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Confirmatory Factor Analysis: Intro

Confirmatory factor analysis (CFA) is a type of structural equation modeling used to verify the factor structure of observed variables. CFA allows researchers to test whether measured variables represent underlying latent constructs. It involves specifying the number of factors and which measured variables define each factor before examining the model fit to the data. CFA path diagrams depict relationships between latent variables and their observed indicator variables, along with error terms. Model specification in CFA involves defining factor loading, unique variance, and factor correlation matrices.

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Harshit Anand
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52 views14 pages

Confirmatory Factor Analysis: Intro

Confirmatory factor analysis (CFA) is a type of structural equation modeling used to verify the factor structure of observed variables. CFA allows researchers to test whether measured variables represent underlying latent constructs. It involves specifying the number of factors and which measured variables define each factor before examining the model fit to the data. CFA path diagrams depict relationships between latent variables and their observed indicator variables, along with error terms. Model specification in CFA involves defining factor loading, unique variance, and factor correlation matrices.

Uploaded by

Harshit Anand
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Download as PPT, PDF, TXT or read online on Scribd
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Confirmatory Factor Analysis

Intro
Factor Analysis
• Exploratory
– Principle components
– Rotations
• Confirmatory
– Split sample
– Structural equations
Structural Equation Approach
• Structural equation or covariance structure
models
Components
• Latent variables (endogenous)
• Manifest variables (exogenous)
• Residual variables
• Covariances
• Influences
Path Diagrams (components)
Observed
Variable E1 Residual or Error

Latent Variable

Influence Path

Covariance between exogenous variables or errors


Path Diagram for Multiple Regression
y = a0 + a1*x1 +a2*x2 + a3*x3 + a4*x4 + e1

X1

X2
Y E1

X3

X4
Regression
• All variables are manifest
• One error term
• All covariances allowed among
independent variables
Two Factor Confirmatory Path
Model

F1 F2

V1 V2 V3 V4 V5 V6

E1 E1 E1 E1 E1 E1
Confirmatory Model
• F1 and F2 correlated (oblique)
• Components of F1 and F2 are separate
indicator variables
Example
• Y = v + e1 • e1, e2, e3
• X = u + e2 independent with
• X’ = u + e3 mean = 0
• e2, e3, u uncorrelated
• X, Y & X’ are manifest • e1, v uncorrelated
• U, V are latent
• e1, e2, e3 are
residual/errors
Example Covariance
Y X X’

Y Var(Y)=
Var(v) + Var(e1)

X Cov(XY) = Var(X) =
Cov(uv) Var(u) + Var(e2)

X’ Cov(X’Y) = Cov(X/X) = Var(X’) =


Cov(uv) Var(u) Var(u) + Var(e3)
FACTOR Model Specification
• You can specify the FACTOR statement to
compute factor loadings F and unique
variances U of an exploratory or
confirmatory first-order factor (or
component) analysis. By default, the factor
correlation matrix P is an identity matrix.
C = FF’ + U,    U = diag
C= data covariance matrix
First-order Confirmatory Factor
Analysis
• For a first-order confirmatory factor
analysis, you can use MATRIX statements
to define elements in the matrices F, P,
and U of the more general model
C = FPF' + U,     P = P' ,     U = diag
• factor loadings F
• unique variances U
• factor correlation matrix P
• data covariance matrix C
PROC FACTOR
• RESIDUALS / RES
– displays the residual correlation matrix and
the associated partial correlation matrix. The
diagonal elements of the residual correlation
matrix are the unique variances.

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