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IMPS2001, July 15-19,2001 Osaka, Japan. All about variable selection in factor analysis and structural equation modeling. Yutaka Kano Osaka University School of Human Sciences. Today ’ s talk. Motivation for variable selection How SEFA (and SCoFA) works Derivation of the statistics
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IMPS2001, July 15-19,2001Osaka, Japan All about variable selection in factor analysis and structural equation modeling Yutaka Kano Osaka University School of Human Sciences
Today’s talk • Motivation for variable selection • How SEFA (and SCoFA) works • Derivation of the statistics • Theoretical property • What does variable selection with model fit mean? • Summary
Needs for variable selection • Variable selection in EFA is an important but time-consuming process • Composite scale construction • Reliability analysis • Variable selection in SEM should be less important but … • Indicator selection • Improvement of model fit
Recent literature • Little et. al. (1999). On selecting indicators for multivariate measurement and modeling with latent variables. Psychological Methods, 4, 192-211. • Fabrigar et. al. (1999). Evaluating the use of EFA in psychological research. Psychological Methods, 4, 272-299. • Kano et. al. (in press, 2000, 1994).
Procedures for variable selection in EFA • Usual procedure • Magnitude of communalities • Interpretability • Towards simple structures • Our approach • Model fit
Programs for variable selection in factor analysis • Exploratory analysis • SEFA(Stepwise variable selection in EFA) • http://koko15.hus.osaka-u.ac.jp/~harada/sefa2001/stepwise/ • Confirmatory analysis • SCoFA(Stepwise Confirmatory FA) • http://koko16.hus.osaka-u.ac.jp/~harada/scofa/input.html
Example_1 • A questionnaire on perception on physical exercise • n=653, p=15, one-factor model • Data was collected by Dr Oka (Waseda U.) • Conclusion • Remove X2, X9, X13, X14
Obtain estimates for a current model Construct predicted chi-square for each one-variable-deleted model using the estimates, without tedious iterations Take a sort of LM approach Theory of SEFA and SCoFA
Basic idea We construct T02’ as LM test
Final formula for T2 Note: This is Browne’s (Browne 1982) statistic of goodness-of-fit using general estimates
Question 1 • Can T2 work even if X1 is inconsistent? • Estimate for Θ is biased.
Question 2 • Can SEFA identify an uncorrelated variable? • Unfortunately, no • We have developed a way of testing zero communality in SEFA (see Harada-Kano, IMPS)
Question 3 • What is the actual meaning of variable selection with model fit? • The following shows an illustrative example:
Answer 3_1: Example again • X2, X9, X13, X14 are to be removed
Answer 3_2: Example again • Best fitted model with correlated errors • SEFA conclusion: X2, X9, X13, X14 are to be removed
Answer 3_3: Example again • Variables to be deleted are identified so as to break up the correlated errors • Correlated errors may cause • Different interpretation of FA results • Common factors considered are not enough to explain correlations between observed variables • Such variables are not good indicators (e.g., in SEM) • Inaccurate reliability estimates • Green-Hershberger (2000), Raykov (2001) • Kano-Azuma (2001, IMPS)
Question 4 • How one should do if SEFA or SCoFA identifies a variable with large factor loading estimate as inconsistent?
Answer 4_1: Reliability • If one employs the alpha coefficient or(s)he has to delete it to have a good-fit model.
Answer 4_2: Reliability • If one employs(s)he can remain it, and compare reliability between models.
Bad-fitted One-factor Model based ρ 0.76 Answer 4_3: Example ρ' 0.64α 0.74
Answer 4_4: Example ρ' 0.64 0.63α 0.74 0.63
Answer 4_5: Example ρ' 0.60 0.63α 0.78 0.63
Summary_1 • A new option for variable selection was introduced, which is based on model fit. • You can easily access the programs on the internet • SEFA(Stepwise variable selection in EFA) • http://koko15.hus.osaka-u.ac.jp/~harada/sefa2001/stepwise/ • SCoFA(Stepwise Confirmatory FA) • http://koko16.hus.osaka-u.ac.jp/~harada/scofa/input.html
Summary_2 • It enjoys preferable theoretical properties • Testing null communality is important • Uncorrelated variables cannot be identified • Variable selection with model fit can find out error correlations • Traditional reliability coefficients based on a poor-fit model have serious bias
Summary_3 • High communality variables can be inconsistent • Whether such variables should be removed depends • Reliability has to be figured out using nonstandard factor model
Harada, A. and Kano, Y. (2001) Variable selection and test of communality in EFA. IMPS2001, Osaka Kano, Y. (in press).Variable selection for structural models. Journal of Statistical Inference and Planning. Kano, Y. and Harada, A. (2000).Stepwise variable selection in factor analysis. Psychometrika, 65, 7-22. Kano, Y. and Ihara, M. (1994). Identification of inconsistent variates in factor analysis. Psychometrika, Vol.59, 5-20 References
Thank you for coming to Osaka and being at my talk • TakoYaki performance will start soon • You can understand how octopus relates to Osaka, if you see and taste it