Mplus for Dummies
Mplus for Dummies
  • Видео 17
  • Просмотров 128 390
Longitudinal Measurement Invariance in Mplus 8.8
This video shows you how to use the new Mplus feature to conduct Longitudinal Measurement Invariance with a single new command! As of Version 8.8 we can use the MODEL = CONFIGURAL METRIC SCALAR command to estimate measurement invariance of a measurement model over time.
For a theoretical explanation of Measurement Invariance, refer to this video:
ruclips.net/video/pqYCWOsAU4Q/видео.html
Here is the Syntax used in the example
ANALYSIS:
!Indicate you want to estimate Measurement Invariance
MODEL = CONFIGURAL METRIC SCALAR;
MODEL:
!Specify Measurement Model at Time 1 (Model T1)
MODEL T1: TASK_T1 by M1TAP_3 M1TAP_4 M1TAP_5 M1TAP_6 ;
!Specify Measurement Model at Time 2 (Model T2)
MODEL T2: TASK_T2 by ...
Просмотров: 2 191

Видео

Exploratory Structural Equation Modelling: Practical Guidelines and Video Tutorial for Mplus
Просмотров 8 тыс.3 года назад
In this video we provide (a) a brief overview of ESEM (and different ESEM models/approaches), (b) guidelines for novice researchers on how to estimate, compare, report and interpret ESEM, and (c) a step-by-step tutorial on how to run ESEM analyses in Mplus with the De Beer and Van Zyl (2019) ESEM syntax generator. The ESEM Syntax Generator can be found here: De Beer, L.T. & Van Zyl, L.E. (2019)...
Bifactor Models in Mplus
Просмотров 3,3 тыс.3 года назад
This video shows you how to estimate bifactor models in Mplus and how to use a bifactor model in a structural model. Here is the Mplus Model Command for the Example: MODEL: PASSION by GRIT_2* GRIT_3 GRIT_5 GRIT_7 GRIT_8 GRIT_11; PERSEV by GRIT_1* GRIT_9 GRIT_10 GRIT_6 GRIT_12; G by GRIT_1* GRIT_2 GRIT_3 GRIT_5 GRIT_6 GRIT_7 GRIT_8 GRIT_9 GRIT_10 GRIT_11 GRIT_12; PASSION@1; PERSEV@1; G@1; G with...
First Order vs Second Order Factor Structures in SEM
Просмотров 14 тыс.4 года назад
This lecture explains the difference between a first order (one and two factor) factorial model and a second order factorial model. Here are some example Syntaxes for the three models mentioned in the Video: Single First Order Latent Factor: MODEL: GRIT by Item1-item12; Two First Order Latent Factor Model: MODEL: POE by Item1 Item4 Item6 Item9 Item10 Item12; COI by Item2 Item3 Item5 Item7 Item8...
Measurement Invariance in Mplus
Просмотров 11 тыс.4 года назад
The purpose of this video is to provide you with a brief theoretical introduction to measurement invariance and show you how to estimate it in Mplus. The resources for this series of lectures (Slides, syntaxes, data) can be downloaded here: bit.ly/31iGzfc
Moderation and Interaction Effects in Mplus
Просмотров 15 тыс.4 года назад
This video aims to provide you with a basic overview of moderation and how to estimate such in Mplus. Three different approaches to Moderation in Mplus is presented: (a) Continuous Moderation with Three Latent Factors, (b) Multi-Group Approach with Two Latent Factors and an observed factor and (c) Continuous Moderation with three observed indicators. The resources for this series of lectures (S...
Improving Model Fit in Mplus
Просмотров 6 тыс.4 года назад
The lecture contains a practical guide on how to increase model fit in Mplus. First we show how removing items with poor loadings affect model fit, and then we look at how correlating error terms improves fit The resources for this series of lectures (Slides, syntaxes, data) can be downloaded here: bit.ly/31iGzfc
Structural Equation Modelling: A Step by Step Guide
Просмотров 15 тыс.4 года назад
This video provides a step by step guide on the SEM Process The resources for this series of lectures (Slides, syntaxes, data) can be downloaded here: bit.ly/31iGzfc
A Gentle Introduction to Structural Equation Modelling
Просмотров 13 тыс.4 года назад
This Video Provides a basic introduction to SEM and the basic concepts within the analytical framework The resources for this series of lectures (Slides, syntaxes, data) can be downloaded here: bit.ly/31iGzfc
Best Practices in Reporting Structural Equation Modelling
Просмотров 6 тыс.4 года назад
This lecture contains some practical guidelines on what to report in a SEM paper. To determine your sample size requirements, you can refer to this link: bit.ly/33lQH5k The resources for this series of lectures (Slides, syntaxes, data) can be downloaded here: bit.ly/31iGzfc
Indirect effects (Mediation) in Structural Equation Modelling
Просмотров 3,8 тыс.4 года назад
This video aims to explain mediation within the structural equation modelling framework The resources for this series of lectures (Slides, syntaxes, data) can be downloaded here: bit.ly/31iGzfc
Comparing Competing Measurement Models in Structural Equation Modelling
Просмотров 2,3 тыс.4 года назад
This lecture contains Practical Guidelines on how to compare competing measurement models in SEM The resources for this series of lectures (Slides, syntaxes, data) can be downloaded here: bit.ly/31iGzfc
Evaluating Model Fit in Structural Equation Modelling
Просмотров 4,3 тыс.4 года назад
This is a micro-lecture on how to evaluate model fit in SEM The resources for this series of lectures (Slides, syntaxes, data) can be downloaded here: bit.ly/31iGzfc
Mediation and Indirect Effects in Mplus
Просмотров 8 тыс.4 года назад
This video will show you how to test the Baron and Kelly mediation assumptions and how to estimate Indirect Effects in Mplus. Kindly note that I made a small mistake in the video. At 09:33 I highlighted the Lower and Upper 5% Confidence Interval Changes. This is incorrect. You should use the "Lower 2.5%" and "Upper 2.5%" values as indicators of the 95% CI range. Apologies, think I was a bit ner...
Structural Models in Mplus
Просмотров 3 тыс.4 года назад
This video shows how to specify and estimate your structural models in Mplus. The data, slides, and resources used in this lecture can be found here: bit.ly/31iGzfc
Estimating Measurement Models in Mplus
Просмотров 4,5 тыс.4 года назад
Estimating Measurement Models in Mplus
An introduction to the Mplus Syntax
Просмотров 10 тыс.4 года назад
An introduction to the Mplus Syntax

Комментарии

  • @tarikdemirok
    @tarikdemirok Месяц назад

    Hello Mr van Zyl. How good is ESEM in R nowadays? I am somewhat comfortable with it than I am with Mplus. Are there any advances in ESEM package since the recording of this video? Does R still have shortcomings?

    • @LlewellynVanZyl
      @LlewellynVanZyl Месяц назад

      Jip there are two ESEM packages. One created by Leon de Beer and one by someone else. Both seems to work quite well. If you Google it you can find it. There was also a tutorial paper recently. If you email me, i can send you more information.

    • @tarikdemirok
      @tarikdemirok Месяц назад

      @@LlewellynVanZyl Thank you so much. After reading your post I found them both and run my ESEM in CFA model in R. If I may, I have another question for you. For the items with very low or negative factor loadings, do you recommend deleting them in ESEM at all? If so, at the ESEM or CFA phase? I don't know how to approach ESEM for the scale construction phase. More as an EFA or CFA? Thanks for the video. Subsribed!

  • @ziyiwang3201
    @ziyiwang3201 2 месяца назад

    Thank you for this great video!! This is extremely helpful!!! Is there a literature you would suggest me to cite for measurement invariance?

    • @LlewellynVanZyl
      @LlewellynVanZyl 2 месяца назад

      Rens van der Schoot wrote a lovely check list paper for MI. If you Google it you'll find it

  • @zucledesma
    @zucledesma 4 месяца назад

    Thank you very much.

  • @mouhamadouthiam2866
    @mouhamadouthiam2866 5 месяцев назад

    Thanks for this video! The scalar model fits my data (Time 1 and Time 2) well. I now want to use the factor scores to run some other models. How do you save the scores? Thanks @LlewellynVanZyl

    • @LlewellynVanZyl
      @LlewellynVanZyl 5 месяцев назад

      You can just use the normal FSCORES SAVE command like you would usually do. Just add it before the OUTPUT line

    • @mouhamadouthiam2866
      @mouhamadouthiam2866 5 месяцев назад

      @@LlewellynVanZyl Thanks for the reply. That's what I did, but it does not save the factor scores. I only saved the information that was present for each item.

  • @Pixmmxie
    @Pixmmxie 5 месяцев назад

    Dude you are amazing!! It took me forever to find a video that covered everything in a simple way! I'm doing a CFA path analysis for my PhD dissertation 🎉

    • @LlewellynVanZyl
      @LlewellynVanZyl 5 месяцев назад

      Thank you so much for the feedback. I'm glad it helped you a bit!!

  • @lyl8116
    @lyl8116 6 месяцев назад

    Thank you! I try correlate the items suggested bu MI, and I only correlate those belong to the same consturct. The model then fit well, however, mplus gives a warning that:" WARNING: THE RESIDUAL COVARIANCE MATRIX (THETA) IS NOT POSITIVE DEFINITE. THIS COULD INDICATE A NEGATIVE VARIANCE/RESIDUAL VARIANCE FOR AN OBSERVED VARIABLE, A CORRELATION GREATER OR EQUAL TO ONE BETWEEN TWO OBSERVED VARIABLES, OR A LINEAR DEPENDENCY AMONG MORE THAN TWO OBSERVED VARIABLES. CHECK THE RESULTS SECTION FOR MORE INFORMATION. PROBLEM INVOLVING VARIABLE T3_ENGA2." What does it mean and does it matter? Thank you so much!

    • @LlewellynVanZyl
      @LlewellynVanZyl 6 месяцев назад

      It means one of your variables has a negative residual variance. You cant have a negative "error term". Look in your Standardized Results (second last part of the default output), item T3+ENGA2 will have a negative number. You need to figure out why. IF all else fails constrain the value manually to be just over zero like T3_ENGA2@0.04;

  • @lyl8116
    @lyl8116 6 месяцев назад

    If my iv is measured by 4 items, mediator is measured by 5 items, and dv is measured by 9 items, what should I do to avioid the NO CONVERGENCE problem? Thank you so much!

  • @kevon217
    @kevon217 6 месяцев назад

    Always add ~bacon to the equation

  • @SamanthaSandlin
    @SamanthaSandlin 7 месяцев назад

    Which one is a higher-order factor analysis?

  • @xinwang9157
    @xinwang9157 7 месяцев назад

    Thank you for the video. I saw you just included 1 variable at 2 time points. My question is that like cross-lagged model, we generally have variabe A and B in Time 1,2 ,3 for example. Should we put all the variables at 3 time points together in the CFA to test Configural Metric Scalar invariance rather than test the A and B one by one?

  • @엄태윤-f5e
    @엄태윤-f5e 8 месяцев назад

    Thank you

  • @aysenurgurdal950
    @aysenurgurdal950 8 месяцев назад

    I hope you will see this: I am trying to find a way to run two-level exploratory analysis however I am getting negative residual variance at between level. I wonder if there is a way to fix the residual to zero in two-level EFA. I also wonder if there is a Multilevel ESEM or a code for Two level ESEM. Thank you in advance

    • @LlewellynVanZyl
      @LlewellynVanZyl 8 месяцев назад

      Are you using the ESEM within CFA framework to change your ESEM factorial models into CFA models? I think the issue is there. You cant use standard ESEM models within a regression path model

    • @aysenurgurdal950
      @aysenurgurdal950 8 месяцев назад

      @@LlewellynVanZyl Thank you for your quick response! I originally did not use ESEM. I used two-level EFA. Then to be able to fix the residual variation I tried to use ESEM in CFA. But my issue is that even though the data is multilevel, I am having problems at level 2. Therefore I was wondering is there way to do two-level ESEM?

  • @marmara_kazim
    @marmara_kazim 9 месяцев назад

    Thank you for this tutorial.

  • @rosatoro9406
    @rosatoro9406 9 месяцев назад

    Thank you for this example, in the case that your moderator is not binary, how does the syntax line change where you set the low and hi w values?

  • @willysunshine
    @willysunshine 10 месяцев назад

    Why don't you center the predictors in the third example?

  • @Gratitude1914
    @Gratitude1914 10 месяцев назад

    I am now an avid viewer, Using SEM in my doctoral thesis

  • @Artnotforthesakeofart
    @Artnotforthesakeofart Год назад

    Thank you for making this video! Now I know how to try moderation in my model =)

  •  Год назад

    Can you post code for a moderated mediation sem model. Would it be a whole lot different? Ive done serial mediation in mplus but not with moderation. Also what about adding control variables.

  • @ItsSnagret
    @ItsSnagret Год назад

    Great video! Just FYI, this is for mplus 8.9 not 8.8. I tried doing it on 8.8 but it didn't work then went to the website and saw it works for 8.9. Got my update to 8.9 and it did work.

  • @crazystatistician
    @crazystatistician Год назад

    Hi, how did you calculate the differences among, CFI, TLI, RMSEA, and SRMR?

    • @LlewellynVanZyl
      @LlewellynVanZyl Год назад

      You just take compare the new model against the baseline model. So if CFA for Model 1 is 0,95 and for Model 2 is 0.97 then the difference between the models is 0.03. Same with TLI and SRMR. The only thing you want to check extra for RMSEA is if its still non-significant and that the CI value doesnt include zero for the alternative model.

    • @crazystatistician
      @crazystatistician Год назад

      @@LlewellynVanZyl Many thanks!!!

  • @felixmartin5881
    @felixmartin5881 Год назад

    Hi thanks for this video. I have a model with a strong fit on all indices. The reviewer is asking me to compare with a competing model. What does this mean? My model was computed with latent variables; do I compare with a non latent variable model, for example?

    • @LlewellynVanZyl
      @LlewellynVanZyl Год назад

      Estimate competing measurement models with different factorial structies of the instruments you're using. Look at our paper Van Zyl & Ten Klooster (2022) for an example and some guidelines

  • @张亚清-m3c
    @张亚清-m3c Год назад

    Thank you so much for explaining the second-order model, but my friends told me that the second-order model can not consist of two first-order factors, it will consist of more than three? Can you give me some tips about that or give me some reference to read?

  • @syedjamalshah5284
    @syedjamalshah5284 Год назад

    Thank you very much for your amazing work. Could you please upload videos on multilevel modeling

  • @audreyasmr3436
    @audreyasmr3436 Год назад

    I am running a NOCOVARIANCES model (CFAs using a MLR estimator) and my CFIs are suspiciously low (some are 0.4, some are 0) considering the wide use of the scale I am using. Do you have any ideas as to why that might be? I triple checked and the data in the data file is correct, everything adds up. With the other CFAs we ran from the same database but for other variables, there is no problem. Only this one variable has extremely poor fit. Any ideas? Thanks in advance!

  • @crazystatistician
    @crazystatistician Год назад

    Thank you very much for sharing this informative video! I have a question regarding the significance of the statistical indirect effect when the STDYX 95% CI crosses 1 (e.g., 1.26). I have come across the following result: (β = .30, bias-corrected 95% CI = [.19, 1.26], excluding 0). Since the 95% CI crosses 1, can I still conclude that there is a statistically significant positive indirect effect of the x variable on the y variable through z? I appreciate your help in answering my question. Thank you in advance!

  • @olemelkevik
    @olemelkevik Год назад

    Great stuff!! Thanks for sharing this!

  • @lawrencekou7923
    @lawrencekou7923 Год назад

    why don't I get the model fit information in the output result?

  • @johnweng8623
    @johnweng8623 Год назад

    Thank you so much for this - this is wonderful. Question - if the two groups do not have good fit on CFI/TLI - would I just claim that they are invariant at the factorial level and stop further test?

  • @amrnth
    @amrnth Год назад

    Thank you so much for your videos! I was struggling with my coursework a lot, but you became my savior :) \ Glad to see you're still making content even though your videos are useful only for a narrow circle of specialists, thus unpopular. Is there any way to support your work with money?

  • @majagajda8415
    @majagajda8415 Год назад

    Thanks so much for a great video! I have a question regarding counting the overall sum score from a questionnaire. I've seen in some articles that an overall score was used with model 2 as well as with model 3. Is this correct to use a sum composite overall score in the case of model 2, or in this case only separate scores for each dimension should be calculated? For example, if the theory says that grit is composed of POE and COI (they both together represent the theoretical concept of grit), and those dimensions are correlated as in model 2, is it appropriate to count an overall sum score?

    • @LlewellynVanZyl
      @LlewellynVanZyl Год назад

      Hi Maja, you are asking two questions here. Ill adress the one you arent directly asking first. 1) I would be super careful when using "sum" scores for SEM models. The mean of these scores will always be zero. So Id rather use the factor scores and work with that. 2) In Model 2, you cant use the "sum" score for both factors together as you are not estimating a unidimentional or higher order factor. You'd use the scores of each factor independently (but again, refer to point 1 as the mean would be zero when estimating the latent mean). For Model 3 (in like SPSS), I would then use the mean for POI and the Mean for COI /2 as the mean for the second order factor. In Mplus, again, it will be difficult given Point 1. Hope that helps

  • @hey_its_delilah17
    @hey_its_delilah17 Год назад

    Thank you! You just saved my dissertation 🧠

  • @tasneemalsaati236
    @tasneemalsaati236 Год назад

    Very helpful and informative. Thank you for making it so smooth!

  • @stephscro
    @stephscro Год назад

    Do you have any resources on how to do this if you are using multiple imputation. The model command configural metric scalar is not available with Mplus if using imputation. Thank you!

  • @stevemota
    @stevemota Год назад

    In a model such as the one shown at 14:18 (Task on G, Passion, Perseverance), is it possible/appropriate to model interactions between the specific factors and the general factor to look for moderation?

    • @LlewellynVanZyl
      @LlewellynVanZyl Год назад

      No. The whole point of a bifactor model is to isolate the specific factors from the general factor. If you create interactions you're basically making compound interactions with the same factor. So no

  • @dielawn87
    @dielawn87 Год назад

    Do you have any tutorials on moderated mediation?

  • @sandeepbanger1
    @sandeepbanger1 Год назад

    Hi sir how we can decide the scale is first order or 2nd order

    • @LlewellynVanZyl
      @LlewellynVanZyl Год назад

      Your theory should inform you. Theory always leads. If your theory says that Engagement is a higher order factor comprised out of vigour, dedication and absorption, and you have similar fit between a first order factor model and a second order factor model.... then you chose the second order model as this is what theory tells us.

  • @summer5926
    @summer5926 Год назад

    This so helpful and entertaining. Thank you so much. I am just wondering why ESEM is not used in science or engineering fields? another question please, if I want to rank the items based on their risk level or importance, would cross-loadings be allowed in this situation?

  • @crazystatistician
    @crazystatistician 2 года назад

    What if first order model and second order model have the same model fit information such as CFI, TLI, RMSEA, SRMR, AIC, BIC, and Adjusted BIC. How can we decide to choose the first order or second order?

    • @LlewellynVanZyl
      @LlewellynVanZyl 2 года назад

      This is usually the case (especially if there's 3 first order factors). I would go with the model thats more inline with my theoretical assumptions.

  • @VorstopZolder
    @VorstopZolder 2 года назад

    Statistics IKEA style 😂 Thank you very much, this is very helpful.

  • @busrafincan7251
    @busrafincan7251 2 года назад

    thank you so much...

  • @alisen6991
    @alisen6991 2 года назад

    Thank you for explanation. It was very clear

  • @jsswan1
    @jsswan1 2 года назад

    Hi! I was just running a CFA today using various types of models (1 factor, 2 factor, bifactor, etc.) and I noticed that the asterisk that you seem to indicate is needed to indicate a freely estimated loading, doesn't seem to be necessary if the factor variance attached to that loading has been constrained to 1. In other words, with my factor variance constrained at 1, I still got freely estimated loadings whether asterisks were there or not. No one seems to mention this when I look around in books or online. Thoughts? Smart mPlus I guess! Otherwise, thanks for your content!

    • @LlewellynVanZyl
      @LlewellynVanZyl 2 года назад

      In my example we only have two specific factors and your model won't converge because it's not parsimonious. So then you follow the standard procedure. First remove factor constraints, then constrain variances etc. I explained this in a previous video. Same process as with any underidentified model that doesn't converge. It's an iterative process of the three steps until your model converges. 1) Paths constrained to be equal 2) Paths freely estimated and factor variance constrained to 1 3) Paths constrained to be equal and factor variances set to 1.

    • @jsswan1
      @jsswan1 2 года назад

      @@LlewellynVanZyl You are saying my model won't converge or yours won't? Mine did converge and results were fine with same results either way (with or without asterisks). Oh, and apologies for not clarifying, I am using a model I created - not using your example models. Sorry for crashing your channel with a random question. I havent been involved in your course or other videos.

  • @abriendosenderos
    @abriendosenderos 2 года назад

    Amazing!

  • @crazystatistician
    @crazystatistician 2 года назад

    Thank you very much for this eye-opening video! I have a question. To improve the model fit, can we remove a factor loading that is less than 0.4 but statistically significant? Should it be both less than 0.4 and non-significant?

    • @LlewellynVanZyl
      @LlewellynVanZyl 2 года назад

      Hi Ipek, Remember this is your study and you set the criteria. Psychometric theory indicates that there should be a well defined item, that loads significantly and highly onto a predefined latent factor. What significance, well defined and highly means is debatable. If I were to develop a new instrument for example, I would want all the items to load really well (so Id even go as far as to say 0.60-0.70). If it was a well established instrument, Id look if there was parsimony (atleast three items on each latent factor) and then start removing items till we hit that point,. The only thing thats important is that you are consistent with what every choice you make. So if you are going to remove items below 0.50 for example, but then one factor only has 3 items of which one is 0.40, and you keep it in for just that latent factor, then it would be an issue. TLDR: Make a choice, describe the reason in your methods section, be consistent. 0.50 and below is fine! Hope that helps

  • @rebeccaa6773
    @rebeccaa6773 2 года назад

    Do you have a video or code for longitudinal measurement invariance? We have repeated measures

    • @LlewellynVanZyl
      @LlewellynVanZyl Год назад

      I just made one on the channel. My latest video. Thanks for the suggestion

  • @jennigudapati6189
    @jennigudapati6189 2 года назад

    I cannot tell you how much your videos and your files are helping me!!! Thank you so much for doing these!!

  • @serlide
    @serlide 2 года назад

  • @serlide
    @serlide 2 года назад

    Un grand merci pour ce tutoriel et surtout pour avoir mis à la disposition des étudiants les matériels didactique.

  • @murex93
    @murex93 2 года назад

    hello, a tutorial on calculating the invariance in cfa with second-order factors would be extremely useful. Are you planning to publish a tutorial about it? Thank you!

  • @RoxyGirlXoXoLovBruno
    @RoxyGirlXoXoLovBruno 2 года назад

    How do you run the Wald Test with a modified model? eg. Model: IMAGIN by AQ3 AQ8 AQ14 AQ20 AQ21 AQ24 AQ40 AQ41 AQ42 AQ50; AQ8 WITH AQ3; AQ50 WITH AQ40; AQ21 WITH AQ20;