Two-level CFA and restriction of error variance of the between level

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janmicha...@googlemail.com

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Feb 7, 2019, 7:04:18 AM2/7/19
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I'm wondering why it could make sense to restrict the error variance at the between level in a two-level CFA (or SEM)?

This is done in Example 9.6 in the MPLUS manual and also repeated (marked as optional) in a slide-deck by Yves Rosseel on Multilevel Structural Equation Modeling with lavaan.

 

I'm using lavaan and I was wondering when this could make sense and what it implies?

 

I sometimes get negative error variances at the between level (i.e., Haywood cases) so a qualified constraint would be useful for me, but I don't want to do it without understanding its origin.

 

I'm having data on 15 items that I suppose belong to 3 factors and 20 clusters with about 2000 observations (distributed more or less balanced across the cluster, but not equally).

Chandra Sekhar Singh

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Feb 7, 2019, 7:47:44 AM2/7/19
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Hi.
I need MPLUS software for my PhD data analysis.
I am using Multi-level modeling in my research. pls, help in this regard. 

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Best regards,

Chandra Sekhar Singh
PhD Scholar (Management)
ABV-Indian Institute of Information Technology & Management, Gwalior, M.P. India (Institute of National Importance)
Contact No. +91-9425718177

janmicha...@googlemail.com

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Feb 7, 2019, 10:46:14 AM2/7/19
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maybe to add on my current model: The error variances in the between level model are extremely small:

Variances:
                Estimate  Std.Err  z-value  P(>|z|)
 .x1             0.001    0.001    0.789    0.430
 .x2            -0.001    0.001   -0.921    0.357
 .x3            -0.002    0.001   -2.772    0.006
 .x4             0.000    0.001    0.041    0.967
 .x5            -0.000    0.001   -0.590    0.555
 .x6            -0.000    0.001   -0.117    0.907
 .x7             0.001    0.001    0.623    0.533
 .x8            -0.001    0.001   -1.572    0.116
 .x9             0.000    0.001    0.314    0.754
 .x10           -0.000    0.001   -0.383    0.702
 .x11           -0.001    0.000   -2.440    0.015
 .x12           -0.001    0.000   -2.265    0.024
 .x13            0.001    0.001    0.764    0.445
 .x14           -0.001    0.001   -1.532    0.125
 .x15           -0.000    0.000   -1.228    0.219

Terrence Jorgensen

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Feb 8, 2019, 6:37:24 AM2/8/19
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I sometimes get negative error variances at the between level (i.e., Haywood cases) so a qualified constraint would be useful for me, but I don't want to do it without understanding its origin.


If your items meet scalar ("strong") invariance across clusters, that implies residual variances == 0 at the between level.


Most of the estimates do not significantly differ from 0 (the one exception might be a Type I error: 1 out of 15 tests would not be a surprise).

Terrence D. Jorgensen
Assistant Professor, Methods and Statistics
Research Institute for Child Development and Education, the University of Amsterdam


janmicha...@googlemail.com

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Feb 9, 2019, 8:50:19 AM2/9/19
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Thank you for your excellent reference. I very much enjoyed reading it. The link between multi-level SEM and multi-group SEM was actually the one that solved my questions. 

 

I indeed have strong / scalar invariance in the multi-group setting. 

Chao Xu

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Feb 9, 2019, 9:01:38 PM2/9/19
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Hi,

I have an issue that, if the error variance at the between level is not constrained to 0, my model become non-identifiable. What problem could this be due to? Would it be possible for you to share your model syntax? Thank you very much.

Chao Xu

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Feb 10, 2019, 4:37:20 PM2/10/19
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I found the source of the problem by relaxing the between-level residual variance constraints one by one. Only 3 out of 40 items are problematic and cause non-convergence.

Thank you for the paper you refer to, Dr. Jorgensen. It indeed helps a lot.

Chao
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