Model fit during a Confirmatory Factor Analysis (CFA) in AMOS
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- Опубликовано: 24 мар 2011
- This is a model fit exercise during a CFA in AMOS. I demonstrate how to build a good looking model, and then I address model fit issues, including modification indices and standardized residual covariances. I also discuss briefly the thresholds for goodness of fit measures. For a reference, you can use:
Hu & Bentler (1999) Cutoff criteria for fit indexes in covariance structure analysis: Conventional criteria versus new alternatives, Structural Equation Modeling: A Multidisciplinary Journal, 6:1, 1-55
Generally speaking, it is not good practice to covary error terms. See here for an explanation: statwiki.gaskination.com/index...
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Check it out! Thanks!
Hi Dr. Gaskin! You are helping many people. Do you know that?. After watching your tutorial, I can solve my problem. Thank you so much!!. Now I am preparing for final defense in this month. Thanks again!!. Wish you all the best!!.
Mike (from Taiwan)!
I am feeling and doing exactly what you did 8 years ago, wow. preparing for my final defense this month and here to thank Dr. Gaskin
Dr. Gaskin, just wanted to thank you for putting together such a great walk-through. I've had CFA / SEM covered in a few classes, but only conceptually. I've used your walk-through with some of the data from my dissertation, and it all makes so much more sense (and, I can actually do the analysis now). Thanks for sharing your knowledge!
This video helped me a great deal with writing my master's thesis! Thank you!
Thank you for the video!
I usually do at least the following three:
1. CMIN/DF: should be between 1-3 (this is a measure of absolute fit)
2. CFI: should be greater than 0.95 (this is a measure of relative fit)
3. RMSEA: should be less than 0.6 or so (this is a parsimony adjusted measure of fit)
Dear James, can you give some references for these fit indices. Thank you very much
@@ThanhBinhVu-mj8eg Here you go: statwiki.gaskination.com/index.php?title=References#Model_Fit
Sir how can i improve my RMSEA value if it's showing .000 after one modifications. Plz help
@@lalaliza315 RMSEA should be low. So, 0.000 is as "good" as you can get. No need to improve it.
@@Gaskination thank you so much sir for the reply...
This is so great! Clear and simple and helpful. Thank you so much for all your videos!
Dr. Gaskin, Thanks so much for the excellent step by step! It was priceless in my assistance with a graduate student soon to be PHD.
omg. This is exactly what i'm looking for. Thanks for your videos, it's so helpful to solve my problem with model fit. Love you from Vietnam
Sir, from the day i began my tool standardization i had sincerely learned using AMOS through your videos. I post this here as a gratitude, since this was the first video of your i watched. And today, when i have doubts on CFA or SEM, I jus type your name on youtube. Thankyou so much.
Excellent presentation. Clarity at its best. Thank you very much.
Thank you so much for taking the time to post this! You may have literally saved my manuscript! I don't know why they don't teach us this in grad school or at least sell a good book on it.
+surfergirl0519 without any offense to the great work James has done by uploading this video, there is a book by Hair et al. named Multivariate Data Analysis. It is fantastic!
If I could tell you how much I appreciate your work. Thank you so so much
That was exactly the problem. Thanks for this and all the other awesome videos and the tools on your website. You are simply the best.
Also take a look at my wiki: statwiki. kolobkreations. com for more info on thresholds for model fit.
Hiio
Can i have guidance on CFA OF SERVQUAL SCALE please???
+Sabin Khadka, sorry for the delay in responding. RUclips has decided to stop notifying content creators when users post comments... In AMOS you can do it: ruclips.net/video/dsOS9tQjxW8/видео.html
smellofstrings: The reply function on RUclips video pages is not working currently, and RUclips is trying to fix it. So, until then, I will reply to your questions directly on your Channel instead of here.
@chaitanya183
Thanks! I'm glad it is helping someone. I plan on continuing to make more videos. I hope you have found my wiki as well: statwiki. kolobkreations. com
James
Hi James, I am still a bit confused about Modification index. If the Model fit is good and there are some MIs having large values, should I just leave the MI or should I covary the errors? Thank you
I would recommend avoiding covarying errors if at all possible. So, if model fit is already good, then don't covary the errors.
@@Gaskination Thank you :)
Hello Mr. James! Thank you for this video. After learning amos dor 2 months, I can solve my problem related to Badness of fit of my mediation model. God bless!!!
May God (or whoever or whatever) bless you, Dr. Gaskin! You cou can spend weeks and months paying for courses that don't do anything except raise more questions & insecurities, and then comes along such a selfless individual who easily explains everything in a 10minute RUclips video. I got teary-eyed when I realized I was finally understanding something. Instant subscribe.
Thanks for the kind feedback! Makes it all worth it :)
Thank you James! You saved my life for my Ph.D. homework.
These three can all do it. There are others, but these are the most popular. Stay tuned for a cool new video about how to automatically produce a CFA model in AMOS using the pattern matrix from the EFA. Hopefully I'll create this video this week.
Finally I've got to use amos for my master degree. Definitely subscribe.
Thanks so much for posting this. It is perfect and helped me a lot.
You can look at standardized residual covariances instead. I show how to do that in this video.
Thanks very much for these very helpful programs! Much appreciated!
Nasim
@chaitanya183
I've just received permission from the owner of the datasets. I'll post them on the wiki right now. They should be available within the next 20 minutes.
Enjoy!
I have published a paper in springer a renowned journal using your SEM techniques and cite your statwiki. Thank you for your education vedieos..
Absolute champion, James Gaskin ❤
Hi James, is it acceptable when the TLI and NFI are close to 0.9, for example, 0.87?
All values in my analysis meet the goodness of fit but the TLI and NFI are not greater than 0.9.
Should I remove some more items so that it will be greater than 0.9? Or it is still acceptable if the values are close to 0.9?
Thanks again James
I never report TLI and NFI (I usually just use CFI, RMSEA/PClose, and SRMR). Model fit has many measures. If there is enough evidence that model fit is good, then a couple metrics suggesting it is borderline is probably not a problem.
James Gaskin thanks, you saved my life
@Gaskination Thank you so much. I am going to share your tutorials with students at Information Systems department at Georgia State University. Really appreciate the work Sir.
When I was referring to consulting I meant like over the e-mail rather than training stuff :). I just found about your wiki/video series and I am going through them and making some notes! I am new to SEM and I heard it's pretty useful!
Thanks!
I'm not sure I understand the question. If you want to see how few items you can use to still result in a reliable latent construct, then you could use the new video I created to show how to improve reliability. But I'm not sure that was your question.
Thank you, James! Great video :)
@urownsherry
What are the errors? you can email me directly at james. eric. gaskin@ gmail. com
Your videos are really helpful. How I wish you're my professor...
Great video! Very clear and useful!
Hello James
Useful video, I have learned to conduct CFA with amos within 5-10 minutes. Thank you very much.
Kemal
this is such an excellent video! thank you!
Thank you a lot, this is so clear to understand
Watch my playlist called "SEM Series". This will show you everything to do from start to finish. And yes, you need data to do a CFA.
Hi James, one of the examiners asked me what kind of SEM I am using for analysis, is it PLS SEM or Covariance based SEM? I have been learning a lot from your videos, but I still cannot find the answer for that question. Thank you.
Software like AMOS is covariance based. Software like SmartPLS is PLS SEM.
@@Gaskination This is another question entirely. But I was wondering if newer iterations of AMOS still require you to redefine the constrained regression weight of an item, upon removing it from the model? As was shown in 6:35
@@rurazar1686 Yes, this is still not done automatically. IBM has not really updated the software, despite coming out with "new" versions each year.
@@Gaskination Thanks for your reply James! Quite interesting to see how a function like this has still not been implemented yet. I would imagine that this is not entirely a very complex feature to add. Moreso, just for ease of access and for convenience's sake. As I can potentially see this as being quite a repetitive task if let's say you might have a lot of constructs and items attributed to each construct in any given model.
@@rurazar1686 agreed. I wish they would update their software. That would save me a lot of time building plugins and estimands :)
A great help for my Ph.D study. I didn't tie the covariances in the errors and have low values when discriminant validity is done.
Thank you dear James.
You are welcome to cite my materials (see the wiki's main page for how to do this) and/or put me in the acknowledgements section :) Thanks!
thanks so much..I wish I could ask you a week ago for my problem....Wish u all the best.
Woohoo, this has helped us a lot. Thank you!
great way of doing analysis.....
I'm confused. So what you mean by this? Is it a good way or not. I'm new to statistics to be honest.
Thank you so much, very helpful!
Yes, you need to select the exogenous variables (IVs) before you can covary them. AMOS doesn't know which variables you want to covary, so you need to select them. Watch the video more closely to see me do this around 2:40.
found them all. That is fantastic!! Thank You :)
Thank you Dr. Gaskin.
Hello .. Thanks a lot for your prompt replies. I agree with you regarding three factors of Burnout (Third one is LACK OF PERSONAL ACCOMPLISHMENT) but my pilot surveys revealed that Lack of Personal Accomplishment does not effect employee burnout, so I have ignored it for the time being. I shall browse your formative construct and shall reconsider it .. Really greatful.
@farispt
The theoretical basis is that they are reflective and interchangeable items, which means that they were probably worded very similarly, which means that they probably have a systematically related error (rather than a causal one). So, yes, you can covary the error terms as long as they are within the same factor.
Sounds like you already have sources to support your model fit. You don't need my additional confirmation. For thresholds I've put together, refer to my wiki: statwiki. kolobkreations. com
@AtyDeh
It definitely works. I'm sorry you are not able to watch it. There may be filter issues at your location. If you are trying to access it from work, then they probably block youtube. If you cannot access it from home, then you probably just need to try again another time. In the meantime, feel free to refer to my wiki for info on model fit: statwiki. kolobkreations. com
Hello .. Thanks James .. You are right, as I have these names repeated in dataset. I shall try again with names changed ..
Hats-off ....
@vyeniaras
This tutorial is meant to be a mechanical demonstration. So, trimming is really more subjective than I make it out to be. To meet the criterion for convergent validity (AVE>0.50, CR>0.70) then loadings on a single factor should at least average out to > 0.70. However, if you are working with established measures, and you're not worried about the validities, you can probably accept loadings as low as 0.30 (several references for this). Accepting low loadings may cause other problems.
Hi James- Thanks for all your helpful comments. If I want to compute factor scores for each individuals participants/factors from the CFA model, how would I do it? While doing EFA, SPSS would allow you to save the factors scores (using regression, Bartlett and Anderson-Rubin) but AMOS won't. I found a blog where it suggest to standardize the original scores and muliply with factor loading scores and sum them up. Is this a correct approach? If yes, do you know of any literature that I can cite for this approach.
TIA
1. see dave kenny's website about this: davidakenny. net/ cm/ respec. htm
2. I have several videos about this. Go to my channel by clicking on my name. There you will see all my videos (about 80).
Thanks so much, Pak Gaskin it helps me alot
@ecmlau
I don't understand what you mean by reducing the model, unless you mean to trim off the items that are not correlating very well with others. I don't have links for that, other than this video. But the general rule is that you want the average standardized loadings from items within a latent factor to be higher than the correlations between factors.
Thanks a lot dear ... I really appreciate your noble efforts ...
Hello, Prof Gaskin; I remember that you mentioned the citation sources of covariate pairs, and their modification indices are high. But I can not find the exact video. Could pls tell me which paper I would probably cite??? Thank you so much.
Generally speaking, it is not good practice to covary error terms. See here for an explanation: statwiki.gaskination.com/index.php?title=Citing_Claims#Covarying_Error_Terms_in_a_Measurement_Model
Hi Mr.Gaskin! Is there a maximum number of covarying the error terms by examining the modification indices? I mean can one say that X number of correlations is too much to be acceptable? I had to link 11 errors to each other in total (within the same factors), I know it is not a good way of doing it but I had to do it to reach the desirable cut-off values. Is there a refrence that I can support my self? Thank you.
Dear, Dr. James Gaskin.
I have a problem with p-value. I added data from 618 questionnaires (33 Observed vars and 8 Latent vars, all are Likert scales), then ran CFA. All fit indices are acceptable except p-value. I followed modification indices, connected errors behind observed vars about 12 times, but p-value is only 0.002.
Is that acceptable if all fit indices are good, except the p-value? or Do you have any suggestion about this conundrum?
Best regard,
It is very uncommon to get a good p-value for the chi-square because the chi-square is sensitive to sample size and model complexity. You have both (high sample size and model complexity), so I would not expect you to get a non-significant p-value. I recommend also removing all those covariances between errors if you had good model fit without them.
Thank you very much, Dr. James Gaskin. Now, I'm seeing the light.
Great! I have also just came across Hair saying that a larger sample is always good. I guess I would have to follow your videos and also what the books recommend if the goodness of fit was hard to achieve. If it wasn't possible, I'll just randomly pick sub-sets based on countries or so on.
Thank you!
Thank you for this!
Hi James, when I'm running this model AMOS is writing me an error:
"The observed variable, Child.Prac, is represented by an ellipse in the path diagram"
what can I do?
Thanks in advance
אור ענבי This means that you have an ellipse in your amos model that is named the exact same thing as a variable in your dataset. You'll need to name it something else.
I would recommend following my SEM Series Playlist that takes you through data screening, EFA and then CFA (and then a bunch of stuff after that as well). Just click on my name, then find the playlists on my channel. Find the one called "SEM Series".
what version of AMOS are you using? RMR and GFI should come out in the model fit section. The estimate means and intercepts cannot run at the same time as certain other options (like modification indices). So you need to uncheck it, but you can only do that if you aren't missing any data :)
oh thanks for your time to reply my question, i figure it by myself, that there are some empty section there, the respondents doesnt fill it properly. ^^ thanks now i can finish my thesis, this video help me a lot
Thanks James - it works now!
Thanks James, You rock!
Thanks dear !! I found it .. Just trying to get hold of that Excel file !!! Many thanks ... :)
This is an acceptable approach. My recommendation is to use either a random sample of your data for each, or to use the same data that you will be using for the structural model. Most people do not have the luxury of an abundance of data, so they simply use everything they have for both EFA and CFA (which is what I have done here).
Great! That's good news for me, kinda :). Thanks James!
hello, dr James .. how can i download the software please ? is it the same As the SPSS Statistics 26
It is separate from SPSS. It is AMOS Graphics. The cheapest place to buy it is at the academicsuperstore. Many universities have a license to it though, so you may want to check your university first.
@juandv82
The best book for concepts, measures, and thresholds is probably Hair et al 2010 Multivariate Data Analysis. There really isn't any good book for teaching the mechanics of performing statistical analyses, which is why I made my wiki: statwiki. kolobkreations. com
If you mean moderation, then yes. I have a few videos on interactions or multi-group moderation.
@tony287410 We do model fit during the CFA in order to establish that the factor structure we have come up with is a satisfactory one. The next thing you would do to establish causality is to start drawing regression lines between the latent constructs. Check out my video "From Measurement Model to Structural Model in AMOS".
Thanks a ton James
wow, this is a very useful video, thankssssssss
My model is working now ...thaks to your video
Thank you so much for the video :) Am a huge fan :)
thanks a lot Prof.
Thank you for the video
Rely on the pattern matrix. You might also try the Maximum Likelihood approach (instead of Principle Components Analysis or Principle Axis Factoring) because this is the algorithm that AMOS uses during the CFA.
go to the object properties of the error term (right click or double click the error term). Then go to the parameters tab. then type 0.05 or something similarly small in the Variance box.
Thanks! You help me a lot!
Thank you James because your videos are very useful! I have aquestion about high factors' covariances: in cfa we have 5 factors, and 2 of them show high covariance (>.7). What is the most reasonable choice? testing another cfa in which these 2 factors' indicators load on a single factor?
Hi James, in model fit during CFA one of the discriminant validity requirement is that Squared Inter-Construct Correlations < AVE. How can we measure Squared Inter-Construct Correlations during CFA model development in AMOS? (or may be on SPSS)
Hi Mr Gaskin!
Thank you for all the lessons you provide through online media.
This time I want to ask about how to install estimands on Amos version 23, especially for the specific indirect effect of Amos estimands VB.
After I installed and followed the steps given in your tutorial, the estimates didn't appear in the plugins menu.
Is there a problem with that? please guide
Estimands do not appear in the plugins menu. You have to access them by clicking on the bottom left where it says "not estimating any user-defined estimands"
@@Gaskination thank you Mr Gaskin,
After I tried again according to the guidelines and suggestions from you, the results are available.
The output is also available once applied.
What you have developed is very helpful in the research process.
I hope you continue to work.
Thank you and always healthy
David Kenny is a guru on many statistical matters (primarily mediation), and his thoughts on the matter can be found here: davidakenny. net/ cm/ respec
@stataguy The detailed answer is yes, you can covary any errors if there is a good reason for systematic correlation of residuals. However, if the correlation is due to a causal relationship (rather than similar wording - thus systematically related), then you should not covary them. In the video I try to keep it simple. Hope this helps. I can't think of a reference off the top of my head.
Yes, this always happens. I nearly always have a few items make it through pretesting and pilot testing, but then fall out in the full study.
Helpful video, thanks.
Yes, they will be different. We would test measurement hypotheses (which are uncommon) by examining convergent and discriminant validity and reliability, as well as model fit. We test structural hypotheses (much more common) by developing a causal model and examining the regression weights. Hope this helps. I have videos about this stuff too.
Very relevant video.