Estimating and Testing Random Intercept Multilevel Structural Equation Models with Model Implied Instrumental Variables
Bibliographic Data
| ID | 21641827 |
|---|---|
| Authors | Michael Giordano (0000-0002-7057-9260, University of North Carolina, corresponding author), K A Bollen (0000-0002-6710-3800, University of North Carolina), Shaobo Jin (0000-0001-6538-3477, Uppsala University) |
| Year | 2022 |
| Volume | 29 |
| Issue | 4 |
| Pages | 584-599 |
| Publication date | 2022-07-04 |
| Open Access | No |
| Type | ARTICLE |
| Venue | Structural Equation Modeling: A Multidisciplinary Journal (JOURNAL) |
| Journal identifiers | ISSN: 1070-5511 • E-ISSN: 1532-8007 |
| Publisher | Informa UK Limited (PUBLISHER • GB) |
| DOI | 10.1080/10705511.2022.2028261 |
| PMID | 37333803 |
| OpenAlex | W4226118648 |
| Language | EN |
| References cited | 34 |
This study develops a new limited information estimator for random intercept Multilevel Structural Equation Models (MSEM). It is based on the Model Implied Instrumental Variable Two-Stage Least Squares (MIIV-2SLS) estimator, which has been shown to be an excellent alternative or supplement to maximum likelihood (ML) in SEMs (Bollen, 1996 Bollen, K. A. (1996). An alternative two stage least squares (2SLS) estimator for latent variable equations. Psychometrika, 61, 109–121.[Crossref], [Web of Science ®] , [Google Scholar]). We also develop a multilevel overidentification test statistic that applies to equations at the within or between levels. Our Monte Carlo simulation analysis suggests that MIIV-2SLS is more robust than ML to misspecification at within or between levels, performs well given fewer than 100 clusters, and shows that our multilevel overidentification test for equations performs well at both levels of the model
Econometrics · Estimator · Instrumental variable · Latent variable · Monte Carlo method · Multilevel model · Random effects model · Simultaneous equations model · Statistic · Statistical hypothesis testing · Statistics · Structural equation modeling · Test statistic · Mathematics · Psychometric Methodologies and Testing · Spatial and Panel Data Analysis · Statistical Methods and Bayesian Inference · Applied Mathematics
Variance Components
The Consequences of Ignoring Multilevel Data Structures in Nonhierarchical Covariance Modeling
Asymptotically distribution‐free methods for the analysis of covariance structures
An Alternative Two Stage Least Squares (2SLS) Estimator for Latent Variable Equations
The Estimation of Economic Relationships using Instrumental Variables
Controlling the False Discovery Rate
Structural Equations with Latent Variables
Model Implied Instrumental Variables (MIIVs)
A Limited Information Estimator for Dynamic Factor Models
Detecting Misspecified Multilevel Structural Equation Models with Common Fit Indices
A Comparison of ML, WLSMV, and Bayesian Methods for Multilevel Structural Equation Models in Small Samples
Finite Normal Mixture SEM Analysis by Fitting Multiple Conventional SEM Models
Simultaneous Equation Models and Two-Stage Least Squares
Latent Variable Models Under Misspecification
Multilevel Covariance Structure Analysis by Fitting Multiple Single-Level Models
| Highly cited | No |
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