?X??Y???,???X???????

1

• ???????????5000??????????????????2,300????????????
  ?????

2
??,???? ?????????????????????!
3

• ??????????????????????50?
• ???????????????????????50?
• ??,?????????????????????????????????

4
(No Transcript)
5
????????????????
6
?X??Y???,???X???????
7
Mark Twin once said, There are three kinds of
lies Lies, Damned lies, and Statistics.
8
?????? Structural Equation Modeling

• ??? ??
• ?????????????
• ????????
• cyang_at_tea.ntue.edu.tw
• http//tea.ntue.edu.tw/cyang

9
????????? ?????? ?????
????? ?????????? ...
10
Question 1

• ???????????????,??????(judgment
  sampling),?????1067?

11
Question 2

• ???????30?????????,???????????????????,???????????
  ???????

12
Question 3
?? ?? Cronbachs a
?? 5 0.87
?? 5 0.90
?? 5 0.92
???? 15 0.65
13
Question 4
??? ?? ?? ??
??1 1
??2 1
??3 1
??4 1
chi-square8 df6 p0.238 chi-square8 df6 p0.238 chi-square8 df6 p0.238 chi-square8 df6 p0.238

• ?????,????????????,?????????

14
Question 5

• ???????????(Exploratory Factor Analysis)???????
  
• ??????1?????,???3???
• ???????4?????,??????,???????,???3???,???????

15
Question 6
?? ??? ?????
?????????,?????? 0.99 64.29
??????????,????????????? 0.95 64.29
??????????????????? 0.87 64.29
?????????????????????? 0.97 64.29
??????,?????????????? 0.82 57.34
??????,????????? 0.79 57.34
??????,?????????? 0.98 57.34
??????,?????????? 0.94 57.34
?????????????,?????????? 0.87 57.34
16
Question 7
???? ?? ?? ??? ???
?????? 23 1062 105.95 16.51
???? 7 1062 32.52 4.93
???? 6 1062 27.29 4.72
???? 5 1062 23.50 4.28
???? 5 1062 22.86 4.64
17
Question 8
?? ??? ??? ??
??????,????????? 3.56 0.48 2
??????,?????????? 3.43 0.54 3
??????,?????????? 3.14 0.56 4
?????????????,?????????? 4.12 2.12 1
18
Question 9
?? ??? ???
??????,????????? 3.56 0.48
??????,?????????? 3.43 0.54
??????,?????????? 3.14 0.56
?????????????,?????????? 5.12 0.98
19
Question 10
Levene's Test for Equality of Variances F Sig. t df Sig. (2-tailed)
Equal variances assumed 0.354 0.554 0.555 68 0.581
Equal variances not assumed 0.354 0.554 0.557 67.68 0.579
20
Question 11
y????
???? n M SD F ????
??(1) 176 3.56 0.46 3.16 3gt1 3gt2 4gt1 4gt2
??(2) 90 2.43 0.75 3.16 3gt1 3gt2 4gt1 4gt2
??(3) 5 4.6 0.55 3.16 3gt1 3gt2 4gt1 4gt2
??(4) 2 4.5 0.71 3.16 3gt1 3gt2 4gt1 4gt2
plt 0.05
21
Question 12

• ???????????????????????-0.22,?????0.01??,??????(p
  0.34)
• ????132.46-0.52????

22
R-0.22
23
(No Transcript)
24
(No Transcript)
25
R0.989
26
(No Transcript)
27

• ???????????????????????0.989,?????0.01??,??????(p
  lt 0.01)
• ????300.918????

28
Question 13

• ????????????????????0.01???????(p lt 0.01)
• ?????????????????????0.05???????(p lt 0.05)
• ??,???????????????????????????

29
Question 14

• ????11.70.77??

• ????10.20.54??0.02??
• ??,??1A2B3O 4AB

30

• ??????

?? ??1 ??2 ??3
A 1 0 0
B 0 1 0
O 0 0 1
AB 0 0 0

• ????10.20.54??0.2??1 0.01??2 0.04??3

31
Question 15

• ??????????(Structural Equation Model)??????
• ???????927.78, ???265 (plt0.01) RMR?0.042RMSEA?0.
  078GFI?0.84,???????????,????????

???????????
32
Question 16

• ?????????,???????????,?????,???????????????

• ????????????????????????,????????????????????????
  

33
?????

• ??????????????????????1114?,???????????,???????.
• ??????????111???112?,???????????,
  ??111???112?????.

34
??????

• ????????????????,??????????,?????????
• ??????????,????????????

35
????????????????????SEM?
???? ??????????? ...
36

• ??????(Structural Equation Modeling, SEM)
• ??????(Latent Variable Models, LVM)
• ????????(Linear Structural Relationship Model,
  LISREL)
• ???????(Covariance Structure Analysis)
• ???????(Confirmatory Factor Analysis, CFA)

???????????
37
???????????
38
r
X2
X1
????(Correlational Analysis)
39
????????????,?????????????????
r
X
u
??????( Point-biserial Correlation Coefficient )
40
??????(Simple Linear Regression)
41
??????(Multiple Linear Regression)
42
e
u
x
?????(Logistic Regression)
43
e
u
x1
x2
?????(Logistic Regression)
44
????(Path Analysis)
45
????(Path Analysis)
46
??????(Hierarchical Linear Model, HLM)
47
???????(Confirmatory Factor Analysis)
48
?????????(2nd order Confirmatory Factor Analysis)
49
e1
d1
x1
y1
f1
e2
x2
d2
f2
y2
x3
d3
y3
e3
zeta
??????(Structural Equation Model, SEM)?general
case ????????(Path Analysis with Latent
Variables, PA-LV)
50
Multiple indicators multiple causes, MIMIC Model
51
??????(Latent Class Analysis, LCA) Latent Profile
Analysis, LPA Latent Trait Analysis, LTA
52
??????(Item Response Theory, IRT)
53
????????(Latent Growth Curve Model, LGC)
54
??????????(Mixture Latent Growth Curve Model,
MLGC)
55
group???/????(moderating variable)
?????(Multiple Group Analysis)
56
?????????(Multilevel Structural Equation Model,
Multilevel SEM)
57
????????????? Exploratory Factor Analysis (EFA)
58
???????????

• ??
• ???
• ???
• ??
• ??

• ??
• ???
• ???
• ???
• ???

• ???
• ???
• ??
• ??
• ??

?????
59
????

• x1µ1l11f1l12f2l1qfqe1
• x2µ2l21f1l22f2l2qfqe2
• xpµplp1f1lp2f2lpqfqep
• x?????f?????
• l??????e?????(???)

60
????

• ??????????????????
• ??????????????1?
• ??????????????
• X?????????

61
???????(Exploratory Factor Analysis, EFA)
???????????,????????
62
???????(Confirmatory Factor Analysis, CFA)
??????,??????,???????????
63
??????

• ????????50?,?????100??
• ????x???????5???10???
• Hair, J. F., Anderson, R. F., Tatham, R. L.
  Black, W. C. (1998). Multivariate data analysis
  5th ed. New Jersey Prentice Hall Inc.

?????????????
64
??????(Extraction Method)

• ?????(Principal components )
• ???????(Principal factor analysis )
• ?????(Maximum likelihood, ML)

x??????????,??????(?????)?????????
65
??????(Extraction Criteria )

• ???(eigenvalues )
• ????
• ?????
• ???

66
(No Transcript)
67
????

• ????(Orthogonal rotation methods)
• Quartimax
• Varimax
• Equimax
• ????(Oblique rotation methods )
• Oblimin
• Promax
• Orthoblique

68
????
69
????
70
???????? ????
0.30 350
0.35 250
0.40 200
0.45 150
0.50 120
0.55 100
0.60 85
0.65 70
0.70 60
0.75 50
71
?????????????? Confirmatory Factor Analysis
(CFA)
72
????
73
????
74
(No Transcript)
75
????????CFA
76
x1 ?11 ?1 d1 x2 ?21 ?1 d2 x3 ?31 ?1 d3
ddelta ?lambda ?xi
???????? http//wuyy.idv.tw/research/GreekLetters/
greekletter.htm
77
(No Transcript)
78
e1
x1
?1
x2
e 2
x3
e 3
F12/ F21
e 4
x4
Fphi
?2
x5
e 5
x6
e 6
79
????

• e?? ????d?????
• d?? ?? ??e?????
• ???????????????
• ???????????

80
???????

• ?????????????????,??????????
• ???????????????????????????
• ?????????????

????????????????????????????
81
????????????(reflective indicators)
82
????????????(formative indicators)
vpls?? http//www2.kuas.edu.tw/prof/fred/vpls/abou
tPLSPC.htm
83
???????

• ????????150??
• Rigdon, E. (2005). SEM FAQ. from
  http//www.gsu.edu/mkteer/html
• ????x???????10???15???
• Thompson, B. (2000). Ten commandments of
  structural equation modeling. In L. G. Grimm
  P. R. Yarnold (eds.), Reading and understanding
  more multivariate statistics (pp. 261-283).
  Washington, DC APA.

???????????????
84
????

• ?????
• ?????
• ????
• ????
• ????
• ???????
• ????
• ??????(cross-validation)

85
??????

• LISREL
• SIMPLIS
• AMOS
• EQS
• Mplus

• Mx
• Statistica
• SAS PROC CALIS
• COSAN
• LVPLS

86
???????
87
????????

• ?????????1,????0(AMOS???)?
• ?????????1 (AMOS???),????????1 (????????) ?
• ????????????????1 (AMOS???)?
• ?????????(???????) ?

88
t??(????)

• ????,???????????
• t??????????
• pq??????????

89
t??(????)

• ????,???????????
• ????????(????????),????????

90
t??(????)

• ????,????????,?????????????????????
• ????????(????????),????????

91
t13
1/2(33)(331)21
1
v1
1
v7
1
w1
v2
1
w2
v3
c1
1
v4
v8
1
1
w3
v5
1
df21-138
w4
v6
92
????
93
????????

• ?????(Maximum likelihood, ML)????500?????????????
  ?
• ????????(Generalized least Squares, GLS )????500
  ???????? (say gt500),??????????????????
• ????????(Unweighted Least Squares,
  ULS)???????????
• ?????(Bayesian Estimation)?????(say lt100) ?

94
?????????
95
????????

• ???????????
• ??????????????
• ?????????????????1?
• ???????0.5-0.95??
• ????????

Bagozzi, R. P. Yi, Y. (1988). On the evaluation
of structural equation models. Academic of
Marketing Science, 16, 76-94.
96
???????????????
??????? ??
?2 gt a
?2 /df (NC) 13
GFI gt 0.9
AGFI gt 0.9
RMR lt 0.05
SRMR(AMOS?????) lt 0.05
RMSEA lt 0.05
NCP ????,?????0
ECVI ???????????,?????? ??????????????????
97
???????????????
??????? ??
NFI gt 0.9
RFI gt 0.9
IFI gt 0.9
TLI/NNFI gt 0.9
CFI gt 0.9
Diamantopoulos, A. Siguaw, J. A. (2000).
Introducing LISREL A guide for the uninitiated.
Thousand Oaks, CA Sage.
98
???????????????
??????? ??
PGFI gt 0.5
PNFI gt 0.5
CN gt 200
AIC ???????????,?????? ??????????????????
CAIC ???????????,?????? ??????????????????
99
???????????(??????)

• ?????????,?????????,?????????????
• ???????????????????,??????????????
• ?????????????????????????????

Bagozzi, R. P. Yi, Y. (1988). On the evaluation
of structural equation models. Academic of
Marketing Science, 16, 76-94.
100
???????

• ???????????(individual item reliability)?0.5??,???
  ????????
• ?????????(composite reliability)?0.6???

101
???????

• ?????????????(average variance extracted)?0.5???

102
???????

• ??????????????(t or CR??1.96)?
• ???????????2.58/3(??AMOS?Residual
  Covariance????)?
• ????(modification indices)??3.84(AMOS?????4)?

103
???????

• ????????????????,?????????????
• ??????????????(t or CR??1.96)?
• R2??,????/??????

104
???????

• ??????????????????
• ??????????????????????
• ????????????????????,?????????????????
• ????????????????????????
• ??,??????????????????

105
EFA ? CFA ???
106
???

• ????????,??????????
• ????????,??????????(EFA),???????????,??????????
  ?? ??????,?????????(CFA),?????????

107
???????

• ?????EFA,???????????,????????????
• ????????EFA,??????????????????
• ??,??????solid?????,??????????

108
???????(?)

• ???????,??????????????,????????????????,???????
  
• ???????CFA,????????,????????,?????????
• ?????????????????,???????????

109
???????(?)

• ?CFA????????????,???????,??????????????,????????
  
• ?CFA,??????????????,?????????(cross-validation
  analysis)?

110
??????

• ??????????????????????????????????????????????,???
  ???(calibration sample),??????(validation
  sample),????CFA?
• ??????????CFA??????????????????
• ?????CFA,?????????????????

111
???

• ??????????????????
• ?????????,???????/?????????
• ??????1???3??????,???1???3??????,????????
• ????????,???????????????

112
x?????????????
???x????????,???????,??????????
113
?????

• ????????????????????????????????????????????????
  
• ?????????????????
• ?????x?x?????????

??????????????????
114
???

• ???????????1???4????????????5???8????????????9??
  ?12???????
• ????,????x?x????????

115
?????????
116
????
0
117
????
C1
118
????????
119

• ???????????(second-order CFA model)????????????(fi
  rst-order CFA model)???,?????????
• ????????????????????,?????????????????????????????
  ?????,??????????????????????????

120
(No Transcript)
121
?????????
122
????(Convergent Validity)

• ?????????????????
• ???????????????????????,?????????????????(say
  ?gt0.71),??????????
• ????????( partial measurement invariance)??,??????
  ????????????????????,??????????????

123
????(Discriminant Validity)

• ?????????????????????
• ?????????????1???????,?????????????????,?????????
  ??,??????????

124
??????
125

• ?????????????????????,???????????(measurement
  invariance),?????????????
• ??????????????????????????????????????????????????
  ????,??????,?????????(multigroup invariance)???

126
Other Stuff
127

• CFA????????EFA????AMOS???????(Specification
  Search)?

128
??????????/????Path Analysis
129
????
130
????
?????? exogenous observed variable
?????? endogenous observed variable
F31
?gamma ßbeta
???????? Path analysis with observed variables
(PA-OV)
131
?????? exogenous latent variable
?????? endogenous latent variable
?11
ß21
???????? Path analysis with latent variables
(PA-LV)
?21
132
????????Path analysis with observed variables
(PA-OV)
133
????(recursive model)
????????/??(??)?????????
134
?????(nonrecursive model)
????????/??(??)??????????
x1
y1
x2
x3
y2
135
????????Path analysis with latent variables
(PA-LV)
136
????
137
????
138
MIMIC??
139
More Stuff
140

• ?????????(latent mean structure
  analysis)/??????????????(multigroup covariance
  and mean structure modeling)
• ????????(Latent Growth Curve Model, LGC)

141
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