THE IMPACT OF SPECIFICATION ERROR ON THE ESTIMATION, TESTING, AND IMPROVEMENT OF STRUCTURAL EQUATION MODELS
THE IMPACT OF SPECIFICATION ERROR ON THE ESTIMATION, TESTING, AND IMPROVEMENT OF STRUCTURAL EQUATION MODELS
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DOI：
10.1207/s15327906mbr2301_4
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发表时间：
1988-01-01
影响因子：
3.8
通讯作者：
KAPLAN, D
中科院分区：
文献类型：
--
作者：
KAPLAN, D
本文的目的是评估错误规范对结构方程模型的估计、测试和改进的影响。一项人口研究进行了，其中一个典型的潜在变量模型在各种方面被错误指定。测量模型和结构模型的不规范分别考虑，也一并考虑。将最大似然估计器（ML）与LISREL中实现的有限信息两阶段最小二乘估计器（2SLS）进行了比较。卡方与其自由度的比值和似然比检验的功率对每个错误规范进行评估。并对LISREL提供的修改指标进行了研究。结果表明，测量参数和结构参数的ML和SLS估计都受到测量模型错配的影响。对于结构部分的错误指定，ML显示出在整个结构参数中传播错误，而2SLS仅在错误指定方程的参数中隔离错误。结果还表明，依赖卡方与自由度的比值作为拟合指标可能导致接受具有严重参数偏差的模型。最后，修正指标是一个不可靠的指标，一个规格误差的位置。
The purpose of this paper is to assess the impact of misspecification on the estimation, testing, and improvement of structural equation models. A population study is conducted whereby a prototypical latent variable model is misspecified in various ways. Measurement model and structural model misspecifications are considered separately and together. The maximum likelihood estimator (ML) is compared to a limited information two-stage least squares (2SLS) estimator implemented in LISREL. The ratio of chi-square to its degrees of freedom and power of the likelihood ratio test is assessed for each misspecification. The modification index provided by LISREL is also studied. Results indicate that ML and SLS estimates of measurement and structural parameters are both affected by measurement model misspecification. For misspecification of the structural part, ML is shown to propagate errors throughout the structural parameters whereas 2SLS isolates errors only in the parameters of the misspecified equation. Results also show that relying on the ratio of chi-square to degrees of freedom as an index of fit may lead to accepting models with severe parameter bias. Finally, the modification index is shown to be an unreliable indicator of the location of a specification error.