Re: Estimating methods in SEM

2001-05-04 Thread Herman Rubin

In article [EMAIL PROTECTED],
Kai Arzheimer  [EMAIL PROTECTED] wrote:
[EMAIL PROTECTED] (Rodney Carr) writes:



 The problem I am having is that I'm not sure what estimating method
 to use. EQS implements a number of different methods (Maximum
 Likelihood, Least Squares, GLS, etc). Unfortunately they give quite
 different results. Actually, LS gives fit indices that are fairly
 high, but none of the others do (so I'd like to use the LS method!).
 But I can't find any references that explain which method should be
 used. Please, do you have any ideas for where I might look for
 advice?

I did not notice the earlier article.  The question is what
is wanted, and why.

If one wants to come up with estimates of quantities based
on current values of other quantities, least squares and
related methods are quite appropriate.  If one wants to
understand what is happening structurally, least squares
is likely to give excessively high fits.

A VERY old example is that of estimating the consumption
function, C = \alpha + \beta * Y + error, Y being income. 
Now if one wants to come up with an estimate of this year's 
consumption from this year's income under unchanged 
conditions, least squares is fine.  But if one wants to
estimate the effect of a government making grants to people,
the structural value of \beta, not the regression value of
the LS coefficient \gamma, is what is wanted.


-- 
This address is for information only.  I do not claim that these views
are those of the Statistics Department or of Purdue University.
Herman Rubin, Dept. of Statistics, Purdue Univ., West Lafayette IN47907-1399
[EMAIL PROTECTED] Phone: (765)494-6054   FAX: (765)494-0558


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Re: Estimating methods in SEM

2001-05-03 Thread Kai Arzheimer

[EMAIL PROTECTED] (Rodney Carr) writes:


 
 The problem I am having is that I'm not sure what estimating method
 to use. EQS implements a number of different methods (Maximum
 Likelihood, Least Squares, GLS, etc). Unfortunately they give quite
 different results. Actually, LS gives fit indices that are fairly
 high, but none of the others do (so I'd like to use the LS method!).
 But I can't find any references that explain which method should be
 used. Please, do you have any ideas for where I might look for
 advice?

Hi Rodney, try the following sources:

SEMNET forum at http://www.gsu.edu/~mkteer/semnet.html (they feature an
archive of previous discussions which is quite helpful)

@Book{chou-bentler95,
  booktitle ={Structural Equation Modeling. Concepts, Issues, 
   and Applications},
  publisher ={Sage},
  year = 1995,
  editor =   {Hoyle, Rick H.},
  address =  {Thousand Oaks, London, New Delhi}
}


@Book{kline98,
  author =   {Kline, Rex B.},
  title ={Principles and Practice of Structural Equation Modeling},
  publisher ={Guildford Press},
  year = 1998,
  address =  {New York, London}
}


@Article{hoogland-boomsma98,
  author =   {Hoogland, Jeffrey J. and Anne Boomsma},
  title ={Robustness Studies in Covariance Structure Modeling},
  journal =  {Sociological Methods \ Research},
  year = 1998,
  volume =   26,
  pages ={329-367}
}

@Book{garson98,
  author =   {Garson, David},
  title ={Structural Equation Modeling},
  publisher ={College of Humanities and Social Sciences, North
  Carolina State University},
  year = 1998,
  address =  {\url{www2.chass.ncsu.edu/garson/pa765/structur.htm (13.11.00)}}
}


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Estimating methods in SEM

2001-05-01 Thread Rodney Carr

Hi SEM experts.

I am working with a structural equation model for predicting Customer Satisfaction 
as part of a bigger project to investigate Customer Retention. There are 4 latent 
variables (factors) in the model, each measured by a number of variables. Customer 
Satisfaction is an endogeneous variable, with the other three factors being 
considered as predictors. I am using EQS for the number-crunching and everything seems 
to be working ok.

The problem I am having is that I'm not sure what estimating method to use. EQS 
implements a number of different methods (Maximum Likelihood, Least Squares, GLS, 
etc). Unfortunately they give quite different results. Actually, LS gives fit indices 
that are fairly high, but none of the others do (so I'd like to use the LS method!). 
But I can't find any references that explain which method should be used. Please, do 
you have any ideas for where I might look for advice?

Thanks
Rodney

~~
Rodney Carr
School of Management Information Systems
Deakin University
PO Box 423
Warrnambool VIC 3280
Australia
email: [EMAIL PROTECTED]  phone: + 61 3 5563 3458
mobile: 0417 307 692   fax: + 61 3 5563 3320
www: http://www.man.deakin.edu.au/rodneyc


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