Linear Statistical Models: Regression

Linear Structural Models


It's Greek to me

Β - beta
η - eta
ξ - xi
ζ - zeta
Γ - gamma
Λ - lambda (upper case)
λ - lambda (lower case)
δ - delta
ε - epsilon

Structural Equation Modeling

Structural Equation Model

Notation

  • Β - coefficients of effects among endogenous variables.
  • Γ - coefficients of effects of exogeneous variables on endogenous variables.
  • η - vector of latent endogenous variables.
  • ξ - vector of latent exogenous variables.
  • ζ - vector of residuals or errors.

    Measurement Model

    Notation

  • y - vector of measures of dependent variables.
  • Λy - matrix of coefficients or loadings of y on the latent endogenous variables.
  • η - vector of latent endogenous variables.
  • ε - vector of errors of measurement of y.
  • x - vector of measures of independent variables.
  • Λx - matrix of coefficients or loadings of x on the latent exogenous variables.
  • ξ - vector of latent exogenous variables.
  • δ - vector of errors of measurement of x.

    Example with Full Notation

    Example: Just Identified Model

    Output: Just Identified Model

    This is the same example as used in the path analysis unit with variables: x1-ξ1-ses, x2-ξ2-iq, y1-η1-am and y2-η2-gpa.

    Mplus ESTIMATES
    
    Mplus VERSION 2.02
    
    INPUT INSTRUCTIONS
    
      TITLE:
        path analysis;
    
      DATA:
        FILE IS ..\data\ped.dat;
    
       VARIABLE:
                NAMES ARE ses iq am gpa;
                USEVAR = ses iq am gpa;
    
      ANALYSIS: TYPE=meanstructure;
    
      MODEL:
           iq on ses;
           am on ses iq;
           gpa on am ses iq;
    
      OUTPUT: sampstat residual;
    
               Correlations
                  IQ            AM            GPA           SES
                  ________      ________      ________      ________
     IQ             1.000
     AM             0.160         1.000
     GPA            0.570         0.500         1.000
     SES            0.300         0.410         0.330         1.000
    
    TESTS OF MODEL FIT
    
    Chi-Square Test of Model Fit
              Value                              0.000
              Degrees of Freedom                     0
              P-Value                           0.0000
    
    Chi-Square Test of Model Fit for the Baseline Model
              Value                            289.885
              Degrees of Freedom                     6
              P-Value                           0.0000
    
    CFI/TLI
              CFI                                1.000
              TLI                                1.000
    
    Loglikelihood
              H0 Value                       -1555.780
              H1 Value                       -1555.780
    
    Information Criteria
              Number of Free Parameters             12
              Akaike (AIC)                    3135.561
              Bayesian (BIC)                  3180.006
              Sample-Size Adjusted BIC        3141.949
                (n* = (n + 2) / 24)
    
    RMSEA (Root Mean Square Error Of Approximation)
              Estimate                           0.000
              90 Percent C.I.                    0.000  0.000
              Probability RMSEA <= .05           0.000
    
    SRMR (Standardized Root Mean Square Residual)
              Value                              0.000
    
    MODEL RESULTS
    
                       Estimates     S.E.  Est./S.E.
     IQ       ON
        SES                0.300    0.055      5.447
     AM       ON
        SES                0.398    0.055      7.213
        IQ                 0.041    0.055      0.737
     GPA      ON
        AM                 0.416    0.045      9.256
        SES                0.009    0.047      0.198
        IQ                 0.501    0.043     11.647
    
     Residual Variances
        IQ                 0.907    0.074     12.247
        AM                 0.828    0.068     12.247
        GPA                0.502    0.041     12.247
    
     Intercepts
        IQ                 0.000    0.055      0.000
        AM                 0.000    0.053      0.000
        GPA                0.000    0.041      0.000
    
    
    RESIDUAL OUTPUT
    
    
         ESTIMATED MODEL AND RESIDUALS (OBSERVED - ESTIMATED)
    
               Model Estimated Covariances/Correlations/Residual Correlations
                  IQ            AM            GPA           SES
                  ________      ________      ________      ________
     IQ             0.997
     AM             0.159         0.997
     GPA            0.568         0.498         0.997
     SES            0.299         0.409         0.329         0.997
    

    LISREL ESTIMATES BETA ETA1 ETA2 EQ 1 1.000 0.000 EQ 2 -0.416 1.000 GAMMA KSI1 KSI2 EQ 1 0.398 0.041 EQ 2 0.009 0.501 PHI KSI1 KSI2 KSI1 1.000 KSI2 0.300 1.000 PSI EQ1 EQ2 1 0.830 0.504 TEST OF GOODNESS OF FIT CHI SQUARE WITH 0 DF = 0.00 PROBABILITY LEVEL = 1.000

    Example: Overidentified Model

    Output: Overidentified Model

    Mplus ESTIMATES
    
    TESTS OF MODEL FIT
    
    Chi-Square Test of Model Fit
              Value                              0.582
              Degrees of Freedom                     2
              P-Value                           0.7469
    
    Chi-Square Test of Model Fit for the Baseline Model
              Value                            289.885
              Degrees of Freedom                     6
              P-Value                           0.0000
    
    CFI/TLI
              CFI                                1.000
              TLI                                1.015
    
    Loglikelihood
              H0 Value                       -1556.071
              H1 Value                       -1555.780
    
    Information Criteria
              Number of Free Parameters             10
              Akaike (AIC)                    3132.143
              Bayesian (BIC)                  3169.181
              Sample-Size Adjusted BIC        3137.467
                (n* = (n + 2) / 24)
    
    RMSEA (Root Mean Square Error Of Approximation)
              Estimate                           0.000
              90 Percent C.I.                    0.000  0.079
              Probability RMSEA <= .05           0.868
    
    SRMR (Standardized Root Mean Square Residual)
              Value                              0.013
    
    
    
    MODEL RESULTS
    
                       Estimates     S.E.  Est./S.E.
     IQ       ON
        SES                0.300    0.055      5.447
     AM       ON
        SES                0.410    0.053      7.786
     GPA      ON
        AM                 0.420    0.041     10.162
        IQ                 0.503    0.041     12.180
    
     Residual Variances
        IQ                 0.907    0.074     12.247
        AM                 0.829    0.068     12.247
        GPA                0.502    0.041     12.247
    
     Intercepts
        IQ                 0.000    0.055      0.000
        AM                 0.000    0.053      0.000
        GPA                0.000    0.041      0.000
    
    
    RESIDUAL OUTPUT
    
    
         ESTIMATED MODEL AND RESIDUALS (OBSERVED - ESTIMATED)
    
               Model Estimated Covariances/Correlations/Residual Correlations
                  IQ            AM            GPA           SES
                  ________      ________      ________      ________
     IQ             0.997
     AM             0.123         0.997
     GPA            0.553         0.480         0.981
     SES            0.299         0.409         0.322         0.997
    

    LISREL ESTIMATES BETA ETA1 ETA2 EQ 1 1.000 0.000 EQ 2 -0.420 1.000 GAMMA KSI1 KSI2 EQ 1 0.410 0.000 EQ 2 0.000 0.503 PHI KSI1 KSI2 KSI1 1.000 KSI2 0.300 1.000 PSI EQ1 EQ2 1 0.832 0.504 TEST OF GOODNESS OF FIT CHI SQUARE WITH 2 DF = 0.1921 PROBABILITY LEVEL = 0.9084


    Linear Statistical Models Course

    Phil Ender, 19Feb98