Factorial Invariance - Texas Tech University Departments

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Factorial Invariance: Why It's
Important and How to Test for It
Todd D. Little
University of Kansas
Director, Quantitative Training Program
Director, Center for Research Methods and Data Analysis
Director, Undergraduate Social and Behavioral Sciences Methodology Minor
Member, Developmental Psychology Training Program
crmda.KU.edu
Colloquium presented 5-24-2012 @
University of Turku, Finland
Special Thanks to: Mijke Rhemtulla & Wei Wu
crmda.KU.edu
1
Comparing Across Groups or Across Time
• In order to compare constructs across two
or more groups OR across two or more
time points, the equivalence of
measurement must be established.
• This need is at the heart of the concept of
Factorial Invariance.
• Factorial Invariance is assumed in any
cross-group or cross-time comparison
• SEM is an ideal procedure to test this
assumption.
Comparing Across Groups or Across Time
• Meredith provides the definitive rationale
for the conditions under which invariance
will hold (OR not)…Selection Theorem
•
Note, Pearson originated selection theorem at the turn of the century
Which posits: if the
selection process effects
only the true score
variances of a set of
indicators, invariance
will hold
Classical Measurement Theorem
Xi = Ti + Si + ei
Where,
Xi is a person’s observed score on an item,
Ti is the 'true' score (i.e., what we hope to measure),
Si is the item-specific, yet reliable, component, and
ei is random error, or noise.
Note that Si and ei are assumed to be normally distributed
(with mean of zero) and uncorrelated with each other. And,
across all items in a domain, the Sis are uncorrelated with each
other, as are the eis.
Selection Theorem on
Measurement Theorem
X1 = T1 + S1 + e1
Selection
Process
X2 = T2 + S2 + e2
X3 = T3 + S3 + e3
Levels Of Invariance
• There are four levels of invariance:
1) Configural invariance - the pattern of fixed
& free parameters is the same.
2) Weak factorial invariance - the relative
factor loadings are proportionally equal across
groups.
3) Strong factorial invariance - the relative
indicator means are proportionally equal
across groups.
4) Strict factorial invariance - the indicator
residuals are exactly equal across groups
(this level is not recommended).
The Covariance Structures Model
      
where...
Σ = matrix of model-implied indicator variances and covariances
Λ = matrix of factor loadings
Ψ = matrix of latent variables / common factor variances and
covariances
Θ = matrix of unique factor variances (i.e., S + e and all
covariances are usually 0)
The Mean Structures Model
    
where...
μ = vector of model-implied indicator means
τ = vector of indicator intercepts
Λ = matrix of factor loadings
α = vector of factor means
Factorial Invariance
•
An ideal method for investigating the degree of
invariance characterizing an instrument is multiplegroup (or multiple-occasion) confirmatory factor
analysis; or mean and covariance structures (MACS)
models
•
MACS models involve specifying the same factor
model in multiple groups (occasions) simultaneously
and sequentially imposing a series of cross-group (or
occasion) constraints.
Some Equations
Configural invariance: Same factor loading pattern across groups, no constraints.

(g)

(g)

(g)

(g)

(g)

(g)

(g)

(g)

(g)
Weak (metric) invariance: Factor loadings proportionally equal across groups.

(g)
 
(g)
 
(g)

(g)

(g)
 
(g)
Strong (scalar) invariance: Loadings & intercepts proportionally equal across groups.

(g)
 
(g)
 
(g)

(g)
   
(g)
Strict invariance: Add unique variances to be exactly equal across groups.

(g)
 
(g)
 

(g)
   
(g)
Models and Invariance
• It is useful to remember that all models
are, strictly speaking, incorrect.
Invariance models are no exception.
"...invariance is a convenient fiction created
to help insecure humans make sense out of
a universe in which there may be no
sense."
(Horn, McArdle, & Mason, 1983, p. 186).
Measured vs. Latent Variables
• Measured (Manifest) Variables
•
•
•
Observable
Directly Measurable
A proxy for intended construct
• Latent Variables
•
•
•
•
The construct of interest
Invisible
Must be inferred from measured variables
Usually ‘Causes’ the measured variables (cf.
reflective indicators vs. formative indicators)
• What you wish you could measure directly
Manifest vs. Latent Variables
• “Indicators are our worldly
window into the latent space”
• John R. Nesselroade
Manifest vs. Latent Variables
Ψ11
ξ
λ11
1
λ21 λ31
X1
X2
X3
θ11
θ22
θ33
Selection Theorem
Ψ11
Selection
Influence
Ψ11
Group
(Time) 1
λ11
λ21
Group
(Time) 2
λ31
λ11
λ21
λ31
X1
X2
X3
X1
X2
X3
θ11
θ22
θ33
θ11
θ22
θ33
Estimating Latent Variables
Implied variance/covariance matrix
Ψ11
X1
ξ
λ11
X2
X3
X1 11y1111 + θ11
1
λ21
X2
11y1121
21y1121 + θ22
X3
11y1131
21y1131
λ31
X1
X2
X3
θ11
θ22
θ33
31y1131 + θ33
To solve for the parameters of a
latent construct, it is necessary to
set a scale (and make sure the
parameters are identified)
17
Scale Setting and Identification
Three methods of scale-setting
(part of identification process)
Arbitrary metric methods:
• Fix the latent variance at 1.0; latent mean at 0
•(reference-group method)
• Fix a loading at 1.0; an indicator’s intercept at 0
•(marker-variable method)
Non-Arbitrary metric method
• Constrain the average of loadings to be 1 and the
average of intercepts at 0
•(effects-coding method; Little, Slegers, & Card, 2006)
18
1. Fix the Latent Variance to 1.0
and Latent mean to 0.0)
Implied variance/covariance matrix
1.0*
X1
ξ
λ11
1
λ21
X2
X1
1112 + q11
X2
11 1 21
1212 + q22
X3
11 1 31
21 1 31
λ31
X3
1312 + q33
Three methods of setting scale
1) Fix latent variance (Ψ11)
X1
X2
X3
θ11
θ22
θ33
19
2. Fix a Marker Variable to 1.0
(and its intercept to 0.0)
Implied variance/covariance matrix
Ψ11
X1
ξ
1.0*
1
λ21
X2
X1
y11  q11
X2
1y1121
21y1121  q22
X3
1y1131
21y1131
X3
31y1131  q33
λ31
X1
X2
X3
θ11
θ22
θ33
20
3. Constrain Loadings to Average 1.0
(and the intercepts to average 0.0)
Implied variance/covariance matrix
Ψ11
X1
ξ
λ11= 3-λ21-λ31
1
λ21
X2
X1
(3-21- 31)y11(321- 31) + q11
X2
(3-21- 31)y1121
21y1121 + q22
X3
(3-21- 31) y1131
21y1131
X3
31y1131 + q33
λ31
X1
X2
X3
θ11
θ22
θ33
21
Configural invariance
xx
1*
Group 1:
.57
1
.61
2
.63
.63
.59
1*
.60
1
2
3
4
5
6
.12
.10
.10
.11
.10
.07
xx
1*
Group 2:
.64
1
.66
2
.71
.59
.55
1*
.57
1
2
3
4
5
6
.09
.11
.07
.11
.07
.06
Configural invariance
xx
1*
Group 1:
.57
1
.51
2
.63
.63
.59
1*
.60
1
2
3
4
5
6
.12
.10
.10
.11
.10
.07
xx
1*
Group 2:
.64
1
.76
2
.71
.59
.55
1*
.57
1
2
3
4
5
6
.09
.11
.07
.11
.07
.06
Configural invariance
-.07
1*
Group 1:
.57
1
.61
2
.63
.63
.59
1*
.60
1
2
3
4
5
6
.12
.10
.10
.11
.10
.07
-.32
1*
Group 2:
.64
1
.66
2
.71
.56
.55
1*
.57
1
2
3
4
5
6
.09
.11
.07
.11
.07
.06
Weak factorial invariance (equate λs across groups)
PS(2,1)
Group 1:
PS(1,1)
LY(1,1)
LY(2,1)
1
2
LY(3,1)
2
LY(4,2)
3
TE(2,2)
TE(1,1)
Note: Variances are
now Freed in group 2
1
1*
TE(3,3)
LY(5,2)
1*
PS(2,2)
LY(6,2)
4
5
6
TE(4,4)
TE(5,5)
TE(6,6)
PS(2,1)
PS(1,1)
Group 2:
=LY(1,1)
1
TE(1,1)
e
1
=LY(2,1)
2
=LY(3,1)
2
TE(2,2)
e
PS(2,2)
=LY(4,2) =LY(5,2) =LY(6,2)
3
TE(3,3)
4
5
6
TE(4,4)
TE(5,5)
TE(6,6)
F: Test of Weak Factorial Invariance
1*
(9.2.1.TwoGroup.Loadings.FactorID)
-.07
-.33
Positive
Negative
1.2
2
.58
Great
+ Glad
.12
.09
1*
.85
.59
.64
.62
.59
.61
Cheerful
+ Good
Happy
+ Super
Terrible
+ Sad
Down
+ Blue
Unhappy
+ Bad
.11
.10
.10
.07
.11
.11
.10
.07
.07
.06
Model Fit: χ2(20, n=759)=49.0; RMSEA=.062(.040-.084); CFI=.99;
M: Test of Weak Factorial Invariance
(9.2.1.TwoGroup.Loadings.MarkerID)
.33
.41
1*
Great
+ Glad
.12
.09
-.03
-.12
Positive
1.02 1.11
.39
.33
Negative
1*
.95
.97
Cheerful
+ Good
Happy
+ Super
Terrible
+ Sad
Down
+ Blue
Unhappy
+ Bad
.11
.10
.10
.07
.11
.11
.10
.07
.07
.06
Model Fit: χ2(20, n=759)=49.0; RMSEA=.062(.040-.084); CFI=.99; NNFI=.99
EF: Test of Weak Factorial Invariance
(9.2.1.TwoGroup.Loadings.EffectsID)
.36
.44
Positive
.96 .98
Great
+ Glad
.12
.09
-.03
-.12
1.06
.37
.31
Negative
1.03
.97 1.00
Cheerful
+ Good
Happy
+ Super
Terrible
+ Sad
Down
+ Blue
Unhappy
+ Bad
.11
.10
.10
.07
.11
.11
.10
.07
.07
.06
Model Fit: χ2(20, n=759)=49.0; RMSEA=.062(.040-.084); CFI=.99; NNFI=.99
Results Test of Weak Factorial Invariance
• The results of the two-group model with equality
constraints on the corresponding loadings provides a
test of proportional equivalence of the loadings:
Nested significance test:
(χ2(20, n=759) = 49.0) - (χ2(16, n=759) = 46.0) = Δχ2(4, n=759) = 3.0, p > .50
The difference in χ2 is non-significant and therefore the constraints are
supported. The loadings are invariant across the two age groups.
“Reasonableness” tests:
RMSEA: weak invariance = .062(.040-.084) versus configural = .069(.046-.093)
The two RMSEAs fall within one another’s confidence intervals.
CFI: weak invariance = .99 versus configural = .99
The CFIs are virtually identical (one rule of thumb is ΔCFI <= .01 is acceptable).
(9.2.TwoGroup. Loadings)
Adding information about means
• When we regress indicators on to constructs we can
•
•
also estimate the intercept of the indicator.
This information can be used to estimate the Latent
mean of a construct
Equivalence of the loading intercepts across groups
is, in fact, a critical criterion to pass in order to say
that one has strong factorial invariance.
Adding information about means
1*
1
1
2
TY(1)
TY(2)
AL(1)
3
AL(2)
2
4
5
TY(3) TY(4)
X
TY(5)
1*
6
TY(6)
Adding information about means
(9.3.0.TwoGroups.FreeMeans)
1
1
3.14
3.07
0*
0*
2
2.99
2.85
3
3.07
2.98
0*
0*
2
4
5
1.70
1.72
6
1.53
1.58
1.55
1.55
X
Model Fit: χ2(20, n=759) = 49.0 (note that model fit does not change)
Strong factorial invariance (aka. loading
invariance) – Factor Identification Method
(9.3.1.TwoGroups.Intercepts.FactorID)
-.07
-.33
1*
1.22
1
.58
.59
1
3.15
0*
-.16
.64
2
2.97
0*
.04
.62
3
4
3.08
1*
0.85
2
.59
.61
5
1.70
6
1.55
1.54
X
Model Fit: χ2(24, n=759) = 58.4, RMSEA = .061(.041;.081), NNFI = .986, CFI = .989
Strong factorial invariance (aka. loading
invariance) – Marker Var. Identification Method
(9.3.1.TwoGroups.Intercepts.MarkerID)
-.03
-.12
.33
.40
1
1*
1.03
1
0*
3.15
3.06
1.11
2
-.28
1.70
1.72
1*
3
4
-.43
.39
.33
2
.95
.97
5
0*
6
-.06
-.12
X
Model Fit: χ2(24, n=759) = 58.4, RMSEA = .061(.041;.081), NNFI = .986, CFI = .989
Strong factorial invariance (aka. loading
invariance) – Effects Identification Method
(9.3.1.TwoGroups.Intercepts.EffectsID)
-.03
-.12
.36
.44
1
.95
.98
1
.23
3.07
2.97
1.06
2
-.05
1.59
1.62
1.03
3
4
-.18
.37
.31
2
.97
1.00
5
.06
6
-.00
-.06
X
Model Fit: χ2(24, n=759) = 58.4, RMSEA = .061(.041;.081), NNFI = .986, CFI = .989
How Are the Means Reproduced?
Indicator mean = intercept + loading(Latent Mean)
i.e., Mean of Y = intercept + slope (X)
For Positive Affect then:
Group 1 (7th grade):
_
Y = τ + λ (α)
3.14 ≈ 3.15 + .58(0)
2.99 ≈ 2.97 + .59(0)
3.07 ≈ 3.08 + .64(0)
Group 2 (8th grade):
_
Y = τ + λ (α)
3.07 ≈ 3.15 + .58(-.16) = 3.06
2.85 ≈ 2.97 + .59(-.16) = 2.88
2.97 ≈ 3.08 + .64(-.16) = 2.98
Note: in the raw metric the observed difference would be -.10
3.14 vs. 3.07 = -.07
2.99 vs. 2.85 = -.14
gives an average of -.10 observed
3.07 vs. 2.97 = -.10
==============
i.e. averaging: 3.07 - 2.96 = -.10
The complete model with means, std’s, and r’s
(9.7.1.Phantom variables.With Means.FactorID)
1*
-.07
-.32
Positive
3
1.0*
(in group 1)
Negative
4
1.11
1.0*
(in group 2)
(in group 1)
1*
.92
(in group 2)
Estimated only in
group 2! Group 1 = 0
0*
Positive
1
.58
3.15
.59
2.97
-.16
.04
(z=2.02) (z=0.53)
.62
.64
3.08
X
1.70
Negative
2
.59
1.54
0*
.61
1.54
Model Fit: χ2(24, n=759) = 58.4, RMSEA = .061(.041;.081), NNFI = .986, CFI=.989
The complete model with means, std’s, and r’s
(9.7.2.Phantom variables.With Means.MarkerID)
1*
-.07
-.32
Positive
3
Negative
4
.62 .57
.58 .64
(in group 1)
0*
(in group 2)
Positive
1
1*
0*
1.03
-.28
1*
(in group 1)
3.15
3.06
1.70
1.72
1.11
-.43
1*
X
0*
(in group 2)
Negative
2
.95
-.06
0*
.97
-.12
Model Fit: χ2(24, n=759) = 58.4, RMSEA = .061(.041;.081), NNFI = .986, CFI=.989
The complete model with means, std’s, and r’s
(9.7.3.Phantom variables.With Means.EffectsID)
1*
-.07
-.32
Positive
3
Negative
4
.61 .56
.60 .67
(in group 1)
0*
(in group 2)
Positive
1
.96
.23
.98
-.05
1*
(in group 1)
3.07
2.97
1.59
1.62
1.06
-.18
1.03
X
.06
(in group 2)
Negative
2
.97
-.00
0*
1.00
-.06
Model Fit: χ2(24, n=759) = 58.4, RMSEA = .061(.041;.081), NNFI = .986, CFI=.989
Effect size of latent mean differences
Cohen’s d
=
(M2 – M1) / SDpooled
where SDpooled = √[(n1Var1 + n2Var2)/(n1+n2)]
Effect size of latent mean differences
Cohen’s d
=
(M2 – M1) / SDpooled
where SDpooled = √[(n1Var1 + n2Var2)/(n1+n2)]
Latent d
=
(α2j – α1j) / √ψpooled
where √ψpooled = √[(n1 ψ1jj + n2 ψ2jj)/(n1+n2)]
Effect size of latent mean differences
Cohen’s d
=
(M2 – M1) / SDpooled
where SDpooled = √[(n1Var1 + n2Var2)/(n1+n2)]
Latent d
=
(α2j – α1j) / √ψpooled
where √ψpooled = √[(n1 ψ1jj + n2 ψ2jj)/(n1+n2)]
dpositive
=
(-.16 – 0) / 1.05
where √ψpooled = √[(380*1 + 379*1.22)/(380+379)]
-.152
=
Comparing parameters across groups
1. Configural Invariance
Inter-occular/model fit Test
2. Invariance of Loadings
RMSEA/CFI difference Test
3. Invariance of Intercepts
RMSEA/CFI difference Test
4. Invariance of
Variance/
Covariance
Matrix
χ2 difference test
5. Invariance of
Variances
χ2 difference test
6. Invariance of
Correlations/Covariances
χ2 difference test
3b or 7. Invariance of Latent Means
χ2 difference test
The ‘Null’ Model
• The standard ‘null’ model assumes that all
•
•
covariances are zero – only variances are estimated
In longitudinal research, a more appropriate ‘null’
model is to assume that the variances of each
corresponding indicator are equal at each time
point and their means (intercepts) are also equal at
each time point (see Widaman & Thompson).
In multiple-group settings, a more appropriate
‘null’ model is to assume that the variances of each
corresponding indicator are equal across groups
and their means are also equal across groups.
44
References
Byrne, B. M., Shavelson, R. J., & Muthén, B. (1989). Testing for the equivalence of factor covariance and mean
structures: The issue of partial measurement invariance. Psychological Bulletin, 105, 456-466.
Cheung, G. W., & Rensvold, R. B. (1999). Testing factorial invariance across groups: A reconceptualization and
proposed new method. Journal of Management, 25, 1-27.
Gonzalez, R., & Griffin, D. (2001). Testing parameters in structural equation modeling: Every “one” matters.
Psychological Methods, 6, 258-269.
Kaiser, H. F., & Dickman, K. (1962). Sample and population score matrices and sample correlation matrices from an
arbitrary population correlation matrix. Psychometrika, 27, 179-182.
Kaplan, D. (1989). Power of the likelihood ratio test in multiple group confirmatory factor analysis under partial
measurement invariance. Educational and Psychological Measurement, 49, 579-586.
Little, T. D., Slegers, D. W., & Card, N. A. (2006). A non-arbitrary method of identifying and scaling latent variables in
SEM and MACS models. Structural Equation Modeling, 13, 59-72.
MacCallum, R. C., Roznowski, M., & Necowitz, L. B. (1992). Model modification in covariance structure analysis:
The problem of capitalization on chance. Psychological Bulletin, 111, 490-504.
Meredith, W. (1993). Measurement invariance, factor analysis and factorial invariance. Psychometrika, 58, 525-543.
Steenkamp, J.-B. E. M., & Baumgartner, H. (1998). Assessing measurement invariance in cross-national consumer
research. Journal of Consumer Research, 25, 78-90.
45
Factorial Invariance: Why It's
Important and How to Test for It
Todd D. Little
University of Kansas
Director, Quantitative Training Program
Director, Center for Research Methods and Data Analysis
Director, Undergraduate Social and Behavioral Sciences Methodology Minor
Member, Developmental Psychology Training Program
crmda.KU.edu
Colloquium presented 5-24-2012 @
University of Turku, Finland
Special Thanks to: Mijke Rhemtulla & Wei Wu
crmda.KU.edu
46
Update
Dr. Todd Little is currently at
Texas Tech University
Director, Institute for Measurement, Methodology, Analysis and Policy (IMMAP)
Director, “Stats Camp”
Professor, Educational Psychology and Leadership
Email: [email protected]
IMMAP (immap.educ.ttu.edu)
Stats Camp (Statscamp.org)
www.Quant.KU.edu
47

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