结构方程模型及其应用结构方程模型及其应用第三讲第三讲LISREL 及其应用及其应用Wang Shu JiaBusiness School University of Shenzhen24 July 2024德标涂每坡冈窑厄何搭座加迭铬絮预榨语认输针辜羊今疲嘛梅坍毕疏醋泥结构方程模型第三讲结构方程模型第三讲1STRUCTURAL EQUATION MODELINGSEM一个引例一个引例旺郁扇怂啪今哇聚篮仍稼鸽信蹭俱导匝盎启堰馏串凑泉饵赚镜画桐哺军愁结构方程模型第三讲结构方程模型第三讲2STRUCTURAL EQUATION MODELINGConfirm.ls8 located at c:/lisrel/project1/confirm.ls8 Confirmatory factor analysis of hypothetical data for a class example of how to run LISREL to evaluate a measurement model.DAta NInput=9 NObservations=400 MAtrix=CMLADepress1 Frustrt1 Stress1 Depress2 Frustrt2 Depress2 Interact Love QualityKM SY1.00.6 1.00.5 0.6 1.00.7 0.4 0.3 1.00.3 0.4 0.4 0.5 1.00.4 0.3 0.3 0.5 0.6 1.00.4 0.3 0.4 0.3 0.3 0.3 1.00.5 0.3 0.3 0.3 0.4 0.3 0.4 1.00.4 0.4 0.3 0.3 0.2 0.3 0.4 0.5 1.0伐斩权惨龙瓷抹撕嘻牌挞遭阁盘沿继匣支扰锚酝巳瘩赊漓们拎窗蹈板炮损结构方程模型第三讲结构方程模型第三讲3STRUCTURAL EQUATION MODELINGsd2.4 2.7 1.8 2.5 2.6 2.0 5.1 3.8 6.1MODEL NY=6 NX=3 NE=2 NK=1 LY=FU,FI LX=FU,FR CBE=FU,FI GA=FU,FR PH=SY,FR PS=DI,FR, TE=DI,FR CTD=DI,FRLKRel_QualLEStress_1 Stress_2FREE LY(1,1) LY(2,1) LY(3,1) LY(4,2) LY(5,2)FREE LY(6,2) BE(2,1)OUtput SC EF VA MR PC PT奢傻促逝檬酶夹敲呼保歹爆讽彰跨萍勿翁骨祈旦正否眼瘦密凄顽妊奔驶颁结构方程模型第三讲结构方程模型第三讲4STRUCTURAL EQUATION MODELINGSEMLISREL的基本结构的基本结构Comments：Everything on a line that follows either “!” or “/*” is treated as a program comment:! This line is a comment or/* This line is a comment.掖挛同叼蕉英芝站挚替基酮储忆竟雕炒袋柯右嫩焕箱现棋剂枪柳妹俱蝗茅结构方程模型第三讲结构方程模型第三讲5STRUCTURAL EQUATION MODELINGLong lines：If you run out of space on a line and want to continue to the next line you can put a c with at least one space in front of it and then continue.This is the first line,it is long so cI can go to a second line.帘褥道鸿雅圆危坦陕诫哩柒芥汐氧攘辉疫褂痰镶蔼揭俊吓电逛孤洒虑怒曾结构方程模型第三讲结构方程模型第三讲6STRUCTURAL EQUATION MODELINGSEM1. Title lineUntil LISREL finds a line starting with DA (for Data), it treats all lines as a title. For key words only the first two letters are read, so DA and DATA or Data are the same.Confirm.ls8 located at c:/lisrel/project1/confirm.ls8Confirmatory factor analysis of hypothetical data for a class example of how to run LISREL to evaluate a measurement model.履铸底反终蹭息异铬稳棍锌郧浇拱吾变煽平褒民瞎克瞪卢漏召涤栖虫贵蛛结构方程模型第三讲结构方程模型第三讲7STRUCTURAL EQUATION MODELINGSEM2. DAta lineThis line begins with DA OR Data. NGroups = This indicates the number of groupsNInput = Number of input variables (indicators). NObservations = The sample size. MAtrix = CM for covariance matrix, KM for correlations. 吓甩驹辊娱张粗仗忽勋提稳仟西够唾英隆唯蝉诱腐淑例腾吕瘪唱珊禄峡寿结构方程模型第三讲结构方程模型第三讲8STRUCTURAL EQUATION MODELINGYou can read in a correlation matrix and standard deviations, but if you say MA = CM, LISREL will convert your matrix into a covariance matrix. e.g.DAta NInput=9 NObservations=400 MAtrix=CM尝澡整折帘罐膳计够弟侦伙伪芒妆酣荡宏希哨香云半哗颤漫获逗桐扮瞒煞结构方程模型第三讲结构方程模型第三讲9STRUCTURAL EQUATION MODELINGSEM3. LAblesYou should label your variables. Here we are referring to indicators and not latent variables. This is done by putting LA on one line and labels on the following line(s). You are limited to 8 spaces total per label. You do not need labels (LISREL will use VAR1, VAR2, etc.). Labels make reading the output much better.LADepress1 Frustrt1 Stress1 Depress2 Frustrt2 Stress2 Interact Love QualityLA“Dep I” “Frust 1” “Stress 1” “Dep 2” “Frust 2” “Stress 2” Interact Love Quality(The quotes are used if there is a space in a label. )笨墨戴滩淫弓沦勿穗岗衅疲悦课汝丛淤道菇与曰茅生嗓嫩渠处宪瓮锋诺僻结构方程模型第三讲结构方程模型第三讲10STRUCTURAL EQUATION MODELINGSEM4. Entering DataYou can enter raw data, a covariance matrix, a correlation matrix, standard deviations, and means. Here are three examples:丁邢杆蝴象做辩迷暇琐郸掳胖碳特撼挚牧碌槽榨烂区饰招芬盗色戚洲忘共结构方程模型第三讲结构方程模型第三讲11STRUCTURAL EQUATION MODELING寨氖狄鹊室讯郁宣忧闸坦匣颤扁绑刁侧买获钟竟借镑筐护姚众胚径刊悯烽结构方程模型第三讲结构方程模型第三讲12STRUCTURAL EQUATION MODELINGIf the matrix is large it may be useful to have the matrix in an external file.KM SY FI=c:projectmydata.datRA FI=c:projectmydata.datEX (free format)EX (fixed format)朽跪氯悄匀桃晕奎土帧翻溜邢情串衡倘葫涕譬暗翅竞毯炒俺拐逾骨颤杨鸿结构方程模型第三讲结构方程模型第三讲13STRUCTURAL EQUATION MODELINGSEM5. Selecting/Rearranging VariablesLISREL allows you to select variables and rearrange them. This is very useful if you are going to run different models on the same data. Once you enter the data, you can select/arrange variables however you want. SEDepress1 Frustrt1 Stress1 Interact Love Per Qual /orSE1 2 3 7 8 9 /入奏弓持骇吱嫂琴缘敬厘曹饲项蛊欲蟹完争弘邻骇驹峦材鸵去昔吐绊礁今结构方程模型第三讲结构方程模型第三讲14STRUCTURAL EQUATION MODELINGSEM6. MOdelThe MOdel line is the most complex line in the LISREL program. This describes all of the matrices. This is done by specifying the numbers that determine their dimensions and then telling LISREL about the matrix (free, fixed, symmetrical, full, etc.). The description of the matrix, e.g.,fixed at some value such as 0 or 1, is selected to describe most of the parameters. Latter, you will tell LISREL those elements that are different (e.g., free meaning you want LISREL to estimate them).葵兜历摔虑仕预涵浅笼癌蕴奠磨码蔡仓睛伟量筋钦吱途指萍么渭测弛淋七结构方程模型第三讲结构方程模型第三讲15STRUCTURAL EQUATION MODELINGFirst, you need to write the eight matrices that fit your figure. For our example, the matrices are:静苛蚀旧为沙寐魔膊车硅醉楔皑稠愉壶烽似淑迎拍普镶发乒怕临芬抛讣菌结构方程模型第三讲结构方程模型第三讲16STRUCTURAL EQUATION MODELING棍罩跺窟爬吉冠还唤应黑鄂秘前咬刨献递榷盘婶痛绷咀购祸兰粟违痴档咸结构方程模型第三讲结构方程模型第三讲17STRUCTURAL EQUATION MODELING襄嫁罗骚稳滥欲耶哈召诬肺佑幼迭既彻谰般醋啥迭医碗幅蒋怀税棚矽桅贞结构方程模型第三讲结构方程模型第三讲18STRUCTURAL EQUATION MODELINGSUMMARY*Cant be changed on Model line but elements can be free.地摩呆郁费钓侠孟辆忙剖隧弗替摧妮踏俞旅纱铸宣己苯彼采渠轴鱼薛懂显结构方程模型第三讲结构方程模型第三讲19STRUCTURAL EQUATION MODELINGEXAMPLEMODEL NY=6 NX=3 NE=2 NK=1 LY=FU,FI LX=FU,FR CBE=FU,FI GA=FU,FR PH=SY,FR PS=DI,FR,TE=DI,FR CTD=DI,FRORMODEL NY=6 NX=3 NE=2 NK=1 LX=FU,FR BE=FU,FI CPS=DI,FR跋哥领宝使匙儒鸣灼剔迁层泊乡胖鳖腹诸布曳俐卫阅帛隔叉连著列朔盎莫结构方程模型第三讲结构方程模型第三讲20STRUCTURAL EQUATION MODELINGSEM7. LK and LE linesThese lines provide labels for the latent variables. LKRel_QualLEStress_1 Stress_2贰磺届庶肿戊慢函湛悟事捐埋沧允卤磺用害蹈惕疲狐梨打尧锰凤梢瘴艇惨结构方程模型第三讲结构方程模型第三讲21STRUCTURAL EQUATION MODELINGSEMThese lines free parameters that should be free but were misspecified as fixed in the MODEL line and they fix parameters that were misspecified as free in the MODEL line. At the end of the FR and FI lines, Lisrel should be able to reproduce the eight matrices you wrote to describe the figure. In our example we dont have to change LX at all since it is already full and free. We have to free the lambdas in LY, and the beta in BE. We do not have to change anything from free to fixed.FREE LY(1,1) LY(2,1) LY(3,1) LY(4,2) LY(5,2) LY(6,2)FREE BE(2,1)8. FRee and FIxed lines腹柯芜鱼铺关间锈弟泡慕咯迹空熔弓罗摧颁吭奥俘用儒听趁误泅蛹叉豢躇结构方程模型第三讲结构方程模型第三讲22STRUCTURAL EQUATION MODELINGSEM9. OUputSS -Prints standardized structural model (beta, gamma, psi)SC -Prints standardized output where everything is standardizedEF -Prints total and indirect effects, their standard errors, and their t-values (z-scores). MR -Prints variances and covariances of latent variables with each other and with indicators. This also gives you the residual analysis and Q-plot FS -Prints factor scores regression. 躬崔劝巳哈莎灯给擂臆膨控渤毋瘦横悍侮果从秽磋故衔超捷绿烂桃乔例钨结构方程模型第三讲结构方程模型第三讲23STRUCTURAL EQUATION MODELINGPT -This prints some technical output such as the value ofthe fitting function for each iteration. PC -Prints correlations of parameter estimates. This can be very long. If you have 200 parameter estimates, this matrix will have 40,000 elements. This can be a useful way of diagnosing identification problems and multicolinearity. When two parameter estimates are highly correlated, say r .8, then LISREL is having trouble estimating them. ND=x This gives you x decimal places, the default is 2. AD=off This turns off an admissibility check. LISREL stops at 20 iterations if it thinks a matrix is problematic. You should turn this off if you fix any of the error variances in TE or TD to zero.OUtput SC EF VA MR PC PT逮慧圃囱恿衷玫蓉歇砍砂掉聘喜毡阎宦因蔼管杨葫府示副缔叔碟移步硒其结构方程模型第三讲结构方程模型第三讲24STRUCTURAL EQUATION MODELINGConfirm.ls8 located at c:/lisrel/project1/confirm.ls8 Confirmatory factor analysis of hypothetical data for a class example of how to run LISREL to evaluate a measurement model.DAta NInput=9 NObservations=400 MAtrix=CMLADepress1 Frustrt1 Stress1 Depress2 Frustrt2 Depress2 Interact Love QualityKM SY1.00.6 1.00.5 0.6 1.00.7 0.4 0.3 1.00.3 0.4 0.4 0.5 1.00.4 0.3 0.3 0.5 0.6 1.00.4 0.3 0.4 0.3 0.3 0.3 1.00.5 0.3 0.3 0.3 0.4 0.3 0.4 1.00.4 0.4 0.3 0.3 0.2 0.3 0.4 0.5 1.0那涵剧沏诣绢圆噬翘珠卑又个佰冰阴河另佑痔热霄究编哇探蛛柿尼允旺树结构方程模型第三讲结构方程模型第三讲25STRUCTURAL EQUATION MODELINGsd2.4 2.7 1.8 2.5 2.6 2.0 5.1 3.8 6.1MODEL NY=6 NX=3 NE=2 NK=1 LY=FU,FI LX=FU,FR CBE=FU,FI GA=FU,FR PH=SY,FR PS=DI,FR, TE=DI,FR CTD=DI,FRLKRel_QualLEStress_1 Stress_2FREE LY(1,1) LY(2,1) LY(3,1) LY(4,2) LY(5,2)FREE LY(6,2) BE(2,1)OUtput SC EF VA MR PC PT酝坡务扭男粉峻铬依尤刚仗舀汲梢梯误棒吾泽翅惺去紫芒迫卜塘弄冕屏例结构方程模型第三讲结构方程模型第三讲26STRUCTURAL EQUATION MODELINGSEMEXAMPLE-Longitudinal Models弦蚁准当愧揭蜗翌搓藤旨茄掇巨付肩侯施吠疟悠抓员扦惯情伸毕樟嚼治殖结构方程模型第三讲结构方程模型第三讲27STRUCTURAL EQUATION MODELINGIn this model, Q7 (Quantitative ability at grade 7)and V7(Verbal Ability at grade 7) are latent exogenous variables and we assume they are correlated.测量模型测量模型 结构模型结构模型 素壶谚邵褂陶挥三簿酪稍刺席叼党钙漓究赃肺丙农惩钙土狠彩飘码滇入氓结构方程模型第三讲结构方程模型第三讲28STRUCTURAL EQUATION MODELINGWe need to do all eight matrices. This includes(a) LAMBDA-X (loadings for Xi),(b) THETA-DELTA (errors for Xi),(c) LAMBDA-Y (loadings for Yi),(d) THETA-EPSILON (errors for Yi), and(e) PHI (covariance of exogenous KSI variables).for the measurement model, (f) BETA (endogenous ETAs endogenous ETAs),(g) GAMMA (exogenous KSIsendogenous ETAs), and(h) PSI (for ZETAunexplained variance, residuals)伎迪芳财戴冕阿靠宙挫灾烬勾循男曳猛翔解甘或暖阵此理腕肃寸桩狐柳淤结构方程模型第三讲结构方程模型第三讲29STRUCTURAL EQUATION MODELINGSEM补冈观追胚摩北泵称豌锡齐荆尾练傲左翅手戈邢劲锭添呆婴赴穴糖返异屑结构方程模型第三讲结构方程模型第三讲30STRUCTURAL EQUATION MODELINGSEM什勃沉搜幅踊捎苫贱舱钧殿场赘傀眨甩军摆烷访夜徽涟析增透浙狈皑臼党结构方程模型第三讲结构方程模型第三讲31STRUCTURAL EQUATION MODELINGSEMProgramSEM2_longitudinal.ls8Verbal and Quantitative Ability In Grades 7 and 9.Model: GA = DI, PS = DI and TD and TE uncorrelatedDA NI=12 NO=383LAMATH7 SCI7 SS7 READ7 SCATV7 SCATQ7 MATH9 SCI9 SS9 READ9 SCATV9 SCATQ9膀侵愤烩附君大旁祈猛尝簧崔砧绒跨罐谷煮砖纱松愈前烫恼者逮瓢乱脱痴结构方程模型第三讲结构方程模型第三讲32STRUCTURAL EQUATION MODELINGSEMKM sy1.6498 1.6809 .7362 1.6959 .7025 .7570 1.6868 .7120 .7844 .8287 1.7053 .5971 .6433 .6088 .6096 1.7364 .6085 .6528 .6574 .6533 .6953 1.6419 .7339 .7434 .6794 .6995 .5606 .6686 1.6719 .6905 .7462 .7239 .7227 .5994 .7055 .7391 1.6400 .6346 .7178 .7724 .7512 .5693 .6644 .6934 .6927 1.6837 .7155 .7557 .7909 .8830 .5998 .6911 .7355 .7400 .7879 1.6511 .5164 .5445 .5445 .5621 .7145 .7521 .5774 .6065 .5903 .5918 1在嗡涩轻衅洋今虐茶帛叼兄聘央撂精船藕樊抛绎驮械输燃曼馒力胁优弘郝结构方程模型第三讲结构方程模型第三讲33STRUCTURAL EQUATION MODELINGSD11.4008 9.2213 13.0459 14.6407 11.6230 12.420411.6608 11.4428 13.3248 12.1527 11.7089 14.5348SEMATH9 SCATQ9 SCI9 SS9 READ9 SCATV9 MATH7 SCATQ7 SCI7 SS7READ7 SCATV7MO NX=6 NY=6 NK=2 NE=2LEQ9 V9LKQ7 V7FI GA 1 2 GA 2 1FR LY 1 1 LY 3 1 LY 4 1 LY 3 2 LY 4 2 ly 5 2FR LX 1 1 LX 3 1 LX 4 1 LX 3 2 LX 4 2 lx 5 2Value 1.0 ly 2 1 ly 6 2 lx 2 1 lx 6 2Path DiagramOU sc MI ad=off卞未胶嘱雇唤垂屠黔董酌什送垄寒姬悄末绿柯颊忘森衷琳挟涩巨仓鸟喧狮结构方程模型第三讲结构方程模型第三讲34STRUCTURAL EQUATION MODELINGAny Questions?险远钉癌虱版蔡眷倦妓悟粗枷部臣瘦熄缄莎谚郡唱诵化七茬刑饿量脏邹懊结构方程模型第三讲结构方程模型第三讲35STRUCTURAL EQUATION MODELING