Chapter 18 Week13_2: Lavaan Lab 15 MIMIC & Longitudinal Invariance

  • For this lab, we will run Partial Invariance Test and MIMIC Models using simulated data based on Todd Little’s positive affect example.
  • We will also test longitudinal measurement invariance using a longitudinal dataset from semTools

Load up the lavaan library:

library(lavaan)

and the dataset:

affectData <- read.csv("cfaInclassData.csv", header = T)

For demonstration purposes, let’s first simulate a grouping variable called school:

set.seed(555)
affectData$school = sample(c('public', 'private'), nrow(affectData), replace = T)

18.1 PART I: Partial Invariance

Suppose that you do not need:

  • the loading of content on satisfaction
  • the intercept of content

to be equal across groups, you can use group.partial= to relax them:

  • “satisfaction=~content”: factor loading of content on satisfaction
  • “content~1”: intercept of indicator content
srSyntax <- "
    posAffect =~ glad + happy + cheerful 
    satisfaction =~ satisfied + content + comfortable 
    
    # Structural Regression: beta
    satisfaction ~ posAffect
    "
PartialInvFit <- lavaan::sem(srSyntax, 
                 data = affectData, 
                 fixed.x=FALSE,
                 estimator = 'MLR',
                 group = "school", 
                 group.equal = c("loadings", "intercepts", "residuals"),
                 group.partial = c("satisfaction=~content", "content~1")) 
summary(PartialInvFit, standardized = T, fit.measures = T)
## lavaan 0.6-12 ended normally after 33 iterations
## 
##   Estimator                                         ML
##   Optimization method                           NLMINB
##   Number of model parameters                        40
##   Number of equality constraints                    14
## 
##   Number of observations per group:                   
##     private                                        513
##     public                                         487
## 
## Model Test User Model:
##                                               Standard      Robust
##   Test Statistic                                25.622      25.620
##   Degrees of freedom                                28          28
##   P-value (Chi-square)                           0.594       0.594
##   Scaling correction factor                                  1.000
##     Yuan-Bentler correction (Mplus variant)                       
##   Test statistic for each group:
##     private                                     10.914      10.913
##     public                                      14.708      14.707
## 
## Model Test Baseline Model:
## 
##   Test statistic                              2038.064    2039.295
##   Degrees of freedom                                30          30
##   P-value                                        0.000       0.000
##   Scaling correction factor                                  0.999
## 
## User Model versus Baseline Model:
## 
##   Comparative Fit Index (CFI)                    1.000       1.000
##   Tucker-Lewis Index (TLI)                       1.001       1.001
##                                                                   
##   Robust Comparative Fit Index (CFI)                         1.000
##   Robust Tucker-Lewis Index (TLI)                            1.001
## 
## Loglikelihood and Information Criteria:
## 
##   Loglikelihood user model (H0)              -7479.853   -7479.853
##   Scaling correction factor                                  0.658
##       for the MLR correction                                      
##   Loglikelihood unrestricted model (H1)      -7467.042   -7467.042
##   Scaling correction factor                                  1.006
##       for the MLR correction                                      
##                                                                   
##   Akaike (AIC)                               15011.706   15011.706
##   Bayesian (BIC)                             15139.308   15139.308
##   Sample-size adjusted Bayesian (BIC)        15056.730   15056.730
## 
## Root Mean Square Error of Approximation:
## 
##   RMSEA                                          0.000       0.000
##   90 Percent confidence interval - lower         0.000       0.000
##   90 Percent confidence interval - upper         0.031       0.031
##   P-value RMSEA <= 0.05                          1.000       1.000
##                                                                   
##   Robust RMSEA                                               0.000
##   90 Percent confidence interval - lower                     0.000
##   90 Percent confidence interval - upper                     0.031
## 
## Standardized Root Mean Square Residual:
## 
##   SRMR                                           0.021       0.021
## 
## Parameter Estimates:
## 
##   Standard errors                             Sandwich
##   Information bread                           Observed
##   Observed information based on                Hessian
## 
## 
## Group 1 [private]:
## 
## Latent Variables:
##                    Estimate  Std.Err  z-value  P(>|z|)   Std.lv
##   posAffect =~                                                 
##     glad              1.000                               0.713
##     happy   (.p2.)    1.063    0.054   19.642    0.000    0.758
##     cheerfl (.p3.)    1.114    0.055   20.243    0.000    0.794
##   satisfaction =~                                              
##     satisfd           1.000                               0.769
##     content           1.111    0.068   16.370    0.000    0.855
##     cmfrtbl (.p6.)    0.917    0.044   20.985    0.000    0.705
##   Std.all
##          
##     0.716
##     0.765
##     0.794
##          
##     0.765
##     0.774
##     0.744
## 
## Regressions:
##                    Estimate  Std.Err  z-value  P(>|z|)   Std.lv
##   satisfaction ~                                               
##     posAffect         0.529    0.064    8.286    0.000    0.491
##   Std.all
##          
##     0.491
## 
## Intercepts:
##                    Estimate  Std.Err  z-value  P(>|z|)   Std.lv
##    .glad    (.16.)    0.018    0.040    0.443    0.658    0.018
##    .happy   (.17.)    0.026    0.040    0.650    0.516    0.026
##    .cheerfl (.18.)    0.018    0.042    0.415    0.678    0.018
##    .satisfd (.19.)   -0.083    0.043   -1.949    0.051   -0.083
##    .content          -0.086    0.049   -1.754    0.079   -0.086
##    .cmfrtbl (.21.)   -0.080    0.039   -2.058    0.040   -0.080
##     psAffct           0.000                               0.000
##    .stsfctn           0.000                               0.000
##   Std.all
##     0.018
##     0.026
##     0.018
##    -0.083
##    -0.078
##    -0.085
##     0.000
##     0.000
## 
## Variances:
##                    Estimate  Std.Err  z-value  P(>|z|)   Std.lv
##    .glad    (.p8.)    0.483    0.028   17.129    0.000    0.483
##    .happy   (.p9.)    0.408    0.029   14.225    0.000    0.408
##    .cheerfl (.10.)    0.369    0.028   13.205    0.000    0.369
##    .satisfd (.11.)    0.418    0.029   14.671    0.000    0.418
##    .content (.12.)    0.489    0.034   14.487    0.000    0.489
##    .cmfrtbl (.13.)    0.401    0.027   14.951    0.000    0.401
##     psAffct           0.509    0.051    9.913    0.000    1.000
##    .stsfctn           0.449    0.052    8.611    0.000    0.759
##   Std.all
##     0.487
##     0.415
##     0.369
##     0.414
##     0.401
##     0.446
##     1.000
##     0.759
## 
## 
## Group 2 [public]:
## 
## Latent Variables:
##                    Estimate  Std.Err  z-value  P(>|z|)   Std.lv
##   posAffect =~                                                 
##     glad              1.000                               0.674
##     happy   (.p2.)    1.063    0.054   19.642    0.000    0.716
##     cheerfl (.p3.)    1.114    0.055   20.243    0.000    0.750
##   satisfaction =~                                              
##     satisfd           1.000                               0.775
##     content           1.024    0.059   17.424    0.000    0.793
##     cmfrtbl (.p6.)    0.917    0.044   20.985    0.000    0.710
##   Std.all
##          
##     0.696
##     0.746
##     0.777
##          
##     0.768
##     0.750
##     0.746
## 
## Regressions:
##                    Estimate  Std.Err  z-value  P(>|z|)   Std.lv
##   satisfaction ~                                               
##     posAffect         0.563    0.067    8.357    0.000    0.489
##   Std.all
##          
##     0.489
## 
## Intercepts:
##                    Estimate  Std.Err  z-value  P(>|z|)   Std.lv
##    .glad    (.16.)    0.018    0.040    0.443    0.658    0.018
##    .happy   (.17.)    0.026    0.040    0.650    0.516    0.026
##    .cheerfl (.18.)    0.018    0.042    0.415    0.678    0.018
##    .satisfd (.19.)   -0.083    0.043   -1.949    0.051   -0.083
##    .content          -0.072    0.056   -1.276    0.202   -0.072
##    .cmfrtbl (.21.)   -0.080    0.039   -2.058    0.040   -0.080
##     psAffct          -0.034    0.049   -0.693    0.488   -0.051
##    .stsfctn           0.101    0.054    1.862    0.063    0.130
##   Std.all
##     0.018
##     0.027
##     0.018
##    -0.082
##    -0.068
##    -0.085
##    -0.051
##     0.130
## 
## Variances:
##                    Estimate  Std.Err  z-value  P(>|z|)   Std.lv
##    .glad    (.p8.)    0.483    0.028   17.129    0.000    0.483
##    .happy   (.p9.)    0.408    0.029   14.225    0.000    0.408
##    .cheerfl (.10.)    0.369    0.028   13.205    0.000    0.369
##    .satisfd (.11.)    0.418    0.029   14.671    0.000    0.418
##    .content (.12.)    0.489    0.034   14.487    0.000    0.489
##    .cmfrtbl (.13.)    0.401    0.027   14.951    0.000    0.401
##     psAffct           0.454    0.050    9.153    0.000    1.000
##    .stsfctn           0.456    0.050    9.162    0.000    0.760
##   Std.all
##     0.516
##     0.443
##     0.396
##     0.411
##     0.437
##     0.443
##     1.000
##     0.760
  • The overall model seems to be fine, so we can safely assume these two parameters can be freed across group;
  • Technically you want to compare PartialInvFit to resVarFit from last lab

18.2 PART II: MIMIC

To test whether the grouping variable school affects the loadings (i.e., metric invariance), school has to first interact with PA and predict the indicators:

This is easily said than done. To create such an interaction, we first need to create indicators of the latent interaction by multiplying school with each of the indicators of PA:

# first convert public/private to 0/1
affectData$school_N = ifelse(affectData$school=='public', 0, 1)

affectData$intPA1 =  affectData$school_N * affectData$glad
affectData$intPA2 =  affectData$school_N * affectData$happy
affectData$intPA3 =  affectData$school_N * affectData$cheerful

18.2.1 Test Metric Invariance

Now that we have our latent interaction indicators ready, we can run our MIMIC analyses by testing:

srSyntaxMIMIC0 <- "
    posAffect =~ glad + happy + cheerful 
    satisfaction =~ satisfied + content + comfortable 
    schoolxPA =~ intPA1 + intPA2 + intPA3 
    
    # Structural Regression: beta
    satisfaction ~ posAffect
    
    # Correlated Residuals:
    intPA1 ~~ glad
    intPA2 ~~ happy
    intPA3 ~~ cheerful
    "
MIMICmodel <- lavaan::sem(srSyntaxMIMIC0, 
                 data = affectData, 
                 fixed.x=FALSE,
                 estimator = 'MLR') 
library(semPlot)
semPaths(MIMICmodel, what='est', 
         nCharNodes = 0,
         nCharEdges = 0, # don't limit variable name lengths
         edge.label.cex=0.6, 
         curvePivot = TRUE, 
         curve = 1.5, # pull covariances' curves out a little
         fade=FALSE)

srSyntaxMIMICLoading <- "
    posAffect =~ glad + happy + cheerful 
    satisfaction =~ satisfied + content + comfortable 
    
    
    schoolxPA =~ intPA1 + intPA2 + intPA3 
    
    # Structural Regression: beta
    satisfaction ~ posAffect
    
    # Correlated Residuals:
    intPA1 ~~ glad
    intPA2 ~~ happy
    intPA3 ~~ cheerful
    
    # Test Metric Invariance
    glad ~ school + schoolxPA
    happy ~ school + schoolxPA
    cheerful ~ school + schoolxPA
    "

Note that you don’t need group=, group.equal=, or group.partial= in the following function (why?):

MIMICloading <- lavaan::sem(srSyntaxMIMICLoading, 
                 data = affectData, 
                 fixed.x=FALSE,
                 estimator = 'MLR') 
## Warning in lav_model_vcov(lavmodel = lavmodel, lavsamplestats = lavsamplestats, : lavaan WARNING:
##     The variance-covariance matrix of the estimated parameters (vcov)
##     does not appear to be positive definite! The smallest eigenvalue
##     (= 3.538210e-14) is close to zero. This may be a symptom that the
##     model is not identified.
summary(MIMICloading, standardized = T, fit.measures = T)
## lavaan 0.6-12 ended normally after 52 iterations
## 
##   Estimator                                         ML
##   Optimization method                           NLMINB
##   Number of model parameters                        30
## 
##   Number of observations                          1000
## 
## Model Test User Model:
##                                               Standard      Robust
##   Test Statistic                                18.095      20.392
##   Degrees of freedom                                25          25
##   P-value (Chi-square)                           0.838       0.726
##   Scaling correction factor                                  0.887
##     Yuan-Bentler correction (Mplus variant)                       
## 
## Model Test Baseline Model:
## 
##   Test statistic                              5166.260    4938.018
##   Degrees of freedom                                45          45
##   P-value                                        0.000       0.000
##   Scaling correction factor                                  1.046
## 
## User Model versus Baseline Model:
## 
##   Comparative Fit Index (CFI)                    1.000       1.000
##   Tucker-Lewis Index (TLI)                       1.002       1.002
##                                                                   
##   Robust Comparative Fit Index (CFI)                         1.000
##   Robust Tucker-Lewis Index (TLI)                            1.001
## 
## Loglikelihood and Information Criteria:
## 
##   Loglikelihood user model (H0)              -9863.278   -9863.278
##   Scaling correction factor                                  1.267
##       for the MLR correction                                      
##   Loglikelihood unrestricted model (H1)             NA          NA
##   Scaling correction factor                                  1.094
##       for the MLR correction                                      
##                                                                   
##   Akaike (AIC)                               19786.556   19786.556
##   Bayesian (BIC)                             19933.789   19933.789
##   Sample-size adjusted Bayesian (BIC)        19838.507   19838.507
## 
## Root Mean Square Error of Approximation:
## 
##   RMSEA                                          0.000       0.000
##   90 Percent confidence interval - lower         0.000       0.000
##   90 Percent confidence interval - upper         0.015       0.020
##   P-value RMSEA <= 0.05                          1.000       1.000
##                                                                   
##   Robust RMSEA                                               0.000
##   90 Percent confidence interval - lower                     0.000
##   90 Percent confidence interval - upper                     0.018
## 
## Standardized Root Mean Square Residual:
## 
##   SRMR                                           0.014       0.014
## 
## Parameter Estimates:
## 
##   Standard errors                             Sandwich
##   Information bread                           Observed
##   Observed information based on                Hessian
## 
## Latent Variables:
##                    Estimate  Std.Err  z-value  P(>|z|)   Std.lv
##   posAffect =~                                                 
##     glad              1.000                               0.644
##     happy             1.198    0.093   12.844    0.000    0.772
##     cheerful          1.130    0.091   12.420    0.000    0.728
##   satisfaction =~                                              
##     satisfied         1.000                               0.773
##     content           1.068    0.051   21.114    0.000    0.826
##     comfortable       0.917    0.043   21.150    0.000    0.709
##   schoolxPA =~                                                 
##     intPA1            1.000                               0.531
##     intPA2            0.968    0.065   14.944    0.000    0.514
##     intPA3            1.104    0.068   16.157    0.000    0.587
##   Std.all
##          
##     0.655
##     0.791
##     0.740
##          
##     0.767
##     0.763
##     0.746
##          
##     0.755
##     0.739
##     0.809
## 
## Regressions:
##                    Estimate  Std.Err  z-value  P(>|z|)   Std.lv
##   satisfaction ~                                               
##     posAffect         0.583    0.073    7.942    0.000    0.485
##   glad ~                                                       
##     school           -0.038    0.043   -0.869    0.385   -0.038
##     schoolxPA         0.129    0.147    0.874    0.382    0.068
##   happy ~                                                      
##     school           -0.014    0.043   -0.325    0.745   -0.014
##     schoolxPA        -0.081    0.177   -0.457    0.648   -0.043
##   cheerful ~                                                   
##     school           -0.048    0.042   -1.150    0.250   -0.048
##     schoolxPA         0.118    0.173    0.681    0.496    0.063
##   Std.all
##          
##     0.485
##          
##    -0.019
##     0.070
##          
##    -0.007
##    -0.044
##          
##    -0.024
##     0.064
## 
## Covariances:
##                    Estimate  Std.Err  z-value  P(>|z|)   Std.lv
##  .glad ~~                                                      
##    .intPA1            0.212    0.020   10.526    0.000    0.212
##  .happy ~~                                                     
##    .intPA2            0.219    0.021   10.685    0.000    0.219
##  .cheerful ~~                                                  
##    .intPA3            0.181    0.020    9.130    0.000    0.181
##   posAffect ~~                                                 
##     schoolxPA         0.246    0.046    5.349    0.000    0.720
##   Std.all
##          
##     0.662
##          
##     0.738
##          
##     0.703
##          
##     0.720
## 
## Variances:
##                    Estimate  Std.Err  z-value  P(>|z|)   Std.lv
##    .glad              0.482    0.028   17.094    0.000    0.482
##    .happy             0.401    0.029   14.007    0.000    0.401
##    .cheerful          0.368    0.027   13.445    0.000    0.368
##    .satisfied         0.418    0.028   14.724    0.000    0.418
##    .content           0.491    0.034   14.594    0.000    0.491
##    .comfortable       0.401    0.027   14.960    0.000    0.401
##    .intPA1            0.213    0.020   10.602    0.000    0.213
##    .intPA2            0.219    0.021   10.598    0.000    0.219
##    .intPA3            0.181    0.020    9.136    0.000    0.181
##     posAffect         0.415    0.085    4.888    0.000    1.000
##    .satisfaction      0.457    0.039   11.610    0.000    0.764
##     schoolxPA         0.282    0.032    8.881    0.000    1.000
##     school            0.250    0.000  607.925    0.000    0.250
##   Std.all
##     0.499
##     0.422
##     0.380
##     0.412
##     0.418
##     0.444
##     0.430
##     0.454
##     0.345
##     1.000
##     0.764
##     1.000
##     1.000
semPaths(MIMICloading, what='est', 
         nCharNodes = 0,
         nCharEdges = 0, # don't limit variable name lengths
         edge.label.cex=0.6, 
         curvePivot = TRUE, 
         curve = 1.5, # pull covariances' curves out a little
         fade=FALSE)

Regressions:
                   Estimate  Std.Err  z-value  P(>|z|)   Std.lv  Std.all
  satisfaction ~                                                        
    posAffect         0.583    0.073    7.942    0.000    0.485    0.485
  glad ~                                                                
    school           -0.038    0.043   -0.869    0.385   -0.038   -0.019
    schoolxPA         0.129    0.147    0.874    0.382    0.068    0.070
  happy ~                                                               
    school           -0.014    0.043   -0.325    0.745   -0.014   -0.007
    schoolxPA        -0.081    0.177   -0.457    0.648   -0.043   -0.044
  cheerful ~                                                            
    school           -0.048    0.042   -1.150    0.250   -0.048   -0.024
    schoolxPA         0.118    0.173    0.681    0.496    0.063    0.064
  • The coefficient of schoolxPA on all indicators were insignificant.
  • The loadings do not depend on school type.
  • No sign of violation of metric invariance.

18.2.2 Test Scalar Invariance

Since metric invariance has been established, we do not need the indicators of the latent interactions, we simply predict each of the indicators using group:

srSyntaxMIMICInt <- "
    posAffect =~ glad + happy + cheerful 
    satisfaction =~ satisfied + content + comfortable 

    # Structural Regression: beta
    satisfaction ~ posAffect

    # Test Scalar Invariance
    glad ~ school
    happy ~ school
    cheerful ~ school
    "
MIMICintercept <- lavaan::sem(srSyntaxMIMICInt, 
                       data = affectData,
                       fixed.x=FALSE,
                       estimator = 'MLR') 
semPaths(MIMICintercept, what='est', 
         nCharNodes = 0,
         nCharEdges = 0, # don't limit variable name lengths
         edge.label.cex=0.6, 
         curvePivot = TRUE, 
         curve = 1.5, # pull covariances' curves out a little
         fade=FALSE)

summary(MIMICintercept, standardized = T, fit.measures = T)
## lavaan 0.6-12 ended normally after 24 iterations
## 
##   Estimator                                         ML
##   Optimization method                           NLMINB
##   Number of model parameters                        17
## 
##   Number of observations                          1000
## 
## Model Test User Model:
##                                               Standard      Robust
##   Test Statistic                                 7.345       7.230
##   Degrees of freedom                                11          11
##   P-value (Chi-square)                           0.770       0.780
##   Scaling correction factor                                  1.016
##     Yuan-Bentler correction (Mplus variant)                       
## 
## Model Test Baseline Model:
## 
##   Test statistic                              2027.246    2025.669
##   Degrees of freedom                                21          21
##   P-value                                        0.000       0.000
##   Scaling correction factor                                  1.001
## 
## User Model versus Baseline Model:
## 
##   Comparative Fit Index (CFI)                    1.000       1.000
##   Tucker-Lewis Index (TLI)                       1.003       1.004
##                                                                   
##   Robust Comparative Fit Index (CFI)                         1.000
##   Robust Tucker-Lewis Index (TLI)                            1.004
## 
## Loglikelihood and Information Criteria:
## 
##   Loglikelihood user model (H0)              -8207.301   -8207.301
##   Scaling correction factor                                  0.942
##       for the MLR correction                                      
##   Loglikelihood unrestricted model (H1)             NA          NA
##   Scaling correction factor                                  0.971
##       for the MLR correction                                      
##                                                                   
##   Akaike (AIC)                               16448.602   16448.602
##   Bayesian (BIC)                             16532.034   16532.034
##   Sample-size adjusted Bayesian (BIC)        16478.041   16478.041
## 
## Root Mean Square Error of Approximation:
## 
##   RMSEA                                          0.000       0.000
##   90 Percent confidence interval - lower         0.000       0.000
##   90 Percent confidence interval - upper         0.023       0.022
##   P-value RMSEA <= 0.05                          1.000       1.000
##                                                                   
##   Robust RMSEA                                               0.000
##   90 Percent confidence interval - lower                     0.000
##   90 Percent confidence interval - upper                     0.023
## 
## Standardized Root Mean Square Residual:
## 
##   SRMR                                           0.017       0.017
## 
## Parameter Estimates:
## 
##   Standard errors                             Sandwich
##   Information bread                           Observed
##   Observed information based on                Hessian
## 
## Latent Variables:
##                    Estimate  Std.Err  z-value  P(>|z|)   Std.lv
##   posAffect =~                                                 
##     glad              1.000                               0.694
##     happy             1.067    0.054   19.752    0.000    0.740
##     cheerful          1.112    0.055   20.188    0.000    0.772
##   satisfaction =~                                              
##     satisfied         1.000                               0.773
##     content           1.068    0.051   21.122    0.000    0.826
##     comfortable       0.917    0.043   21.166    0.000    0.709
##   Std.all
##          
##     0.706
##     0.758
##     0.784
##          
##     0.767
##     0.763
##     0.746
## 
## Regressions:
##                    Estimate  Std.Err  z-value  P(>|z|)   Std.lv
##   satisfaction ~                                               
##     posAffect         0.547    0.049   11.250    0.000    0.491
##   glad ~                                                       
##     school           -0.075    0.059   -1.268    0.205   -0.075
##   happy ~                                                      
##     school           -0.039    0.058   -0.664    0.507   -0.039
##   cheerful ~                                                   
##     school           -0.090    0.058   -1.542    0.123   -0.090
##   Std.all
##          
##     0.491
##          
##    -0.038
##          
##    -0.020
##          
##    -0.046
## 
## Variances:
##                    Estimate  Std.Err  z-value  P(>|z|)   Std.lv
##    .glad              0.484    0.028   17.143    0.000    0.484
##    .happy             0.405    0.028   14.280    0.000    0.405
##    .cheerful          0.371    0.028   13.437    0.000    0.371
##    .satisfied         0.418    0.028   14.740    0.000    0.418
##    .content           0.491    0.034   14.615    0.000    0.491
##    .comfortable       0.401    0.027   14.993    0.000    0.401
##     posAffect         0.481    0.042   11.547    0.000    1.000
##    .satisfaction      0.454    0.039   11.629    0.000    0.759
##     school            0.250    0.000  607.925    0.000    0.250
##   Std.all
##     0.501
##     0.425
##     0.383
##     0.412
##     0.419
##     0.444
##     1.000
##     0.759
##     1.000
  • The coefficient of school on all indicators were insignificant.
  • The intercepts of indicators do not depend on school type.
  • No sign of violation of scalar invariance.

18.2.3 Test The Hypothesis of Equal Factor Means:

cfaSyntaxMIMIC <- "
    posAffect =~ glad + happy + cheerful 
    satisfaction =~ satisfied + content + comfortable 

    # Test Equal Factor Means
    posAffect ~ school
    satisfaction ~ school
    "
MIMICmean <- lavaan::sem(cfaSyntaxMIMIC, 
                 data = affectData,
                 fixed.x=FALSE,
                 estimator = 'MLR') 
summary(MIMICmean, standardized = T, fit.measures = T)
## lavaan 0.6-12 ended normally after 26 iterations
## 
##   Estimator                                         ML
##   Optimization method                           NLMINB
##   Number of model parameters                        16
## 
##   Number of observations                          1000
## 
## Model Test User Model:
##                                               Standard      Robust
##   Test Statistic                                 5.758       5.670
##   Degrees of freedom                                12          12
##   P-value (Chi-square)                           0.928       0.932
##   Scaling correction factor                                  1.015
##     Yuan-Bentler correction (Mplus variant)                       
## 
## Model Test Baseline Model:
## 
##   Test statistic                              2027.246    2025.669
##   Degrees of freedom                                21          21
##   P-value                                        0.000       0.000
##   Scaling correction factor                                  1.001
## 
## User Model versus Baseline Model:
## 
##   Comparative Fit Index (CFI)                    1.000       1.000
##   Tucker-Lewis Index (TLI)                       1.005       1.006
##                                                                   
##   Robust Comparative Fit Index (CFI)                         1.000
##   Robust Tucker-Lewis Index (TLI)                            1.006
## 
## Loglikelihood and Information Criteria:
## 
##   Loglikelihood user model (H0)              -8206.507   -8206.507
##   Scaling correction factor                                  0.938
##       for the MLR correction                                      
##   Loglikelihood unrestricted model (H1)             NA          NA
##   Scaling correction factor                                  0.971
##       for the MLR correction                                      
##                                                                   
##   Akaike (AIC)                               16445.014   16445.014
##   Bayesian (BIC)                             16523.538   16523.538
##   Sample-size adjusted Bayesian (BIC)        16472.722   16472.722
## 
## Root Mean Square Error of Approximation:
## 
##   RMSEA                                          0.000       0.000
##   90 Percent confidence interval - lower         0.000       0.000
##   90 Percent confidence interval - upper         0.010       0.009
##   P-value RMSEA <= 0.05                          1.000       1.000
##                                                                   
##   Robust RMSEA                                               0.000
##   90 Percent confidence interval - lower                     0.000
##   90 Percent confidence interval - upper                     0.009
## 
## Standardized Root Mean Square Residual:
## 
##   SRMR                                           0.009       0.009
## 
## Parameter Estimates:
## 
##   Standard errors                             Sandwich
##   Information bread                           Observed
##   Observed information based on                Hessian
## 
## Latent Variables:
##                    Estimate  Std.Err  z-value  P(>|z|)   Std.lv
##   posAffect =~                                                 
##     glad              1.000                               0.694
##     happy             1.066    0.054   19.687    0.000    0.740
##     cheerful          1.113    0.055   20.209    0.000    0.772
##   satisfaction =~                                              
##     satisfied         1.000                               0.774
##     content           1.067    0.051   21.069    0.000    0.826
##     comfortable       0.915    0.043   21.175    0.000    0.708
##   Std.all
##          
##     0.706
##     0.758
##     0.785
##          
##     0.768
##     0.763
##     0.745
## 
## Regressions:
##                    Estimate  Std.Err  z-value  P(>|z|)   Std.lv
##   posAffect ~                                                  
##     school           -0.034    0.049   -0.691    0.489   -0.049
##   satisfaction ~                                               
##     school            0.085    0.055    1.559    0.119    0.110
##   Std.all
##          
##    -0.025
##          
##     0.055
## 
## Covariances:
##                    Estimate  Std.Err  z-value  P(>|z|)   Std.lv
##  .posAffect ~~                                                 
##    .satisfaction      0.263    0.028    9.514    0.000    0.490
##   Std.all
##          
##     0.490
## 
## Variances:
##                    Estimate  Std.Err  z-value  P(>|z|)   Std.lv
##    .glad              0.484    0.028   17.137    0.000    0.484
##    .happy             0.406    0.028   14.268    0.000    0.406
##    .cheerful          0.370    0.028   13.396    0.000    0.370
##    .satisfied         0.417    0.028   14.689    0.000    0.417
##    .content           0.491    0.034   14.582    0.000    0.491
##    .comfortable       0.402    0.027   15.076    0.000    0.402
##    .posAffect         0.482    0.042   11.546    0.000    0.999
##    .satisfaction      0.597    0.049   12.212    0.000    0.997
##     school            0.250    0.000  607.925    0.000    0.250
##   Std.all
##     0.501
##     0.426
##     0.383
##     0.411
##     0.418
##     0.445
##     0.999
##     0.997
##     1.000
semPaths(MIMICmean, what='est', 
         nCharNodes = 0,
         nCharEdges = 0, # don't limit variable name lengths
         edge.label.cex=0.6, 
         curvePivot = TRUE, 
         curve = 1.5, # pull covariances' curves out a little
         fade=FALSE)

  • The coefficient of school on two latent variables were insignificant.
  • It says the levels of positive affect and satisfaction in public schools were essentially the same as those in private schools.

18.3 PART III: Longitudinal Invariance

The following codes were adapted from the examples of measEq.syntax() in semTools:

library(semTools)
?measEq.syntax

They used a built-in dataset called datCat:

head(datCat)
##   u1 u2 u3 u4 u5 u6 u7 u8    g
## 1  3  3  2  2  3  2  2  3 male
## 2  3  2  2  2  2  3  3  2 male
## 3  3  2  3  1  4  3  3  3 male
## 4  1  3  2  1  3  2  2  3 male
## 5  3  4  3  4  4  4  5  3 male
## 6  3  4  3  3  4  3  2  1 male
  • A data.frame with 200 observations of 9 variables.
  • A simulated data set with 2 factors with 4 indicators each separated into two groups
  • Let’s ignore the gender groups for now
  • u1-u4 are likert variables measured at time 1
  • u5-u8 are the same set of likert variables measured at time 2
  • Both u1-u4 and u5-u8 measure the same latent variable, FU

The goal of testing longitudinal invariance is to make sure that the scale that measures positive affect and satisfaction functions in the same way across all time points.

18.3.1 step 1: Configural invariance

First define the CFA model that measures the same latent variable (FU) at two time points:

mod.cat <- ' FU1 =~ u1 + u2 + u3 + u4
             FU2 =~ u5 + u6 + u7 + u8 '

It’s important to know:

  • You do not want to use sem() to test longitudinal invariance (technically you can, but it’ll be very messy)
  • I recommend using the function measEq.syntax() from semTools package
  • To tell measEq.syntax() that FU1 are FU2 are just the same variables, you need to define a list longFacNames that includes this information
  • The indicators are categorical you’ll need the ordered= argument and parameterization = “theta”
  • The example codes used ID.fac = “std.lv” (fixed variance scaling) so we’ll use this as well
  • return.fit = TRUE fits the model instead of just creating a model syntax
## the 2 factors are actually the same factor (FU) measured twice
longFacNames <- list(FU = c("FU1","FU2"))
syntax.config <- measEq.syntax(configural.model = mod.cat,
                               data = datCat,
                               ordered = paste0("u", 1:8),
                               parameterization = "theta",
                               ID.fac = "std.lv", 
                               longFacNames = longFacNames,
                               fixed.x = TRUE,
                               return.fit = TRUE)
#cat(as.character(syntax.config))
summary(syntax.config, standardized = T, fit.measures = T)
## lavaan 0.6-12 ended normally after 43 iterations
## 
##   Estimator                                       DWLS
##   Optimization method                           NLMINB
##   Number of model parameters                        45
## 
##   Number of observations                           200
## 
## Model Test User Model:
##                                               Standard      Robust
##   Test Statistic                                11.839      19.695
##   Degrees of freedom                                15          15
##   P-value (Chi-square)                           0.691       0.184
##   Scaling correction factor                                  0.665
##   Shift parameter                                            1.891
##     simple second-order correction                                
## 
## Model Test Baseline Model:
## 
##   Test statistic                              1493.667     953.386
##   Degrees of freedom                                28          28
##   P-value                                        0.000       0.000
##   Scaling correction factor                                  1.584
## 
## User Model versus Baseline Model:
## 
##   Comparative Fit Index (CFI)                    1.000       0.995
##   Tucker-Lewis Index (TLI)                       1.004       0.991
##                                                                   
##   Robust Comparative Fit Index (CFI)                            NA
##   Robust Tucker-Lewis Index (TLI)                               NA
## 
## Root Mean Square Error of Approximation:
## 
##   RMSEA                                          0.000       0.040
##   90 Percent confidence interval - lower         0.000       0.000
##   90 Percent confidence interval - upper         0.053       0.083
##   P-value RMSEA <= 0.05                          0.938       0.603
##                                                                   
##   Robust RMSEA                                                  NA
##   90 Percent confidence interval - lower                     0.000
##   90 Percent confidence interval - upper                        NA
## 
## Standardized Root Mean Square Residual:
## 
##   SRMR                                           0.038       0.038
## 
## Parameter Estimates:
## 
##   Standard errors                           Robust.sem
##   Information                                 Expected
##   Information saturated (h1) model        Unstructured
## 
## Latent Variables:
##                    Estimate  Std.Err  z-value  P(>|z|)   Std.lv
##   FU1 =~                                                       
##     u1      (l.1_)    1.264    0.181    6.972    0.000    1.264
##     u2      (l.2_)    0.941    0.142    6.638    0.000    0.941
##     u3      (l.3_)    1.053    0.141    7.472    0.000    1.053
##     u4      (l.4_)    0.833    0.113    7.383    0.000    0.833
##   FU2 =~                                                       
##     u5      (l.5_)    1.286    0.200    6.446    0.000    1.286
##     u6      (l.6_)    1.254    0.183    6.847    0.000    1.254
##     u7      (l.7_)    1.142    0.167    6.822    0.000    1.142
##     u8      (l.8_)    0.919    0.119    7.746    0.000    0.919
##   Std.all
##          
##     0.784
##     0.685
##     0.725
##     0.640
##          
##     0.790
##     0.782
##     0.752
##     0.677
## 
## Covariances:
##                    Estimate  Std.Err  z-value  P(>|z|)   Std.lv
##  .u1 ~~                                                        
##    .u5      (t.5_)    0.144    0.140    1.029    0.303    0.144
##  .u2 ~~                                                        
##    .u6      (t.6_)   -0.023    0.127   -0.185    0.853   -0.023
##  .u3 ~~                                                        
##    .u7      (t.7_)    0.059    0.128    0.460    0.646    0.059
##  .u4 ~~                                                        
##    .u8      (t.8_)   -0.078    0.113   -0.689    0.491   -0.078
##   FU1 ~~                                                       
##     FU2     (p.2_)    0.550    0.062    8.813    0.000    0.550
##   Std.all
##          
##     0.144
##          
##    -0.023
##          
##     0.059
##          
##    -0.078
##          
##     0.550
## 
## Intercepts:
##                    Estimate  Std.Err  z-value  P(>|z|)   Std.lv
##    .u1      (nu.1)    0.000                               0.000
##    .u2      (nu.2)    0.000                               0.000
##    .u3      (nu.3)    0.000                               0.000
##    .u4      (nu.4)    0.000                               0.000
##    .u5      (nu.5)    0.000                               0.000
##    .u6      (nu.6)    0.000                               0.000
##    .u7      (nu.7)    0.000                               0.000
##    .u8      (nu.8)    0.000                               0.000
##     FU1     (al.1)    0.000                               0.000
##     FU2     (al.2)    0.000                               0.000
##   Std.all
##     0.000
##     0.000
##     0.000
##     0.000
##     0.000
##     0.000
##     0.000
##     0.000
##     0.000
##     0.000
## 
## Thresholds:
##                    Estimate  Std.Err  z-value  P(>|z|)   Std.lv
##     u1|t1   (u1.1)   -2.065    0.230   -8.995    0.000   -2.065
##     u1|t2   (u1.2)   -0.471    0.147   -3.210    0.001   -0.471
##     u1|t3   (u1.3)    1.087    0.175    6.214    0.000    1.087
##     u1|t4   (u1.4)    2.506    0.277    9.046    0.000    2.506
##     u2|t1   (u2.1)   -1.977    0.202   -9.766    0.000   -1.977
##     u2|t2   (u2.2)   -0.419    0.125   -3.349    0.001   -0.419
##     u2|t3   (u2.3)    0.948    0.146    6.501    0.000    0.948
##     u2|t4   (u2.4)    2.404    0.265    9.060    0.000    2.404
##     u3|t1   (u3.1)   -1.992    0.208   -9.592    0.000   -1.992
##     u3|t2   (u3.2)   -0.579    0.135   -4.287    0.000   -0.579
##     u3|t3   (u3.3)    1.049    0.156    6.745    0.000    1.049
##     u3|t4   (u3.4)    2.462    0.267    9.227    0.000    2.462
##     u4|t1   (u4.1)   -1.786    0.177  -10.073    0.000   -1.786
##     u4|t2   (u4.2)   -0.296    0.116   -2.546    0.011   -0.296
##     u4|t3   (u4.3)    0.940    0.132    7.123    0.000    0.940
##     u4|t4   (u4.4)    2.551    0.262    9.719    0.000    2.551
##     u5|t1   (u5.1)   -2.289    0.272   -8.431    0.000   -2.289
##     u5|t2   (u5.2)   -0.831    0.166   -5.017    0.000   -0.831
##     u5|t3   (u5.3)    0.739    0.157    4.717    0.000    0.739
##     u5|t4   (u5.4)    2.135    0.279    7.667    0.000    2.135
##     u6|t1   (u6.1)   -2.367    0.261   -9.077    0.000   -2.367
##     u6|t2   (u6.2)   -0.683    0.156   -4.385    0.000   -0.683
##     u6|t3   (u6.3)    0.983    0.166    5.930    0.000    0.983
##     u6|t4   (u6.4)    2.150    0.259    8.317    0.000    2.150
##     u7|t1   (u7.1)   -2.299    0.267   -8.601    0.000   -2.299
##     u7|t2   (u7.2)   -0.796    0.149   -5.327    0.000   -0.796
##     u7|t3   (u7.3)    0.626    0.143    4.375    0.000    0.626
##     u7|t4   (u7.4)    1.746    0.200    8.734    0.000    1.746
##     u8|t1   (u8.1)   -1.909    0.178  -10.721    0.000   -1.909
##     u8|t2   (u8.2)   -0.712    0.130   -5.469    0.000   -0.712
##     u8|t3   (u8.3)    0.451    0.124    3.635    0.000    0.451
##     u8|t4   (u8.4)    1.909    0.184   10.387    0.000    1.909
##   Std.all
##    -1.282
##    -0.292
##     0.674
##     1.555
##    -1.440
##    -0.305
##     0.690
##     1.751
##    -1.372
##    -0.399
##     0.722
##     1.695
##    -1.372
##    -0.228
##     0.722
##     1.960
##    -1.405
##    -0.510
##     0.454
##     1.311
##    -1.476
##    -0.426
##     0.613
##     1.341
##    -1.514
##    -0.524
##     0.412
##     1.150
##    -1.405
##    -0.524
##     0.332
##     1.405
## 
## Variances:
##                    Estimate  Std.Err  z-value  P(>|z|)   Std.lv
##    .u1      (t.1_)    1.000                               1.000
##    .u2      (t.2_)    1.000                               1.000
##    .u3      (t.3_)    1.000                               1.000
##    .u4      (t.4_)    1.000                               1.000
##    .u5      (t.5_)    1.000                               1.000
##    .u6      (t.6_)    1.000                               1.000
##    .u7      (t.7_)    1.000                               1.000
##    .u8      (t.8_)    1.000                               1.000
##     FU1     (p.1_)    1.000                               1.000
##     FU2     (p.2_)    1.000                               1.000
##   Std.all
##     0.385
##     0.530
##     0.474
##     0.590
##     0.377
##     0.389
##     0.434
##     0.542
##     1.000
##     1.000
## 
## Scales y*:
##                    Estimate  Std.Err  z-value  P(>|z|)   Std.lv
##     u1                0.620                               0.620
##     u2                0.728                               0.728
##     u3                0.689                               0.689
##     u4                0.768                               0.768
##     u5                0.614                               0.614
##     u6                0.624                               0.624
##     u7                0.659                               0.659
##     u8                0.736                               0.736
##   Std.all
##     1.000
##     1.000
##     1.000
##     1.000
##     1.000
##     1.000
##     1.000
##     1.000

18.3.2 step 1.5: Threshold invariance (for categorical indicators only)

  • The test of Threshold invariance has to happen before the test of all other parameters;
  • Note that we do not have to use group = argument, longFacNames does the job
  • Use long.equal = c(“thresholds”) to test Threshold invariance
syntax.thresh <- measEq.syntax(configural.model = mod.cat,
                               data = datCat,
                               ordered = paste0("u", 1:8),
                               parameterization = "theta",
                               ID.fac = "std.lv", 
                               longFacNames = longFacNames,
                               long.equal = c("thresholds"),
                               fixed.x = TRUE,
                               return.fit = TRUE)

summary(syntax.thresh, standardized = T, fit.measures = T)
## lavaan 0.6-12 ended normally after 58 iterations
## 
##   Estimator                                       DWLS
##   Optimization method                           NLMINB
##   Number of model parameters                        53
##   Number of equality constraints                    16
## 
##   Number of observations                           200
## 
## Model Test User Model:
##                                               Standard      Robust
##   Test Statistic                                14.104      24.688
##   Degrees of freedom                                23          23
##   P-value (Chi-square)                           0.924       0.367
##   Scaling correction factor                                  0.647
##   Shift parameter                                            2.878
##     simple second-order correction                                
## 
## Model Test Baseline Model:
## 
##   Test statistic                              1493.667     953.386
##   Degrees of freedom                                28          28
##   P-value                                        0.000       0.000
##   Scaling correction factor                                  1.584
## 
## User Model versus Baseline Model:
## 
##   Comparative Fit Index (CFI)                    1.000       0.998
##   Tucker-Lewis Index (TLI)                       1.007       0.998
##                                                                   
##   Robust Comparative Fit Index (CFI)                            NA
##   Robust Tucker-Lewis Index (TLI)                               NA
## 
## Root Mean Square Error of Approximation:
## 
##   RMSEA                                          0.000       0.019
##   90 Percent confidence interval - lower         0.000       0.000
##   90 Percent confidence interval - upper         0.020       0.063
##   P-value RMSEA <= 0.05                          0.996       0.850
##                                                                   
##   Robust RMSEA                                                  NA
##   90 Percent confidence interval - lower                     0.000
##   90 Percent confidence interval - upper                        NA
## 
## Standardized Root Mean Square Residual:
## 
##   SRMR                                           0.038       0.038
## 
## Parameter Estimates:
## 
##   Standard errors                           Robust.sem
##   Information                                 Expected
##   Information saturated (h1) model        Unstructured
## 
## Latent Variables:
##                    Estimate  Std.Err  z-value  P(>|z|)   Std.lv
##   FU1 =~                                                       
##     u1      (l.1_)    1.264    0.181    6.972    0.000    1.264
##     u2      (l.2_)    0.941    0.142    6.638    0.000    0.941
##     u3      (l.3_)    1.053    0.141    7.472    0.000    1.053
##     u4      (l.4_)    0.833    0.113    7.383    0.000    0.833
##   FU2 =~                                                       
##     u5      (l.5_)    1.320    0.179    7.377    0.000    1.320
##     u6      (l.6_)    1.169    0.141    8.271    0.000    1.169
##     u7      (l.7_)    1.266    0.157    8.056    0.000    1.266
##     u8      (l.8_)    1.037    0.140    7.420    0.000    1.037
##   Std.all
##          
##     0.784
##     0.685
##     0.725
##     0.640
##          
##     0.790
##     0.782
##     0.752
##     0.677
## 
## Covariances:
##                    Estimate  Std.Err  z-value  P(>|z|)   Std.lv
##  .u1 ~~                                                        
##    .u5      (t.5_)    0.147    0.145    1.018    0.309    0.147
##  .u2 ~~                                                        
##    .u6      (t.6_)   -0.022    0.118   -0.185    0.853   -0.022
##  .u3 ~~                                                        
##    .u7      (t.7_)    0.065    0.143    0.459    0.647    0.065
##  .u4 ~~                                                        
##    .u8      (t.8_)   -0.088    0.128   -0.685    0.493   -0.088
##   FU1 ~~                                                       
##     FU2     (p.2_)    0.550    0.062    8.813    0.000    0.550
##   Std.all
##          
##     0.144
##          
##    -0.023
##          
##     0.059
##          
##    -0.078
##          
##     0.550
## 
## Intercepts:
##                    Estimate  Std.Err  z-value  P(>|z|)   Std.lv
##    .u1      (nu.1)    0.000                               0.000
##    .u2      (nu.2)    0.000                               0.000
##    .u3      (nu.3)    0.000                               0.000
##    .u4      (nu.4)    0.000                               0.000
##    .u5      (nu.5)    0.336    0.144    2.338    0.019    0.336
##    .u6      (nu.6)    0.186    0.132    1.411    0.158    0.186
##    .u7      (nu.7)    0.399    0.144    2.771    0.006    0.399
##    .u8      (nu.8)    0.443    0.140    3.154    0.002    0.443
##     FU1     (al.1)    0.000                               0.000
##     FU2     (al.2)    0.000                               0.000
##   Std.all
##     0.000
##     0.000
##     0.000
##     0.000
##     0.201
##     0.124
##     0.237
##     0.289
##     0.000
##     0.000
## 
## Thresholds:
##                    Estimate  Std.Err  z-value  P(>|z|)   Std.lv
##     u1|t1   (u1.1)   -2.042    0.224   -9.132    0.000   -2.042
##     u1|t2   (u1.2)   -0.492    0.132   -3.730    0.000   -0.492
##     u1|t3   (u1.3)    1.091    0.162    6.740    0.000    1.091
##     u1|t4   (u1.4)    2.518    0.270    9.335    0.000    2.518
##     u2|t1   (u2.1)   -1.996    0.193  -10.327    0.000   -1.996
##     u2|t2   (u2.2)   -0.434    0.115   -3.771    0.000   -0.434
##     u2|t3   (u2.3)    1.020    0.144    7.090    0.000    1.020
##     u2|t4   (u2.4)    2.280    0.237    9.620    0.000    2.280
##     u3|t1   (u3.1)   -2.053    0.198  -10.357    0.000   -2.053
##     u3|t2   (u3.2)   -0.539    0.131   -4.129    0.000   -0.539
##     u3|t3   (u3.3)    1.069    0.148    7.236    0.000    1.069
##     u3|t4   (u3.4)    2.388    0.240    9.940    0.000    2.388
##     u4|t1   (u4.1)   -1.754    0.167  -10.516    0.000   -1.754
##     u4|t2   (u4.2)   -0.322    0.108   -2.969    0.003   -0.322
##     u4|t3   (u4.3)    0.945    0.124    7.600    0.000    0.945
##     u4|t4   (u4.4)    2.577    0.231   11.167    0.000    2.577
##     u5|t1   (u1.1)   -2.042    0.224   -9.132    0.000   -2.042
##     u5|t2   (u1.2)   -0.492    0.132   -3.730    0.000   -0.492
##     u5|t3   (u1.3)    1.091    0.162    6.740    0.000    1.091
##     u5|t4   (u1.4)    2.518    0.270    9.335    0.000    2.518
##     u6|t1   (u2.1)   -1.996    0.193  -10.327    0.000   -1.996
##     u6|t2   (u2.2)   -0.434    0.115   -3.771    0.000   -0.434
##     u6|t3   (u2.3)    1.020    0.144    7.090    0.000    1.020
##     u6|t4   (u2.4)    2.280    0.237    9.620    0.000    2.280
##     u7|t1   (u3.1)   -2.053    0.198  -10.357    0.000   -2.053
##     u7|t2   (u3.2)   -0.539    0.131   -4.129    0.000   -0.539
##     u7|t3   (u3.3)    1.069    0.148    7.236    0.000    1.069
##     u7|t4   (u3.4)    2.388    0.240    9.940    0.000    2.388
##     u8|t1   (u4.1)   -1.754    0.167  -10.516    0.000   -1.754
##     u8|t2   (u4.2)   -0.322    0.108   -2.969    0.003   -0.322
##     u8|t3   (u4.3)    0.945    0.124    7.600    0.000    0.945
##     u8|t4   (u4.4)    2.577    0.231   11.167    0.000    2.577
##   Std.all
##    -1.267
##    -0.306
##     0.677
##     1.562
##    -1.454
##    -0.316
##     0.743
##     1.660
##    -1.414
##    -0.371
##     0.736
##     1.644
##    -1.348
##    -0.247
##     0.726
##     1.980
##    -1.221
##    -0.295
##     0.652
##     1.506
##    -1.335
##    -0.290
##     0.682
##     1.524
##    -1.220
##    -0.321
##     0.635
##     1.419
##    -1.146
##    -0.210
##     0.617
##     1.683
## 
## Variances:
##                    Estimate  Std.Err  z-value  P(>|z|)   Std.lv
##    .u1      (t.1_)    1.000                               1.000
##    .u2      (t.2_)    1.000                               1.000
##    .u3      (t.3_)    1.000                               1.000
##    .u4      (t.4_)    1.000                               1.000
##    .u5      (t.5_)    1.053    0.274    3.845    0.000    1.053
##    .u6      (t.6_)    0.870    0.213    4.088    0.000    0.870
##    .u7      (t.7_)    1.228    0.294    4.181    0.000    1.228
##    .u8      (t.8_)    1.271    0.248    5.135    0.000    1.271
##     FU1     (p.1_)    1.000                               1.000
##     FU2     (p.2_)    1.000                               1.000
##   Std.all
##     0.385
##     0.530
##     0.474
##     0.590
##     0.377
##     0.389
##     0.434
##     0.542
##     1.000
##     1.000
## 
## Scales y*:
##                    Estimate  Std.Err  z-value  P(>|z|)   Std.lv
##     u1                0.620                               0.620
##     u2                0.728                               0.728
##     u3                0.689                               0.689
##     u4                0.768                               0.768
##     u5                0.598                               0.598
##     u6                0.669                               0.669
##     u7                0.594                               0.594
##     u8                0.653                               0.653
##   Std.all
##     1.000
##     1.000
##     1.000
##     1.000
##     1.000
##     1.000
##     1.000
##     1.000

compare their fit to test threshold invariance:

anova(syntax.config, syntax.thresh)
## Scaled Chi-Squared Difference Test (method = "satorra.2000")
## 
## lavaan NOTE:
##     The "Chisq" column contains standard test statistics, not the
##     robust test that should be reported per model. A robust difference
##     test is a function of two standard (not robust) statistics.
##  
##               Df AIC BIC  Chisq Chisq diff Df diff Pr(>Chisq)
## syntax.config 15         11.839                              
## syntax.thresh 23         14.104     4.4393       8     0.8155
  • The test was not significant, meaning the increase in chi-square (due to the assumption of equal thresholds) was not substantial enough to worsen the model fit;
  • Threshold invariance was established;

18.3.4 step 2: Metric (weak) invariance

syntax.metric <- measEq.syntax(configural.model = mod.cat,
                               data = datCat,
                               ordered = paste0("u", 1:8),
                               parameterization = "theta",
                               ID.fac = "std.lv", 
                               longFacNames = longFacNames,
                               long.equal = c("thresholds","loadings"),
                               fixed.x = TRUE,
                               return.fit = TRUE)
summary(syntax.metric, standardized = T, fit.measures = T)  # summarize model features

test equivalence of loadings, given equivalence of thresholds:

anova(syntax.thresh, syntax.metric)
## Scaled Chi-Squared Difference Test (method = "satorra.2000")
## 
## lavaan NOTE:
##     The "Chisq" column contains standard test statistics, not the
##     robust test that should be reported per model. A robust difference
##     test is a function of two standard (not robust) statistics.
##  
##               Df AIC BIC  Chisq Chisq diff Df diff Pr(>Chisq)
## syntax.thresh 23         14.104                              
## syntax.metric 26         15.526     1.3632       3     0.7142
  • The test was not significant, meaning the increase in chi-square (due to the assumption of equal loadings) was not substantial enough to worsen the model fit;
  • Metric invariance was established;

18.3.5 step 3: Scalar (strong) Invariance

syntax.scalar <- measEq.syntax(configural.model = mod.cat, 
                               data = datCat,
                               ordered = paste0("u", 1:8),
                               parameterization = "theta",
                               ID.fac = "std.lv", 
                               longFacNames = longFacNames,
                               long.equal  = c("thresholds","loadings","intercepts"),
                               fixed.x = TRUE,
                               return.fit = TRUE)
summary(syntax.scalar, standardized = T, fit.measures = T)  # summarize model features

test equivalence of intercepts, given equal thresholds & loadings:

anova(syntax.metric, syntax.scalar)
## Scaled Chi-Squared Difference Test (method = "satorra.2000")
## 
## lavaan NOTE:
##     The "Chisq" column contains standard test statistics, not the
##     robust test that should be reported per model. A robust difference
##     test is a function of two standard (not robust) statistics.
##  
##               Df AIC BIC  Chisq Chisq diff Df diff Pr(>Chisq)
## syntax.metric 26         15.526                              
## syntax.scalar 29         19.338     4.0529       3     0.2558
  • The test was not significant, meaning the increase in chi-square (due to the assumption of equal intercepts) was not substantial enough to worsen the model fit;
  • Scalar invariance was established;

18.3.6 step 4: Residual variance (strict) invariance

syntax.strict <- measEq.syntax(configural.model = mod.cat, 
                               data = datCat,
                               ordered = paste0("u", 1:8),
                               parameterization = "theta",
                               ID.fac = "std.lv", 
                               longFacNames = longFacNames,
                               long.equal  = c("thresholds","loadings","intercepts", 
                                               "residuals"),
                               fixed.x = TRUE,
                               return.fit = TRUE)
summary(syntax.strict, standardized = T, fit.measures = T)  # summarize model features

test equivalence of intercepts, given equal thresholds & loadings:

anova(syntax.scalar, syntax.strict)
## Scaled Chi-Squared Difference Test (method = "satorra.2000")
## 
## lavaan NOTE:
##     The "Chisq" column contains standard test statistics, not the
##     robust test that should be reported per model. A robust difference
##     test is a function of two standard (not robust) statistics.
##  
##               Df AIC BIC  Chisq Chisq diff Df diff Pr(>Chisq)
## syntax.scalar 29         19.338                              
## syntax.strict 33         21.448     2.5846       4     0.6296
  • The test was not significant, meaning the increase in chi-square (due to the assumption of equal residual variances) was not substantial enough to worsen the model fit;
  • Strict invariance was established;

18.3.7 Shortcut Function

For a single table with all results, you can pass the models to summarize to the compareFit() function:

summary(compareFit(syntax.config, syntax.thresh, syntax.metric, syntax.scalar, syntax.strict))
## ################### Nested Model Comparison #########################
## Scaled Chi-Squared Difference Test (method = "satorra.2000")
## 
## lavaan NOTE:
##     The "Chisq" column contains standard test statistics, not the
##     robust test that should be reported per model. A robust difference
##     test is a function of two standard (not robust) statistics.
##  
##               Df AIC BIC  Chisq Chisq diff Df diff Pr(>Chisq)
## syntax.config 15         11.839                              
## syntax.thresh 23         14.104     4.4393       8     0.8155
## syntax.metric 26         15.526     1.3632       3     0.7142
## syntax.scalar 29         19.338     4.0529       3     0.2558
## syntax.strict 33         21.448     2.5846       4     0.6296
## 
## ####################### Model Fit Indices ###########################
##               chisq.scaled df.scaled pvalue.scaled rmsea.scaled
## syntax.config      19.695†        15          .184        .040 
## syntax.thresh      24.688         23          .367        .019 
## syntax.metric      25.098         26          .513        .000†
## syntax.scalar      29.459         29          .441        .009 
## syntax.strict      31.984         33          .518        .000†
##               cfi.scaled tli.scaled  srmr
## syntax.config      .995       .991  .038†
## syntax.thresh     0.998      0.998  .038 
## syntax.metric     1.000†     1.001† .038 
## syntax.scalar     1.000      1.000  .039 
## syntax.strict     1.000†     1.001  .038 
## 
## ################## Differences in Fit Indices #######################
##                               df.scaled rmsea.scaled cfi.scaled
## syntax.thresh - syntax.config         8       -0.020      0.003
## syntax.metric - syntax.thresh         3       -0.019      0.002
## syntax.scalar - syntax.metric         3        0.009      0.000
## syntax.strict - syntax.scalar         4       -0.009      0.000
##                               tli.scaled  srmr
## syntax.thresh - syntax.config      0.007 0.000
## syntax.metric - syntax.thresh      0.003 0.001
## syntax.scalar - syntax.metric     -0.002 0.000
## syntax.strict - syntax.scalar      0.001 0.000

18.4 PART IV: Exercises: MIMIC

In this exercise, you are given a dataset, activefull.txt, to fit the MIMIC model on page 70 of <Week13 MGSEM + Measurement Invariance.pdf>:

I’ll get you started:

active<-read.table('activefull.txt', header=T)
V<-c('ws1','ls1','lt1','gender')
active_sub<-active[,V]
head(active_sub)
##   ws1 ls1 lt1 gender
## 1   4   6   7      2
## 2  11  12   7      2
## 3   7  11   5      2
## 4  16  15   9      2
## 5   9   7   5      2
## 6  20  20   8      2
  • This subscale measures the latent variable R using three continuous indicators: ‘ws1’,‘ls1’,‘lt1’
  • You can ignore the mediator edu for now.

Using active_sub, can you test the (1) Metric Invariance and (2) Scalar Invariance of this subscale between gender groups?

18.5 PART V: Exercises: Longitudinal Invariance

In this exercise, you are given a dataset, myData, that can be downloaded from Mplus website:

myData <- read.table("http://www.statmodel.com/usersguide/chap5/ex5.16.dat")
names(myData) <- c("u1","u2","u3","u4","u5","u6","x1","x2","x3","g")
myData_sub<-myData[,c("u1","u2","u3","u4","u5","u6")]
head(myData_sub)
##   u1 u2 u3 u4 u5 u6
## 1  0  0  0  0  1  1
## 2  1  1  1  1  1  1
## 3  1  0  0  1  0  0
## 4  0  0  0  0  0  0
## 5  1  1  1  0  0  0
## 6  0  0  1  0  0  0
  • myData_sub is a data.frame with 2200 observations of 6 variables.
  • u1-u3 are binary variables measured at time 1
  • u4-u6 are the same set of binary variables measured at time 2
  • Both u1-u3 and u4-u6 measure the same latent variable, FU

Let’s first define the CFA model that measures the same latent variable (FU) at two time points (you are welcome):

bin.mod <- '
  FU1 =~ u1 + u2 + u3
  FU2 =~ u4 + u5 + u6
'

Using myData_sub, can you test the (1) Metric Invariance and (2) Scalar Invariance of this subscale between gender groups?

test.seq <- list(strong = c("thresholds", "loadings","intercepts"),
                 strict = c("residuals"))
meq.list <- list()
for (i in 0:length(test.seq)) {
  if (i == 0L) {
    meq.label <- "configural"
    long.equal <- ""
  } else {
    meq.label <- names(test.seq)[i]
    long.equal <- unlist(test.seq[1:i])
  }
  meq.list[[meq.label]] <- measEq.syntax(configural.model = bin.mod,
                                         data = myData_sub,
                                         ordered = paste0("u", 1:6),
                                         parameterization = "theta",
                                         ID.fac = "std.lv",
                                         longFacNames = longFacNames,
                                         long.equal = long.equal,
                                         fixed.x = TRUE,
                                         return.fit = TRUE)
}
compareFit(meq.list)
## The following lavaan models were compared:
##     meq.list.configural
##     meq.list.strong
##     meq.list.strict
## To view results, assign the compareFit() output to an object and  use the summary() method; see the class?FitDiff help page.
summary(compareFit(meq.list))
## ################### Nested Model Comparison #########################
## Scaled Chi-Squared Difference Test (method = "satorra.2000")
## 
## lavaan NOTE:
##     The "Chisq" column contains standard test statistics, not the
##     robust test that should be reported per model. A robust difference
##     test is a function of two standard (not robust) statistics.
##  
##                     Df AIC BIC   Chisq Chisq diff Df diff Pr(>Chisq)
## meq.list.configural  5          0.8964                              
## meq.list.strong      6          1.5166      1.785       1     0.1815
## meq.list.strict      9         46.2898     61.483       3  2.833e-13
##                        
## meq.list.configural    
## meq.list.strong        
## meq.list.strict     ***
## ---
## Signif. codes:  0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
## 
## ####################### Model Fit Indices ###########################
##                     chisq.scaled df.scaled pvalue.scaled rmsea.scaled
## meq.list.configural       1.937†         5          .858        .000†
## meq.list.strong           3.229          6          .780        .000†
## meq.list.strict          73.013          9          .000        .057 
##                     cfi.scaled tli.scaled  srmr
## meq.list.configural     1.000†     1.001† .006 
## meq.list.strong         1.000†     1.000  .006†
## meq.list.strict         0.996       .993  .016 
## 
## ################## Differences in Fit Indices #######################
##                                       df.scaled rmsea.scaled
## meq.list.strong - meq.list.configural         1        0.000
## meq.list.strict - meq.list.strong             3        0.057
##                                       cfi.scaled tli.scaled  srmr
## meq.list.strong - meq.list.configural      0.000      0.000 0.000
## meq.list.strict - meq.list.strong         -0.004     -0.008 0.011