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whether or not a multivariate set of nonexperimental data fits well with a particular (a

priori) causal model. Elazar J. Pedhazur (Multiple Regression in Behavioral Research,

2nd edition, Holt, Rinehard and Winston, 1982) has a nice introductory chapter on path

analysis which is recommended reading for anyone who intends to use path analysis.

This lecture draws heavily upon the material in Pedhazur's book.

Consider the path diagram presented in Figure 1.

Figure 1

SES

1 p41 = .009

p31 = .398

r12 = .3 3 4

p32 = .041

E3

p42 = .501 E4

IQ

2

Each circle represents a variable. We have data on each variable for each subject. In

this diagram SES and IQ are considered to be exogenous variables -- their variance

is assumed to be caused entirely by variables not in the causal model. The connecting

line with arrows at both ends indicates that the correlation between these two variables

will remain unanalyzed because we choose not to identify one variable as a cause of

the other variable. Any correlation between these variables may actually be casual (1

causing 2 and/or 2 causing 1) and/or may be due to 1 and 2 sharing common causes.

For example, having a certain set of genes may cause one to have the physical

appearance that is necessary to obtain high SES in a particular culture and may

independently also cause one to have a high IQ, creating a spurious correlation

Copyright 2008, Karl L. Wuensch - All rights reserved.

Path.doc

Page 2

between 1 and 2 that is totally due to their sharing a common cause, with no causal

relationship between 1 and 2. Alternatively, some genes may cause only the physical

appearance necessary to obtain high SES and high SES may cause high IQ (more

money allows you to eat well, be healthy, afford good schools, etc., which raises your

IQ). Alternatively, the genes may cause only elevated IQ, and high IQ causes one to

socially advance to high SES. In this model we have chosen not to decide among these

alternatives.

GPA and nAch are endogenous variables in this model -- their variance is

considered to be explained in part by other variables in the model. Paths drawn to

endogenous variables are directional (arrowhead on one end only). Variance in GPA is

theorized to result from variance in SES, IQ, nAch, and extraneous (not in the model)

sources. The influence of these extraneous variables is indicated by the arrow from EY.

Variance in nAch is theorized to be caused by variance in SES, IQ, and extraneous

sources.

Please note that the path to an endogenous variable must be unidirectional in

path analysis. Were we to decide that not only does high SES cause high nAch but

that also high nAch causes high SES, we could not use path analysis.

For each path to an endogenous variable we shall compute a path coefficient,

p , where "i" indicates the effect and "j" the cause. If we square a path coefficient we

ij

get the proportion of the affected variable's variance that is caused by the causal

variable. The coefficient may be positive (increasing the causal variable causes

increases in the dependent variable if all other causal variables are held constant) or

negative (increasing causal variable decreases dependent variable).

A path analysis can be conducted as a hierarchical (sequential) multiple

regression analysis. For each endogenous variable we shall conduct a multiple

regression analysis predicting that variable (Y) from all other variables which are

hypothesized to have direct effects on Y. We do not include in this multiple regression

any variables which are hypothesized to affect Y only indirectly (through one or more

intervening variables). The beta weights from these multiple regressions are the path

coefficients shown in the typical figures that are used to display the results of a path

analysis.

Consider these data from Pedhazur:

IQ nAch GPA

SES .300 .410 .330

IQ .160 .570

nAch .500

For our analysis, let us make one change in Figure 1: Make IQ an endogenous

variable, with SES a cause of variance in IQ (make unidirectional arrow from SES to

IQ). Our revised model is illustrated in Figure 1A, to which I have added the path

coefficients computed below.

Page 3

Figure 1A

SES

1 .009

.398

.3 3 4

.911

.041 E3 .501 .710

E4

IQ

2

.954

E2

Obtain and run Path-1.sas from my SAS Programs page. Here is the code that

produced the coefficients for the model in the figure above:

PROC REG;

Figure_1_GPA: MODEL GPA = SES IQ NACH;

Figure_1_nACH: MODEL NACH = SES IQ;

Our diagram indicates that GPA is directly affected by SES, IQ, and nAch. We

regress GPA on these three causal variables and obtain R24.123 = .49647, β41.23 = p41 = .

009, β42.13 = p42 = .501, and β43.12 = p43 = .416. The path coefficient from extraneous

variables is 1 −R 42.123 = 1 −.49647 = .710 . We see that GPA is directly affected by IQ,

nAch, and extraneous variables much more than by SES, but we must not forget that

SES also has indirect effects (through IQ & nAch) upon GPA. We shall separate direct

from indirect effects later.

Achievement motivation is affected by both SES and IQ in our model, and these

causes are correlated with one another. We regress nAch on these two causal

variables and obtain R23.12 = .1696, β31.2 = p31 = .398, and β32.1 = p32 = .041. The path

coefficient from E3 to nAch is 1 −R32.12 = 1 − .1696 = .911 . We see that nAch is more

strongly caused by SES than by IQ, and that extraneous variables exert great

influence.

Page 4

Now consider the path to IQ from SES. Since there is only one predictor

variable in this model, the path coefficient is the simple (zero-order) r between IQ and

SES, which is .300. This would also be the case if the Y variable were theorized to be

affected by two independent causes (see Figure 2, in which our model theorizes that

the correlation between 1 and 2 equals 0). The path coefficient from extraneous

variables to IQ as a residual of the SES-IQ correlation, 1 − r 2 = 1 − .09 = .954 .

Figure 2

r12 = 0

1

p31

p31 = r31

3

p32 = r32

p32

Note that the program contains the correlation matrix from Pedhazur. I decided

to use an N of 50, but did not enter means and standard deviations for the variables, so

the parameter estimates that SAS produces are standardized (the slope is a beta).

Decomposing Correlations

The correlation between two variables may be decomposed into four

components:

1. the direct effect of X on Y,

2. the indirect effect of X (through an intervening variable) on Y,

3. an unanalyzed component due to our not knowing the direction of causation

for a path, and

4. a spurious component due to X and Y each being caused by some third

variable or set of variables in the model.

Page 5

The correlation between SES and IQ, r12, will be unanalyzed because of the

bi-directional path between the two variables.

The correlation between SES and nAch, r13 = .410 is decomposed into:

• p31, a direct effect, SES to nAch, which we already computed to be .398, and

• p32r12, an unanalyzed component, SES to IQ to nAch, whose size = .041(.3) = .

012. -- SES could indirectly affect nAch if SES causes changes in IQ which in

turn cause changes in nAch, but we do not know the nature of the causal

relationship between SES and IQ, so this component must remain unanalyzed.

• When we sum these two components, .398 + .012, we get the value of the

original correlation, .410.

• p32, the direct effect, = .041 and

• p31r12, an unanalyzed component, IQ to SES to nAch, = .398(.3) = .119.

• Summing .041 and .119 gives the original correlation, .16.

• p41, the direct effect, = .009.

• p43p31, the indirect effect of SES through nAch to GPA, = .416(.398) = .166.

• p42r12, SES to IQ to GPA, is unanalyzed, = .501(.3) = .150.

• p43p32r12, SES to IQ to nAch to GPA, is unanalyzed, = .416(.041)(.3) = .005.

• When we sum .009, .166, ,150, and .155, we get the original correlation, .33.

• The total effect (or effect coefficient) of X on Y equals the sum of X's direct

and indirect effects on Y -- that is, .009 + .166 = .175.

The IQ - GPA correlation, r24, =.57 is decomposed into:

• p42, a direct effect, = .501.

• p43p32, an indirect effect through nAch to GPA, = .416(.041) = .017.

• p41r12, unanalyzed, IQ to SES to GPA, .009(.3) = .003

• p43p31r12, unanalyzed, IQ to SES to nAch to GPA, = .416(.398)(.3) = .050.

• The original correlation = .501 + .017 + .003 .050 = .57.

• p43, the direct effect, = .416

• and a spurious component due to nAch and GPA sharing common causes

SES and IQ

o p41p31, nAch to SES to GPA, = (.009)(.398).

Page 6

o p42p32, nAch to IQ to GPA, = (.501)(.041).

o p42r12p31, nAch to SES to IQ to GPA, = (.501)(.3)(.398).

o These spurious components sum to .084. Note that in this decomposition

elements involving r12 were classified spurious rather than unanalyzed

because variables 1 and 2 are common (even though correlated) causes

of variables 3 and 4.

Here is a summary of the decomposition of correlations from Figure 1:

r12 = unanalyzed r13 = p31 + p32r12 r23 = p32 + p31r12

DE U DE U

r14 = p41 + p43p31 + (p43p32r12 + p42r12) r24 = p42+ p43p32 + (p41r12 + p43p31r12)

DE IE U DE IE U

DE S

Are you sufficiently confused yet? I get confused doing these decompositions

too. Here is a relatively simple set of instructions to help you decide whether a path is

direct, indirect, spurious, or unanalyzed: Put your finger on the affected variable and

trace back to the causal variable. Now,

• If you cross only one arrowhead, head first, you have a direct effect.

• If you cross two or more arrowheads, each head first, you have an indirect

effect.

• If you cross a path that has arrowheads on both ends, the effect is unanalyzed

(or possibly spurious)

• Only cross a path not head first when you are evaluating a spurious effect -- that

is, where a pair of variables is affected by a common third variable or set of

variables. For example, some of the correlation between X and Y below is due

to the common cause Z.

Z

X Y

than unanalyzed if both of the variables in the bidirectional path are causes of

both of the variables in the correlation being decomposed, as illustrated below:

Page 7

Z1 Z2

X Y

The r12 is now p21, the direct effect of SES on IQ.

The correlation between SES and nAch, r13 = .410 is decomposed into:

• p31, a direct effect, SES to nAch, .398, and

• p32p21, an indirect effect, SES to IQ to nAch, whose size = .041(.3) = .012. --

Note that this indirect effect was an unanalyzed component of r13 in the previous

model.

• The total effect (or effect coefficient) of X on Y equals the sum of X's direct

and indirect effects on Y. For SES to nAch, the effect coefficient = .398 + .012

= .410 = r13. Note that making SES a cause of IQ in our model only slightly

increased the effect coefficient for SES on IQ (by .012).

• p32, the direct effect, = .041 and

• p31p21, a spurious component, IQ to SES to nAch, = .398(.3) = .119. Both nAch

and IQ are caused by SES, so part of the r23 must be spurious, due to that

shared common cause rather than to any effect of IQ upon nAch. This

component was unanalyzed in the previous model.

• p41, the direct effect, = .009.

• p43p31, the indirect effect of SES through nAch to GPA, = .416(.398) = .166.

• p42p21, the indirect effect of SES to IQ to GPA, is unanalyzed, .501(.3) = .150.

• p43p32p21, the indirect effect of SES to IQ to nAch to GPA, = .416(.041)(.3) = .

005.

• The indirect effects of SES on GPA total to .321. The total effect of SES on GPA

= .009 + .321 = .330 = r14. Note that the indirect and total effects of SES upon

GPA are greater in this model than in the previous model. Considering SES a

cause of variance in IQ moved what otherwise would be SES' unanalyzed effects

into its indirect effects.

• p42, a direct effect, = .501.

• p43p32, an indirect effect through nAch to GPA, = .416(.041) = .017.

Page 8

• p41p21, spurious, IQ to SES to GPA, .009(.3) = .003 (IQ and GPA share the

common cause SES).

• p43p31p12, spurious, IQ to SES to nAch to GPA, .416(.398)(.3) = .050 (the

common cause also affects GPA through nAch).

• The total effect of IQ on GPA = DE + IE = .501 + .017 = .518 = r24 less the

spurious component.

The nAch - GPA correlation, r34 = .50, is decomposed in exactly the same way

it was in the earlier model.

r12 = p21 r13 = p31 + p32p21 r23 = p32 + p31p21

DE IE DE S

r14 = p41 + (p43p31 + p43p32p21 + p42p21) r24 = p42 + p43p32 + (p41p21 + p43p31p21)

DE IE DE IE S

DE S

Overidentified Models

Consider a simple three variable model where r12 = r23 = .50 and r13 = .25. In

Figure 3A and Figure 3B are two different "just-identified" models of the causal

relationships among these three variables. In a just-identified model there is a direct

path (not through an intervening variable) from each variable to each other variable.

Note that the decomposed correlations for both models can be used to "reproduce" the

original correlations perfectly, even though the two models present quite different

pictures of the casual relationships among the variables.

Page 9

Figure 3A

Model A

1

p31

.00

p21 .50

3

.866

p32 .50 E3

2 .866

E2

Figure 3B

Model B

.968 E1

1

p13

.25

p21 .40

3

p23 .40

2 .775

Page 10

Model A Model B

r12 = .50 p21 = .50 p21 + p23p13

.50 .40 + .10

DE DE + spurious component

r13 = .25 p31 + p32p31 p31

0.00 + .25 .25

DE + IE DE

r23 = .50 p32 + p31p21 p23 + p21p13

.50 + 0.00 40 + .10

DE + spurious DE + IE

least one pair of variables are not connected to each other by direct paths. In Model A

it is hypothesized that 1 causes 2, 2 causes 3, and there is no direct effect of 1 on 3. In

B it is hypothesized that 2 causes both 1 and 3 with no nonspurious effect between 1

and 3. Both models attempt to explain the r13 in the absence of any direct effect of 1 on

3.

Figure 4A

Model A

p21 .50

.866

E2 p32 E3

.866 2 3

.50

Page 11

Figure 4B

Model B

.866

E1

1

p12 .50

.866

p32 E3

2 3

.50

• In Model B, r13 = p32p21 = .5(.5) = .25 = spurious correlation between 1 and 3 due

to their sharing 2 as a common cause.

One may attempt to determine how well an overidentified path model fits the

data by checking how well the original correlation matrix can be reproduced using the

path coefficients. Any just-identified model will reproduce the correlation matrix

perfectly. However, two radically different overidentified models may reproduce the

correlation matrix equally well. For our overidentified models A and B, r13 = p32p21 in A =

.25 = p32p21 in B. That is, A and B fit the data equally well (perfectly). Being able to

reproduce the correlation matrix should lend support to your model in the sense that

you have attempted to refute it but could not, but it does not in any way "prove" your

model to be correct -- other models may pass the test just as well or even better!

Consider another overidentified model, based on the same data used for all

models in Figures 3 and 4. As shown in Figure 5, this model supposes that 3 affects 1

directly and 2 only indirectly. That is, r23 is due only to an indirect effect of 3 on 2. The

r23 here decomposes to p21p13 = (.50)(.25) = .125, the IE of 3 through 1 on 2 -- but the

original r23 = .50. This model does such a lousy job of reproducing r23 that we conclude

that it is not supported by the data.

Page 12

Figure 5

E1 p13

.968 1 .25 3

p21 .50

E2

.866 2

Figure 6, we hypothesize no direct effects of SES on GPA or of IQ on nAch, and we

choose not to directionalize the SES - IQ relationship. Since nAch is now caused only

by SES and E3, p31 = r13. Since GPA is now directly affected only by nAch and IQ (and

E4), we regress GPA on nAch and IQ and obtain β42.3 = p42 = .503 and β43.2 = p43 = .420

Path-1.sas includes computation of the path coefficients for the model in Figure 6:

Figure_6: MODEL GPA = IQ NACH;

Figure 6

SES

1 E3

p31

.410 .912

r12 .3 3 .420 4

p42 .710

.503 E4

IQ

2

Page 13

Now, to see how well this overidentified model fits the data, we reproduce the

original correlations (rr = reproduced correlation coefficient, r = original coefficient)

rr12 = r12 = .3 rr13 = p31 = .41 = r13

U DE

IE U

U

DE U

rr34 = p43 + p42r12p31 = .420 + .062 = .482 r34 = .500

DE S

Note that there are relatively small discrepancies between the reproduced

correlations and the original correlations, indicating that the model fits the data well.

While effect coefficients can be computed by decomposing correlations into

direct, indirect, spurious, and unanalyzed components, in complex models the

arithmetic becomes overly tedious and prone to error. I shall now show you how to

obtain effect coefficients via matrix algebra.

Consider the model from Figure 1A (with SES a cause of IQ).

1. We first create an identity matrix with as many rows (and columns) as

there are endogenous variables. For this example, that will be a 3 x 3 matrix.

2. We next obtain DYY, the matrix of direct effects of endogenous variables

(Y's) on endogenous variables. These are simply the path coefficients (obtained as

Beta weights in multiple regressions). For this example, the DYY is:

Page 14

IQ nAch GPA

.000 .000 .000 IQ

.041 .000 .000 nAch

.501 .416 .000 GPA

Read this matrix this way: "Direct effect of <column header> upon <row label>.

For example, the first column indicates that IQ has no effect on IQ, .041 DE on nAch, .

501 DE on GPA. Column 2 reads nAch has no DE on IQ or nAch and a .416 DE on

GPA. Column 3 indicates GPA has no DE on anything.

3. Calculate matrix B by subtracting DYY from I.

4. Invert matrix B to obtain B-1(B2 in the SAS program).

5. Multiply B-1 by -1 (producing matrix B3 in the SAS program).

6. Obtain matrix DYX, the matrix of direct effects (path coefficients) of

exogenous variables (X's) on endogenous variables. For our example this is a 3 x 1

matrix:

SES

.300 IQ

.398 nAch

.009 GPA

8. Multiply -B-1 by C to obtain the matrix of (total) effect coefficients for

exogenous to endogenous variables, EYX:

SES

.300 IQ

.410 nAch

.330 GPA

Page 15

9. Subtract DYX (add C) from EYX to obtain IYX, the matrix of indirect effects of

exogenous on endogenous variables:

SES

.000 IQ

.012 nAch

.321 GPA

10. Subtract I from B-1 to obtain EYY, the matrix of total effects of endogenous

variables on endogenous variables:

IQ nAch GPA

.000 .000 .000 IQ

.041 .000 .000 nAch

.518 .416 .000 GPA

11. Finally, subtract DYY from EYY to obtain IYY , the matrix of indirect effects

among endogenous variables:

IQ nAch GPA

.000 .000 .000 IQ

.000 .000 .000 nAch

.017 .000 .000 GPA

Path-1.sas includes the code necessary to do the matrix algebra for computing

these effect coefficients as well as those for the model in Figure 1 and the model in

Figure 6.

This matrix method is most useful with complex models. Such a complex model

is presented in Figure 7. The X’s are Fathers’ education, Fathers’ occupation, and

number of siblings. The Y’s are subjects’ education, occupation, and income. Subjects

were "non-Negro men, 35-44 age group." Path coefficients to Y1 were obtained by

regressing Y1 on X1, X2, and X3; to Y2 by regressing Y2 on Y1, X1, X2, and X3; and to Y3

by regressing Y3 on Y1, Y2, X1, X2, and X3. Run Path-2.sas to see the computation of

the path coefficients and the effect coefficients.

Page 16

Evaluating Models

Starting with a just-identified model, one may want to do some "theory

trimming" -- that is, evaluate whether or not dropping one or more of the paths would

substantially reduce the fit between the model and the data. For example, consider the

model in Figure 7. We regressed Y1 on X1, X2, and X3 to obtain the path coefficients

Page 17

(Beta weights) to Y1. If we wished to use statistical significance as our criterion for

retaining a coefficient, we could delete any path for which our multiple regression

analysis indicated the Beta was not significantly different from zero. One problem with

this approach is that with large sample sizes even trivially small coefficients will be

"statistically significant" and thus retained. One may want to include a

"meaningfulness" criterion and/or a minimum absolute value of Beta for retention. For

example, if |β| < .05, delete the path; if .05 < |β| < .10 and the path "doesn't make

(theoretical) sense," delete it. In Figure 7 all paths to Education are large enough to

pass such a test.

Consider Occupation regressed on Education, Dad’s Education, Dad’s

Occupation, and Sibs. The Beta for Dad’s Education is clearly small enough to delete.

We might also decide to delete the path from Sibs if it does not seem sensible to us

that one's occupation be directly affected by the number of sibs one has. Of course,

deleting one predictor will change the Beta weights of remaining predictors, so one may

want to delete one variable at a time, evaluating all remaining predictors at each step.

If you are eliminating two or more predictors at one stage (for example, Dad’s

Education and Sibs to Occupation) and wish to test whether simultaneously eliminating

them significantly affects the model at that stage, use a partial F test.

For Income regressed on all other variables, it appears that the direct paths from

Dad’s Education, Dad’s Occupation, and Sibs could all be eliminated. Notice, however,

that we have evaluated this model in three separate stages. It is possible that

eliminating one path might not have a significant effect on the model at that stage, but

nonetheless might have a significant effect on the entire model. Later I shall show you

how to test the entire model.

Perhaps the most serious criticism of the sort of theory trimming described

above is that it is applied a posteriori. Some argue that the data should not be allowed

to tell one which hypotheses to test and which not to test. One should always feel more

comfortable with a priori trimming, that is, trimming that is supported on theoretical

grounds. To some extent, that is the function of the "meaningfulness" criterion I

mentioned earlier. We might have a priori suspicions that a particular path is not

important, but include it in our just identified model anyhow, later trimming it away if the

data results in it receiving the low Beta we expected.

Once one has trimmed away some paths (a priori or a posteriori) from a just

identified model, e is left with an overidentified model. Specht (On the evaluation of

causal models, Social Science Research, 1975, 4, 113-133) developed a goodness of

fit statistic (Q) to measure how well a trimmed model fits the data and a test statistic

(W) to test the null hypothesis that the trimmed model fits the data as well as does the

just-identified model. If our trimmed model is not significantly different from the just-

identified model, then we feel more comfortable with it. The flaw in this is that even a

poorly fitting model will not differ significantly from the just-identified model if sample

size (and thus power) is low, and a good fitting model will differ significantly from the

just-identified model if sample size (and power) is large. Specht’s Q seems to have

been replaced by more modern goodness of fit statistics. I have not seen it in modern

statistical packages.

Page 18

The statistical test (W) of the null hypothesis that the model fits the data is based

upon how well the model reproduces the observed correlation matrix. I shall use the

overidentified model of Figure 5 as a simple example. First, one creates a

just-identified model with which to compute R2F, an R2 for an entire just-identified (full)

model. Variables that are exogenous in the model to be tested must also be

exogenous in the just identified model being used for comparison purposes, and

variables that are endogenous in the overidentified model must be endogenous in the

just identified model too, so I'll use Figure 3B. To obtain R2F one simply obtains the

product of the squares of all the error paths and subtracts from one. For Figure 3B,

R2F = 1 - (.968)2(.775)2 = .437.

Next, one computes R2R , an R2 for the overidentified (reduced) model being

tested. Again, one simply obtains the product of the squared error path coefficients and

subtracts from one. For Figure 5, R2R = 1 - (.968)2(.866)2 = .297. The smaller R2R is

relative to R2F , the poorer the fit, and the fit here looks poor indeed. Were the

overidentified model to perfectly reproduce the original correlation matrix, R2R would

equal R2F, and the fit would be perfect.

We next compute Q, a measure of the goodness of fit of our overidentified

1 − RF2

model, relative to a perfectly fitting (just identified) model. Q= . For our

1 − RR2

example, Q = (1 -.437)/(1 -.297) = .801. A perfect fit would give a Q of one; less than

perfect fits yield Q's less than one. Q can also be computed simply by computing the

product of the squares of the error path coefficients for the full model and dividing by

the square of the products of the error path coefficients for the reduced model. For our

(.968 ) 2 (.775 ) 2

model, Q = = .801 .

(.968 ) 2 (.866 ) 2

Finally, we compute the test statistic, W = -(N - d) ∗ ln(Q) where N = sample

size (let us assume N = 100), d = number of overidentifying restrictions (number of

paths eliminated from the full model to yield the reduced model), and ln = natural

logarithm. For our data, W = -(100 - 1) * ln(.801) = 21.97. W is evaluated with the

chi-square distribution on d degrees of freedom. For our W, p <.0001 and we conclude

that the model does not fit the data well. If you compute W for Figure 4A or 4B you will

obtain W = 0, p = 1.000, indicating perfect fit for those models.

The overidentified model (Figure 5) we tested had only one restriction (no p23),

so we could have more easily tested it by testing the significance of p23 in Figure 3B.

Our overidentified models may, however, have several such restrictions, and the

method I just presented allows us simultaneously to test all those restrictions. Consider

the overidentified model in Figure 6. The just identified model in Figure 1 is an

appropriate model for computing R2F. Please note that the model in Figure 1A (with IQ

endogenous rather than exogenous) would not be appropriate, since that model would

include an E2 path, but our overidentified model has no E2 path (paths are drawn from

extraneous variables to endogenous variables but not to exogenous variables). In the

just-identified model E3 = 1 − R32.12 = .911 and E 4 = 1 − R 42.123 = .710 . For our

overidentified model E3 = 1 − R32.1 = .912 and E4 = 1 − R42.23 = .710 .

R2F = 1 - (.911)2(.710)2 = .582. R2R = 1 - (.912)2(.710)2 = .581. Q = (1 - .582)/(1 - .581)

Page 19

p = .91, our overidentified model fits the data well.

Let us now evaluate three different overidentified models, all based on the same

correlation matrix. Variable V is a measure of the civil rights attitudes of the Voters in

116 congressional districts (N = 116). Variable C is the civil rights attitude of the

Congressman in each district. Variable P is a measure of the congressmen's

Perceptions of their constituents' attitudes towards civil rights. Variable R is a measure

of the congressmen's Roll Call behavior on civil rights. Suppose that three different a

priori models have been identified (each based on a different theory), as shown in

Figure 8.

Figure 8

Just-Identified Model

C .867

EC

.498

.324

.075

V R

.560

.366 .507

.556

ER

P

.595

EP

Page 20

Model X

C .766

EC

.643

.327

V R

.613

.510

.738

ER

P

.675

EP

2 2 2 2

•

For Model X, R R = 1 - (.766) (.675) (.510) = .9305.

Page 21

Model Y

C .867

EC

.498

.327

V R

.613

.643 .510

ER

P

.766

EP

2 2 2 2

•

For Model Y, R R = 1 - (.867) (.766) (.510) = .8853.

Page 22

Model Z

C .867

EC

.498

.327

V R

.613

.366 .510

.556

ER

P

.595

EP

2 2 2 2

•

For Model Z, R R = 1 -(.867) (.595) (.510) = .9308.

•

Goodness of fit Q = (1 - .9316)/(1 - .9305) = .0684/.0695 = .9842.

x

•

Q = .0684/(1 - .8853) = .5963.

y

•

Q = .0684/(1 - .9308) = .9884.

z

• It appears that Models X and Z fit the data better than does Model Y.

Page 23

C or to R), p = .41. We do not reject the null hypothesis that Model X fits the data.

WY = -(116 - 2) ∗ ln(.5963) = 58.939, on 2 df, p <.0001. We do reject the null and

conclude that Model Y does not fit the data.

WZ = -(116 - 1) ∗ ln(.9884) = 1.342, on 1 df (only one restriction, no V to R direct

path) p = .25. We do not reject the null hypothesis that Model Z fits the data. It seems

that Model Y needs some revision, but Models X and Z have passed this test.

Sometimes one can test the null hypothesis that one reduced model fits the data

as well as does another reduced model. One of the models must be nested within the

other -- that is, it can be obtained by eliminating one or more of the paths in the other.

For example, Model Y is exactly like Model Z except that the path from V to P has been

eliminated in Model Y. Thus, Y is nested within Z. To test the null, we compute

W = -(N -d) ∗ ln[(1 - M1)/(1 - M2)] . M2 is for the model that is nested within the other,

and d is the number of paths eliminated from the other model to obtain the nested

model. For Z versus Y, on d = 1 df, W = -(116 - 1) * ln[(1 - .9308)/(1 - .8853) = 58.112,

p < .0001. We reject the null hypothesis. Removing the path from V to P significantly

reduced the fit between the model and the data.

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