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Structural Equation Modelling (SEM) with R

Course Dates and Times

Monday 17 – Friday 21 February 2020, 09:00–12:30
15 hours over five days

Julia Koltai

koltai.juli@gmail.com

Eötvös Loránd University

The course gives an introduction to theory and practice of Structural Equation Modelling (SEM).

Why is it more beneficial to use SEM, compared to classical path models? This course shows how the theoretical latent constructs (e.g. social and political attitudes, and values) can be measured and explained with their relationships with other variables.

The course highlights the theoretically and empirically important aspects of model comparison between different groups, such as countries or different years in a longitudinal survey.

Please bring your laptop. PC/Windows and Mac are OK with R Studio – see under 'Software requirements', below.

Tasks for ECTS Credits

2 credits (pass/fail grade) Attend at least 90% of course hours, participate fully in in-class activities, and carry out the necessary reading and/or other work prior to, and after, class.

3 credits (to be graded) As above, plus complete one task (tbc).

4 credits (to be graded) As above, plus complete two tasks (tbc).


Instructor Bio

Julia Koltai is an assistant professor at the Faculty of Social Sciences, Eötvös Loránd University. She is also a research fellow at the Centre for Social Sciences, Hungarian Academy of Sciences. She gained her PhD in sociology in 2013.

Julia has led several domestic research programs and has taken part in international research projects and groups, including EU FP6-funded programs.

Her main scientific focus is on statistics and social research methodology, so her research has ranged widely, from minority research through political participation to social justice and integration.

In recent years, Julia's interest has turned to computational social science, especially network analysis and big data processing.

  @koltaijuli

Structural Equation Modelling (SEM) is a powerful tool to analyse latent variable models common in social sciences, e.g. the analysis of social and political attitudes or social values.

SEM combines factor analysis and path analysis by simultaneously estimating relations between latent constructs and/or manifest variables, and also relations of latent constructs and their corresponding manifest indicators.

SEM allows the estimation and control for random and systematic measurement errors. Thus, SEM methodology allows an adequate modelling and empirical testing of measurement models and complex theoretical assumptions. SEM can also compare these models between different groups, like countries or waves of a longitudinal study, or also social groups.

The course introduces theory and practice of SEM on a general level. We will use R software.

Basic modelling techniques of SEM are explained and applied by exercises using free access social science data, though you can also use your own data for analyses. Daily assignments allow you to apply and transfer of SEM methodology to your own research interests.

Day 1

We go through the statistical and methodological basics of SEM, such as regression analysis and classical path model analysis. We show the advantages of SEM and present its fitting principles. Basic (visual and statistical) notations and statistical tests and indices will be mentioned.

Day 2

We focus on the first step of building a SEM model, namely confirmatory factor analysis (CFA) for the creation of latent constructs, in comparison with other factor analysis methods. We go through different model-building (parametrisation) and model improving techniques, and implement them during the lab session.

Day 3

I expand on the latent variable model along with other, explanatory variables to get a more complex and interpretable model. These models are better for answering a scientific research question because they give more space for explanation. Again, you can apply these models in the lab, with emphasis on the interpretation and practical questions.

Day 4

All about multiple group comparison, which is – taking the different levels of testing into account – one of the most useful parts of SEM. We begin with the theoretical problems of multi-group comparison and connect these problems with SEM tools that can help to decide the depth of the comparison. I will provide a step-by-step guide. In the lab, I'll give technical advice on the measurement and realisation of these models, especially on the interpretation of the different results.

Day 5

A recap of what we've learned during the week, with the help of a concrete example in which we apply all the techniques. After going through a complex example, we will generalise the consequences and draw other conclusions. To conclude, I'll present some suggestions for publishing papers that include SEM methods.

 

You should understand basic principles of regression analysis and the meaning of regression results.

A basic understanding of principal component analysis (explorative factor analysis) would be helpful.

You should also have some familiarity with software R to manage data.

Day Topic Details
1.1 Basic regression and path model analysis
  • Basic regression
  • The logic of path model analysis
  • Differences between the classic path model and SEM: just-, under- and overidentified models, the number of input (known) and output (unknown, estimated) parameters
1.2 Using and testing overidentified models
  • Why using overidentified models
    - finding more parsimonious models and more robust results
    - the possibility of model comparison
  • The visual notations of a SEM model
  • Testing overidentified models: chi-square test and other fit-indices (CFI, RMSEA, PCLOSE, etc.)
2.1 The measurement model: CFA
  • Steps of building a SEM model
  • The measurement model: CFA
    - differences between explorative and confirmative factor analysis
    - identification and parametrisation of the model: some examples for possible parametrisation
    - testing the measurement model
    - nested models
    - the modification indices: theory vs. empiricism
2.2 Creating a measurement model in the practice
  • Lab session using an empirical example
    - using database or covariance matrix: the beneficial role of means
    - how to find a theoretical concept and indicators
    - codes in R
    - finding an empirically fitted model
3.1 The structural model
  • The structural model: adding other variables for a more complex (MIMIC) model

- moving towards an explanatory model
- where to find the bug in case of bad fit

  • Structural model in the practice (lab)

- codes in R
- test of fit
- interpretation

3.2 Instructor supported self-working lab session

From research question to results: using complex structural models

4.1 Theory of multiple group comparison (MGCFA)
  • The goals of comparison
  • Theoretical problems of the comparison of multiple groups in case of latent variables
  • The theory of comparing SEM models between different groups: the hierarchical structure of comparison
    - the logic of measurement invariance (MI) testing
  • Configural invariance
    - testing the fit
    - what to do with multiple CFA
  • Metric invariance
    - the equality of loadings: the comparison of paths
  • Scalar invariance
    - equality of intercepts: the comparison of means
    - the concept of full invariance vs. partial invariance
4.2 Lab session about a multigroup comparison
  • Codes in R
  • Testing different invariances in practice
  • Partitioning of the chi-square test and acceptable differences of and fit indices
  • Possible modifications and the application of partial invariance
5.1 Instructor supported self-working lab session about multigroup comparison

Empirical analysis of a research question, which includes several latent concepts and compare more than one group

5.2 Summary
  • Step-by-step guide to build a SEM model
  • Possible solutions of problems during the model building
  • Interpretation of the results
  • Publication principles in case of SEM
Day Readings
1

Rex B. Kline (2011)
Principles and Practice of Structural Equation Modeling (third edition)
The Guilford Press, New York-London

Chapter 2 Fundamental Concepts/Multiple Regression
Chapter 5 Specification/Models Diagram Symbols and Specification Concepts
Chapter 6 Identification/General Requirements/Minimum Degrees of Freedom.
Chapter 8 Hypothesis Testing/from ‘Eyes on the Prize’ until ‘Recommended Approach to Model Fit Evaluation’

2

Timothy A. Brown (2006)
Confirmatory Factor Analysis for Applied Research
The Guildford Press: New York-London

Chapter 3 Introduction to CFA
Chapter 4 Specification and Interpretation of CFA Models/Model Evaluation/Modification Indices

Rosseel, Y. (2012)
lavaan: An R Package for Structural Equation Modeling
Journal of Statistical Software, 48, 1–36

3

Rex B. Kline (2011)
Principles and Practice of Structural Equation Modeling (third edition)
The Guilford Press, New York-London

Chapter 10 Structural Regression Models/from 'Analyzing SR Models' to 'Detailed Example'

4

Timothy A. Brown (2006)
Confirmatory Factor Analysis for Applied Research
The Guildford Press: New York-London

Chapter 7 CFA with Equality Constraints, Multiple Groups, and Mean Structures/CFA in Multiple Groups

Holger Steinmetz et al. (2009)
Testing measurement invariance using multigroup CFA: differences between educational groups in human values measurement
Quality and Quantity: International Journal of Methodology 43(4): 59–616

5

No reading set for our final day

Software Requirements

R version 3.5.2 or higher

RStudio Desktop version 1.1.463 or higher

R packages

  • foreign version 08-71 or higher
  • lavaan version 0.6-3 or higher
  • sem version 3.1-9 or higher
  • semTools 0.5-1 or higher
  • qgraph 1.5 or higher
  • semPlot version 1.1 or higher
  • ggplot2 version 3.1.09000 or higher
  • survey version 3.35 or higher

Hardware Requirements

Please bring your laptop: PC/Windows and Mac are OK with R Studio using the abovementioned software version and packages.

You will need to user privileges to install R and R packages. If you have limited access – because, for example, it is a work laptop – speak to your IT department.

Recommended Courses to Cover Before this One

Summer School

Introduction to Inferential Statistics: What you need to know before you take regression
Multiple Regression Analysis: Estimation, Diagnostics, and Modelling

Summer School

Regression Refresher (before you take a more advanced stats course)
Linear Regression with R/Stata: Estimation, Interpretation and Presentation

 

Recommended Courses to Cover After this One

Summer School

Multi-Level Structural Equation Modelling