[e-mail]

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????????????????

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

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???????????
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r
X2
X1
????(Correlational Analysis)
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????????????,?????????????????
r
X
u
??????( Point-biserial Correlation Coefficient )
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??????(Simple Linear Regression)
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??????(Multiple Linear Regression)
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e
u
x
?????(Logistic Regression)
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e
u
x1
x2
?????(Logistic Regression)
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????(Path Analysis)
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????(Path Analysis)
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??????(Hierarchical Linear Model, HLM)
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???????(Confirmatory Factor Analysis)
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?????????(2nd order Confirmatory Factor Analysis)
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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)
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Multiple indicators multiple causes, MIMIC Model
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??????(Latent Class Analysis, LCA) Latent Profile
Analysis, LPA Latent Trait Analysis, LTA
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??????(Item Response Theory, IRT)
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????????(Latent Growth Curve Model, LGC)
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??????????(Mixture Latent Growth Curve Model,
MLGC)
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group???/????(moderating variable)
?????(Multiple Group Analysis)
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?????????(Multilevel Structural Equation Model,
Multilevel SEM)
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????????????? Exploratory Factor Analysis (EFA)
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???????????

• ??
• ???
• ???
• ??
• ??

• ??
• ???
• ???
• ???
• ???

• ???
• ???
• ??
• ??
• ??

?????
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????

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

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????

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

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???????(Exploratory Factor Analysis, EFA)
???????????,????????
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???????(Confirmatory Factor Analysis, CFA)
??????,??????,???????????
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??????

• ????????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.

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

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

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

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

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(No Transcript)
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????

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

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

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????
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(No Transcript)
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????????CFA
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x1 ?11 ?1 d1 x2 ?21 ?1 d2 x3 ?31 ?1 d3
ddelta ?lambda ?xi
???????? http//wuyy.idv.tw/research/GreekLetters/
greekletter.htm
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(No Transcript)
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e1
x1
?1
x2
e 2
x3
e 3
F12/ F21
e 4
x4
Fphi
?2
x5
e 5
x6
e 6
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????

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

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???????

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

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

• ????????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.

???????????????
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????

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

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??????

• LISREL
• SIMPLIS
• AMOS
• EQS
• Mplus

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

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???????
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????????

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

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t??(????)

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

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t??(????)

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

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t??(????)

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

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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
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????
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????????

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

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?????????
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????????

• ???????????
• ??????????????
• ?????????????????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.
62
???????????????
??????? ??
?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 ???????????,?????? ??????????????????
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???????????????
??????? ??
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.
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???????????????
??????? ??
PGFI gt 0.5
PNFI gt 0.5
CN gt 200
AIC ???????????,?????? ??????????????????
CAIC ???????????,?????? ??????????????????
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???????????(??????)

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

Bagozzi, R. P. Yi, Y. (1988). On the evaluation
of structural equation models. Academic of
Marketing Science, 16, 76-94.
66
???????

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

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???????

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

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???????

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

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???????

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

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???????

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

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?????????
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????
0
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????
C1
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????????
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• ???????????(second-order CFA model)????????????(fi
  rst-order CFA model)???,?????????
• ????????????????????,?????????????????????????????
  ?????,??????????????????????????

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(No Transcript)
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?????????
78
????(Convergent Validity)

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

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????(Discriminant Validity)

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

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

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EFA ? CFA ???
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???

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

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???????

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

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???????(?)

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

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???????(?)

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

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??????

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

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???

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

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x?????????????
???x????????,???????,??????????
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?????

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

??????????????????
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???

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

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

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??????????/????Path Analysis
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????
96
????
?????? exogenous observed variable
?????? endogenous observed variable
F31
?gamma ßbeta
???????? Path analysis with observed variables
(PA-OV)
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?????? exogenous latent variable
?????? endogenous latent variable
?11
ß21
???????? Path analysis with latent variables
(PA-LV)
?21
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????????Path analysis with observed variables
(PA-OV)
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????(recursive model)
????????/??(??)?????????
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?????(nonrecursive model)
????????/??(??)??????????
x1
y1
x2
x3
y2
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????????Path analysis with latent variables
(PA-LV)
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????
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????
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MIMIC??
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More Stuff
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• ?????????(latent mean structure
  analysis)/??????????????(multigroup covariance
  and mean structure modeling)
• ????????(Latent Growth Curve Model, LGC)

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