The seminar will focus on sociological applications
of path analysis and structural equation models. Following a review
of basic ideas of structure, interpretation, estimation, and inference
in recursive models, the seminar will work through problems of specification,
identification, and model selection in simple latent-variable models
and nonrecursive models, using published examples where possible.
The LISREL model will be introduced, and its use in the specification of
a variety of models will be reviewed: factor models, MIMIC models,
recursive and nonrecursive models with and without unobservables, multiple
group models, models of nested data, models of repeated measurements, and
models for missing data. If time permits, we will look into the specification
of latent variable models for ordinal data or for latent growth curves.
Most estimation will be carried out using LISREL (version 8.3), but we
will also consider other software packages, including AMOS (3.61 or 4.0),
EQS (5.7), and Mplus (1.0).
The last weeks of the course will be devoted to presentations and critiques of student research papers. Papers are due by 9:00 am on Wednesday, May 2, 2001. No late papers will be accepted.
Duncan, Otis Dudley, Introduction to Structural Equation Models (SEM). New York: Academic Press, 1975.
Jöreskog, Karl G., and Sörbom, Dag. LISREL 8: User’s Reference Guide (L8). Chicago: Scientific Software International, 1996.
Loehlin, John C. Latent Variable Models: An Introduction to Factor, Path, Structural Analysis (LVM). 2nd ed. Lawrence Erlbaum Associates, 1992.
Bollen, Kenneth A. Structural Equations with Latent Variables (SELV). New York: John Wiley and Sons, 1989.
Hoyle, Rick H. (ed.). Structural Equation Modeling: Concepts, Issues, and Applications (CIA). Thousand Oaks, CA: SAGE Publications, 1995.
Kline, Rex B. Principles and Practice of Structural Equation Modeling. New York: Guilford Publications, 1998.
Supplementary software manuals:
Arbuckle, James L. Amos Users’ Guide: Version 3.6. Chicago: SPSS, Inc., and SmallWaters Corporation, 1997.
Bentler, Peter M. EQS: Structural Equations Program Manual. Encino, CA: Multivariate Software, Inc., 1995.
Byrne, Barbara M. Structural Equation Modeling with EQS and EQS/Windows. Thousand Oaks, CA: SAGE, 1994.
Jöreskog, Karl G., and Sörbom, Dag. LISREL 8: Structural Equation Modeling with the SIMPLIS Command Language. Chicago: Scientific Software International, 1993.
Jöreskog, Karl G., and Sörbom, Dag. PRELIS 2: User’s Reference Guide. Chicago: Scientific Software International, 1996.
Muthén, Linda K., and Bengt O. Muthén. Mplus User’s Guide. Los Angeles, CA: Muthén & Muthén, 1998.
Copies of all readings will be placed on reserve in the Library of the Center for Demography and Ecology, Room 4471, Social Science Building.
Weekly exercises will be assigned, and each student is expected to prepare a research paper and present it to the seminar. Grades will be based on completion of the exercises and on the quality of the research paper/presentation. There will be no final examination. All work must be completed and turned in on time. No incompletes will be given.
Students who expect and desire to gain facility in the specification and interpretation of structural equation models will complete the exercises. "Just sitting in" on the course will prove to be a waste of time after the first few weeks.
Week 5 (21 February) Written plan
(1-2 pages)
Week 6 (28 February) Meet with
instructor to discuss and approve plan
Week 11 (11April) First draft due (by
9:00 am)
Week 14 (2 May) Final paper due (by
9:00 am)
Students who plan to use unit record data for human subjects should consult with the instructor about IRB approval early in the semester.
Students who do not already have accounts in the Social Science Computing Cluster may open instructional accounts and use shared (common SSC) resources and those of the Department of Sociology. LISREL 8.3 and Mplus 1.0 are available on WinCenter. Printed output is filed in Room 4411A. Some students may prefer to use other software that is also available in the SSC: EQS 5.7 or AMOS 3.61 -- which are available in WinCenter -- or CALIS (a SAS module). The PC versions of LISREL 8.3 and of AMOS 3.61 are also available in the Social Science MicroComputing Lab (Rm. 3224 Social Science).
A free, student version of LISREL 8.3 may be downloaded without charge from
http://www.ssicentral.com/other/entry.htm.
Also, see the SSI homepage, http://www.ssicentral.com/.
A free, student version of AMOS 3.6 may be downloaded without charge from
http://www.smallwaters.com/amos/student.html.
Also, see the SmallWaters homepage, http://www.smallwaters.com/.
Public terminals are in Room 2470 Social Science, which also stores many helpful documents. Instruction in the use of SSC facilities will be announced. Instructional accounts in the SSC will be terminated at the end of the course, and students should plan to back up or delete their files before the end of May 2001.
It is possible to use vast amounts of machine time with nothing to show for it unless great care is exercised in preparation for maximum-likelihood estimation using LISREL or other similar computer programs. Members of the seminar who have other resources for computing may feel free to use them, but the instructor will take no responsibility for the use of LISREL on other systems, e.g., on personal computers, or for the use of other software.
On any aspect of the course, see R.M. Hauser, 4430 Social Science, from 2:00 to 4:30 pm on Tuesday, or by appointment. For appointments or replies to brief questions, send MAIL to HAUSER within the SSC cluster; or send MAIL to "HAUSER@SSC.WISC.EDU" from elsewhere on the INTERNET, or call the Center for Demography of Health and Aging, Room 4418 (262-4715). If I am not available when you call, I will probably reply by MAIL, rather than call you back. If you do not have an e-mail address, you may use your instructional account, or you might want to set up a student account through WiscWorld (DoIt).
For advice on the use of SSC computing facilities, see an SSC Consultant in the 4th floor corridor of the north wing of the Social Science Building (262-9917). The SSC Consultant will not provide advice about LISREL, AMOS, or EQS syntax, error messages, model specification, etc. See the instructor for advice about model specification.
For advice on estimation using DoIT computing facilities or those in the Social Science Micro Lab, contact Al Schubert, Coordinator, Senior Information Processing Consultant, DoIT, Room 3224B Social Science (262-0751).
Note: Copies of these materials will be placed on reserve in the Library of the Center for Demography and Ecology, Room 4457 Social Science. Journal articles and reader chapters will also be available on the course web-site, http://www.ssc.wisc.edu/~hauser/soc952.htm. Starred items (*) are optional readings, but some of these will be strongly recommended in class. In general, students should read the required material for each class meeting in advance.
1. Duncan, SEM, Chs. 1-2.
2. Loehlin, LVM, Chs. 1, 7 (lightly).
3. *Bielby, W.T., and Hauser, R.M., "Structural Equation Models," Annual Review of Sociology 3 (1977):137-161.
4. *Bentler, P.M., "Multivariate Analysis with Latent Variables: Causal Modeling," Annual Review of Psychology 31 (1980):419-56.
5. *Bollen, SELV, Chs. 1-3.
6. *Hoyle, CIA, Ch. 1-2, 7, 9.
1. Duncan, SEM, Chs. 3-4.
2. Duncan, O.D., "Path Analysis: Sociological Examples," American Journal of Sociology 72 (1966):1-16.
3. Alwin, D.F., and Hauser, R.M., "The Decomposition of Effects in Path Analysis," American Sociological Review 40 (1975):37-47.
4. *Jöreskog, Karl G., and Sörbom, Dag, L8, Ch 4 (pp. 133-158).
5. *Bollen, Kenneth A.,"Total, Direct, and Indirect Effects in Structural Equation Models," Pp. 37-69 in Clifford C. Clogg (ed.), Sociological Methodology 1987. Washington, D.C.: American Sociological Association, 1987.
6. *Bollen, SELV, pp. 80-104, 123-131, 376-389.
1. Duncan, SEM, Ch. 9.
2. Loehlin, LVM, Ch. 3.
3. Costner, H.L., "Theory, Deduction and Rules of Correspondence," American Journal of Sociology 75 (1969):245-263. Reprinted as Ch. 16 in H.M. Blalock (ed.), Causal Models in the Social Sciences (Chicago: Aldine, 1971):299-319.
4. *Heise, D.R., "Separating Reliability and Stability in Test-Retest Correlation," American Sociological Review 34 (1969):93-101. Reprinted as Ch. 20 in Blalock, CMISS.
5. *Wiley, D.E., and Wiley, J.A., "The Estimation of Measurement Error in Panel Data," American Sociological Review 35 (1970):112-117. Reprinted as Ch. 21 in Blalock, CMISS.
6. *Bollen, SELV, Ch. 5, Ch. 6, Ch. 7 (pp. 226-254).
1. Jöreskog, Karl G., and Sörbom, Dag, L8, Chs. 1and 2
2. Loehlin, LVM, Ch. 2 (pp. 37-57).
3. Bielby, William T., Hauser, Robert M., and Featherman, David L., "Response Errors of Black and Nonblack Males in Models of the Intergenerational Transmission of Socioeconomic Status," American Journal of Sociology 82 (May 1977):1242-1288.
4. *Alwin, Duane F., and Jackson, David J., "Measurement Models for Response Errors in Surveys: Issues and Applications," pp. 68-119 in Karl F. Schuessler (ed.), Sociological Methodology 1980. San Francisco: Jossey-Bass, 1979.
5. *Bollen, SELV, pp. 10-20, Ch. 4 (104-123), Ch. 8 (pp. 319-369).
6. *Hoyle, CIA, Ch. 2, 3.
1. Loehlin, LVM, Ch. 2 (pp. 57-79).
2. Jöreskog, Karl G., and Sörbom, Dag, L8, Ch. 3.
3. Hauser, Robert M., "Occupational Status in the Nineteenth and Twentieth Centuries," Historical Methods 15 (Summer 1982):111-126.
4. Long, J. Scott, "Estimation and Hypothesis Testing in Linear Models Containing Measurement Error: A Review of Jöreskog's Model for the Analysis of Covariance Structures," Sociological Methods and Research 5 (November 1976):157-206.
5. *Raftery, Adrian E., “Bayesian Model Selection in Social Research,” pp. 111-195 (including commentary and replies) in Peter V. Marsden (ed), Sociological Methodology 1995. Cambridge: Basil Blackwell, 1995.
6. *Matsueda, Ross L., and Bielby, William T., "Statistical Power in Covariance Structure Models," Pp. 120-158 in N.B. Tuma (ed.), Sociological Methodology 1986. Washington, D.C.: American Sociological Association, 1986.
7. *Bentler, P.M., and Bonett, Douglas G., "Significance Tests and Goodness of Fit in the Analysis of Covariance Structures," Psychological Bulletin 88 (1980):588-606.
8. *Sobel, Michael E., and Bohrnstedt, George W., "The Use of Null Models in Evaluating the Fit of Covariance Structure Models," Pp. 152-178 in N.B. Tuma (ed.), Sociological Methodology 1985. San Francisco: Jossey-Bass, 1985.
9. *Bollen, SELV, Ch. 7 (pp. 254-305), Ch. 8 (pp. 333-350).
10. *Hoyle, CIA, Ch. 5, 6.
1. Hauser, Robert M., and Goldberger, Arthur S., "The Treatment of Unobservable Variables in Path Analysis," Pp. 81-117 in H.L. Costner (ed.), Sociological Methodology, 1971. San Francisco: Jossey-Bass, 1971.
2. Jöreskog, Karl G., and Sörbom, Dag, L8, Ch. 5 (pp. 159-186).
3. Hauser, Robert M., and Wong, Raymond Sin-Kwok, "Sibling Resemblance and Inter-Sibling Effects in Educational Attainment," Sociology of Education 62 (1989):149-171.
4. *Jöreskog, Karl G., and Goldberger, Arthur S., "Estimation of a Model with Multiple Indicators and Multiple Causes of a Single Latent Variable," Journal of the American Statistical Association 70 (1975):631-639.
1. Sörbom, Dag, and Jöreskog, Karl G., "The Use of LISREL in Sociological Model Building," pp. 179-199 in D.J. Jackson and E.F. Borgatta (eds), Factor Analysis and Measurement in Sociological Research: A Multidimensional Perspective. Beverly Hills: Sage, 1981.
2. Jöreskog, Karl G., and Sörbom, Dag, L8, Ch. 9, *Ch. 10.
3. Hauser, R.M., "Sample Control Cards for LISREL Models from Sörbom-Jöreskog (1981)," DITTO.
4. *Kluegel, James R., Singleton, Royce, Jr., and Starnes, Charles E., Subjective Class Identification: A Multiple Indicator Approach," American Sociological Review 42 (August 1977):599-611.
5. *Hsiang-Hui Daphne, and Robert M. Hauser. “Trends in Family Effects on the Education of Black and White Brothers.” Sociology of Education 68 (April 1995): 136-60.
6. Kuo, Hsiang-Hui Daphne, and Robert M. Hauser. “Gender, Family Configuration, and the Effect of Family Background on Educational Attainment.” Social Biology 43 (Spring-Summer 1996): 98-131.
7. *Bollen, SELV, Ch. 8 (pp. 350-369).
1. Duncan, SEM, Ch. 5-7, 10.
2. Loehlin, LVM, Ch. 4 (pp. 106-111).
3. Duncan, Otis Dudley, Haller, Archibald O., and Portes, Alejandro, Peer Influences on Aspirations: A Reinterpretation," Pp. 219-244 in H.M. Blalock, Jr. (ed.), Causal Models in the Social Sciences. Chicago: Aldine, 1971.
4. Jöreskog, Karl G., and Sörbom, Dag, L8, Ch. 5 (pp 175-186) .
1. Duncan, Otis Dudley, "Some Linear Models for Two-Wave, Two-Variable Panel Analysis," Psychological Bulletin 72 1969):177-182.
2. Loehlin, LVM, Ch. 4 (pp. 111-126).
3. Jöreskog, Karl G., and Sörbom, Dag, L8, Ch. 6.
4. *Duncan, O.D., "Unmeasured Variables in Linear Models for Panel Analysis," Pp. 36-82 in Herbert L. Costner (ed.), Sociological Methodology 1972. San Francisco: Jossey-Bass, 1972.
5. *Duncan, O.D., "Some Linear Models for Two-Wave, Two-Variable Panel Analysis, with One-Way Causation and Measurement Error," Pp. 285-306 in H.M. Blalock and Others (eds), Quantitative Sociology: International Perspectives on Mathematical and Statistical Modeling. New York: Academic Press, 1975.
1. Duncan, SEM, Ch. 8, 11.
2. Hauser, Robert M., Tsai, Shu-Ling, and Sewell, William H., "A Model of the Stratification Process with Response Error in Social and Psychological Variables," Sociology of Education 56 January 1983):20-46.
3. *Campbell, Richard T., "Status Attainment Research: End of the Beginning or Beginning of the End?," Sociology of Education 56 (January 1983):47-62.
1. Hauser, Robert M., and Mossel, Peter A. "Some Structural Equation Models of Sibling Resemblance in Educational Attainment and Occupational Status," Pp. 108-37, 298-307 in P. Cuttance and R. Ecob (eds.), Structural Modeling by Example: Applications in Education and the Social and Behavioral Sciences. Cambridge: Cambridge University Press, 1988.
2. *Hauser, Robert M., "A Note on Two Models of Sibling Resemblance," American Journal of Sociology 93 (May 1988):1401-23.
3. *Muthén, Bengt, "Latent Variable Modeling of Longitudinal and Multilevel Data," Pp. 453-480 in Adrian E. Raftery(ed.), Sociological Methodology 1997. Boston 1997
1. Allison, Paul, "Estimation of Linear Models with Incomplete Data," Pp. 71-103 in Clifford C. Clogg (ed.), Sociological Methodology 1987. Washington, D.C.: American Sociological Association, 1987.
2. Allison, Paul, and Robert M. Hauser, "Reducing Bias in Estimates of Linear Models by Remeasurement of a Random Subsample," Sociological Methods and Research 19 (May 1991):466-491.
3. *Hauser, Robert M., and Sewell, William H., "Family Effects in Simple Models of Education, Occupational Status, and Earnings: Findings from the Wisconsin and Kalamazoo Studies," Journal of Labor Economics 4 (July 1986, Part 2):S83-S115.
4. *Bielby, William T., and Hauser, Robert M., "Response Error in Earnings Functions for Nonblack Males," Sociological Methods and Research 6 (November 1977):241-280.
5. *Bollen, SELV, Ch. 8 (pp. 369-376).