Presentation on theme: "Writing up results from Structural Equation Models"— Presentation transcript:
1Writing up results from Structural Equation Models What to Report, What to Omit
2Writing up results from Structural Equation Models Reference: Hoyle and Panter chapter in Hoyle.Important to note that there is a wide variety of reporting styles (no one “standard”).
3Writing up results from Structural Equation Models A DiagramConstruct Equation ModelMeasurement Equation modelSome simplification may be required.Adding parameter estimates may clutter (but for simple models helps with reporting).Alternatives exist (present matrices).
4Reporting Structural Equation Models “Written explanation justifying each path and each absence of a path” (Hoyle and Panter)(just how much journal space is available here? )It might make more sense to try to identify potential controversies (with respect to inclusion, exclusion).
6What to report and what not to report….. Present the details of the statistical modelClear indication of all free parametersClear indication of all fixed parametersIt should be possible for the reader to reproduce the modelDescribe the dataCorrelations and standard errors (or covariances) for all variables ??Round to 3-4 digits and not just 2 if you do this
7What to report and what not to report… 4. Describing the data (continued)Distributions of the dataAny variable highly skewed?Any variable only nominally continuous (i.e., 5-6 discrete values or less)?Report Mardia’s Kurtosis coefficient (multivariate statistic)Dummy exogenous variables, if any5. Estimation MethodIf the estimation method is not ML, report ML results.
8What to report and what not to report… 6. Treatment of Missing DataHow big is the problem?Treatment method used?Pretend there are no missing dataListwise deletionPairwise deletionFIML estimation (AMOS, LISREL, MPlus, EQS)Nearest neighbor imputation (LISREL)EM algorithm (covariance matrix imputation ) (SAS, LISREL/PRELIS)
9What to report and what not to report… 7. Fit criterionHoyle and Panter suggest “.90; justify if lower”.Choice of indices also an issue.There appears to be “little consensus on the best index” (H & P recommend using multiple indices in presentations)Standards:Bollen’s delta 2 (IFI)Comparative Fit IndexRMSEA
10GFI (Joreskog & Sorbom) Bentler’s Normed Fit index Model Chi-Square Fit indicesOlder measures:GFI (Joreskog & Sorbom)Bentler’s Normed Fit indexModel Chi-Square
11What to report & what not to report…. 8. Alternative Models used for Nested Comparisons (if appropriate)
129. Plausible explanation for correlated errors [“these things were just too darned big to ignore”]Generally assumed when working with panel model with equivalent indicators across time:
1310. Interpretation of regression-based model What to report10. Interpretation of regression-based modelPresent standardized and unstandardized coefficients (usually)Standard errors? (* significance test indicators?)R-square for equationsMeasurement model too?(expect higher R-squares)
14What to report.Problems and issuesNegative error variances or other reasons for non-singular parameter covariance matricesHow dealt with? Does the final model entail any “improper estimates”?Convergence difficulties, if anyLISREL: can look at Fml across values of given parameter, holding other parameters constantCollinearity among exogenous variablesFactorially complex items
15What to report & what not to report…. General Model Limitations, Future Research issues:Where the number of available indicators compromised the model2-indicator variables? (any constraints required?)Single-indicator variables? (what assumptions made about error variances?)Indicators not broadly representative of the construct being measured?Where the distribution of data presented problemsLarger sample sizes can help
16What to report & what not to report…. General Model Limitations, Future Research issues:Missing data (extent of, etc.)Cause-effect issues, if any (what constraints went into non-recursive model? How reasonable are these?)