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GRA 6020 Multivariate Statistics Confirmatory Factor Analysis Ulf H. Olsson Professor of Statistics.

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Presentation on theme: "GRA 6020 Multivariate Statistics Confirmatory Factor Analysis Ulf H. Olsson Professor of Statistics."— Presentation transcript:

1 GRA 6020 Multivariate Statistics Confirmatory Factor Analysis Ulf H. Olsson Professor of Statistics

2 Ulf H. Olsson Assignment A) Use the data set in the file: Gra6020week9.psf to estimate and evaluate the measurement model (CFA-model) discussed last week. Is it possible to improve the fit by introducing ”correlated errors” B) Are the measures in the model reliable. Calculate reliability measures for composite measures! C) Same as B) but for the model given in the LISREL file: npv2202.ls8

3 Ulf H. Olsson Assignment

4 Ulf H. Olsson Assignment

5 Ulf H. Olsson Assignment DA NI=9 NO=369 MA=CM CM FI=newboss.cov SE 1 2 6 3 4 5 7 8 9 MO NX=9 NK=3 TD=FU,FI PA LX 1 0 0 0 1 0 0 0 1 FR TD 1 1 TD 2 2 TD 3 3 TD 4 4 TD 5 5 TD 6 6 TD 7 7 TD 8 8 TD 9 9 TD 2 3 pd ou

6 Ulf H. Olsson Reliability Dear SEMNETERS Hi! The reliability of a construct (Behavioral Intentions-three items) i use in terms of Cronbach's a, is very low (a=32 and a =37 if i delete one of the items). The question is what would you suggest to do in my SEM analysis? I have not yet calculated the Composite Reliability as suggested by Fornell and Larcker (1981) but i was wondering if it would be more appropriate to use a single item (mean average of the three) using the (1- a)xVariance formula for the error variance. Any ideas? thanx Pavlos

7 Ulf H. Olsson ML: C1 and C2 k is the number of manifest variables. D is the duplication matrix (Magnus and Neudecker 1988) and is the ML estimate. Similar for GLS: C1 and C2

8 Ulf H. Olsson The General LISREL model Loyalty Branch Loan Savings Satisfaction

9 Ulf H. Olsson Making Numbers-Econometric Model

10 Ulf H. Olsson Making Numbers-Psychometric Model

11 Ulf H. Olsson Making Numbers-Psychometric Model


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