SOSC 602M
Structural Equation Models
Spring 2005
PREREQUISITES
Sound background in graduate level of statistics
INSTRUCTOR
Raymond S. Wong
Office: Room 3383 (23587828)
Office Hours: 2:30-4:30 pm Tuesday and by appointment only
Email: sorwong@ust.hk
TIME/PLACE
6:30-9:20 pm Tuesday, Room 1402
SUBJECT MATTER
This course focuses on sociological (and other social-scientific) applications of path analysis and
structural equation models. Following a review of basic ideas about the structure, interpretation,
estimation, and inference in recursive causal models, the seminar will work through problems of
specification and identification in latent-variable models and non-recursive models, using published
examples where possible. The LISREL model will be introduced, and its use in the specification of a
variety of models will be reviewed, they include: factor models, MIMIC models, recursive and
non-recursive models with and without latent variables, multiple group models (with or without latent
mean structures), models of repeated measurement, models with missing data, and, finally, the
specification of latent structural models for ordinal data. However, owing to time constraint, the course
will not cover the following topics: nonlinear and interactive models, latent growth curve modeling, and
multilevel SEM models.
COURSE REQUIREMENT
(1) About 6-8 weekly exercises will be assigned (50%). Grades will be based on the completion of the
exercises. Answer to all assignments should be lucid, orderly, self-contained, and brief. Printed output
from the analysis should also be turned in, but just handing the output is not good enough. All work must
be complete and turned in on time.
(2) A self-contained research paper that utilizes the types of models introduced in the seminar (50%),
that is, it should contain literature review, data, findings, and discussion sections. The paper is due at
the end of the semester and the normal length is about 12-15 pages (content only, not counting cover
page, tables, figures, bibliography, appendices).
REQUIRED TEXTBOOKS
Byrne, Barbara M. 1998. Structural Equation Modeling with LISREL, PRELIS, and SIMPLIS: Basic
Concepts, Applications, and Programming. Mahwah, NJ: Lawrence Erlbaum Associates.
(hereafter SEM)
Loehlin, John. 2004. Latent Variable Models: An Introduction to Factor, Path, and Structural Analysis.
Fourth Edition. Mahwah, NJ: Lawrence Erlbaum Associates (LVM).
Joreskog, Karl and Dag Sorbom. 1996. LISREL8: User's Reference Guide. Chicago, IL: Scientific
Software International. (LISREL 8)
Note that the first two required textbooks have been reserved at the library. The LISREL 8 manual,
together with the PRELIS, and SIMPLIS manuals, are all located at the SRC lab.
OTHER USEFUL TEXTBOOKS
Bollen, Kenneth A. 1989. Structural Equations with Latent Variables. N.Y.: John Wiley.
Duncan, Otis Dudley. 1975. Introduction to Structural Equation Models. New York: Academic Press.
Kelloway. E. Kevin. 1998. Using LISREL for Structural Equation Modeling: A Researcher's Guide.
Thousand Oaks, CA: Sage Publications.
Kaplan, David. 2000. Structural Equation Modeling: Foundations and Extensions. Thousand Oaks, CA:
SOSC 602M
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Sage Publications.
Long, J. Scott. 1983. Confirmatory Factor Analysis: A Preface to LISREL. Beverly Hills: Sage
Publications.
Long, J. Scott 1983. Covariance Structure Models: An Introduction to LISREL. Beverly Hills: Sage
Publications.
Marcoulides, George A. and Randall E. Schumacker (eds.). 1996. Advanced Structural Equation
Modeling: Issues and Techniques. Mahwah, NJ: Lawrence Erlbaum Associates.
Schumacker, Randall E. and George A. Marcoulides (eds.). 1998. Interaction and Nonlinear Effects in
Structural Equation Modeling. Mahwah, NJ: Lawrence Erlbaum Associates.
COMPUTATION
The latest windows version of LISREL (8.71) will be used. Copies of the software have already been
installed in the Survey Research Center. Please check with the Center staff about running the program
there. There is also a student version of LISREL and a bunch of utility programs that can be downloaded
from the Scientific Softwares Incorporated (website address: http://www.ssicentral.com). The student
version has restrictions on the total number of observed variables (15) but it should be sufficient for all
class assignments and perhaps even the research paper. Finally, it is possible to use vast amounts of
computer time with very little progress unless great care is exercised in the preparation for
maximum-likelihood estimation using LISREL. Therefore you should take extreme care in planning and
preparing the specifications of the LISREL command structures before submitting the job.
TENTATIVE SCHEDULE AND READINGS
Starred (*) items are required readings. Unless indicated otherwise, they are available from the course
web site (http://teaching.ust.hk/~sosc602m/),
Week 1 (1 Feb)
Review: Matrix Algebra and Multiple Regression
*
1. Loehlin, LVM, Appendix A and B.
*
2. Namboodiri, Krishnan. 1984. Matrix Algebra: An Introduction. Beverly Hills, CA: Sage
Publications. (RESERVED at HKUST Library)
*
3. Mels, Gerhard. 2004. The Student Edition of LISREL 8.7 for Windows: Getting Started Guide.
Lincolnwood, IL: Scientific Software International, Inc. (Included in LISREL Student Version)
Week 2 (8 Feb)
No Class (Chinese New Year Eve)
Week 3 (15 Feb)
Introduction to Structural Equation Models
*
1. Loehlin, LVM, Ch. 1 & 2 (pp. 1-67).
*
2. Byrne. SEM, Ch. 1-2.
*
3. Hoyle, Rick H. and Abigail T. Panter. 1995. "Writing About Structural Equation Models." Pp.
158-176 in Structural Equation Modeling: Concepts, Issues, and Applications, edited by Rick H.
Hoyle. Thousand Oaks, CA: Sage Publications.
*
4. Mulaik, Stanley A. and Lawrence R. James. 1995. "Objectivity and Reasoning in Science and
Structural Equation Modeling." Pp. 118-137 in Structural Equation Modeling: Concepts, Issues,
and Applications, edited by Rick H. Hoyle. Thousand Oaks, CA: Sage Publications.
5. Bentler, Peter M. 1986. "Structural Modeling and Psychometrika: An Historical Perspective on
Growth and Achievement." Psychometrika 51:35-51.
6. Bielby, William T. and Robert M. Hauser. 1977. "Structural Equation Models." Annual Review
of Sociology 3:137-161.
SOSC 602M
Week 4 (22 Feb)
3
Recursive Models
*
1. Loehlin, LVM, Ch. 3.
*
2. Alwin, Duane F. and Hauser, Robert M. 1975. "The Decomposition of Effects in Path Analysis."
American Sociological Review 40:37-47.
*
3. Sobel, Michael. 1986. "Some New Results on Indirect Effects and Their Standard Errors in
Covariance Structure Models." Pp. 290-312 in Sociological Methodology 1986, edited by Nancy B.
Tuma. Washington D.C.: American Sociological Association.
*
4. Joreskog and Sorbom, LISREL 8, Ch. 2 and 4.
5. Duncan, Otis D. 1966. "Path Analysis: Sociological Examples." American Journal of Sociology
72:1-16.
Week 5 (1 Mar)
Confirmatory Factor Analysis: Identification and Estimation
*
1. Byrne. SEM, Ch. 3-6.
*
2. Joreskog and Sorbom, LISREL 8, Ch. 3 and 6.
3. Long, J. Scott. 1983. Confirmatory Factor Analysis: A Preface to LISREL. Beverly Hills, CA:
Sage Publications.
Week 6 (8 Mar)
Models with Unobservable Variables and MIMIC Models
*
1. Loehlin. LVM, Ch. 4.
*
2. Byrne, SEM, Ch. 7.
*
3. Joreskog, Karl G. and Arthur S. Goldberger. 1975. "Estimation of a Model with Multiple
Indicators and Multiple Causes of a Single Latent Variable." Journal of the American Statistical
Association 70:631-39.
*
4. Joreskog and Sorbom, LISREL 8, Ch. 5.
5. Alwin, Duane F. and David J. Jackson. 1979. "Measurement Models for Response Errors in
Surveys: Issues and Applications." Pp. 68-119 in Karl F. Schuessler (ed.), Sociological
Methodology 1980. San Francisco: Jossey-Bass.
6. Bielby, William T., Robert M. Hauser, and David L. Featherman. 1977. "Response Errors of
Blacks and Nonblack Males in Models of the Intergenerational Transmission of Socioeconomic
Status." American Journal of Sociology 82:1242-1288.
7. Hauser, Robert M., Shu-Ling Tsai, and William H. Sewell. 1983. "A Model of the Stratification
Process with Response Error in Social and Psychological Variables." Sociology of Education
556:47-62.
Week 7 (15 Mar)
Modeling and Testing Strategies
*
1. Loehlin, LVM, Ch. 2:68-85.
*
2. Tanaka, J. S. 1993. "Multifaceted Conceptions of Fit in Structural Equation Models." Pp. 10-39
in Testing Structural Equation Models, edited by Kenneth A. Bollen and J. Scott Long. Newbury
Park, CA: Sage Publications.
*
3. Hu, Li-Tze and Peter M. Bentler. 1995. "Evaluating Model Fit. " Pp. 76-99 in Structural Equation
Modeling: Concepts, Issues, and Applications, edited by Rick H. Hoyle. Thousand Oaks, CA: Sage
Publications.
*
4. Byrne, SEM, Ch. 11.
SOSC 602M
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*
5. Browne, Michael W. and Robert Cudeck. 1993. "Alternative Ways of Assessing Model Fit." Pp.
136-162 in Testing Structural Equation Models, edited by Kenneth A. Bollen and J. Scott Long.
Newbury Park, CA: Sage Publications.
*
6. Joreskog and Sorbom, LISREL 8, Ch. 8.
7. MacCallum, Robert C., Mary Roznowski, Corinne M. Mar, and Janet V. Reith. 1994.
"Alternative Strategies for Cross-Validation of Covariance Structure Models." Multivariate
Behavioral Research 29:1-32.
8. Joreskog, Karl G. 1993. "Testing Structural Equation Models." Pp. 294-316 Testing Structural
Equation Models, edited by Kenneth A. Bollen and J. Scott Long. Newbury Park, CA: Sage
Publications.
9. MacCallum, Robert C., Michael W. Browne, and Hazuki M. Sugawara. 1996. "Power Analysis
and Determination of Sample Size for Covariance Structural Modeling." Psychological Methods
1:130-149.
10. Satorra, Albert and Peter M. Bentler. 1994. "Corrections to Test Statistics and Standard Errors
in Covariance Structure Analysis." Pp. 399-419 in Latent Variables Analysis: Applications for
Development Research, edited by Alexander von Eye and Clifford C. Clogg. Thousand Oaks, CA:
Sage Publications.
Week 8 (22 Mar)
Non-Recursive Models
*
1. Hauser, Robert M. and Raymond Sin-Kwok Wong. 1989. "Sibling Resemblance and
Inter-Sibling Effects in Educational Attainment." Sociology of Education 62:149-171.
*
2. Kohn, Melvin L. and Carmi Schooler. 1981. "Job Conditions and Intellectual Flexibility: A
Longitudinal Assessment of Their Reciprocal Effects." Pp. 281-313 in David J. Jackson and Edgar
F, Borgatta (eds.), Factor Analysis and Measurement in Sociological Research: A
Multi-Dimensional Perspective. Beverly Hills, CA: Sage.
Week 9 (29 Mar)
Multiple-Group LISREL Models
*
1. Byrne, LVM, Ch. 8-10.
*
2. Sorbom, Dag and Karl G. Joreskog. 1981. "The Use of LISREL in Sociological Model Building."
Pp. 179-199 in David J. Jackson and Edgar F. Borgotta (eds.), Factor Analysis and Measurement
in Sociological Research: A Multidimensional Perspective. Beverly Hills: Sage.
*
3. Joreskog and Sorbom, LIRESL 8, Ch. 9.
4. Wolfe, Lee M. 1987. "High School Seniors' Reports of Parental Socioeconomic Status:
Black-White Differences." Pp. 51-64 in Peter Cuttance and Russell Ecob (eds.), Structural
Modeling by Example. Cambridge: Cambridge University Press.
5. Kluegel, James R., Royce Singleton, Jr. and Charles E. Starnes. 1977. "Subjective Class
Identification: A Multiple Indicator Approach." American Sociological Review 42:599-611.
Week 10 (5 Apr)
No Class (Ching Ming Festival)
Week 11 (12 Apr)
Multiple-Group LISREL Models (Means Structured)
SOSC 602M
Week 12 (19 Apr)
5
Models with Missing Data
*
1. Rovine, Michael J.1994. "Latent Variables and Missing Data Analysis." Pp.181-225 in Latent
Variables Analysis: Applications for Development Research, edited by Alexander von Eye and
Clifford C. Clogg. Thousand Oaks, CA: Sage Publications.
*
2. Allison, Paul. 1987. "Estimation of Linear Models with Incomplete Data." Pp. 71-103 in
Sociological Methodology 1987,edited by Clifford C. Clogg. Washington, D.C.: American
Sociological Association.
*
3. Allison, Paul D. and Robert M. Hauser. 1991. "Reducing Bias in Estimates of Linear Model by
Remeasurement of a Random Subsample." Sociological Methods & Research 19:466-492.
*
4. Joreskog and Sorbom, LISREL 8, Ch. 10:310-312.
5. Bielby, William T. and Robert M. Hauser. 1977. "Response Error in Earnings Functions of
Nonblack Males." Sociological Methods and Research 6:241-280.
6. Lee, Sik-Yum. 1986. "Estimation for Structural Equation Models with Missing Data."
Psychometrika 51:93-99.
Week 13 (26 Apr)
Models for Ordinal Data
*
1. Joreskog and Sorbom, LISREL 8, Ch. 7.
*
2. Mislevy, Robert J. 1986. "Recent Developments in the Factor Analysis of Categorical
Variables." Journal of Educational Statistics 11 :3-31.
3. Muthen, Bengt O. 1984. "A General Structural Equation Model with Dichotomous, Ordered
Categorical and Continuous Latent Variable Indicators." Psychometrika 49:115-132.
4. Muthen, Bengt O. 1989. "Dichotomous Factor Analysis of Symptom Data." Sociological
Methods and Research 18:19-65.
Week 14 (3 May)
Paper Presentation
Week 15 (10 May)
Paper Presentation