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GETTING STARTED WITH THE STUDENT EDITION OF<br />

LISREL <strong>8.51</strong> FOR WINDOWS<br />

Gerhard Mels, Ph.D.<br />

mels@ssicentral.com<br />

Senior Programmer<br />

Scientific S<strong>of</strong>tware International, Inc.<br />

1. Introduction<br />

The Student Edition <strong>of</strong> LISREL <strong>8.51</strong> <strong>for</strong> Windows (Jöreskog & Sörbom 2001) is a Windows<br />

application <strong>for</strong> Structural Equation Modeling, Multilevel Structural Equation Modeling,<br />

Multilevel Linear and Nonlinear Modeling and Formal Inference-based Recursive Modeling.<br />

This application consists <strong>of</strong> a 32-bit Windows application LISWIN32.EXE that interfaces<br />

<strong>with</strong> <strong>the</strong> 32-bit applications LISREL85.EXE, PRELIS25.EXE, MULTILEV5.EXE,<br />

CATFIRM.EXE and CONFIRM.EXE. This <strong>edition</strong> is a free download that is available at<br />

http://www.ssicentral.com/o<strong>the</strong>r/entry.htm. The only limitation <strong>of</strong> <strong>the</strong> Student Edition <strong>of</strong> The<br />

Student Edition <strong>of</strong> LISREL <strong>8.51</strong> <strong>for</strong> Windows is that it only allows <strong>for</strong> models based on 12<br />

observed variables.<br />

PRELIS25.EXE is a 32-bit application <strong>for</strong> manipulating data, trans<strong>for</strong>ming data, generating<br />

data, computing moment matrices, computing asymptotic covariance matrices, per<strong>for</strong>ming<br />

regression analyses, per<strong>for</strong>ming exploratory factor analyses, etc.<br />

The 32-bit application LISREL85.EXE is intended <strong>for</strong> Standard and Multilevel Structural<br />

Equation Modeling. The Full In<strong>for</strong>mation Maximum Likelihood (FIML) method <strong>for</strong> missing<br />

data is also available <strong>for</strong> both Standard and Multilevel Structural Equation Modeling.<br />

MULTILEV5.EXE fits multilevel linear and nonlinear models to raw data while<br />

CATFIRM.EXE and CONFIRM.EXE allow Formal Inference-based Recursive Modeling <strong>for</strong><br />

raw categorical and continuous data respectively.<br />

This document is intended as a tutorial to familiarize new or potential users <strong>of</strong> LISREL <strong>8.51</strong><br />

<strong>for</strong> Windows <strong>with</strong> <strong>the</strong> features <strong>of</strong> <strong>the</strong> application. Section 2 describes <strong>the</strong> various files used<br />

and generated by <strong>the</strong> Student Edition <strong>of</strong> LISREL <strong>8.51</strong> <strong>for</strong> Windows. A step-by-step<br />

procedure to fit a measurement model to an SPSS data set <strong>with</strong> <strong>the</strong> Student Edition <strong>of</strong><br />

LISREL <strong>8.51</strong> <strong>for</strong> Windows is described in Section 3. A procedure to fit a structural equation<br />

model <strong>with</strong> latent variables is outlined in Section 4. The Robust Maximum Likelihood<br />

(RML) and Weighted Least Squares (WLS) methods <strong>of</strong> <strong>the</strong> Student Edition <strong>of</strong> LISREL <strong>8.51</strong><br />

<strong>for</strong> Windows are illustrated in Sections 5 and 6 respectively. A Multilevel Confirmatory<br />

Factor Analysis model is fitted to an SPSS data set in Section 7. Section 8 illustrates how<br />

<strong>the</strong> Student Edition <strong>of</strong> LISREL <strong>8.51</strong> <strong>for</strong> Windows can be used to compute latent variable<br />

scores. An illustrative example <strong>of</strong> using latent variable scores is provided in section 9. The<br />

final section illustrates <strong>the</strong> use <strong>of</strong> <strong>the</strong> multiple group analysis feature <strong>of</strong> <strong>the</strong> Student Edition<br />

<strong>of</strong> LISREL <strong>8.51</strong> <strong>for</strong> Windows to assess <strong>the</strong> cross validation <strong>of</strong> a measurement <strong>for</strong> retail<br />

experience.<br />

1


2. Files<br />

The Student Edition <strong>of</strong> LISREL <strong>8.51</strong> <strong>for</strong> Windows uses a PRELIS System File (PSF) to<br />

store raw data. Whenever PRELIS25.EXE or LISREL85.EXE processes a PSF, a Data<br />

System File (DSF), which has <strong>the</strong> same file name as <strong>the</strong> PSF, is created. This DSF<br />

contains all <strong>the</strong> data in<strong>for</strong>mation that LISREL85.EXE requires to fit structural equation<br />

models to <strong>the</strong> data.<br />

A structural equation model can be specified by means <strong>of</strong> a path diagram, a SIMPLIS<br />

project file, a LISREL project file, a SIMPLIS syntax file or a LISREL syntax file. The<br />

Student Edition <strong>of</strong> LISREL <strong>8.51</strong> <strong>for</strong> Windows uses a graphics file <strong>with</strong> <strong>the</strong> default extension<br />

PTH to capture a path diagram. The extensions SPJ and LPJ are used <strong>for</strong> SIMPLIS and<br />

LISREL project files respectively. SIMPLIS and LISREL syntax files are text files <strong>with</strong> <strong>the</strong><br />

default extensions SPL and LS8 respectively. These five file types can access <strong>the</strong> data<br />

from <strong>the</strong> PSF or <strong>the</strong> DSF. If a user has prepared any <strong>of</strong> <strong>the</strong>se files, <strong>the</strong>n <strong>the</strong> Student<br />

Edition <strong>of</strong> LISREL <strong>8.51</strong> <strong>for</strong> Windows can be used to fit <strong>the</strong> specified model to <strong>the</strong> data<br />

specified in <strong>the</strong> corresponding PSF or DSF.<br />

Path diagram, SIMPLIS project and LISREL project files are described in Du Toit & Du Toit<br />

(2001). SIMPLIS syntax files are described in Jöreskog & Sörbom (1996c) while <strong>the</strong><br />

LISREL syntax files are outlined in Jöreskog & Sörbom (1996b). All <strong>the</strong>se files are also<br />

described in <strong>the</strong> online Help File, which can be accessed by using <strong>the</strong> Contents option<br />

from <strong>the</strong> Help menu <strong>of</strong> <strong>the</strong> Student Edition <strong>of</strong> LISREL <strong>8.51</strong> <strong>for</strong> Windows.<br />

Whenever PRELIS25.EXE processes a PSF interactively, a PRELIS syntax file <strong>with</strong> <strong>the</strong><br />

same file name as <strong>the</strong> PSF is created. A PRELIS syntax file is a text file <strong>with</strong> default<br />

extension PR2. PRELIS syntax files are described by Jöreskog & Sörbom (1996a) as well<br />

as in <strong>the</strong> online Help File <strong>of</strong> <strong>the</strong> Student Edition <strong>of</strong> LISREL <strong>8.51</strong> <strong>for</strong> Windows.<br />

Multilevel Modeling and Formal Inference-based Recursive Modeling syntax files are also<br />

text files <strong>with</strong> default extension PR2. Multilevel Modeling syntax files are described in<br />

Jöreskog et al. (1999) while Formal Inference-based Recursive Modeling syntax files are<br />

described in Du Toit & Du Toit (2001). Both <strong>the</strong>se types <strong>of</strong> syntax files are also described<br />

in <strong>the</strong> online Help file <strong>of</strong> <strong>the</strong> Student Edition <strong>of</strong> LISREL <strong>8.51</strong> <strong>for</strong> Windows.<br />

LISWIN32.EXE starts up by opening a root window <strong>with</strong> three menus. The File menu can<br />

<strong>the</strong>n be used to open existing or new PSF’s and PTH files in PSF and PTH <strong>windows</strong><br />

respectively. It can also be used to open new or existing LISREL and SIMPLIS project files<br />

in LISREL and SIMPLIS project (LPJ and SPJ) <strong>windows</strong>. Text editor <strong>windows</strong> are used to<br />

display new or existing syntax files and output files. PTH, PSF, LPJ, SPJ and text editor<br />

<strong>windows</strong> have window-specific menus.<br />

3. Fitting a Measurement model to SPSS data<br />

The SPSS <strong>for</strong> Windows data file DEPRESS.SAV contains 204 observations <strong>of</strong> 12<br />

continuous indicators <strong>of</strong> three latent variables. More specifically, <strong>the</strong> first 5 indicators<br />

(SELF1 to SELF5) are indicators <strong>of</strong> <strong>the</strong> latent variable Self-esteem, DEPRES1 to<br />

DEPRES4 are indicators <strong>of</strong> <strong>the</strong> latent variable Depressiveness and IMPULS1 to IMPULS3<br />

are indicators <strong>of</strong> <strong>the</strong> latent variable Impulsiveness. The <strong>the</strong>oretical measurement model is<br />

a CFA model that specifies that <strong>the</strong> 12 continuous indicators are indeed indicators <strong>of</strong> Self-<br />

2


esteem, Depressiveness and Impulsiveness. A step-by-step procedure to fit this<br />

measurement model to <strong>the</strong> SPSS data set follows.<br />

Actions<br />

Use <strong>the</strong> Import Data in Free Format option from <strong>the</strong> File menu <strong>of</strong> <strong>the</strong> root window <strong>of</strong> <strong>the</strong><br />

Student Edition <strong>of</strong> LISREL <strong>8.51</strong> <strong>for</strong> Windows to load <strong>the</strong> Open Data File dialog box.<br />

Select SPSS <strong>for</strong> Windows (*.sav) from <strong>the</strong> Files <strong>of</strong> type drop-down list box.<br />

Browse to <strong>the</strong> folder that contains <strong>the</strong> SPSS <strong>for</strong> Windows data file Depress.sav.<br />

Double-click on <strong>the</strong> file name Depress.sav to open <strong>the</strong> following PSF window.<br />

Actions<br />

Click on <strong>the</strong> variable label “SELF1” to highlight <strong>the</strong> entire column.<br />

Right-click to open <strong>the</strong> variable menu as shown in <strong>the</strong> following PSF window.<br />

3


Actions<br />

Select <strong>the</strong> Define Variables option to load <strong>the</strong> Define Variables dialog box.<br />

Select <strong>the</strong> label “SELF1” to produce <strong>the</strong> following Define Variables dialog box.<br />

Actions<br />

Click on <strong>the</strong> Variable Type push button to load <strong>the</strong> Variable Types <strong>for</strong> SELF1… dialog<br />

box.<br />

Select <strong>the</strong> Continuous radio button.<br />

Check <strong>the</strong> Apply to all checkbox to produce <strong>the</strong> Variable Types <strong>for</strong> SELF1… dialog box<br />

below.<br />

Actions<br />

Click on <strong>the</strong> OK push button to reload <strong>the</strong> Variable Types dialog box.<br />

Click on <strong>the</strong> OK push button to return to <strong>the</strong> PSF window.<br />

Save your changes to <strong>the</strong> PSF by using <strong>the</strong> Save option from <strong>the</strong> File menu.<br />

Select <strong>the</strong> Open option from <strong>the</strong> File menu to load <strong>the</strong> Open dialog box.<br />

Enter <strong>the</strong> name “depress0.spl” in <strong>the</strong> File name string field.<br />

Click on <strong>the</strong> Open push button to open <strong>the</strong> following text editor window.<br />

4


The file above is a SIMPLIS syntax file to generate a blank path diagram that contains <strong>the</strong><br />

observed and latent variables <strong>of</strong> <strong>the</strong> model.<br />

Line 1 specifies <strong>the</strong> data source.<br />

Lines 2 and 3 provide labels <strong>for</strong> <strong>the</strong> latent variables Self-esteem, Depressiveness and<br />

Impulsiveness respectively.<br />

Line 4 requests <strong>the</strong> generation <strong>of</strong> a path diagram.<br />

Line 5 indicates that <strong>the</strong>re are no more SIMPLIS commands to be processed.<br />

Action<br />

Click on <strong>the</strong> Run LISREL push button to produce <strong>the</strong> following path diagram window.<br />

Actions<br />

5


Activate <strong>the</strong> Arrow icon on <strong>the</strong> Draw toolbar.<br />

Use your mouse to click and drag 5 indicator paths from <strong>the</strong> latent variable “selfest” to<br />

SELF1 to SELF5.<br />

Use your mouse to click and drag 4 indicator paths from <strong>the</strong> latent variable “depress” to<br />

DEPRES1 to DEPRES4.<br />

Use your mouse to click and drag 3 indicator paths from <strong>the</strong> latent variable “impuls” to<br />

IMPULS1 to IMPULS3.<br />

Activate <strong>the</strong> Double-headed Arrow icon on <strong>the</strong> Draw toolbar.<br />

Use your mouse to click and drag 3 covariance paths between <strong>the</strong> three latent variables<br />

Self-esteem, Depressiveness and Impulsiveness to produce <strong>the</strong> following path diagram<br />

window.<br />

Action<br />

Click on <strong>the</strong> Run LISREL push button to produce <strong>the</strong> following path diagram window.<br />

6


The requested results are listed in <strong>the</strong> output window <strong>for</strong> Depress0.out.<br />

A SIMPLIS syntax file may also be used to generate <strong>the</strong> previous path diagram window.<br />

The corresponding SIMPLIS syntax file is shown in <strong>the</strong> following text editor window<br />

Lines 4 to 7 are used to specify <strong>the</strong> measurement model <strong>for</strong> <strong>the</strong> latent variables Selfesteem,<br />

Depressiveness and Impulsiveness.<br />

7


4. Fitting a Structural Equation Model to SPSS data<br />

The SPSS <strong>for</strong> Windows data file DEPRESS.SAV contains 204 observations <strong>of</strong> 12<br />

continuous indicators <strong>of</strong> three latent variables. More specifically, <strong>the</strong> first 5 indicators<br />

(SELF1 to SELF5) are indicators <strong>of</strong> <strong>the</strong> latent variable Self-esteem, DEPRES1 to<br />

DEPRES4 are indicators <strong>of</strong> <strong>the</strong> latent variable Depressiveness and IMPULS1 to IMPULS3<br />

are indicators <strong>of</strong> <strong>the</strong> latent variable Impulsiveness. The <strong>the</strong>oretical measurement model is<br />

a CFA model that specifies that <strong>the</strong> 12 continuous indicators are indeed indicators <strong>of</strong> Selfesteem,<br />

Depressiveness and Impulsiveness. One possible structural model <strong>for</strong> <strong>the</strong> three<br />

latent variables is a model that suggests that Depressiveness and Impulsiveness are<br />

correlated antecedents <strong>of</strong> Self-esteem. A step-by-step procedure to fit this latent variable<br />

model to <strong>the</strong> SPSS data set follows.<br />

Use <strong>the</strong> steps in section 3 to import <strong>the</strong> SPSS <strong>for</strong> Windows data file DEPRESS.SAV as <strong>the</strong><br />

Prelis System File DEPRESS.PSF. Define all <strong>the</strong> variables as continuous as illustrated in<br />

section 3 and save <strong>the</strong> changes to DEPRESS.PSF by using <strong>the</strong> Save option on <strong>the</strong> File<br />

menu <strong>of</strong> <strong>the</strong> PSF window <strong>for</strong> DEPRESS.PSF.<br />

Select <strong>the</strong> Open option on <strong>the</strong> File menu to load <strong>the</strong> Open dialog box.<br />

Enter <strong>the</strong> name “depress2.spl” in <strong>the</strong> File name string field.<br />

Click on <strong>the</strong> Open push button to open <strong>the</strong> following text editor window.<br />

The file above is a SIMPLIS syntax file to generate a blank path diagram that contains <strong>the</strong><br />

observed and latent variables <strong>of</strong> <strong>the</strong> model.<br />

Line 1 specifies <strong>the</strong> data source.<br />

Lines 2 and 3 provide labels to <strong>the</strong> latent variables Self-esteem, Depressiveness and<br />

Impulsiveness respectively.<br />

Line 4 specifies that <strong>the</strong> latent variable Self-esteem is an endogenous variable.<br />

Line 5 specifies that <strong>the</strong> indicators SELF1 to SELF5 are indicators <strong>of</strong> an endogenous latent<br />

variable.<br />

Line 6 requests <strong>the</strong> generation <strong>of</strong> a path diagram.<br />

Line 7 inicates that <strong>the</strong>re are no more SIMPLIS commands to be processed.<br />

Action<br />

Click on <strong>the</strong> Run LISREL push button to produce <strong>the</strong> following path diagram window.<br />

8


Actions<br />

Activate <strong>the</strong> Arrow icon on <strong>the</strong> Draw toolbar.<br />

Use your mouse to click and drag 5 indicator paths from <strong>the</strong> latent variable “selfest” to<br />

SELF1 to SELF5.<br />

Use your mouse to click and drag 4 indicator paths from <strong>the</strong> latent variable “depress” to<br />

DEPRES1 to DEPRES4.<br />

Use your mouse to click and drag 3 indicator paths from <strong>the</strong> latent variable “impuls” to<br />

IMPULS1 to IMPULS3.<br />

Use your mouse to click and drag 2 structural paths from <strong>the</strong> latent variables “impuls” and<br />

“depress” to “selfest”.<br />

Activate <strong>the</strong> Double-headed Arrow icon on <strong>the</strong> Draw toolbar.<br />

Use your mouse to drag 1 covariance path between <strong>the</strong> exogenous latent variables<br />

Depressiveness and Impulsiveness to produce <strong>the</strong> following path diagram window.<br />

9


Action<br />

Click on <strong>the</strong> Run LISREL push button to produce <strong>the</strong> following path diagram window.<br />

The requested results are displayed in <strong>the</strong> output window <strong>for</strong> “Depress3.out”.<br />

10


SIMPLIS syntax may also be used to generate <strong>the</strong> previous path diagram. The<br />

corresponding SIMPLIS syntax file is shown in <strong>the</strong> following text editor window<br />

Lines 4 to 9 are used to specify <strong>the</strong> structural equation model <strong>for</strong> <strong>the</strong> latent variables Selfesteem,<br />

Depressiveness and Impulsiveness.<br />

Action<br />

Click on <strong>the</strong> Run LISREL push button to produce <strong>the</strong> path diagram on page 13.<br />

5. Robust Maximum Likelihood<br />

Browne (1987) <strong>for</strong>mulated a Robust Maximum Likelihood (RML) method <strong>for</strong> factor analysis<br />

and related models. Satorra & Bentler (1988) extended this method by providing a correct<br />

Chi-square test statistic. This method is available in <strong>the</strong> Student Edition <strong>of</strong> LISREL <strong>8.51</strong> <strong>for</strong><br />

Windows and <strong>the</strong> associated <strong>for</strong>mulae are provided in Jöreskog et al (1999). To implement<br />

this method, <strong>the</strong> user needs to compute <strong>the</strong> Asymptotic Covariance Matrix (ACM) <strong>of</strong> <strong>the</strong><br />

sample variances and covariances. A step-by-step procedure to implement <strong>the</strong> RML<br />

method in <strong>the</strong> Student Edition <strong>of</strong> LISREL <strong>8.51</strong> <strong>for</strong> Windows <strong>for</strong> <strong>the</strong> structural equation<br />

model <strong>of</strong> section 4 may be described as follows.<br />

Use <strong>the</strong> Open option from <strong>the</strong> File menu to open <strong>the</strong> PSF window <strong>for</strong> “Depress.psf”.<br />

Select <strong>the</strong> “Output Options” option from <strong>the</strong> “Statistics” menu to load <strong>the</strong> “Output” dialog<br />

box.<br />

Check <strong>the</strong> Save to File checkbox in <strong>the</strong> Asymptotic Covariance Matrix section.<br />

Enter <strong>the</strong> name “depress.acm” in <strong>the</strong> string field in <strong>the</strong> Asymptotic Covariance Matrix<br />

section to produce <strong>the</strong> following Output dialog box.<br />

11


Actions<br />

Click on <strong>the</strong> OK push button to run PRELIS25.EXE to generate <strong>the</strong> text editor window<br />

containing <strong>the</strong> output file “Depress.out”. This action causes PRELIS25.EXE to generate<br />

<strong>the</strong> Data System File (DSF) “Depress.dsf” that will be needed to implement <strong>the</strong> RML<br />

method.<br />

Modify <strong>the</strong> existing SIMPLIS syntax file “depress3.spl” to produce <strong>the</strong> SIMPLIS syntax file<br />

“depress4.spl” shown in <strong>the</strong> following text editor window by using <strong>the</strong> Save As option on<br />

<strong>the</strong> File menu.<br />

Line 1 specifies <strong>the</strong> new data source.<br />

The option ME=ML has been added in <strong>the</strong> Lisrel Output command.<br />

12


Action<br />

Click on <strong>the</strong> Run LISREL push button to produce <strong>the</strong> following path diagram window.<br />

6. Weighted Least Squares<br />

Browne (1982, 1984) <strong>for</strong>mulated an Asymptotically Distribution Free (ADF) method <strong>for</strong><br />

covariance structures. This method is implemented in <strong>the</strong> Student Edition <strong>of</strong> LISREL <strong>8.51</strong><br />

<strong>for</strong> Windows as Weighted Least Squares (WLS) and extended to correlation structures. To<br />

implement this method, <strong>the</strong> user needs to compute <strong>the</strong> Asymptotic Covariance Matrix<br />

(ACM) <strong>of</strong> <strong>the</strong> sample variances and covariances or sample correlations. A step-by-step<br />

procedure to implement <strong>the</strong> WLS method in <strong>the</strong> Student Edition <strong>of</strong> LISREL <strong>8.51</strong> <strong>for</strong><br />

Windows <strong>for</strong> <strong>the</strong> structural equation model <strong>of</strong> sections 4 and 5 may be described as follows.<br />

Generate <strong>the</strong> Data System File (DSF) “depress.dsf “ exactly as described in section 5.<br />

Modify <strong>the</strong> existing SIMPLIS syntax file “depress3.spl” to produce <strong>the</strong> SIMPLIS syntax file<br />

shown in <strong>the</strong> following text editor window.<br />

13


The option ME=ML in <strong>the</strong> Lisrel Output command has been replaced by ME=WLS.<br />

Action<br />

Click on <strong>the</strong> Run LISREL push button to produce <strong>the</strong> following path diagram window.<br />

The requested results are displayed in <strong>the</strong> output window <strong>for</strong> “Depress3.out”.<br />

14


7. Multilevel Confirmatory Factor Analysis<br />

The Student Edition <strong>of</strong> LISREL <strong>8.51</strong> <strong>for</strong> Windows includes a Multilevel Structural Equation<br />

Modeling module. This module is described in Du Toit & Du Toit (2001) and can be used to<br />

fit structural equation models to multilevel data. A step-by-step procedure to implement this<br />

module to fit a two-factor Confirmatory Factor Analysis (CFA) model to an SPSS data set<br />

may be outlined as follows. This data set <strong>for</strong>ms part <strong>of</strong> <strong>the</strong> data library <strong>of</strong> <strong>the</strong> Multilevel<br />

Project at <strong>the</strong> University <strong>of</strong> London, and come from <strong>the</strong> Junior School Project (Mortimore et<br />

al, 1988). Ma<strong>the</strong>matics and language tests were administered in three consecutive years<br />

to more than 1000 <strong>student</strong>s from 50 primary schools, which were randomly selected from<br />

primary schools maintained by <strong>the</strong> Inner London Education Authority. The data <strong>for</strong> school<br />

33 are provided in <strong>the</strong> TUTORIAL folder <strong>of</strong> <strong>the</strong> Student Edition <strong>of</strong> LISREL <strong>8.51</strong> <strong>for</strong> Windows<br />

as <strong>the</strong> SPSS <strong>for</strong> Windows file “jsp2.sav”.<br />

Use <strong>the</strong> Import External Data in O<strong>the</strong>r Formats option from <strong>the</strong> File menu <strong>of</strong> <strong>the</strong> Student<br />

Edition <strong>of</strong> LISREL <strong>8.51</strong> <strong>for</strong> Windows to load <strong>the</strong> Input Database dialog box.<br />

Select SPSS <strong>for</strong> Windows (*.sav) from <strong>the</strong> Files <strong>of</strong> type drop-down list box and select <strong>the</strong><br />

TUTORIAL folder <strong>of</strong> <strong>the</strong> Student Edition <strong>of</strong> LISREL <strong>8.51</strong> <strong>for</strong> Windows to produce <strong>the</strong><br />

following dialog box.<br />

Actions<br />

Select <strong>the</strong> file name “jsp2.sav”.<br />

Click on <strong>the</strong> Open push button to load <strong>the</strong> following Save As dialog box.<br />

15


Actions<br />

Enter <strong>the</strong> name “jsp2.psf” in <strong>the</strong> File name string field.<br />

Click on <strong>the</strong> Save push button to open <strong>the</strong> following PSF window.<br />

Action<br />

Select <strong>the</strong> Define Variables option from <strong>the</strong> Data menu <strong>of</strong> <strong>the</strong> PSF window to open <strong>the</strong><br />

following Define Variables dialog box.<br />

16


Actions<br />

Click on “MATH1” to highlight (select) it.<br />

Click on <strong>the</strong> Missing Values push button to open <strong>the</strong> following Missing Values <strong>for</strong><br />

MATH1 dialog box<br />

Actions<br />

Select <strong>the</strong> Missing Values radio button, enter <strong>the</strong> string “-9.000” in <strong>the</strong> Global Missing<br />

Value string field and check <strong>the</strong> Apply to all check box to produce <strong>the</strong> following Missing<br />

Values <strong>for</strong> MATH1 dialog box<br />

17


Actions<br />

Click on <strong>the</strong> OK push buttons <strong>of</strong> <strong>the</strong> Missing Values and Define Variables dialog boxes to<br />

return to <strong>the</strong> PSF window.<br />

Use <strong>the</strong> Save option from <strong>the</strong> File menu to save <strong>the</strong> changes to <strong>the</strong> PSF.<br />

Use <strong>the</strong> Close option <strong>of</strong> <strong>the</strong> File menu <strong>of</strong> <strong>the</strong> PSF window to close “jsp2.psf”.<br />

Use <strong>the</strong> New option from <strong>the</strong> File menu to open <strong>the</strong> following New dialog box<br />

Action<br />

Select <strong>the</strong> Path Diagram option from <strong>the</strong> New menu to open <strong>the</strong> following Save As dialog<br />

box<br />

Action<br />

Enter <strong>the</strong> name “jsp2.pth” in <strong>the</strong> File name string field to open <strong>the</strong> following PTH window<br />

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Actions<br />

Select <strong>the</strong> Title and Comments option from <strong>the</strong> Setup menu to open <strong>the</strong> Title and<br />

Comments dialog box.<br />

Enter <strong>the</strong> title “Multilevel CFA model <strong>for</strong> Numeric and Verbal Ability” in <strong>the</strong> Title string<br />

field to produce <strong>the</strong> following Title and Comments dialog box<br />

Actions<br />

Click on <strong>the</strong> Next push button to load <strong>the</strong> Groups dialog box.<br />

Enter <strong>the</strong> label “Group1: Between Schools” in <strong>the</strong> first string field.<br />

Use <strong>the</strong> down arrow key to create a string field <strong>for</strong> <strong>the</strong> second group.<br />

19


Enter <strong>the</strong> label “Group2: Within Schools” in <strong>the</strong> second string field to produce <strong>the</strong><br />

following Group Names dialog box<br />

Action<br />

Click on <strong>the</strong> Next push button to load <strong>the</strong> following Labels dialog box.<br />

Actions<br />

Click on <strong>the</strong> Add/Read Variables push button to open <strong>the</strong> Add/Read Variables dialog box.<br />

Select <strong>the</strong> Prelis System File option from <strong>the</strong> Read from file drop-down list box.<br />

Use <strong>the</strong> Browse push button to select <strong>the</strong> file “jsp2.psf” in <strong>the</strong> TUTORIAL folder to<br />

produce <strong>the</strong> following Add/Read Variables dialog box<br />

20


Actions<br />

Click on <strong>the</strong> Add Latent Variables push button to load <strong>the</strong> Latent Variables dialog box.<br />

Enter <strong>the</strong> label “NABILITY” <strong>for</strong> Numeric Ability to produce <strong>the</strong> following Add Latent<br />

Variables dialog box<br />

Actions<br />

Click on <strong>the</strong> OK push button.<br />

Enter <strong>the</strong> label “VABILITY” <strong>for</strong> Verbal Ability.<br />

Click on <strong>the</strong> OK push button to produce <strong>the</strong> following Labels dialog box.<br />

21


Action<br />

Click on <strong>the</strong> OK push button to produce <strong>the</strong> following PTH window<br />

Actions<br />

Click and drag <strong>the</strong> observed variables “MATH1”, “MATH2”, “MATH3”, “ENG1”, “ENG2” and<br />

“ENG3” one by one into <strong>the</strong> PTH window.<br />

Click and drag <strong>the</strong> latent variables “NABILITY” and “VABILITY” one by one into <strong>the</strong> PTH<br />

window to produce <strong>the</strong> following PTH window<br />

22


Actions<br />

Use <strong>the</strong> Arrow on <strong>the</strong> Drawing Toolbar to insert paths from “NABILITY” to “MATH1”,<br />

“MATH2” and “MATH3”.<br />

Use <strong>the</strong> Arrow on <strong>the</strong> Drawing Toolbar to insert paths from “VABILITY” to “ENG1”,<br />

“ENG2” and “ENG3” to produce <strong>the</strong> following PTH window<br />

23


Action<br />

Select <strong>the</strong> Build SIMPLIS Syntax option from <strong>the</strong> Setup menu to produce <strong>the</strong> following<br />

SPJ window<br />

24


Actions<br />

Insert <strong>the</strong> command line $CLUSTER SCHOOL after <strong>the</strong> Raw Data from File command.<br />

Change <strong>the</strong> command line “MATH1 = NABILITY” to “MATH1 = 1*NABILITY” to set <strong>the</strong><br />

scale <strong>of</strong> NABILITY.<br />

Change <strong>the</strong> command line “ENG1 = VABILITY” to “ENG1 = 1*VABILITY” to set <strong>the</strong> scale <strong>of</strong><br />

VABILITY.<br />

In <strong>the</strong> Relationships paragraph <strong>of</strong> <strong>the</strong> Between Schools group, insert <strong>the</strong> following<br />

SIMPLIS commands<br />

Set <strong>the</strong> Variance <strong>of</strong> NABILITY Free<br />

Set <strong>the</strong> Variance <strong>of</strong> VABILITY Free<br />

Set <strong>the</strong> Covariance between NABILITY and VABILITY Free<br />

Copy and Paste <strong>the</strong> relationships <strong>of</strong> <strong>the</strong> Between Schools group to <strong>the</strong> Relationships<br />

paragraph <strong>of</strong> <strong>the</strong> Within Schools group.<br />

Click on <strong>the</strong> Run LISREL icon on <strong>the</strong> main toolbar to produce <strong>the</strong> following PTH<br />

window.<br />

25


8. Computing Latent Variable Scores<br />

The Student Edition <strong>of</strong> LISREL <strong>8.51</strong> <strong>for</strong> Windows can compute latent variable scores <strong>for</strong> <strong>the</strong><br />

latent variables <strong>of</strong> a structural equation model <strong>with</strong> latent variables. Karl Jöreskog<br />

describes <strong>the</strong> computation and <strong>the</strong> uses <strong>of</strong> <strong>the</strong>se latent variable scores at<br />

http://www.ssicentral.com/<strong>lisrel</strong>/column6.htm.<br />

The following step-by-step procedure may be used to compute latent variable scores <strong>for</strong><br />

<strong>the</strong> latent variables Self-esteem, Depressiveness and Impulsiveness from <strong>the</strong> PRELIS<br />

System File (PSF) “Depress.psf” generated in section 3.<br />

Modify <strong>the</strong> existing SIMPLIS syntax file “depress2.spl” to produce <strong>the</strong> SIMPLIS syntax file<br />

“depress.spl” shown in <strong>the</strong> following text editor window by using <strong>the</strong> Save As option on <strong>the</strong><br />

File menu.<br />

Line 1 specifies <strong>the</strong> data source.<br />

Lines 4 to 7 are used to specify <strong>the</strong> measurement model <strong>for</strong> <strong>the</strong> latent variables Selfesteem,<br />

Depressiveness and Impulsiveness.<br />

Line 8 instructs <strong>the</strong> Student Edition <strong>of</strong> LISREL <strong>8.51</strong> <strong>for</strong> Windows to add <strong>the</strong> latent variable<br />

scores as columns <strong>of</strong> <strong>the</strong> PRELIS System File “depress.psf”<br />

Action<br />

Click on <strong>the</strong> Run LISREL push button to produce <strong>the</strong> following path diagram window.<br />

27


Action<br />

Use <strong>the</strong> Open option from <strong>the</strong> File menu to open <strong>the</strong> PRELIS System File “depress.psf”<br />

to produce <strong>the</strong> following PSF window.<br />

The final three columns shown in <strong>the</strong> PSF window above contain <strong>the</strong> latent variable scores<br />

<strong>for</strong> <strong>the</strong> latent variables Self-esteem, Depressiveness and Impulsiveness.<br />

28


9. Using Latent Variable Scores<br />

Latent variable scores <strong>for</strong> <strong>the</strong> latent variables Self-esteem, Depressiveness and<br />

Impulsiveness were computed from <strong>the</strong> Data System File “Depress.dsf” and PRELIS<br />

System File “Depress.psf” in Section 8. The following step-by-step procedure may be<br />

used to fit a regression model <strong>with</strong> an interaction term to <strong>the</strong>se latent variable scores.<br />

Use <strong>the</strong> Open option from <strong>the</strong> File menu to open <strong>the</strong> PRELIS System File “depress.psf” .<br />

Use <strong>the</strong> Compute option from <strong>the</strong> Trans<strong>for</strong>mation menu to load <strong>the</strong> Compute dialog box.<br />

Click on <strong>the</strong> Add push button to load <strong>the</strong> Add Variables dialog box.<br />

Enter <strong>the</strong> name dep_imp <strong>for</strong> <strong>the</strong> interaction between <strong>the</strong> latent variables scores <strong>of</strong> <strong>the</strong><br />

latent variables Depressiveness and Impulsiveness in <strong>the</strong> string box.<br />

Click on <strong>the</strong> OK push button to return to <strong>the</strong> Compute dialog box.<br />

Click and drag <strong>the</strong> variable name dep_imp to <strong>the</strong> top left <strong>of</strong> <strong>the</strong> string box.<br />

Click on <strong>the</strong> = key on <strong>the</strong> keypad to add an “=” sign to <strong>the</strong> string box.<br />

Click and drag <strong>the</strong> variable name “depress” to <strong>the</strong> top right <strong>of</strong> <strong>the</strong> string box.<br />

Click on <strong>the</strong> * key on <strong>the</strong> keypad to insert <strong>the</strong> symbol “*” <strong>for</strong> multiplication in <strong>the</strong> string box.<br />

Click and drag <strong>the</strong> variable name “impuls” to <strong>the</strong> top right <strong>of</strong> <strong>the</strong> string box to produce <strong>the</strong><br />

following Compute dialog box.<br />

Action<br />

Click on <strong>the</strong> OK push button to run PRELIS25.EXE to produce <strong>the</strong> following PSF window.<br />

29


The final column <strong>of</strong> <strong>the</strong> PSF window above contains <strong>the</strong> interaction scores.<br />

Actions<br />

Select <strong>the</strong> Regressions option from <strong>the</strong> Statistics menu to load <strong>the</strong> Regression dialog<br />

box.<br />

Highlight <strong>the</strong> variable name “selfest” and click on <strong>the</strong> Y-variables Add push button.<br />

Highlight <strong>the</strong> variable names “depress”, “impuls” and “dep_imp” and click on <strong>the</strong> Xvariables<br />

Add push button to generate <strong>the</strong> following Regression dialog box.<br />

Action<br />

Click on <strong>the</strong> Run push button to run PRELIS25.EXE to produce <strong>the</strong> desired regression<br />

results.<br />

30


10. Cross Validation<br />

The cross validation <strong>of</strong> a structural equation model refers to <strong>the</strong> ability <strong>of</strong> <strong>the</strong> model to be<br />

invariant across two or more random samples from <strong>the</strong> same population. Bosh<strong>of</strong>f &<br />

Terblanche (2002) consider <strong>the</strong> cross validation <strong>of</strong> a measurement model <strong>for</strong> retail<br />

experience. A variation <strong>of</strong> this measurement model will be used to illustrate how <strong>the</strong><br />

multiple group feature <strong>of</strong> <strong>the</strong> Student Edition <strong>of</strong> LISREL <strong>8.51</strong> <strong>for</strong> Windows may be used to<br />

assess <strong>the</strong> cross validation <strong>of</strong> a structural equation model. This measurement model<br />

specifies COHAN1 to COHAN3 to be indicators <strong>of</strong> Complaint HANdling (COHAN), STENV1<br />

to STENV5 to be indicators <strong>of</strong> STore ENVironment (STENV) and MEVAR1 to MEVAR4 to<br />

be indicators <strong>of</strong> MErchandise VARiety (MEVAR). Data on <strong>the</strong>se 11 indicators <strong>for</strong> two<br />

samples <strong>of</strong> South African consumers are provided in <strong>the</strong> Prelis System Files<br />

SAMPLE1.PSF and SAMPLE2.PSF.<br />

Actions<br />

Use <strong>the</strong> Open option on <strong>the</strong> File menu to load <strong>the</strong> Open dialog box.<br />

Browse to <strong>the</strong> folder that contains <strong>the</strong> SIMPLIS syntax file RetailH0.spl.<br />

Double-click on <strong>the</strong> Open push button to open <strong>the</strong> following text editor window.<br />

The SIMPLIS syntax file above specifies <strong>the</strong> measurement models under <strong>the</strong> null<br />

hypo<strong>the</strong>sis. This null hypo<strong>the</strong>sis states that <strong>the</strong> measurement model parameters (factor<br />

loadings, factor variances, factor covariances and measurement error variances) are<br />

identical (invariant) across <strong>the</strong> two samples.<br />

The first line identifies <strong>the</strong> first sample as <strong>the</strong> first group.<br />

The second line provides <strong>the</strong> data source <strong>for</strong> <strong>the</strong> first sample.<br />

Line 3 provides labels <strong>for</strong> <strong>the</strong> 3 latent variables.<br />

Lines 4-10 specify <strong>the</strong> measurement model <strong>for</strong> <strong>the</strong> first sample.<br />

Line 11 identifies <strong>the</strong> second sample as <strong>the</strong> second group.<br />

Line 12 provides <strong>the</strong> data source <strong>for</strong> <strong>the</strong> second sample.<br />

Line 13 requests a path diagram in <strong>the</strong> <strong>for</strong>m <strong>of</strong> a PTH file.<br />

Line 14 indicates <strong>the</strong> end <strong>of</strong> <strong>the</strong> syntax to be processed.<br />

Since no Relationships paragraph is used <strong>for</strong> <strong>the</strong> second sample, all parameters are<br />

assumed to be equal across <strong>the</strong> two samples.<br />

31


Action<br />

Click on <strong>the</strong> Run LISREL push button to produce <strong>the</strong> following path diagram window.<br />

The alternative hypo<strong>the</strong>sis states that at least two parameters <strong>of</strong> <strong>the</strong> measurement model<br />

are not identical across <strong>the</strong> two samples. The measurement models <strong>for</strong> <strong>the</strong> two samples<br />

under this alternative hypo<strong>the</strong>sis are specified in <strong>the</strong> SIMPLIS syntax file RetailH1.spl.<br />

Actions<br />

Use <strong>the</strong> Open option on <strong>the</strong> File menu to load <strong>the</strong> Open dialog box.<br />

Browse to <strong>the</strong> folder that contains <strong>the</strong> SIMPLIS syntax file RetailH1.spl.<br />

Double-click on <strong>the</strong> Open push button to open <strong>the</strong> following text editor window.<br />

32


The first line identifies <strong>the</strong> first sample as <strong>the</strong> first group.<br />

The second line provides <strong>the</strong> data source <strong>for</strong> <strong>the</strong> first sample.<br />

Line 3 provides labels <strong>for</strong> <strong>the</strong> 3 latent variables.<br />

Lines 4-10 specify <strong>the</strong> measurement model <strong>for</strong> <strong>the</strong> first sample.<br />

Line 11 identifies <strong>the</strong> second sample as <strong>the</strong> second group.<br />

Line 12 provides <strong>the</strong> data source <strong>for</strong> <strong>the</strong> second sample.<br />

Lines 13-26 specify <strong>the</strong> measurement model <strong>for</strong> <strong>the</strong> second sample.<br />

Line 27 requests a path diagram in <strong>the</strong> <strong>for</strong>m <strong>of</strong> a PTH file.<br />

Line 28 indicates <strong>the</strong> end <strong>of</strong> <strong>the</strong> syntax to be processed.<br />

Note that <strong>the</strong> Set commands <strong>for</strong> <strong>the</strong> second sample are required to ensure that <strong>the</strong> factor<br />

variances, factor covariances and measurement error variances are different across <strong>the</strong><br />

two samples. O<strong>the</strong>rwise, <strong>the</strong>se parameters are assumed to be equal across <strong>the</strong> two<br />

samples.<br />

Action<br />

Click on <strong>the</strong> Run LISREL push button to produce <strong>the</strong> following path diagram window.<br />

33


A Chi-square difference test is used to assess <strong>the</strong> cross validation <strong>of</strong> <strong>the</strong> measurement<br />

model. In o<strong>the</strong>r words, a Chi-square difference test is used to test <strong>the</strong> null and alternative<br />

hypo<strong>the</strong>ses. The test statistic value <strong>for</strong> <strong>the</strong> Chi-square difference test is merely <strong>the</strong><br />

difference between <strong>the</strong> goodness-<strong>of</strong>-fit Chi-square test statistic values <strong>of</strong> <strong>the</strong> measurement<br />

models under <strong>the</strong> null and <strong>the</strong> alternative hypo<strong>the</strong>ses. The associated degrees <strong>of</strong> freedom<br />

are merely <strong>the</strong> difference between <strong>the</strong> degrees <strong>of</strong> freedom <strong>of</strong> <strong>the</strong> measurement models<br />

under <strong>the</strong> null and <strong>the</strong> alternative hypo<strong>the</strong>ses. The Chi-square difference test results <strong>for</strong><br />

<strong>the</strong> measurement model <strong>for</strong> retail experience are summarized in <strong>the</strong> MS-Excel workbook<br />

Retail.xls. The contents <strong>of</strong> this file are shown below.<br />

The small P-values suggest that <strong>the</strong>re is sufficient evidence that <strong>the</strong> null hypo<strong>the</strong>sis is<br />

rejected. In o<strong>the</strong>r words, <strong>the</strong> cross validation <strong>of</strong> <strong>the</strong> measurement model <strong>for</strong> retail<br />

experience is not supported by <strong>the</strong> data <strong>of</strong> <strong>the</strong> two samples.<br />

34


References<br />

Bosh<strong>of</strong>f, H.C. & Terblanche, N. (2002).<br />

The Validation <strong>of</strong> Retail Experience Constructs. In preparation.<br />

Browne, M.W. (1982).<br />

Covariance Structures.<br />

In D.M. Hawkins (Ed.), Topics in Applied Multivariate Analysis, pp. 72-141.<br />

Cambridge: Cambridge University Press.<br />

Browne, M.W. (1984).<br />

Asymptotically Distribution-free Methods in <strong>the</strong> Analysis <strong>of</strong> Covariance Structures.<br />

British Journal <strong>of</strong> Ma<strong>the</strong>matical and Statistical Psychology, 37, 62-83.<br />

Browne, M.W. (1987).<br />

Robustness in Statistical Inference in Factor Analysis and Related Models.<br />

Biometrika, 74, 375-384.<br />

Du Toit, S.H.C. & Du Toit, M. (2001). Multilevel Structural Equation Modeling.<br />

In I.G.G. Kreft, & J. de Leeuw (Eds.), Multilevel Modeling, in preparation.<br />

Du Toit, M. & Du Toit, S.H.C. (2001).<br />

Interactive LISREL User’s Guide. Lincolnwood, IL: Scientific S<strong>of</strong>tware International, Inc.<br />

Jöreskog, K. & Sörbom, D. (1996a).<br />

PRELIS 2: User’s Reference Guide. Chicago, IL: Scientific S<strong>of</strong>tware International, Inc.<br />

Jöreskog, K. & Sörbom, D. (1996b).<br />

LISREL 8: User’s Reference Guide. Chicago, IL: Scientific S<strong>of</strong>tware International, Inc.<br />

Jöreskog, K. & Sörbom, D. (1996c).<br />

Structural Equation Modeling <strong>with</strong> <strong>the</strong> SIMPLIS Command Language.<br />

Chicago, IL: Scientific S<strong>of</strong>tware International, Inc.<br />

Jöreskog, K. & Sörbom, D. (2001).<br />

The Student Edition <strong>of</strong> LISREL <strong>8.51</strong> <strong>for</strong> Windows [Computer S<strong>of</strong>tware].<br />

Lincolnwood, IL: Scientific S<strong>of</strong>tware International, Inc.<br />

Jöreskog, K., Sörbom, D., Du Toit, S.H.C. & Du Toit, M. (1999).<br />

LISREL 8: New Statistical Features.<br />

Chicago, Illinois: Scientific S<strong>of</strong>tware International, Inc.<br />

Mortimore, P., Sammons, P., Stoll, L., Lewis, D. & Ecob, R. (1988).<br />

School Matters: The Junior Years. Wells: Open Books.<br />

Satorra, A. & Bentler, P.M. (1988).<br />

Scaling Corrections <strong>for</strong> Chi-square Statistics in Covariance Structure Analysis.<br />

Proceedings <strong>of</strong> <strong>the</strong> Business and Economic Statistics Section <strong>of</strong> <strong>the</strong> American<br />

Statistical Association, 1988, 308-313.<br />

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