A General Theorem and Proof for the Identification of Composed CFA Models

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Název: A General Theorem and Proof for the Identification of Composed CFA Models
Autoři: Bee, R. Maximilian, Koch, Tobias, Eid, Michael
Rok vydání: 2023
Sbírka: Digital Library Thüringen
Témata: article, ScholarlyArticle, ddc:150, confirmatory factor analysis, identification, rank-deficient loading matrix, bifactor models, bifactor ( S - 1 ) \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$(S-1)$$\end{document} model, CT-C ( M - 1 ) \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$(M-1)$$\end{document} model
Popis: In this article, we present a general theorem and proof for the global identification of composed CFA models. They consist of identified submodels that are related only through covariances between their respective latent factors. Composed CFA models are frequently used in the analysis of multimethod data, longitudinal data, or multidimensional psychometric data. Firstly, our theorem enables researchers to reduce the problem of identifying the composed model to the problem of identifying the submodels and verifying the conditions given by our theorem. Secondly, we show that composed CFA models are globally identified if the primary models are reduced models such as the CT-C ( M - 1 ) \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$(M-1)$$\end{document} model or similar types of models. In contrast, composed CFA models that include non-reduced primary models can be globally underidentified for certain types of cross-model covariance assumptions. We discuss necessary and sufficient conditions for the global identification of arbitrary composed CFA models and provide a Python code to check the identification status for an illustrative example. The code we provide can be easily adapted to more complex models.
Druh dokumentu: article in journal/newspaper
Popis souboru: 20 Seiten
Jazyk: English
Relation: Psychometrika -- 0033-3123 -- 1860-0980
DOI: 10.1007/s11336-023-09933-6
Dostupnost: https://doi.org/10.1007/s11336-023-09933-6
https://nbn-resolving.org/urn:nbn:de:gbv:27-dbt-63137-2
https://www.db-thueringen.de/receive/dbt_mods_00063137
https://www.db-thueringen.de/servlets/MCRFileNodeServlet/dbt_derivate_00065357/s11336-023-09933-6.pdf
Rights: https://creativecommons.org/licenses/by/4.0/ ; public ; info:eu-repo/semantics/openAccess
Přístupové číslo: edsbas.9D7C623E
Databáze: BASE
Popis
Abstrakt:In this article, we present a general theorem and proof for the global identification of composed CFA models. They consist of identified submodels that are related only through covariances between their respective latent factors. Composed CFA models are frequently used in the analysis of multimethod data, longitudinal data, or multidimensional psychometric data. Firstly, our theorem enables researchers to reduce the problem of identifying the composed model to the problem of identifying the submodels and verifying the conditions given by our theorem. Secondly, we show that composed CFA models are globally identified if the primary models are reduced models such as the CT-C ( M - 1 ) \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$(M-1)$$\end{document} model or similar types of models. In contrast, composed CFA models that include non-reduced primary models can be globally underidentified for certain types of cross-model covariance assumptions. We discuss necessary and sufficient conditions for the global identification of arbitrary composed CFA models and provide a Python code to check the identification status for an illustrative example. The code we provide can be easily adapted to more complex models.
DOI:10.1007/s11336-023-09933-6