Search

Unidimensionality is the hallmark psychometric feature of a well-constructed measurement scale. However, in determining the degree to which a set of items form a unidimensional scale, aberrant item response patterns may distort our investigations. For example, aberrant response patterns may adversely impact inter-item covariances which, in turn, can distort estimates of a scale's dimensionality and reliability. In this study, we investigate and compare the utility of three Mahalanobis distance (M-distance) measures in identifying and downweighting aberrant item response patterns. Our findings indicated that a residual-based M-distance measure had the best properties. Specifically, response patterns having greater residual-based M-distances were responsible for observed violations of unidimensionality. When these response patterns were properly downweighted according to this M-distance, the data fitted a one-factor model better and scale reliability increased. The procedures are illustrated using three real data sets. [ABSTRACT FROM AUTHOR]

We study several aspects of bootstrap inference for covariance structure models based on three test statistics, including Type 1 error, power and sample-size determination. Specifically, we discuss conditions for a test statistic to achieve a more accurate level of Type 1 error, both in theory and in practice. Details on power analysis and sample-size determination are given. For data sets with heavy tails, we propose applying a bootstrap methodology to a transformed sample by a downweighting procedure. One of the key conditions for safe bootstrap inference is generally satisfied by the transformed sample but may not be satisfied by the original sample with heavy tails. Several data sets illustrate that, by combining downweighting and bootstrapping, a researcher may find a nearly optimal procedure for evaluating various aspects of covariance structure models. A rule for handling non-convergence problems in bootstrap replications is proposed. [ABSTRACT FROM AUTHOR]

In the social and behavioural sciences, structural equation modelling has been widely used to test a substantive theory or causal relationship among latent constructs. Crossvalidation (CV) is a valuable tool for selecting the best model among competing structural models. Influential cases or outliers are often present in practical data. Therefore, even the correct model for the majority of the data may not cross-validate well. This paper discusses various drawbacks of CV based on sample covariance matrices, and develops a procedure for using robust covariance matrices in the model calibration and validation stages. Examples illustrate that the CV index based on sample covariance matrices is very sensitive to influential cases, and even a single outlier can cause the CV index to support a wrong model. The CV index based on robust covariance matrices is much less sensitive to influential cases and thus leads to a more valid conclusion about the practical value of a model structure. [ABSTRACT FROM AUTHOR]

Problems such as improper solution, non-convergence, subsets of variables having different distribution, and latent variables with single indicators are common in the practice of structural equation modelling. In such cases, it may be feasible to fix some model parameters at prespecified values while concentrating on estimating some other parameters. This paper formulates such a model fitting process through a model segregation approach. The statistical properties of this procedure are studied using the theory of estimating equations and optimal estimating functions. The dependency of the new parameter estimates on those of the prespecified parameter estimates is characterized for several commonly used estimating equations. A rescaled model fit statistic is proposed. Examples illustrate various applications of this procedure. [ABSTRACT FROM AUTHOR]

A small proportion of outliers can distort the results based on classical procedures in covariance structure analysis. We look at the quantitative effect of outliers on estimators and test statistics based on normal theory maximum likelihood and the asymptotically distribution-free procedures. Even if a proposed structure is correct for the majority of the data in a sample, a small proportion of outliers leads to biased estimators and significant test statistics. An especially unfortunate consequence is that the power to reject a model can be made arbitrarily—but misleadingly—large by inclusion of outliers in an analysis. [ABSTRACT FROM AUTHOR]