Академический Документы
Профессиональный Документы
Культура Документы
1. Introduction
The Student Edition of LISREL 8.51 for Windows (Jreskog & Srbom 2001) is a Windows
application for Structural Equation Modeling, Multilevel Structural Equation Modeling,
Multilevel Linear and Nonlinear Modeling and Formal Inference-based Recursive Modeling.
This application consists of a 32-bit Windows application LISWIN32.EXE that interfaces
with the 32-bit applications LISREL85.EXE, PRELIS25.EXE, MULTILEV5.EXE,
CATFIRM.EXE and CONFIRM.EXE. This edition is a free download that is available at
http://www.ssicentral.com/other/entry.htm. The only limitation of the Student Edition of The
Student Edition of LISREL 8.51 for Windows is that it only allows for models based on 12
observed variables.
PRELIS25.EXE is a 32-bit application for manipulating data, transforming data, generating
data, computing moment matrices, computing asymptotic covariance matrices, performing
regression analyses, performing exploratory factor analyses, etc.
The 32-bit application LISREL85.EXE is intended for Standard and Multilevel Structural
Equation Modeling. The Full Information Maximum Likelihood (FIML) method for missing
data is also available for both Standard and Multilevel Structural Equation Modeling.
MULTILEV5.EXE fits multilevel linear and nonlinear models to raw data while
CATFIRM.EXE and CONFIRM.EXE allow Formal Inference-based Recursive Modeling for
raw categorical and continuous data respectively.
This document is intended as a tutorial to familiarize new or potential users of LISREL 8.51
for Windows with the features of the application. Section 2 describes the various files used
and generated by the Student Edition of LISREL 8.51 for Windows. A step-by-step
procedure to fit a measurement model to an SPSS data set with the Student Edition of
LISREL 8.51 for Windows is described in Section 3. A procedure to fit a structural equation
model with latent variables is outlined in Section 4. The Robust Maximum Likelihood
(RML) and Weighted Least Squares (WLS) methods of the Student Edition of LISREL 8.51
for Windows are illustrated in Sections 5 and 6 respectively. A Multilevel Confirmatory
Factor Analysis model is fitted to an SPSS data set in Section 7. Section 8 illustrates how
the Student Edition of LISREL 8.51 for Windows can be used to compute latent variable
scores. An illustrative example of using latent variable scores is provided in section 9. The
final section illustrates the use of the multiple group analysis feature of the Student Edition
of LISREL 8.51 for Windows to assess the cross validation of a measurement for retail
experience.
1
2. Files
The Student Edition of LISREL 8.51 for Windows uses a PRELIS System File (PSF) to
store raw data. Whenever PRELIS25.EXE or LISREL85.EXE processes a PSF, a Data
System File (DSF), which has the same file name as the PSF, is created. This DSF
contains all the data information that LISREL85.EXE requires to fit structural equation
models to the data.
A structural equation model can be specified by means of a path diagram, a SIMPLIS
project file, a LISREL project file, a SIMPLIS syntax file or a LISREL syntax file. The
Student Edition of LISREL 8.51 for Windows uses a graphics file with the default extension
PTH to capture a path diagram. The extensions SPJ and LPJ are used for SIMPLIS and
LISREL project files respectively. SIMPLIS and LISREL syntax files are text files with the
default extensions SPL and LS8 respectively. These five file types can access the data
from the PSF or the DSF. If a user has prepared any of these files, then the Student
Edition of LISREL 8.51 for Windows can be used to fit the specified model to the data
specified in the corresponding PSF or DSF.
Path diagram, SIMPLIS project and LISREL project files are described in Du Toit & Du Toit
(2001). SIMPLIS syntax files are described in Jreskog & Srbom (1996c) while the
LISREL syntax files are outlined in Jreskog & Srbom (1996b). All these files are also
described in the online Help File, which can be accessed by using the Contents option
from the Help menu of the Student Edition of LISREL 8.51 for Windows.
Whenever PRELIS25.EXE processes a PSF interactively, a PRELIS syntax file with the
same file name as the PSF is created. A PRELIS syntax file is a text file with default
extension PR2. PRELIS syntax files are described by Jreskog & Srbom (1996a) as well
as in the online Help File of the Student Edition of LISREL 8.51 for Windows.
Multilevel Modeling and Formal Inference-based Recursive Modeling syntax files are also
text files with default extension PR2. Multilevel Modeling syntax files are described in
Jreskog et al. (1999) while Formal Inference-based Recursive Modeling syntax files are
described in Du Toit & Du Toit (2001). Both these types of syntax files are also described
in the online Help file of the Student Edition of LISREL 8.51 for Windows.
LISWIN32.EXE starts up by opening a root window with three menus. The File menu can
then be used to open existing or new PSFs and PTH files in PSF and PTH windows
respectively. It can also be used to open new or existing LISREL and SIMPLIS project files
in LISREL and SIMPLIS project (LPJ and SPJ) windows. Text editor windows are used to
display new or existing syntax files and output files. PTH, PSF, LPJ, SPJ and text editor
windows have window-specific menus.
Actions
Click on the variable label SELF1 to highlight the entire column.
Right-click to open the variable menu as shown in the following PSF window.
Actions
Select the Define Variables option to load the Define Variables dialog box.
Select the label SELF1 to produce the following Define Variables dialog box.
Actions
Click on the Variable Type push button to load the Variable Types for SELF1 dialog
box.
Select the Continuous radio button.
Check the Apply to all checkbox to produce the Variable Types for SELF1 dialog box
below.
Actions
Click on the OK push button to reload the Variable Types dialog box.
Click on the OK push button to return to the PSF window.
Save your changes to the PSF by using the Save option from the File menu.
Select the Open option from the File menu to load the Open dialog box.
Enter the name depress0.spl in the File name string field.
Click on the Open push button to open the following text editor window.
The file above is a SIMPLIS syntax file to generate a blank path diagram that contains the
observed and latent variables of the model.
Line 1 specifies the data source.
Lines 2 and 3 provide labels for the latent variables Self-esteem, Depressiveness and
Impulsiveness respectively.
Line 4 requests the generation of a path diagram.
Line 5 indicates that there are no more SIMPLIS commands to be processed.
Action
Click on the Run LISREL push button
Actions
5
Action
Click on the Run LISREL push button
The requested results are listed in the output window for Depress0.out.
A SIMPLIS syntax file may also be used to generate the previous path diagram window.
The corresponding SIMPLIS syntax file is shown in the following text editor window
Lines 4 to 7 are used to specify the measurement model for the latent variables Selfesteem, Depressiveness and Impulsiveness.
The file above is a SIMPLIS syntax file to generate a blank path diagram that contains the
observed and latent variables of the model.
Line 1 specifies the data source.
Lines 2 and 3 provide labels to the latent variables Self-esteem, Depressiveness and
Impulsiveness respectively.
Line 4 specifies that the latent variable Self-esteem is an endogenous variable.
Line 5 specifies that the indicators SELF1 to SELF5 are indicators of an endogenous latent
variable.
Line 6 requests the generation of a path diagram.
Line 7 inicates that there are no more SIMPLIS commands to be processed.
Action
Click on the Run LISREL push button
Actions
Activate the Arrow icon on the Draw toolbar.
Use your mouse to click and drag 5 indicator paths from the latent variable selfest to
SELF1 to SELF5.
Use your mouse to click and drag 4 indicator paths from the latent variable depress to
DEPRES1 to DEPRES4.
Use your mouse to click and drag 3 indicator paths from the latent variable impuls to
IMPULS1 to IMPULS3.
Use your mouse to click and drag 2 structural paths from the latent variables impuls and
depress to selfest.
Activate the Double-headed Arrow icon on the Draw toolbar.
Use your mouse to drag 1 covariance path between the exogenous latent variables
Depressiveness and Impulsiveness to produce the following path diagram window.
Action
Click on the Run LISREL push button
The requested results are displayed in the output window for Depress3.out.
10
SIMPLIS syntax may also be used to generate the previous path diagram.
corresponding SIMPLIS syntax file is shown in the following text editor window
The
Lines 4 to 9 are used to specify the structural equation model for the latent variables Selfesteem, Depressiveness and Impulsiveness.
Action
Click on the Run LISREL push button
11
Actions
Click on the OK push button to run PRELIS25.EXE to generate the text editor window
containing the output file Depress.out. This action causes PRELIS25.EXE to generate
the Data System File (DSF) Depress.dsf that will be needed to implement the RML
method.
Modify the existing SIMPLIS syntax file depress3.spl to produce the SIMPLIS syntax file
depress4.spl shown in the following text editor window by using the Save As option on
the File menu.
Action
Click on the Run LISREL push button
13
The option ME=ML in the Lisrel Output command has been replaced by ME=WLS.
Action
Click on the Run LISREL push button
The requested results are displayed in the output window for Depress3.out.
14
Actions
Select the file name jsp2.sav.
Click on the Open push button to load the following Save As dialog box.
15
Actions
Enter the name jsp2.psf in the File name string field.
Click on the Save push button to open the following PSF window.
Action
Select the Define Variables option from the Data menu of the PSF window to open the
following Define Variables dialog box.
16
Actions
Click on MATH1 to highlight (select) it.
Click on the Missing Values push button to open the following Missing Values for
MATH1 dialog box
Actions
Select the Missing Values radio button, enter the string -9.000 in the Global Missing
Value string field and check the Apply to all check box to produce the following Missing
Values for MATH1 dialog box
17
Actions
Click on the OK push buttons of the Missing Values and Define Variables dialog boxes to
return to the PSF window.
Use the Save option from the File menu to save the changes to the PSF.
Use the Close option of the File menu of the PSF window to close jsp2.psf.
Use the New option from the File menu to open the following New dialog box
Action
Select the Path Diagram option from the New menu to open the following Save As dialog
box
Action
Enter the name jsp2.pth in the File name string field to open the following PTH window
18
Actions
Select the Title and Comments option from the Setup menu to open the Title and
Comments dialog box.
Enter the title Multilevel CFA model for Numeric and Verbal Ability in the Title string
field to produce the following Title and Comments dialog box
Actions
Click on the Next push button to load the Groups dialog box.
Enter the label Group1: Between Schools in the first string field.
Use the down arrow key to create a string field for the second group.
19
Enter the label Group2: Within Schools in the second string field to produce the
following Group Names dialog box
Action
Click on the Next push button to load the following Labels dialog box.
Actions
Click on the Add/Read Variables push button to open the Add/Read Variables dialog box.
Select the Prelis System File option from the Read from file drop-down list box.
Use the Browse push button to select the file jsp2.psf in the TUTORIAL folder to
produce the following Add/Read Variables dialog box
20
Actions
Click on the Add Latent Variables push button to load the Latent Variables dialog box.
Enter the label NABILITY for Numeric Ability to produce the following Add Latent
Variables dialog box
Actions
Click on the OK push button.
Enter the label VABILITY for Verbal Ability.
Click on the OK push button to produce the following Labels dialog box.
21
Action
Click on the OK push button to produce the following PTH window
Actions
Click and drag the observed variables MATH1, MATH2, MATH3, ENG1, ENG2 and
ENG3 one by one into the PTH window.
Click and drag the latent variables NABILITY and VABILITY one by one into the PTH
window to produce the following PTH window
22
Actions
Use the Arrow on the Drawing Toolbar to insert paths from NABILITY to MATH1,
MATH2 and MATH3.
Use the Arrow on the Drawing Toolbar to insert paths from VABILITY to ENG1,
ENG2 and ENG3 to produce the following PTH window
23
Action
Select the Build SIMPLIS Syntax option from the Setup menu to produce the following
SPJ window
24
Actions
Insert the command line $CLUSTER SCHOOL after the Raw Data from File command.
Change the command line MATH1 = NABILITY to MATH1 = 1*NABILITY to set the
scale of NABILITY.
Change the command line ENG1 = VABILITY to ENG1 = 1*VABILITY to set the scale of
VABILITY.
In the Relationships paragraph of the Between Schools group, insert the following
SIMPLIS commands
Set the Variance of NABILITY Free
Set the Variance of VABILITY Free
Set the Covariance between NABILITY and VABILITY Free
Copy and Paste the relationships of the Between Schools group to the Relationships
paragraph of the Within Schools group.
Click on the Run LISREL icon
window.
25
26
27
Action
Use the Open option from the File menu to open the PRELIS System File depress.psf
to produce the following PSF window.
The final three columns shown in the PSF window above contain the latent variable scores
for the latent variables Self-esteem, Depressiveness and Impulsiveness.
28
Action
Click on the OK push button to run PRELIS25.EXE to produce the following PSF window.
29
The final column of the PSF window above contains the interaction scores.
Actions
Select the Regressions option from the Statistics menu to load the Regression dialog
box.
Highlight the variable name selfest and click on the Y-variables Add push button.
Highlight the variable names depress, impuls and dep_imp and click on the Xvariables Add push button to generate the following Regression dialog box.
Action
Click on the Run push button to run PRELIS25.EXE to produce the desired regression
results.
30
The SIMPLIS syntax file above specifies the measurement models under the null
hypothesis. This null hypothesis states that the measurement model parameters (factor
loadings, factor variances, factor covariances and measurement error variances) are
identical (invariant) across the two samples.
The first line identifies the first sample as the first group.
The second line provides the data source for the first sample.
Line 3 provides labels for the 3 latent variables.
Lines 4-10 specify the measurement model for the first sample.
Line 11 identifies the second sample as the second group.
Line 12 provides the data source for the second sample.
Line 13 requests a path diagram in the form of a PTH file.
Line 14 indicates the end of the syntax to be processed.
Since no Relationships paragraph is used for the second sample, all parameters are
assumed to be equal across the two samples.
31
Action
Click on the Run LISREL push button
The alternative hypothesis states that at least two parameters of the measurement model
are not identical across the two samples. The measurement models for the two samples
under this alternative hypothesis are specified in the SIMPLIS syntax file RetailH1.spl.
Actions
Use the Open option on the File menu to load the Open dialog box.
Browse to the folder that contains the SIMPLIS syntax file RetailH1.spl.
Double-click on the Open push button to open the following text editor window.
32
The first line identifies the first sample as the first group.
The second line provides the data source for the first sample.
Line 3 provides labels for the 3 latent variables.
Lines 4-10 specify the measurement model for the first sample.
Line 11 identifies the second sample as the second group.
Line 12 provides the data source for the second sample.
Lines 13-26 specify the measurement model for the second sample.
Line 27 requests a path diagram in the form of a PTH file.
Line 28 indicates the end of the syntax to be processed.
Note that the Set commands for the second sample are required to ensure that the factor
variances, factor covariances and measurement error variances are different across the
two samples. Otherwise, these parameters are assumed to be equal across the two
samples.
Action
Click on the Run LISREL push button
33
A Chi-square difference test is used to assess the cross validation of the measurement
model. In other words, a Chi-square difference test is used to test the null and alternative
hypotheses. The test statistic value for the Chi-square difference test is merely the
difference between the goodness-of-fit Chi-square test statistic values of the measurement
models under the null and the alternative hypotheses. The associated degrees of freedom
are merely the difference between the degrees of freedom of the measurement models
under the null and the alternative hypotheses. The Chi-square difference test results for
the measurement model for retail experience are summarized in the MS-Excel workbook
Retail.xls. The contents of this file are shown below.
The small P-values suggest that there is sufficient evidence that the null hypothesis is
rejected. In other words, the cross validation of the measurement model for retail
experience is not supported by the data of the two samples.
34
References
Boshoff, H.C. & Terblanche, N. (2002).
The Validation of Retail Experience Constructs. In preparation.
Browne, M.W. (1982).
Covariance Structures.
In D.M. Hawkins (Ed.), Topics in Applied Multivariate Analysis, pp. 72-141.
Cambridge: Cambridge University Press.
Browne, M.W. (1984).
Asymptotically Distribution-free Methods in the Analysis of Covariance Structures.
British Journal of Mathematical and Statistical Psychology, 37, 62-83.
Browne, M.W. (1987).
Robustness in Statistical Inference in Factor Analysis and Related Models.
Biometrika, 74, 375-384.
Du Toit, S.H.C. & Du Toit, M. (2001). Multilevel Structural Equation Modeling.
In I.G.G. Kreft, & J. de Leeuw (Eds.), Multilevel Modeling, in preparation.
Du Toit, M. & Du Toit, S.H.C. (2001).
Interactive LISREL Users Guide. Lincolnwood, IL: Scientific Software International, Inc.
Jreskog, K. & Srbom, D. (1996a).
PRELIS 2: Users Reference Guide. Chicago, IL: Scientific Software International, Inc.
Jreskog, K. & Srbom, D. (1996b).
LISREL 8: Users Reference Guide. Chicago, IL: Scientific Software International, Inc.
Jreskog, K. & Srbom, D. (1996c).
Structural Equation Modeling with the SIMPLIS Command Language.
Chicago, IL: Scientific Software International, Inc.
Jreskog, K. & Srbom, D. (2001).
The Student Edition of LISREL 8.51 for Windows [Computer Software].
Lincolnwood, IL: Scientific Software International, Inc.
Jreskog, K., Srbom, D., Du Toit, S.H.C. & Du Toit, M. (1999).
LISREL 8: New Statistical Features.
Chicago, Illinois: Scientific Software International, Inc.
Mortimore, P., Sammons, P., Stoll, L., Lewis, D. & Ecob, R. (1988).
School Matters: The Junior Years. Wells: Open Books.
Satorra, A. & Bentler, P.M. (1988).
Scaling Corrections for Chi-square Statistics in Covariance Structure Analysis.
Proceedings of the Business and Economic Statistics Section of the American
Statistical Association, 1988, 308-313.
35