Structural Equations with Latent Variables.

Cover -- Title Page -- Copyright -- Contents -- Preface -- Chapter 1: Introduction -- Historical Background -- Chapter 2: Model Notation, Covariances, And Path Analysis -- Model Notation -- Latent Variable Model -- Measurement Model -- Covariance -- Covariance Algebra -- Sample Covariances -- Path Analysis -- Path Diagrams -- Decomposition of Covariances and Correlations -- Total, Direct, And Indirect Effects -- Summary -- Chapter 3: Causality And Causal Models -- Nature of Causality -- Isolation -- Association -- Direction of Causation -- Limitations of "causal" Modeling -- Model-data Versus Model-reality Consistency -- Experimental and Nonexperimental Research -- Criticisms of Structural Equation Models -- Summary -- Chapter 4: Structural Equation Models With Observed Variables -- Model Specification -- Implied Covariance Matrix -- Identification -- T-rule -- Null B Rule -- Recursive Rule -- Rank And Order Conditions -- Summary of Identification Rules -- Estimation -- Maximum Likelihood (ml) -- Unweighted Least Squares (uls) -- Generalized Least Squares (gls) -- Other Estimators -- Empirical Examples -- Further Topics -- Standardized And Unstandardized Coefficients -- Alternative Assumptions for x -- Interaction Terms -- Intercepts -- Analysis of Variance (anova) And Related Techniques -- Summary -- Appendix 4a Derivation of Fml (y and x Multinormal) -- Appendix 4b Derivation of Fml (s Wishart Distribution) -- Appendix 4c Numerical Solutions to Minimize Fitting Functions -- Starting Values -- Steps in the Sequence -- Stopping Criteria -- Appendix 4d Illustrations of Lisrel and Eqs Programs -- Lisrel Program -- Eqs Program -- Chapter 5: The Consequences of Measurement Error -- Univariate Consequences -- Bivariate and Simple Regression Consequences -- Consequences in Multiple Regression -- Correlated Errors of Measurement.

Consequences in Multiequation Systems -- Union Sentiment Example -- Unknown Reliabilities -- Objective and Subjective Socioeconomic Status (ses) -- Summary -- Appendix 5a Illustrations of Lisrel and Eqs Programs -- Lisrel Program -- Eqs Program -- Chapter 6: Measurement Models:the Relation Between Latent And Observed Variables -- Measurement Models -- Validity -- Content Validity -- Criterion Validity -- Construct Validity -- Convergent and Discriminant Validity -- Alternatives to Classical Validity Measures -- Summary -- Reliability -- Empirical Means of Assessing Reliability -- Alternatives to Classical Reliability Measures -- Summary -- Cause Indicators -- Summary -- Appendix 6a Lisrel Program for the Multitrait-multimethod Example -- Chapter 7: Confirmatory Factor Analysis -- Exploratory and Confirmatory Factor Analysis -- Model Specification -- Implied Covariance Matrix -- Identification -- Three-indicator Rules -- Two-indicator Rules -- Summary Of Rules -- An Insufficient Condition Of Identification -- Empirical Tests Of Identification -- Recommendations For Checking Identification -- Political Democracy Example -- Estimation -- Nonconvergence -- Model Evaluation -- Overall Model Fit Measures -- Residuals -- A Chi-square (x2) Test -- Incremental Fit Indices -- Additional Measures of Overall Model Fit -- Empirical and Simulation Examples -- Summary of Overall Fit Measures -- Component Fit Measures -- Parameter Estimates -- Asymptotic Standard Errors -- Asymptotic Correlation Matrix of Parameter Estimates -- R2Xi for Observed Variables -- Does The Sympathy and Anger Model Fit? -- Comparison of Models -- Likelihood Ratio (lr) Test -- Lagrangian Multiplier (lm) Test -- Wald (w) Test -- Summary of Lr, Lm, and W Tests -- Respecifictlon of Model -- Theory and Substantive-based Revisions -- Exploratory Lr, Lm, And W Tests -- Other Empirical Procedures.

Summary of Respecification Procedures -- Extensions -- Factor Score Estimation -- Latent Variable Means And Equation Intercepts -- Cause Indicators -- Higher-order Factor Analyses -- Summary -- Appendix 7a Examples Of Program Listings -- Example 1: Estimating Means And Intercepts -- Example 2: Estimating A Higher-order Factor Analysis -- Chapter 8: The General Model, Part I: Latent Variable And Measurement Models Combined -- Model Specification -- Implied Covariance Matrix -- Identification -- T-rule -- Two-step Rule -- Mimic Rule -- Summary of Identification Rules -- Industrialization and Political Democracy Example -- Estimation and Model Evaluation -- Power of Significance Test -- Standardized and Unstandardized Coefficients -- Means and Equation Constants -- Comparing Groups -- Invariance of Intercepts and Means -- Missing Values -- Alternative Estimators Of Covariance Matrix -- Explicit Estimation -- Systematic Missing Values -- Total, Direct, and Indirect Effects -- Specific Effects -- Summary -- Appendix 8a Asymptotic Variances of Effects -- Appendix 8b Listing of the Lisrel Vi Program for Missing Value Example -- Chapter 9: The General Model, Part II: Extensions -- Alternative Notations / Representations -- Equality and Inequality Constraints -- Quadratic and Interaction Terms -- Instrumental-variable (iv) Estimators -- Distributional Assumptions -- Consequences -- Detection -- Correction -- Weighted Least Squares Estimators -- Specializations of Fwls -- Elliptical Estimator -- Summary of Fwls -- Categorical Observed Variables -- Assumptions Violated and Consequences -- Robustness Studies -- Summary of Robustness to Categorization -- Corrective Procedures -- Summary -- Appendix 9a Lisrel Program for Model in Figure 9.1(c) -- Appendix A: Matrix Algebra Review -- Scalars, Vectors, and Matrices -- Matrix Operations.

Appendix B: Asymptotic Distribution Theory -- Convergence in Probability -- Convergence in Distributions -- References -- Index.

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Electronic reproduction. Ann Arbor, Michigan : ProQuest Ebook Central, 2024. Available via World Wide Web. Access may be limited to ProQuest Ebook Central affiliated libraries.