ECPR Summer School
Central European University, Budapest
26 July - 9 August 2019




SD302 - Multilevel Structural Equation Modelling

Instructor Details

Instructor Photo

Levente Littvay

Institution:
Central European University

Instructor Bio

Levente Littvay researches survey and quantitative methodology, twin and family studies and the psychology of radicalism and populism.

He is an award-winning teacher of graduate courses in applied statistics with a topical emphasis in electoral politics, voting behaviour, political psychology and American politics.

He is one of the Academic Convenors of ECPR’s Methods School, and is Associate Editor of Twin Research and Human Genetics and head of the survey team at Team Populism.

   @littvay


Course Dates and Times

Monday 5 - Friday 9 August

09:00-10:30 and 11:00-12:30

 

Prerequisite Knowledge

Note from the Academic Convenors to prospective participants: by registering to this course, you certify that you possess the prerequisite knowledge that is requested to be able to follow this course. The instructor will not teach again these prerequisite items. If you doubt whether you possess that knowledge to a sufficient extent, we suggest you contact the instructor before you proceed to your registration.

This course is taught at the upper intermediate to advanced level and therefore assumes a working knowledge of both multilevel modeling (MLM) and structural equation modeling (SEM).  You should understand what path models, confirmatory factor models and the combination of these two models are.  Additionally, you need to have an understanding of random intercept and slope models.  I expect that the main target audience for this class will be people who regularly use one of these techniques but not the other.  If you are one of these people, while there will be a quick review of both of these techniques on day 1, I would still strongly urge you to first take, at least, the first week of the other class where your knowledge is lacking.  Alternatively, you may do independent preparation and get ready for this class.  For people who need to review structural equation modeling, I recommend you read Kline’s SEM book (any edition).  If you need multilevel modeling, I recommend Luke’s little green (SAGE) book.  As you are independently reviewing the content and realize you cannot follow these texts I recommend that instead of the MSEM course, start with the SEM or MLM courses.  If you have basic knowledge and usage experience with both MLM and SEM, you are ready for this course.  Basic knowledge of R or Mplus is assumed.  If you don’t have this, I suggest you start with the pre-session software course on R.

Short Outline

Structural equation modeling (SEM) and multilevel modeling (MLM) are both very popular analytical methodologies in the social sciences today. Multilevel modeling allows us to assess data on multiple levels of analysis as long as the sample size, on both levels, is sufficient for large n analysis. Most common applications are international surveys that are starting to approach these sample size requirements. But applications also include within person designs, regional analyses, students nested within schools, patients nested within hospitals or employees nested within firms. Structural equation models combine the power of factor analysis flushing out measurement error and path analysis which are, in essence, simultaneous regression models considering complex causal structures between our observed variables or factors.  Multilevel structural equation modeling (MSEM) is marriage between the two methods in which structures of relationships can be assessed at multiple levels of analysis.  While computationally complex, these methods are effectively implemented in a user friendly way in both R and Mplus. In this course we will go though the most common applications of multilevel structural equation models with examples.

See here for details about the ECTS Credits.

Participants who wish to receive 3 ECTS credits will have to complete a take home exam over the weekend after the course. 

Participants who wish to receive 4 ECTS credits, in addition to the take home exam, will also have to write a paper using the method (strictly) due 3 weeks after the completion of the course.

Long Course Outline

Structural equation modeling (SEM) and multilevel modeling (MLM) are both very popular analytical methodologies in the social sciences today. Multilevel modeling allows us to assess data on multiple levels of analysis as long as the sample size, on both levels, is sufficient for large n analysis. Most common applications are international surveys that are starting to approach these sample size requirements. But applications also include within person designs, regional analyses, students nested within schools, patients nested within hospitals and employees within firms. Structural equation models combine the power of factor analysis flushing out measurement error and path analysis which are, in essence, simultaneous regression models considering complex causal structures between our observed variables or factors.  Multilevel structural equation modeling (MSEM) is marriage between the two methods in which structures of relationships can be assessed at multiple levels of analysis. 

An ever increasing number of software packages are implementing multilevel approaches to structural equation models.  While computationally, analytically and structurally complex, these methods are effectively implemented in a user friendly way in both R and Mplus (also Stata). In this course we will go though the most common applications of multilevel structural equation models with examples in both R and Mplus.  Mplus has several advantages (user friendly, flexible) but has clear disadvantages as well (expensive, closed). Developers of the R package for structural equation modeling: Lavaan also started to implement MSEM applications. Significantly less flexible than Mplus, most models in the book we use for the course can be estimated with R using the Lavaan package. All examples used in the class will run in the free demo version of Mplus.  Please bring your laptop with R + Lavaan and/or Mplus (Demo) installed. Both R and Mplus are compatible with Windows, Mac and Linux. Android and iOS are inadequate for the purposes of this class but they will run on Project Crostini compatible Chromebooks in the Linux sandbox. 

Monday, we will spend some time getting to know each other and reviewing the most important components of multilevel modeling and structural equation modeling.  We will go into notation to define our multilevel structural equation models. (This may reach into Tuesday.)  Tuesday we start with multilevel path analysis.  Wednesday we cover multilevel confirmatory factor analysis.  Thursday we discuss full structural models in a multilevel framework.  Friday we discuss advanced topics and the various different conceptualizations for defining multilevel structural equation models.

The course, for the most part, is focused on theory and the understanding of the models at hand. We will review applications and arm everyone with the tools to run their own models, but the course will not be software focused for the most part. You are coming here to learn MSEM, not just how to run models in one software or another. (My teaching philosophy is, once you know what you are doing, software is easy. If you don’t know what you are doing and want to compensate by learning more software without proper foundations, you are doing it wrong anyway.)

Day-to-Day Schedule

Day 
Topic 
Details 
1Meet and greet, Review MLM and SEM, Notation.

Lecture

2Multilevel Path Models

Lecture + Lab (in lecture room on laptops)

3Multilevel CFA

Lecture + Lab (in lecture room on laptops)

4Multilevel Structural Equation Models

Lecture + Lab (in lecture room on laptops)

5Advanced Topics

Lecture + Lab (in lecture room on laptops)

Day-to-Day Reading List

Day 
Readings 
1

 Rex B. Kline – Principles and Practice of Structural Equation Modeling (any edition or equivalent)

 Douglas A. Luke (2004) Multilevel Modeling (Sage) or equivalent

 Silva et al Chapter 1

2

Silva et al Chapter 2

3

Silva et al Chapter 3

4

Silva et al Chapter 4

5

Silva et al Chapter 5 (+ maybe Mehta & Neale 2005)

Software Requirements

Bring your laptops with R and Mplus Free Demo Version Installed. (Both work on Windows, Mac and Linux).

Hardware Requirements

Bring your laptops with R and Mplus Free Demo Version Installed.

Literature

Mandatory before the start of the course:

Kline, R. B. (2015). Principles and Practice of Structural Equation Modeling. New York: The Guilford Press.  (Earlier editions are fine as well.)

 

Luke, D. A. (2004). Multilevel Modeling. Thousand Oaks, CA: Sage Publications.

 

Mandatory for the course:

Silva, B.C., Bosancianu, C.M. & Littvay, L (2019). Multilevel Structural Equation Modeling. Sage

 

(if we get to it) Mehta, P.D. & Neale, M.C. (2005) People Are Variables Too: Multilevel Structural Equations Modeling. Psychological Methods 10(3):259-284.

 

Additional Readings

Heck, R. H., & Thomas, S. L. (2015). An Introduction to Multilevel Modeling Techniques: MLM and SEM Approaches Using Mplus. New York: Routledge.

 

Hox, J. J. (2010). Multilevel Analysis: Techniques and Applications. Second edition. London: Routledge.

 

Stapleton, L. M. (2006). Using Multilevel Structural Equation Modeling Techniques with Complex Sample Data. In G. R. Hancock & R. O. Mueller (Eds.), Structural Equation Modeling: A Second Course (pp. 345–383). Charlotte, NC: Information Age Publishing.

 

Byrne, B. M. (2011). Structural Equation Modeling with Mplus: Basic Concepts, Applications, and Programming. London: Routledge. (Especially the last chapter).

 

The following other ECPR Methods School courses could be useful in combination with this one in a ‘training track .

 

Additional Information

Disclaimer

This course description may be subject to subsequent adaptations (e.g. taking into account new developments in the field, participant demands, group size, etc). Registered participants will be informed in due time.

Note from the Academic Convenors

By registering for this course, you confirm that you possess the knowledge required to follow it. The instructor will not teach these prerequisite items. If in doubt, contact the instructor before registering.


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