Structural Equation Modeling with AMOS Basic Concepts, Applications, and Programming SECOND EDITION RT63727.indb 1 7/6/09 7:23:53 PM Multivariate Applications Series Sponsored by the Society of Multivariate Experimental Psychology, the goal of this series is to apply complex statistical methods to signifi- cant social or behavioral issues, in such a way so as to be accessible to a nontechnical-oriented readership (e.g., nonmethodological researchers, teachers, students, government personnel, practitioners, and other profes- sionals). Applications from a variety of disciplines such as psychology, public health, sociology, education, and business are welcome. Books can be single- or multiple-authored or edited volumes that (a) demonstrate the application of a variety of multivariate methods to a single, major area of research; (b) describe a multivariate procedure or framework that could be applied to a number of research areas; or (c) present a variety of perspectives on a controversial subject of interest to applied multivariate researchers. There are currently 15 books in the series: • What if There Were No Significance Tests? coedited by Lisa L. Harlow, Stanley A. Mulaik, and James H. Steiger (1997) • Structural Equation Modeling With LISREL, PRELIS, and SIMPLIS: Basic Concepts, Applications, and Programming, written by Barbara M. Byrne (1998) • Multivariate Applications in Substance Use Research: New Methods for New Questions, coedited by Jennifer S. Rose, Laurie Chassin, Clark C. Presson, and Steven J. Sherman (2000) • Item Response Theory for Psychologists, coauthored by Susan E. Embretson and Steven P. Reise (2000) • Structural Equation Modeling With AMOS: Basic Concepts, Applications, and Programming, written by Barbara M. Byrne (2001) • Conducting Meta-Analysis Using SAS, written by Winfred Arthur, Jr., Winston Bennett, Jr., and Allen I. Huffcutt (2001) • Modeling Intraindividual Variability With Repeated Measures Data: Methods and Applications, coedited by D. S. Moskowitz and Scott L. Hershberger (2002) • Multilevel Modeling: Methodological Advances, Issues, and Applications, coedited by Steven P. Reise and Naihua Duan (2003) • The Essence of Multivariate Thinking: Basic Themes and Methods, written by Lisa Harlow (2005) • Contemporary Psychometrics: A Festschrift for Roderick P. McDonald, coedited by Albert Maydeu-Olivares and John J. McArdle (2005) RT63727.indb 2 7/6/09 7:23:54 PM • Structural Equation Modeling With EQS: Basic Concepts, Applications, and Programming, 2nd edition, written by Barbara M. Byrne (2006) • Introduction to Statistical Mediation Analysis, written by David P. MacKinnon (2008) • Applied Data Analytic Techniques for Turning Points Research, edited by Patricia Cohen (2008) • Cognitive Assessment: An Introduction to the Rule Space Method, written by Kikumi K. Tatsuoka (2009) • Structural Equation Modeling With AMOS: Basic Concepts, Applications, and Programming, 2nd edition, written by Barbara M. Byrne (2010) Anyone wishing to submit a book proposal should send the follow- ing: (a) the author and title; (b) a timeline, including completion date; (c) a brief overview of the book’s focus, including table of contents and, ideally, a sample chapter (or chapters); (d) a brief description of competing publi- cations; and (e) targeted audiences. For more information, please contact the series editor, Lisa Harlow, at Department of Psychology, University of Rhode Island, 10 Chafee Road, Suite 8, Kingston, RI 02881-0808; phone (401) 874-4242; fax (401) 874-5562; or e-mail [email protected]. Information may also be obtained from members of the advisory board: Leona Aiken (Arizona State University), Gwyneth Boodoo (Educational Testing Services), Barbara M. Byrne (University of Ottawa), Patrick Curran (University of North Carolina), Scott E. Maxwell (University of Notre Dame), David Rindskopf (City University of New York), Liora Schmelkin (Hofstra University), and Stephen West (Arizona State University). RT63727.indb 3 7/6/09 7:23:54 PM RT63727.indb 4 7/6/09 7:23:54 PM Structural Equation Modeling with AMOS Basic Concepts, Applications, and Programming SECOND EDITION Barbara M. Byrne RT63727.indb 5 7/6/09 7:23:54 PM Routledge Routledge Taylor & Francis Group Taylor & Francis Group 270 Madison Avenue 27 Church Road New York, NY 10016 Hove, East Sussex BN3 2FA © 2010 by Taylor and Francis Group, LLC Routledge is an imprint of Taylor & Francis Group, an Informa business Printed in the United States of America on acid-free paper 10 9 8 7 6 5 4 3 2 1 International Standard Book Number: 978-0-8058-6372-7 (Hardback) 978-0-8058-6373-4 (Paperback) For permission to photocopy or use material electronically from this work, please access www. copyright.com (http://www.copyright.com/) or contact the Copyright Clearance Center, Inc. (CCC), 222 Rosewood Drive, Danvers, MA 01923, 978-750-8400. CCC is a not-for-profit organiza- tion that provides licenses and registration for a variety of users. For organizations that have been granted a photocopy license by the CCC, a separate system of payment has been arranged. Trademark Notice: Product or corporate names may be trademarks or registered trademarks, and are used only for identification and explanation without intent to infringe. Library of Congress Cataloging-in-Publication Data Byrne, Barbara M. Structural equation modeling with AMOS: basic concepts, applications, and programming / Barbara M. Byrne. -- 2nd ed. p. cm. -- (Multivariate applications series) Includes bibliographical references and index. ISBN 978-0-8058-6372-7 (hardcover : alk. paper) -- ISBN 978-0-8058-6373-4 (pbk. : alk. paper) 1. Structural equation modeling. 2. AMOS. I. Title. QA278.B96 2009 519.5’35--dc22 2009025275 Visit the Taylor & Francis Web site at http://www.taylorandfrancis.com and the Psychology Press Web site at http://www.psypress.com RT63727.indb 6 7/6/09 7:23:54 PM Contents Preface ................................................................................................................xv Acknowledgments ..........................................................................................xix Section I: Introduction Chapter 1 Structural equation models: The basics .................................3 Basic concepts .....................................................................................................4 Latent versus observed variables ................................................................4 Exogenous versus endogenous latent variables........................................5 The factor analytic model .............................................................................5 The full latent variable model .....................................................................6 General purpose and process of statistical modeling ..............................7 The general structural equation model ..........................................................9 Symbol notation .............................................................................................9 The path diagram ..........................................................................................9 Structural equations ...................................................................................11 Nonvisible components of a model ..........................................................12 Basic composition ........................................................................................12 The formulation of covariance and mean structures .............................14 Endnotes ............................................................................................................15 Chapter 2 Using the AMOS program ......................................................17 Working with AMOS Graphics: Example 1..................................................18 Initiating AMOS Graphics .........................................................................18 AMOS modeling tools ................................................................................18 The hypothesized model ............................................................................22 Drawing the path diagram ........................................................................23 Understanding the basic components of model 1 ..................................31 The concept of model identification .........................................................33 Working with AMOS Graphics: Example 2..................................................35 The hypothesized model ............................................................................35 RT63727.indb 7 7/6/09 7:23:54 PM viii Contents Drawing the path diagram ........................................................................38 Working with AMOS Graphics: Example 3..................................................41 The hypothesized model ............................................................................42 Drawing the path diagram ........................................................................45 Endnotes ............................................................................................................49 Section II: Applications in single-group analyses Chapter 3 Testing for the factorial validity of a theoretical construct (First-order CFA model) ....................53 The hypothesized model.................................................................................53 Hypothesis 1: Self-concept is a four-factor structure ..................................54 Modeling with AMOS Graphics ....................................................................56 Model specification .....................................................................................56 Data specification ........................................................................................60 Calculation of estimates .............................................................................62 AMOS text output: Hypothesized four-factor model ............................64 Model summary ..........................................................................................65 Model variables and parameters ...............................................................65 Model evaluation .........................................................................................66 Parameter estimates ....................................................................................67 Feasibility of parameter estimates ..................................................67 Appropriateness of standard errors ................................................67 Statistical significance of parameter estimates ..............................68 Model as a whole .........................................................................................68 The model-fitting process .................................................................70 The issue of statistical significance .................................................71 The estimation process .....................................................................73 Goodness-of-fit statistics ...................................................................73 Model misspecification ...............................................................................84 Residuals .............................................................................................85 Modification indices ..........................................................................86 Post hoc analyses ..............................................................................................89 Hypothesis 2: Self-concept is a two-factor structure ..................................91 Selected AMOS text output: Hypothesized two-factor model .............93 Hypothesis 3: Self-concept is a one-factor structure ...................................93 Endnotes ............................................................................................................95 Chapter 4 Testing for the factorial validity of scores from a measuring instrument (First-order CFA model) ...........................................................97 The measuring instrument under study ......................................................98 The hypothesized model.................................................................................98 RT63727.indb 8 7/6/09 7:23:55 PM Contents ix Modeling with AMOS Graphics ....................................................................98 Selected AMOS output: The hypothesized model ...............................102 Model summary ..............................................................................102 Assessment of normality ................................................................102 Assessment of multivariate outliers ..............................................105 Model evaluation .......................................................................................106 Goodness-of-fit summary ..............................................................106 Modification indices ........................................................................108 Post hoc analyses .............................................................................................111 Model 2 .............................................................................................................111 Selected AMOS output: Model 2 ..............................................................114 Model 3 .............................................................................................................114 Selected AMOS output: Model 3 ..............................................................114 Model 4 .............................................................................................................118 Selected AMOS output: Model 4 ..............................................................118 Comparison with robust analyses based on the Satorra-Bentler scaled statistic .................................................................125 Endnotes ..........................................................................................................127 Chapter 5 Testing for the factorial validity of scores from a measuring instrument (Second-order CFA model) ..........129 The hypothesized model...............................................................................130 Modeling with AMOS Graphics ..................................................................130 Selected AMOS output: Preliminary model .........................................134 Selected AMOS output: The hypothesized model ...............................137 Model evaluation .......................................................................................140 Goodness-of-fit summary ..............................................................140 Model maximum likelihood (ML) estimates ................................141 Estimation of continuous versus categorical variables .............................143 Categorical variables analyzed as continuous variables .....................148 The issues ...................................................................................................148 Categorical variables analyzed as categorical variables ......................149 The theory .........................................................................................149 The assumptions ..............................................................................150 General analytic strategies .............................................................150 The AMOS approach to analysis of categorical variables ........................151 What is Bayesian estimation? ..................................................................151 Application of Bayesian estimation ........................................................152 Chapter 6 Testing for the validity of a causal structure ....................161 The hypothesized model................................................................................161 Modeling with AMOS Graphics ...................................................................162 RT63727.indb 9 7/6/09 7:23:55 PM