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CenterStat
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Matrix Algebra Review
In this video, @centerstat instructors Patrick Curran & Dan Bauer provide a review of matrix algebra concepts and operations that commonly appear in multivariate statistics. It is important to have some familiarity with matrix algebra when learning and applying multivariate models for several reasons: models are often expressed in matrix notation, software often references model matrices in output, and some things in multivariate statistics are really best understood with reference to matrix operations. In this video, Patrick and Dan provide a guided tour of this foreign land, imparting conceptual meaning to matrix operations, offering humorous and semi-pertinent anecdotes, and occasional...
Просмотров: 4 181

Видео

Principal Components Analysis of.... a Croissant
Просмотров 1,5 тыс.2 года назад
This infamous exposition of Principal Components Analysis using a croissant was provided by Greg Hancock during the 2021 workshop Applied Measurement Modeling @centerstat. Register to join the next offering of this amazing workshop at centerstat.org/applied-measurement-modeling/
Regression Episode 8: Interactions Between Continuous Predictors
Просмотров 5 тыс.4 года назад
Extending from the prior episode on categorical by continuous interactions in regression, in the current episode, Dan explicates how to test, probe, and plot an interaction between two continuous predictors... Dan compares models with and without an interaction to show how the inclusion of a product term for the two predictors allows the effect of one predictor to vary as a function of the valu...
Regression Episode 7: Interactions of Categorical with Continuous Predictors
Просмотров 4 тыс.4 года назад
In previous episodes, the effects of all predictors have been assumed to be additive. In this episode, Dan considers interaction effects, focusing on interactions between categorical and continuous predictors... Dan describes how interactions are captured through the inclusion of product terms between the continuous predictor and the coding variables for the categorical predictor. He describes ...
Regression Episode 6: Categorical Predictors
Просмотров 2,8 тыс.4 года назад
Previous episodes on the linear regression model have all considered only continuous predictors. In this episode, Dan describes how categorical predictors can also be included in the linear regression model (aka general linear model)... He shows how regression provides a model-based framework that subsumes many classical test procedures involving categorical predictors, including the two-sample...
SEM Episode 6: Advanced Topics
Просмотров 8 тыс.7 лет назад
SEM Episode 6: Advanced Topics
SEM Episode 5: Evaluating Model Fit
Просмотров 19 тыс.7 лет назад
SEM Episode 5: Evaluating Model Fit
SEM Episode 4: The Structural Equation Model
Просмотров 16 тыс.7 лет назад
SEM Episode 4: The Structural Equation Model
SEM Episode 3: Factor Analysis
Просмотров 19 тыс.7 лет назад
SEM Episode 3: Factor Analysis
SEM Episode 2: Path Analysis
Просмотров 41 тыс.7 лет назад
SEM Episode 2: Path Analysis
SEM Episode 1: Introduction to Structural Equation Models
Просмотров 59 тыс.7 лет назад
SEM Episode 1: Introduction to Structural Equation Models
Growth Curve Episode 8: Multivariate Growth
Просмотров 8 тыс.7 лет назад
Growth Curve Episode 8: Multivariate Growth
Growth Curve Episode 9: Choosing Between Multilevel & Structural Equation Approaches
Просмотров 8 тыс.7 лет назад
Growth Curve Episode 9: Choosing Between Multilevel & Structural Equation Approaches
Regression Episode 5: Multiple Regression
Просмотров 3,2 тыс.7 лет назад
Regression Episode 5: Multiple Regression
Regression Episode 4: Inferences about Specific Parameters
Просмотров 3,7 тыс.7 лет назад
Regression Episode 4: Inferences about Specific Parameters
Regression Episode 3: Testing the Model
Просмотров 6 тыс.7 лет назад
Regression Episode 3: Testing the Model
Regression Episode 2: Ordinary Least Squares Explained
Просмотров 17 тыс.7 лет назад
Regression Episode 2: Ordinary Least Squares Explained
Regression Episode 1: Introduction to Linear Regression
Просмотров 10 тыс.7 лет назад
Regression Episode 1: Introduction to Linear Regression
Growth Curve Episode 7: Time-Varying Covariates
Просмотров 9 тыс.7 лет назад
Growth Curve Episode 7: Time-Varying Covariates
Growth Curve Episode 5: Nonlinear Trajectories
Просмотров 9 тыс.7 лет назад
Growth Curve Episode 5: Nonlinear Trajectories
Growth Curve Episode 6: Time-Invariant Covariates
Просмотров 6 тыс.7 лет назад
Growth Curve Episode 6: Time-Invariant Covariates
Introduction to latent class / profile analysis
Просмотров 36 тыс.7 лет назад
Introduction to latent class / profile analysis
Growth Curve Episode 4: A Structural Equation Modeling Framework
Просмотров 13 тыс.7 лет назад
Growth Curve Episode 4: A Structural Equation Modeling Framework
Growth Curve Episode 2: The Coding Of Time
Просмотров 14 тыс.7 лет назад
Growth Curve Episode 2: The Coding Of Time
Growth Curve Episode 3: A Multilevel Modeling Framework
Просмотров 16 тыс.7 лет назад
Growth Curve Episode 3: A Multilevel Modeling Framework
How many clusters do I need to fit a multilevel model?
Просмотров 5 тыс.7 лет назад
How many clusters do I need to fit a multilevel model?
Why use a structural equation model?
Просмотров 45 тыс.7 лет назад
Why use a structural equation model?
Growth Curve Episode 1: What Is Growth Curve Modeling?
Просмотров 44 тыс.7 лет назад
Growth Curve Episode 1: What Is Growth Curve Modeling?
What's the difference between mixture modeling and cluster analysis?
Просмотров 21 тыс.7 лет назад
What's the difference between mixture modeling and cluster analysis?

Комментарии

  • @shahranfayaz3487
    @shahranfayaz3487 День назад

    im really glad that there are people like you in the world who are doing such a great job of explaining these concepts which are very difficult to understand on your own. i really appreciate your efforts sir. you made it look so easy, i was tired of reading research papers and chatgpt and what not, but you did what no one else could. stay blessed sir.

    • @centerstat
      @centerstat День назад

      Thank you for your incredibly kind words -- I sincerely appreciate them. If you're a true glutton for punishment, Dan Bauer and I have nearly 20 hours of free instruction on the SEM along with extensive demos and data examples. See centerstat.org/structural-equation-modeling/ if you're interested. Good luck in your work -- Patrick

  • @atiqrahman1327
    @atiqrahman1327 10 дней назад

    It was a great refresher! Thank you so much for posting this. I was lucky enough to take my SEM class in early 90s with Dr. Brown and Dr. McCullum at Ohio State, two generous in the field. We used a software developed by Dr. Brown on a floppy disk.

    • @centerstat
      @centerstat 10 дней назад

      Thanks for your kind words -- I was lucky to know Michael and Bud quite well myself over the years. That's great you took classes from there -- how fun. Good luck with your work -- Patrick

  • @himanshuvashishtha5647
    @himanshuvashishtha5647 11 дней назад

    best lecture on SEM

    • @centerstat
      @centerstat 11 дней назад

      Thanks for your kind words -- if you're truly a glutton for punishment, Dan Bauer and I offer a nearly 20 hours of free SEM instruction here: centerstat.org/structural-equation-modeling/ . Good luck with your work -- Patrick

  • @drissaitali5979
    @drissaitali5979 15 дней назад

    i have latent variable which is measured through 2 items, so to avoid the probleme of identification, can i use the score of the two items and treat it as an observed variable?

    • @centerstat
      @centerstat 14 дней назад

      Thanks for the comment. You're right in that a 2-item factor is not identified on its own, but it can be identified if related to other things in the model (particularly a regression coefficient or covariance). However, two items give very little information about the construct and it is often a good strategy to simply take a mean of the two and use it as an observed variable. I hope this helps -- Patrick

  • @DeepakPandey-cx5sf
    @DeepakPandey-cx5sf Месяц назад

    This is a great lecture on SEM, I got a basic understanding of how SEM works. Kindly let me know what are some concepts which I must be familiar with in order to understand the later parts of the SEM, especially the 6 steps.

    • @centerstat
      @centerstat Месяц назад

      Thanks for the kind words. The core understanding that is helpful is the multiple regression model. Dan Bauer and I also offer a completely free 15-hour online class on SEM -- see centerstat.org for details. Good luck with your work -- Patrick

  • @annav2295
    @annav2295 Месяц назад

    Did you guys stop with the podcast?

    • @centerstat
      @centerstat Месяц назад

      I'm afraid so -- just not enough hours in the day....thanks for watching! patrick

    • @annav2295
      @annav2295 Месяц назад

      @@centerstat Completely understand! Thank you so much for all the episodes that are already. available.

    • @annav2295
      @annav2295 Месяц назад

      @@centerstat can I maybe ask 1 question, I was very curious about what kind of methodologies (/models/tests) come to mind for a study/thesis that investigates the differences in fertility responses to the COVID-19 pandemic across socio-economic status groups. I would love to compare the insights of your expertise to what I had in mind for my thesis

    • @centerstat
      @centerstat Месяц назад

      @@annav2295 Hi Anna -- that's a tricky question that involves many types of possible tests. You could do a general linear model with a dummy coded predictor capturing different SES group memberships, or if you're interested in more mediational or measurement like questions you could do a multiple group SEM, or as described in this video you could use an MNLFA where you express different parameters as a function of SES group membership. Hope this helps....

    • @annav2295
      @annav2295 Месяц назад

      @@centerstat Thank you so much!! Would a multilevel analysis also be an option? with clusters low SES, middle SES, high SES --- fertility response/intention as dependent variable --- and as independent variables COVID-19 related factors (eg healthcare access, lockdown) and economic hardship factors (eg. income reduction, unemployment rates) , I would like to assess whether economic hardship was a bigger influence in low SES groups on fertility intentions than COVID-19 related factors (and maybe lockdown a bigger influence in high SES groups)

  • @UnachukwuCharles-r5p
    @UnachukwuCharles-r5p Месяц назад

    Right from initial I don't understand this econometric model, and again how will it be applicable to real life situation

  • @Rimorine
    @Rimorine 2 месяца назад

    Thank you so much for a really helpful video. I wish all my undergrad lectures had been this informative - then my grasp of the basics would probably be less of a hindrance

    • @centerstat
      @centerstat 2 месяца назад

      Thanks for your kind words -- we really appreciate it. If you're a glutton for punishment, we have more free resources at centerstat.org, including 16 hours of lecture on structural equation modeling. Good luck with your work -- Patrick

  • @seungjukim8202
    @seungjukim8202 2 месяца назад

    Absolutely LOVE this video! Y’all are amazing instructors, truly a gift

    • @centerstat
      @centerstat 2 месяца назад

      thanks so much for your comment -- we're glad you enjoy our silliness -- Patrick

  • @jessiechoy915
    @jessiechoy915 2 месяца назад

    so glad i found this video even tho its been 7 years. super clear explanation! needed this for my university thesis!

  • @franciscofabris6613
    @franciscofabris6613 4 месяца назад

    Thank you Professor for the amazing video. I have a question regarding the factor score and the subsequent path analysis. As you mentioned in 26:40, this procedure can produce a similar assumption of perfect measurement reliability. I didn't understand how the SEM overcomes this problem. Is it by making these two processes simultaneously?

    • @centerstat
      @centerstat 4 месяца назад

      thanks for your kind words. You are correct: when you use multiple indicator latent factors in the full SEM, you are able to separate the true factor variance from the item-specific residual variance. As such, the latent factors are assumed to be "error free". I'm careful here in saying "assumed" because this only holds if you meet certain underlying assumptions of the model. But in many situations the latent factor is a marked improvement over simple scale scores. Thanks again for watching -- patrick

  • @OmarRafique-op7bv
    @OmarRafique-op7bv 4 месяца назад

    Why do we even need to write the level 2 equation. What is lacking in level 1 equation that we need to write level 2 equations?

    • @centerstat
      @centerstat 4 месяца назад

      the reason is that the level-1 and level-2 distinctions are for heuristic value only -- the actual model is the reduced form that is defined by substituting level-2 back into level-1. So the level-2 is critical to express both the fixed and random effects at the between-persons level.

  • @MahamKhan-o9s
    @MahamKhan-o9s 5 месяцев назад

    Incredibly helpful! Please make a video about Latent Transition Analysis too. Thank you!

  • @eli4nations
    @eli4nations 5 месяцев назад

    I've read some papers on this subject, read a few chapters from statistical books on it, and watched numerous videos; I was always left with the same questions about how this related to my base level of understanding of statistics. You sir, have proven that you actually know what you are talking about, and breaking it down to be understood in the most socratic way possible. You have my respect!

    • @centerstat
      @centerstat 5 месяцев назад

      Thank you SO much for the kind words. Seriously....Dan and I make this stuff and have no idea if anyone finds it useful or not. I really appreciate you sharing your thoughts. If you're a true glutton for punishment, Dan and I have a full 3-day version of intro to SEM that is completely free and comes with PDFs of course notes and detailed demos in lavaan, Mplus, and Stata. See centerstat.org/ for details. Good luck with your work -- Patrick

  • @dougcheung3817
    @dougcheung3817 6 месяцев назад

    Patrick is an amazing teacher. I took his CenterStat's free course on intro to SEM and it was life changing (no affiliations declared).

  • @larissacury7714
    @larissacury7714 6 месяцев назад

    Hi, thanks very very much for this, it helped me a lot to get an overall understanding of matrix algebra. I started to study matrix algebra because I already know how to perform and interpret regression models (in R, mostly), but now I'd like to go a step further and really understand what is going on behind the scenes to improve my understanding of them and of other models. Do you have tips on how could I do this? I mean, from a beginner's perspective, what resources may I use in order to understand matrix algebra so that I can apply to my existing knowledge of stats and futher expand it? (I don't come com a math background).

    • @centerstat
      @centerstat 6 месяцев назад

      Good morning -- thanks for your note and your kind words. I think having a foundational knowledge in matrix algebra is hugely helpful when applying a variety of statistical models to real data. It both helps you understand what the models are doing, but also what is happening when things go wrong. Unfortunately, it's challenging to find general introductions because things tend to get very complicated, very quickly. Often you can get a good presentation of this in a classic multivariate statistics class, or maybe a factor analysis class. Also, there are many (many) tutorials on RUclips, some of which are better than others. One of my favorite is at Kahn Academy -- they do great work in everything they do. I hope you find this helpful -- take care -- patrick

  • @leohennenlh
    @leohennenlh 6 месяцев назад

    I just came across this and I really want to thank you for explaining this and other topics in such an understandable way. It really helps :)

    • @centerstat
      @centerstat 6 месяцев назад

      Thanks for the positive comments!

  • @xuyang2776
    @xuyang2776 7 месяцев назад

    Thanks for your viedio! But can I ask a question? When building time series factor analysis (TSFA) or structural equation models (SEM) using time series data, i.i.d and normality condition are obviously violated. In those cases, does the Maximum Likelihood (ML) estimator still exhibit beneficial properties, such as asymptotic unbiasedness, asymptotic efficiency, and asymptotic normality? Additionally, are Z-tests and chi-square tests appropriate for application in this context, and if so, why? Thanks again.

    • @centerstat
      @centerstat 7 месяцев назад

      There are several ways to allow for non-independence. For panel data, a common approach is to represent each repeated measure as a manifest variable. Then, the correlations among the repeated measures can be directly modeled, for instance, via a latent curve model. For clustered data, there is a multilevel SEM that models both the within- and between-groups covariance matrices. And -- most relevant for you -- for time series data (many observations per unit), there are extensions to the usual SEM to allow for non-independence within the framework known as Dynamic Structural Equation Modeling. You may want to look into this approach for your situation

    • @xuyang2776
      @xuyang2776 7 месяцев назад

      @@centerstat Thanks a lot

  • @EBear519
    @EBear519 7 месяцев назад

    The best explanation I have found so far on SEM. Thank you!

  • @fazlfazl2346
    @fazlfazl2346 7 месяцев назад

    Wonderful lecture again: I am really confused by the interpretation of the interaction between time and another time varying covariate e.g. Cholesterol*time in growth curve and longitudinal models. How do we interpret Cholesterol*time 1) when only time has a random slope 2) when both Cholesterol and time have random terms for slope?

    • @centerstat
      @centerstat 7 месяцев назад

      Thanks for the kind words -- the interaction between time and a TVC would test whether the magnitude of the effect of the TVC in the prediction of the outcome varies systematically with the passage of time. In other words, might the magnitude of the TVC systematically strengthen or weaken as time progresses.

  • @fazlfazl2346
    @fazlfazl2346 7 месяцев назад

    Basic question here: So how does nesting solve the correlation between observation problem of regression?

    • @centerstat
      @centerstat 7 месяцев назад

      Hi -- by building a model that explicitly represents the two separate sources of variability (time within person, and between persons) then the conditional distributions among the residuals at level 1 are independent.

  • @mrspascal1
    @mrspascal1 7 месяцев назад

    Hi Dr. Curran! Thank you for all of these videos- I still use them all the time. One question- I am running a latent growth curve that has a quadratic slope. I have time-invariant predictors on the intercept, slope, and quadratic slope. I ran these in MPlus. Once I have run these contingent-LGCMs, does the interpretation of the intercept, slope, and quad slope (Under the "intercept" category in the mplus output) moot?

    • @centerstat
      @centerstat 7 месяцев назад

      Thanks for your kind words -- I'm glad you have found these videos helpful. When you have TICs predicting the latent growth factors, the intercept terms of the latent factors are interpreted in the same way as a traditional regression -- that is, they are the model-implied means of the factors when all TICs are equal to zero. If that implied value has some meaning (say you mean-center your continuous predictors or have a binary predictor where a value of zero reflects a given group) then these may be meaningful to interpret. If zero values on your TICs are not interpretable (say you have a TIC that ranges from 1 to 5, so zero is not a valid value) then interpreting these can be quite misleading. I hope this helpful -- good luck with your work -- Patrick

    • @mrspascal1
      @mrspascal1 7 месяцев назад

      @@centerstat Thank you!! I did not center the TIC continuous variables and it led to a very confusing intercept! Thanks so much :)

  • @zelalemmarkos8996
    @zelalemmarkos8996 7 месяцев назад

    Sir Thanks

  • @denikawidmer6804
    @denikawidmer6804 8 месяцев назад

    This is by far the clearest explanation I've come across!! Thank you for this!!

    • @centerstat
      @centerstat 8 месяцев назад

      Hi Denika -- thanks for the kind words. I don't know if you're aware, but Dan Bauer and I teach a completely free 3-day online course in SEM. It's both live streaming (on May 8-10 for 2024) but you also can get indefinite access to recordings and all materials. If interested, see centerstat.org/structural-equation-modeling/ Good luck with your work -- Patrick

    • @denikawidmer6804
      @denikawidmer6804 8 месяцев назад

      @@centerstat Hi Patrick, I just signed up! Thank you for providing all this great material for free, as a current grad student I can say it is greatly appreciated :) All the best!

  • @fazlfazl2346
    @fazlfazl2346 8 месяцев назад

    Thank you so much for this. I have a question. @18:00 when you include B2i.QualityTi into the Level 1 equation does it still remain a growth curve model. Can't I also call it a Quality curve model with Age as another variable? Why do yo still call it a growth curve model. Secondly, the graph you make is Agg vs Age, but after @18:00 it should be Agg vs Age(one independent axis) + Quality(another independent axis).

    • @centerstat
      @centerstat 8 месяцев назад

      Thanks for your nice words. With a 2nd time-varying covariate in addition to your time metric, it is still a growth model but it can be interpreted in two ways. First, you can examine growth in the DV net the effects of the TVC (so you are looking at growth curves in the adjusted outcome); or second, you can examine the relation between the TVC and the outcome above and beyond the effect of the underlying growth trajectory. These are precisely the same model and simply give different interpretational priority depending on your theory. The same holds for the plotting of effects. Raudenbush and Bryk have a really nice section on this in their 2002 book on hierarchical linear modeling.

    • @GazallaAltaf
      @GazallaAltaf 7 месяцев назад

      ​@@centerstat Sorry, could you please explain this again. Not a native speaker. What is the neaning of "net the effects" and "above abd beyond"?

    • @centerstat
      @centerstat 7 месяцев назад

      @@GazallaAltaf of course -- it simply means the unique effect of each predictor while holding all other predictors constant. This is sometimes referred to as "controlling" for other predictors -- statistically, it's as if the only characteristic individuals varied on is the predictor of interest because all others are held constant.

  • @OMARRAFIQUE-oz5td
    @OMARRAFIQUE-oz5td 8 месяцев назад

    Great lecture. So what is the difference between the mixed model implemented in R lme4 package using the lmer() command and the Growth Curve you explain in this video?

    • @centerstat
      @centerstat 8 месяцев назад

      thanks for your nice comments -- the lme4 package and lmer function jointly allows for the estimation of a general class of mixed effects models, including the growth models described here.

    • @OmarRafique-op7bv
      @OmarRafique-op7bv 8 месяцев назад

      @@centerstat Thank you. Leaving aside lmer(), what is the fundamental theoretical difference between the mixed effects models and the growth models described here?

    • @centerstat
      @centerstat 8 месяцев назад

      @@OmarRafique-op7bv there is no difference -- they are one in the same. You estimate a growth model using a mixed effects framework. If you're interested, this might help: Curran, P. J., Obeidat, K., & Losardo, D. (2010). Twelve frequently asked questions about growth curve modeling. Journal of cognition and development, 11(2), 121-136.

  • @OMARRAFIQUE-oz5td
    @OMARRAFIQUE-oz5td 8 месяцев назад

    Wonderful lecture, wonderful teacher !!!!

  • @OMARRAFIQUE-oz5td
    @OMARRAFIQUE-oz5td 8 месяцев назад

    What if I put gender into the level 1 equation @15:30.

    • @centerstat
      @centerstat 8 месяцев назад

      unless gender varied with time (say self-reported variability in perceived gender) then you could enter this at level 1. However, if you treat a characteristic as immutable to the passage of time (say biological sex at birth) then it would go into level 2 given the values do not vary as a function of time.

  • @OMARRAFIQUE-oz5td
    @OMARRAFIQUE-oz5td 8 месяцев назад

    In the model @15:30 there is an interaction term introduced between gender and age. What if I do not want an interaction term and just the main effects for age and gender.

    • @centerstat
      @centerstat 8 месяцев назад

      Thanks for the comment -- if you don't want a cross-level interaction with time, then you need only include your predictor in the intercept equation and not the slope equation. Then it will be a main effects-only model.

    • @OmarRafique-op7bv
      @OmarRafique-op7bv 8 месяцев назад

      @@centerstat thank you for the reply. But what is an intercept equation and what is a slope equation? And by predictor, do you mean Age or Gender?

    • @centerstat
      @centerstat 8 месяцев назад

      @@OmarRafique-op7bv the intercept equation if B0 and the slope equation is B1; age would only enter at level 1 and gender at level 1.

  • @vinsoy3688
    @vinsoy3688 10 месяцев назад

    Multidimensional

  • @vinsoy3688
    @vinsoy3688 10 месяцев назад

    Can I use MNLFA in a multidimemsolional polytomous scale?

    • @centerstat
      @centerstat 10 месяцев назад

      Hello -- yes...you can use MNLFA in nearly any parameterization of the CFA or SEM. It naturally gets more complex because you need to consider covariate effects on the set of thresholds between categories. Bauer & Hussong (2009, Psych Methods) give an example of this. Hope that helps -- patrick

  • @mugomuiruri2313
    @mugomuiruri2313 11 месяцев назад

    good

  • @mugomuiruri2313
    @mugomuiruri2313 11 месяцев назад

    good

  • @mugomuiruri2313
    @mugomuiruri2313 11 месяцев назад

    good

  • @QuantPsychNZ
    @QuantPsychNZ Год назад

    Kia ora from the bottom of the world! (Aotearoa, New Zealand) - Your video's are incredible! Thanks so much, they are really helping introduce me to SEM which I think will work very well in my project.

    • @centerstat
      @centerstat Год назад

      Thanks for the very nice words. New Zealand is one of my very favorite places in the world -- you gotta love a place that has more sheep than people. I'm really glad you found the video helpful. If you're a true glutton for punishment, Dan Bauer and I have a full 3-day workshop on the SEM that is completely free -- see centerstat.org/introduction-to-structural-equation-modeling-async/ Good luck with your work -- Patrick

    • @QuantPsychNZ
      @QuantPsychNZ Год назад

      ​@@centerstat Thanks so much! it is very generous of you to off the course for free, I will have a look.... glad you enjoyed your time here! ... we do have the odd sheep, also lots of need for your type of research & LOTS of jobs if you ever wanted to join us! :)

  • @kameshsingh7867
    @kameshsingh7867 Год назад

    Very helpful, thanks for sharing your lectures

  • @sastrawansastrawan5702
    @sastrawansastrawan5702 Год назад

    Thank you very much for the explanation.

  • @RayRay-yt5pe
    @RayRay-yt5pe Год назад

    I freaking love this stuff!

  • @julieannelovesbooks
    @julieannelovesbooks Год назад

    As someone currently majoring in psychological methods & data science this is endlessly fascinating to me!!! Great video! Even without the knowledge you presented in the first episode I was able to follow it without a problem.

    • @centerstat
      @centerstat Год назад

      Hi Julie Anne -- thanks for the very kind words. If you're truly a glutton for punishment, Dan and I have a full 3-day workshop on the SEM that is completely free-of-charge (the beauty of both being tenured). See centerstat.org if you're interested. Good luck with your work -- Patrick

    • @julieannelovesbooks
      @julieannelovesbooks Год назад

      @@centerstat yes I already found it on your website! I’m very excited for it haha

    • @domenicoscarpino3715
      @domenicoscarpino3715 Год назад

      ​​@@centerstat I also look forward to attending! In the meanwhile I would appreciate a clarification. At about 5:32 you assume that the exogenous variables are correlated. Can you explain how this would happen considering they all point a collider? I thought the path was closed and the variables couldn't be associated...

    • @centerstat
      @centerstat Год назад

      @@domenicoscarpino3715 Thanks for the comment -- we always allow exogenous variables to freely correlate, either in the SEM or in any form of the GLM, because this allows the regression coefficients to be partialed for all other predictors (that is, the relation between one predictor and the outcome above and beyond all other predictors). Substantively why we do this is to represent the shared causes that might exist from things outside of our model that led to the predictors being correlated in the first place. I hope this helps -- patrick

    • @domenicoscarpino3715
      @domenicoscarpino3715 Год назад

      @@centerstat please correct me if I'm wrong. If we don't include correlated exogenous variables in the model we would also incur in a confounding case scenario.

  • @Kenkoopa44
    @Kenkoopa44 Год назад

    Really nice video, thank you!!!

  • @tiffanystewart3714
    @tiffanystewart3714 Год назад

    This was so helpful. Thank you!

  • @louiebrown1
    @louiebrown1 Год назад

    Great video, thanks! I'm experienced in EFA (via SPSS) but new to CFA and am trying to establish the best approach (& software) for doing CFA with large sample non-normal data (from a likert-type scale). Non-normality is expected in data from my field. I was hoping I could use AMOS but am not sure AMOS will allow me to undertake modelling that is robust to non-normality. Would you mind pointing me in the right direction please? And/or suggesting a couple of good references for me to expand my understanding? Many thanks, Cynthia

    • @centerstat
      @centerstat Год назад

      Hi -- thanks for the kind words. Briefly, there are two issues to consider: do your items have a sufficient number of response options to be considered continuous, but remains non-normal; or do you have so few response options that the linearity assumption no longer holds and you must move to a nonlinear model. If the former, there are many good options using robust maximum likelihood; if the latter, you have to adopt an alternative estimator to the typical normal theory ML. One option is based on polychoric correlations and uses some form of weighted least squares estimation; another option is to use an ML estimator that is based directly on the discrete item responses. As of now, Amos provides neither of these options but uses a Bayesian approach instead. Different packages offer different options (e.g., lavaan, LISREL, and Mplus) each of which have certain advantages and disadvantages. A couple of citations and a podcast episode are below. I hope this is of some use -- Patrick quantitudepod.org/s2e27-reconnecting-with-discrete-data/ Flora, D. B., & Curran, P. J. (2004). An empirical evaluation of alternative methods of estimation for confirmatory factor analysis with ordinal data. Psychological Methods, 9, 466-491. Rhemtulla, M., Brosseau-Liard, P. É., & Savalei, V. (2012). When can categorical variables be treated as continuous? A comparison of robust continuous and categorical SEM estimation methods under suboptimal conditions. Psychological Methods, 17, 354-373. Savalei, V., & Rhemtulla, M. (2013). The performance of robust test statistics with categorical data. British Journal of Mathematical and Statistical Psychology, 66, 201-223.

    • @louiebrown1
      @louiebrown1 Год назад

      @@centerstat Patrick, Thank you so much for your reply. I've worked through the 2 issues, your suggestions and references. These were very insightful! My likert style scale has 6 options and based on my reading can be considered continuous, and non-normality remains, so at this stage I'm intending to use Mplus with Robust ML. I'll be most interested to see how well the model fits! Thank you for your generous and detailed response. It really helped me to navigate what felt like a a minefield!

    • @centerstat
      @centerstat Год назад

      @@louiebrown1 Thanks for your very kind note -- I'm glad I could be of even trivial use. Good luck with your work -- Patrick

  • @Cradotalks
    @Cradotalks Год назад

    What an amazing resource. You two are great. Thank you for doing this.

    • @centerstat
      @centerstat Год назад

      thanks for the kind words. We have fun, and it's an added bonus if someone actually finds it useful. Good luck with your work -- patrick

  • @fredrickboholst
    @fredrickboholst Год назад

    I read somewhere that if you had terminal illness and wanted to stretch the remaining time in your life, you should spend it in a stat class! But time in your presentations flew so fast!!!! You had me at regression!

    • @centerstat
      @centerstat Год назад

      ha! I'll remember that one -- the corollary is that a stats lecture is a fail-safe treatment for insomnia. Thanks for the note -- I hope you find this silliness in some way helpful -- Patrick

    • @fredrickboholst
      @fredrickboholst Год назад

      @@centerstat . . . the silliness!!! an indispensable spontaneity needed for topics like this. Well, your videos...watching them is my guilty pleasure. Especially because I do it during office hours! Hahaha. I do have fun watching you guys. ok, of course I learn growth curve modeling along the way. Seriously, both of you are a student's dream stat professors. I wish I had you in grad school. More power to you.

  • @MadhuriGandam
    @MadhuriGandam Год назад

    The best course to learn SEM with Amos ruclips.net/video/1jtAqS1n5V4/видео.html

  • @miglena.ivanova.psychology
    @miglena.ivanova.psychology Год назад

    I have done 4 workshops with CenterStat and between that and the Quantitude, I have developed a true passion for statistics! Thank you for starting this channel too! :)

    • @centerstat
      @centerstat Год назад

      Miglena -- thanks for your very kind words...we sincerely appreciate it. Good luck with your work -- Patrick

  • @larissacury7714
    @larissacury7714 Год назад

    Fantastic! But how do we model within-subjects design? How do we design a mediation model for within-subjects design?

    • @centerstat
      @centerstat Год назад

      Hi Larissa -- thanks for the note. At its core, SEM assumes independence -- no two residuals are any more or less related than any other two residuals. But as you note, more and more designs involve nested structures -- siblings nested in families, patients nested within physician, etc. There are two ways of handling this in the SEM. The first is to ignore nesting in the analysis itself, but then "adjust" the standard errors and test statistics for violations of independence. The second is to model the dependence directly, and this is often referred to as a multilevel SEM -- these models are challenging to estimate and procedures continue to be developed and perfected. Finally, some prefer to side-step the SEM entirely and bolt together tests of mediation directly within the multilevel model (that is naturally built for nesting). A few exemplar cites are below, but there is much more wonderful work on this topic out on the intertube. Good luck with your work -- Patrick McNeish, D., Stapleton, L. M., & Silverman, R. D. (2017). On the unnecessary ubiquity of hierarchical linear modeling. Psychological methods, 22(1), 114. Preacher, K. J., Zyphur, M. J., & Zhang, Z. (2010). A general multilevel SEM framework for assessing multilevel mediation. Psychological methods, 15(3), 209. Zhang, Z., Zyphur, M. J., & Preacher, K. J. (2009). Testing multilevel mediation using hierarchical linear models: Problems and solutions. Organizational Research Methods, 12(4), 695-719. Zigler, C. K., & Ye, F. (2019). A comparison of multilevel mediation modeling methods: recommendations for applied researchers. Multivariate Behavioral Research, 54(3), 338-359.

  • @ririrustam4991
    @ririrustam4991 Год назад

    You've just saved the life of a stat dummy who's gonna use SEM for her dissertation.. thanks for such concise yet complete explanation!

    • @centerstat
      @centerstat Год назад

      You are so welcome -- thanks for the nice note. If you're truly a glutton for punishment, Dan Bauer and I have a completely free 3-day online workshop on SEM -- see centerstat.org for details. Good luck with your work -- Patrick

  • @file_one
    @file_one Год назад

    Thank you, great explanation!

  • @HollyAndrewes
    @HollyAndrewes Год назад

    Thank you for these videos! Just a quick question. If you have a time-varying covariate that changes systematically over time (e.g., fits a random effects linear/quadratic model) do you HAVE TO run a multivariate multilevel model or SEM so all sources of variances are accounted for, or can you still run a time-lagged or standard MLM and include these as covariates with these variables? Thank you!! Holly

    • @centerstat
      @centerstat Год назад

      Hi Holly -- thanks for your note. This one is tricky -- it's not so much that the TVCs are growing and and of themselves, but it's how you person-mean center to isolate within vs between person effects. That is, if your TVC is systematically growing over time (whatever form that might be -- linear, quadratic, etc.) then do the simple person-mean centering will give you a biased estimate of your within-person effects (because the mean assumes no growth over time). I've written a couple of things on this, as have several others -- a few cites are below. Good luck with your work -- patrick Curran, P.J., & Bauer, D.J. (2011). The disaggregation of within-person and between-person effects in longitudinal models of change. Annual Review of Psychology, 62, 583-619. Curran, P.J., Lee, T.H., Howard, A.L., Lane, S.T., & MacCallum, R.C. (2012). Disaggregating within-person and between-person effects in multilevel and structural equation growth models. In J. Harring & G. Hancock (Eds.) Advances in Longitudinal Methods in the Social and Behavioral Sciences (pp. 217-253). Charlotte, NC: Information Age Publishing. Curran, P.J., Howard, A.L., Bainter, S.A., Lane, S.T., & McGinley J.S. (2013). The separation of between-person and within-person components of individual change over time: A latent curve model with structured residuals. Journal of Consulting and Clinical Psychology, 82, 879-894. Hamaker, E. L., Kuiper, R. M., & Grasman, R. P. (2015). A critique of the cross-lagged panel model. Psychological Methods, 20, 102. Wang, L. P., & Maxwell, S. E. (2015). On disaggregating between-person and within-person effects with longitudinal data using multilevel models. Psychological Methods, 20, 63.