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(XY) = 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.