicates perfect fit● This measure tends to be smaller as sample size
increases and as the number of parameters in the model increases.
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General fit standards
● NFI– .90-.95 = acceptable; above .95 is good – NFI positively correlated with sample size
● NNFI– .90-.95 = acceptable; above .95 is good– NFI and NNFI not recommended for small sample
sizes ● CFI
– .90-.95 = acceptable; above .95 is good– No systematic bias with small sample size
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General fit standards
● RMSE– Should be close to zero– 0.0 to 0.05 is good fit– 0.05 to 0.08 is moderate fit– Greater than .10 is poor fit
● SRMR– Less than .08 is good fit
● Hu & Bentler– SRMR ≤ .08 AND (CFI ≥ .95 OR RMSEA ≤ .06)
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Nested Model Comparisons
● Test between equivalent models except for a subset of parameters that are freely estimated in one and fixed in the other
● Difference in –2LL is distributed as chi-square variate
– Each model has a χ2 value based upon a certain degree of freedom
– If models are nested (ie., identical but M2 deletes one parameter found in M1), significance of ‘increment’ or ‘decrement’ in fit = χ21 - χ22 with df = df1 – df2
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Modification indexes
● If the model does not fit well, modification indices may be used to guide respecification (ie. how to improve the model)
● For CFA, the only sensible solutions are to add direct paths from construct to indicator to drop paths
● Rarely is it reasonable to let residuals covary as many times suggested by the output
● Respecify the model or drop factors or indicators
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Reliability in CFA
r xx = i
2
i2 1i
2
● Standard reliability assumes tau-equivalence.● Can estimate reliability in CFA with no
restrictions– Congeneric measures
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Equivalent models
● Equivalent models exist for almost all models● Most quant people say you should evaluate
alternative models● Most people don't do it
● For now, be aware that there are alternative models that will fit as well as your model
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Heirarchical CFA
Quality of life for adolescents: Assessing measurement properties using structural equation modellingLynn B. Meuleners, Andy H. Lee, Colin W. Binns & Anthony LowerQuality of Life Research 12: 283–290, 2003.
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Heirarchical CFA
Depression(CES-D )
Positive Affect Negative AffectSomatic
Symptoms
Happy Enjoy Bothered Blues Depressed Sad Mind Effort Sleep
.795a
.882a .810a
Model Fit Statistics: N= 868, χ2(26)= 68.690, p<.001, SRMR=.055, IFI= .976a Second-order loadings were set equal for empirical identification.All loadings significant at p < .001.
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Example...AMOS