Statistical Computing Seminars Introduction to Mplus: Featuring Confirmatory Factor Analysis

!Please note this page is based on an earlier version of Mplus and has not been updated to include new features available in Mplus 6 and 7!

This page was adapted from Mplus for Windows: An Introduction developed by the Consulting group in the Division of Statistics and Data Sciences  at UT Austin.  We are very grateful to them for their permission to copy and adapt these materials at our web site.

Section 1: Introduction
2. Introduction to SEM and Mplus
3. Accessing Mplus
4. Getting Help with Mplus
Section 2: Latent Variable Modeling Using Mplus
1. Overview of SEM Assumptions
2. Categorical Outcomes and Categorical Latent Variables
3. Should you use Mplus?
Section 3: Using Mplus
1. Launching Mplus
2. The Command and Output Windows
3. Reading Data and Outputting Sample Statistics
Section 4: Exploratory Factor Analysis
1. Exploratory Factor Analysis with Continuous Variables
2. Exploratory Factor Analysis with Missing Data
3. Exploratory Factor Analysis with Categorical Outcomes
Section 5: Confirmatory Factor Analysis and Structural Equation Models
1. Confirmatory Factor Analysis with Continuous Variables
2. Handling Missing Data
3. Confirmatory Factor Analysis with Categorical Outcomes
4. Structural Equation Modeling with Continuous Outcomes
1. Multiple Group Analysis
2. Multilevel Models
References

Section 1: Introduction

This document introduces you to Mplus for Windows. It is primarily aimed at first time users of Mplus who have prior experience with either exploratory factor analysis (EFA), or confirmatory factor analysis (CFA) and structural equation modeling (SEM). The document is organized into six sections. The first section provides a brief introduction to Mplus and describes how to obtain access to Mplus. The second section briefly reviews SEM assumptions and describes important and useful model fitting features that are unique to Mplus. The third section describes how to get started with Mplus, how to read data from an external data file, and how to obtain descriptive sample statistics. The fourth section explains how to fit exploratory factor analysis models for continuous and categorical outcomes using Mplus. The fifth section of this document demonstrates how you can use Mplus to test confirmatory factor analysis and structural equation models. The sixth section presents examples of two advanced models available in Mplus: multiple group analysis and multilevel SEM. By the end of the course you should be able to fit EFA and CFA/SEM models using Mplus. You will also gain an appreciation for the types of research questions well-suited to Mplus and some of its unique features.

2. Introduction to EFA, CFA, SEM and Mplus

Exploratory factor analysis (EFA) is a method of data reduction in which you may infer the presence of latent factors that are responsible for shared variation in multiple measured or observed variables. In EFA each observed variable in the analysis may be related to each latent factor contained in the analysis. By contrast, confirmatory factor analysis (CFA) allows you to stipulate which latent factor is related to any given observed variable. Structural equation modeling (SEM) is a more general form of CFA in which latent factors may be regressed onto each other. Mplus can fit EFA, CFA, and SEM models, among other models.

To effectively use and understand the course material, you should already know how to conduct a multiple linear regression analysis and compute descriptive statistics such as frequency tables using SAS, Stata, SPSS, or a similar general statistical software package. You should also understand how to interpret the output from a multiple linear regression analysis. This document also assumes that you are familiar with the statistical assumptions of EFA, CFA, and SEM, and you are comfortable using syntax-based software programs. If you do not have prior experience with exploratory factor analysis, we would recommend seeing our Stat Books for Loan under the section on Factor Analysis and Structural Equation Modeling for more information about Factor Analysis and SEM. Finally, you should understand basic Microsoft Windows navigation operations: opening files and folders, saving your work, recalling previously saved work, etc.

3. Accessing Mplus

You may access Mplus in one of three ways:

1. License a copy from Muthén &  Muthén for your own personal computer.
2. Access it from the CLICC lab in the Powell Library or as part of visiting us in Statistical Consulting.
3. Download the free student version of Mplus from the Muthén &  Muthén Web site for your own personal computer. If your models of interest are small, the free demonstration version may be sufficient to meet your needs.
4. Getting Help with Mplus

Important note: Our Statistical Consulting services are available only to researchers in the UCLA community. Non-UCLA researchers will find the Muthén &  MuthénWeb site to be a useful resource; also see the Mplus Discussion forum for frequently-asked questions and answers. You may also post your own questions in this forum.

Section 2: Latent Variable Modeling using Mplus

1. Overview of SEM Assumptions for Continuous Outcome Data

Before specifying and running a latent variable models, you should give some thought to the assumptions underlying latent variable modeling with continuous outcome variables. Several of these assumptions are shown below:

• A theoretical basis for model specification
• A reasonable sample size
• Identified model equations
• Complete data or appropriate handling of incomplete data
• Continuously and normally distributed endogenous variables
These assumptions apply equally to all EFA and CFA/SEM software programs. The details of these assumptions can be found in the UT Austin AMOS tutorial, but they may be summarized as follows: Recommendations for sample size vary depending upon the complexity of the specified model, but typical figures range from 5 to 15 cases per estimated parameter with overall sample size preferred to exceed N = 200 cases. Furthermore, any model you consider should have a theoretical basis, and substantive inferences should be drawn based upon your ability to rule out alternative explanations for findings, rather than on statistical considerations alone.

Like AMOS, Mplus features Full Information Maximum Likelihood (FIML) handling of missing data, an appropriate, modern method of missing data handling that enables Mplus to make use of all available data points, even for cases with some missing responses. For more details on missing data handling methods, including FIML, see the UT Austin Statistical Services General FAQ #25: Handling missing or incomplete data. One added missing data handling feature that is unique to Mplus is its ability to generate model modification indices for data files  that are incomplete.

2. Categorical Outcomes and Categorical Latent Variables

Where Mplus diverges from most other SEM software packages is in its ability to fit latent variable models to data files that contain ordinal or dichotomous outcome variables. Note that Mplus will not yet fit models to data files with nominal outcome variables????? that contain more than two levels. Nonetheless, the ability to fit models to variables that contain ordinal and dichotomous categorical outcome variables is very useful. Furthermore, Mplus will fit latent class analysis (LCA) models that contain categorical latent variables and fit mixture models that generate expected classifications of observations based upon the characteristics of your specified model.

3. Should you use Mplus?

Should you use Mplus to perform EFA, CFA, and SEM analyses on your data? In order to facilitate rapid access to both simple and complex latent variable models, the Mplus developers have built a streamlined set of data import and model specification commands. All Mplus commands are specified using command syntax. If you are not comfortable with reading data and specifying statistical models using command syntax, Mplus may not be the optimal choice for you. On the other hand, if you prefer to work with command syntax when you use statistical software programs or you do not mind learning software syntax to perform data analysis, you will probably find it useful to learn Mplus. This is particularly true when you consider some of the features unique to Mplus:
• The ability to build models with dichotomous and ordered categorical outcome variables
• The capacity to build models that contain categorical latent variables
• Optimal full information maximum likelihood (FIML) missing data handling for both exploratory as well as CFA and SEM models
• Modification index output, even when you invoke FIML missing data handling
• The ability to fit multilevel or hierarchical CFA and SEM models

Section 3: Using Mplus

1. Launching Mplus

If you are using a personal or demonstration copy of Mplus, locate the Mplus entry in the Program Files subsection of the Microsoft Windows Start menu. Once you have launched Mplus, you will see the following window appear on your computer's desktop: This is the window where you can open or enter an Mplus program.

2. The Input and Output Windows

The window shown above is the input window. You write Mplus syntax in this window to read the data to be analyzed and to specify your model of interest. You then save your Mplus syntax and select Run Mplus from the Mplus menu to submit your syntax to the Mplus engine for processing:

Mplus
Run Mplus

Once Mplus has finished processing your command syntax, it replaces the input window with the output window. The output window first displays your Mplus syntax. Below the Mplus syntax are the Mplus model results. If there is an error in your Mplus syntax or you want to modify your Mplus syntax in any way (e.g., to fit a different model to the data), you must return to the appropriate command file by selecting that file's name from the File menu's list of recently-accessed files. That action returns the input window's contents to the screen and you can then modify the previous commands, save the modified command file, and run Mplus once again to obtain new output.

3. Reading Data and Outputting Sample Statistics

After you have launched Mplus, you may build a command file. There are nine Mplus commands: TITLE, DATA (required), VARIABLE (required), DEFINE, SAVEDATA, ANALYSIS, MODEL, OUTPUT, and MONTECARLO. The most commonly used Mplus commands are described in this document. According to the Mplus User's Guide, The Mplus commands may come in any order. The DATA and VARIABLE commands are required for all analyses. All commands must begin on a new line and must be followed by a colon. Semicolons separate command options. There can be more than one option per line. The records in the input setup must be no longer than 80 columns. They can contain upper and/or lower case letters and tabs. A description of the Mplus defaults appears in the UT Austin Mplus FAQ #3: Mplus Defaults

The first Mplus syntax to appear in the command file is typically a TITLE command. The TITLE command allows you to specify a title that Mplus will print on each page of the output file.

Following the TITLE command is the DATA command. The DATA command specifies where Mplus will locate the data, the format of the data, and the names of variables. At present, Mplus will read the following file formats: tab-delimited text, space-delimited text, and comma-delimited text. The input data file may contain records in free field format or fixed format. If you are using data stored as a SAS, Stata or SPSS file, you can see our Mplus Frequently Asked Questions for tips on how to convert these data files for use in Mplus.

The next command is the VARIABLE command. The VARIABLE command names the columns of data that Mplus reads using the DATA command. The can be combined with the USEVARIABLES command to select a subset of the variables for analysis.

Following the VARIABLE command is the ANALYSIS command. The ANALYSIS command tells Mplus what type of analysis to perform. Many analysis options are available; a number of these are shown in the examples that appear in this document.

Consider the following example data file: In 1939 Karl Holzinger and Francis Swineford administered 26 aptitude tests to 145 students in the Grant-White School. Of the 26 tests, six are used here: visual perception, cubes, lozenges, paragraph comprehension, sentence completion, and word meaning. An additional variable, gender, is included in the data file, but not used in this example. You can download this file as a tab-separated file The SPSS file's name is grant.sav. You can download this file in tab-delimited text format as grant.dat. Then you can write the following Mplus syntax to read the data from the file.
TITLE:
Grant-White School:  Summary Statistics
DATA:
FILE IS "c:\intromplus\grant.dat" ;
FORMAT IS free;
VARIABLE:
NAMES ARE visperc cubes lozenges paragrap sentence
wordmean gender ;
USEVARIABLES ARE visperc cubes lozenges paragrap sentence wordmean ;
ANALYSIS:
TYPE = basic ;
In this sample program, the DATA command uses the FILE subcommand to tell Mplus where to locate the relevant data file. In this case, the file's location is c:\intromplus\grant.dat. The FORMAT subcommand uses the default free option to let Mplus know that the data points appear in order in the data file with the data points separated by commas, tabs, or spaces.

The next command shown is the VARIABLE command. The VARIABLE command uses the NAMES subcommand to list the variables contained in the Grant-White data file . Note the variable names span two lines; all commands can span across multiple lines.  Because Mplus restricts variable names to have a maximum width of eight characters, the variable name paragraph is shortened to paragrap.

Following the NAMES subcommand is the USEVARIABLES subcommand. USEVARIABLES enables you to specify a particular subset of variables to be used in the data analysis.

A similar subcommand, USEOBS, allows you to select subsets of cases to be used in a particular analysis. The example below shows how you could limit the analysis to female participants, selecting just those where gender=1.  It also shows how you can use the dash notation to specify a group of variables in the USEVARIABLES statement, indicating all of the variables contigously between visperc to wordmean.

TITLE:
Grant-White School:  Summary Statistics
DATA:
FILE IS "c:\intromplus\grant.dat" ;
FORMAT IS free;
VARIABLE:
NAMES ARE visperc cubes lozenges paragrap sentence
wordmean gender ;
USEVARIABLES ARE visperc-wordmean ;
USEOBS gender EQ 1 ;
ANALYSIS:
TYPE = basic ;

The ANALYSIS command specifies the TYPE of analysis to be performed by Mplus. In this example the type is basic. The basic model type does not fit any model to the sample data; instead Mplus will compute sample statistics only. Using basic as the analysis type is useful during the initial phase of building your command file because you can use the Mplus sample statistics output to compare Mplus results to results you obtained using SAS, SPSS, Excel, or other statistical software programs to verify that Mplus is reading your input data correctly.

Running the program above with the data grant.dat yields the output from this basic analysis below. Although Mplus initially returns a copy of the input command file, that portion of the output has been omitted here in the interest of saving space.

Grant-White School:  Summary Statistics

SUMMARY OF ANALYSIS

Number of groups                                          1
Number of observations                                  145
Number of y-variables                                     6
Number of x-variables                                     0
Number of continuous latent variables                     0

Observed variables in the analysis
VISPERC     CUBES       LOZENGES    PARAGRAP    SENTENCE    WORDMEAN

Estimator                                                ML
Information matrix                                 EXPECTED
Maximum number of iterations                           1000
Convergence criterion                             0.500D-04
Maximum number of steepest descent iterations            20

Input data file(s)
c:\IntroMplus\grant.dat

Input data format  FREE

RESULTS FOR BASIC ANALYSIS

SAMPLE STATISTICS

Means
VISPERC       CUBES         LOZENGES      PARAGRAP      SENTENCE
________      ________      ________      ________      ________
1        29.579        24.800        15.966         9.952        18.848

Means
WORDMEAN
________
1        17.283

Covariances
VISPERC       CUBES         LOZENGES      PARAGRAP      SENTENCE
________      ________      ________      ________      ________
VISPERC       47.801
CUBES         10.012        19.758
LOZENGES      25.798        15.417        69.172
PARAGRAP       7.973         3.421         9.207        11.393
SENTENCE       9.936         3.296        11.092        11.277        21.616
WORDMEAN      17.425         6.876        22.954        19.167        25.321

Covariances
WORDMEAN
________
WORDMEAN      63.163

Correlations
VISPERC       CUBES         LOZENGES      PARAGRAP      SENTENCE
________      ________      ________      ________      ________
VISPERC        1.000
CUBES          0.326         1.000
LOZENGES       0.449         0.417         1.000
PARAGRAP       0.342         0.228         0.328         1.000
SENTENCE       0.309         0.159         0.287         0.719         1.000
WORDMEAN       0.317         0.195         0.347         0.714         0.685

Correlations
WORDMEAN
________
WORDMEAN       1.000

Mplus initially identifies the number of groups and observations in the analysis, followed by the number of X (predictor) and Y (outcome) variables and the sample (input) covariances, variances, and means. Once you have verified that these values are correct, you can turn your attention to fitting your model(s) of interest. The next section continues with the same example data file , but describes how to perform an exploratory factor analysis of the continuous variables in the Grant-White data file using Mplus.

Section 4: Exploratory Factor Analysis

1. Exploratory Factor Analysis with Continuous Variables

Once you have read the data into Mplus and verified that the sample statistics show that the data have been read correctly, you can perform exploratory factor analysis using Mplus by altering the ANALYSIS command as follows:

TITLE:
Grant-White School:  Summary Statistics
DATA:
FILE IS "c:\intromplus\grant.dat" ;
FORMAT IS free ;
VARIABLE:
NAMES ARE visperc cubes lozenges paragrap sentence
wordmean gender ;
USEVARIABLES ARE visperc cubes lozenges paragrap  sentence wordmean ;
ANALYSIS:
TYPE = efa 1 2 ;
ESTIMATOR = ml ;
OUTPUT:
sampstat ; 
This syntax instructs Mplus to perform an exploratory factor analysis of the Grant-White data file. Efa tells Mplus to perform an exploratory factor analysis. The 1 and 2 following the efa specification tells Mplus to generate all possible factor solutions between and including 1 and 2. In this instance, one and two factor solutions will be produced by the analysis. Finally, the ESTIMATOR = ml option has Mplus use the maximum likelihood estimator to perform the factor analysis and compute a chi-square goodness of fit test that the number of hypothesized factors is sufficient to account for the correlations among the six variables in the analysis. This optional specification overrides the default unweighted least-square (uls) estimator.

If your data are not joint multivariate normally distributed, you may want to replace the ml with either the mlm or mlmv estimators. One useful feature of Mplus is its ability to handle non-normal input data. Recall that the default ml estimator assumes that the input data are distributed joint multivariate normal. If you have reason to believe that this assumption has not been met and your sample is reasonably large (e.g., N = 200), you may substitute mlm or mlmv in place of ml on the ESTIMATOR = line. The mlm option provides a mean-adjusted chi-square model test statistic whereas the mlmv option produces a mean and variance adjusted chi-square test of model fit. SEM users who are familiar with Bentler's EQS software program should also note that the mlm chi-square test and standard errors are equivalent to those produced by EQS in its ML;ROBUST method.

You may also add the OUTPUT command following the ANALYSIS command. The OUTPUT command is used to specify optional output. For this example the keyword sampstat tells Mplus to include sample statistics as part of its printed output.

Mplus produces the sample correlations, eigenvalues, and the chi-square test of the one factor model to the sample data. As you can see from the results, shown below, the chi-square test is statistically significant, so the null hypothesis that a single factor fits the data is rejected; more factors are required to obtain a non-significant chi-square. Since the chi-square test is sensitive to sample size (such that large samples often return statistically significant chi-square values) and non-normality in the input variables, Mplus also provides the Root Mean Square Error of Approximation (RMSEA) statistic. The RMSEA is not as sensitive to large sample sizes. According to Hu and Bentler (1999), RMSEA values below .06 indicate satisfactory model fit. The RMSEA yielded a result of .162, which was consistent with the chi-square result in suggesting that the one factor model does not fit the data adequately.

CONTINUOUS VARIABLE CORRELATION MATRIX
VISPERC       CUBES         LOZENGES      PARAGRAP      SENTENCE
________      ________      ________      ________      ________
VISPERC
CUBES           .326
LOZENGES        .449          .417
PARAGRAP        .342          .228          .328
SENTENCE        .309          .159          .287          .719
WORDMEAN        .317          .195          .347          .714          .685

EXPLORATORY ANALYSIS WITH  1 FACTOR(S) :
EIGENVALUES FOR SAMPLE CORRELATION MATRIX
1             2             3             4             5
________      ________      ________      ________      ________
1         3.009         1.225          .656          .530          .311

EIGENVALUES FOR SAMPLE CORRELATION MATRIX
6
________
1          .270

EXPLORATORY ANALYSIS WITH  1 FACTOR(S) :
CHI-SQUARE VALUE              43.241
DEGREES OF FREEDOM                 9
PROBABILITY VALUE              .0000

RMSEA (ROOT MEAN SQUARE ERROR OF APPROXIMATION) :
ESTIMATE (90 PERCENT C.I.) IS   .162 (  .115   .212)
PROBABILITY RMSEA LE  .05 IS     .000

Mplus next produces the estimated factor loadings and error variances. Notice that the visperc, cubes, and lozenges factor loadings are low relative to the other factor loadings displayed below. See Factor Analysis Using SAS PROC FACTOR (courtesy of the Consulting group in the Division of Statistics and Scientific Computation at UT Austin) for more information on interpreting factor loadings.

1
________
VISPERC         .415
CUBES           .272
LOZENGES        .415
PARAGRAP        .865
SENTENCE        .818
WORDMEAN        .827

ESTIMATED ERROR VARIANCES
VISPERC       CUBES         LOZENGES      PARAGRAP      SENTENCE
________      ________      ________      ________      ________
.828          .926          .828          .252          .330

________
1          .316

The estimated correlation matrix is the correlation matrix reproduced by Mplus under the assumption that a single factor is sufficient to explain the sample correlations. From the model fit results shown above, this is not the case, so it is not surprising that this implied or model-based correlation matrix differs substantially from the sample correlation matrix reported above.

ESTIMATED CORRELATION MATRIX
VISPERC       CUBES         LOZENGES      PARAGRAP      SENTENCE
________      ________      ________      ________      ________
VISPERC        1.000
CUBES           .113         1.000
LOZENGES        .172          .113         1.000
PARAGRAP        .359          .235          .359         1.000
SENTENCE        .339          .223          .340          .708         1.000
WORDMEAN        .343          .225          .343          .715          .677

WORDMEAN
________
WORDMEAN       1.000

The residuals matrix represents the difference between the sample correlation matrix and the implied correlation matrix. As noted above, since the model did not fit the observed data particularly well, there are some values in this matrix that are non-trivial in size. In particular, the cubes-visperc, lozenges-visperc, and lozenges-cubes residual values are high relative to the other values in the matrix.

RESIDUALS OBSERVED-EXPECTED
VISPERC       CUBES         LOZENGES      PARAGRAP      SENTENCE
________      ________      ________      ________      ________
VISPERC         .000
CUBES           .213          .000
LOZENGES        .276          .304          .000
PARAGRAP       -.017         -.007         -.031          .000
SENTENCE       -.030         -.063         -.053          .011          .000
WORDMEAN       -.026         -.030          .004          .000          .009

RESIDUALS OBSERVED-EXPECTED
WORDMEAN
________
WORDMEAN        .000

The Root Mean Square Residual (RMR) is another descriptive model fit statistic. According to Hu and Bentler (1999), RMR values should be below .08 with lower values indicating better model fit. The value of .1225 shown below for the one factor solution indicates unacceptably poor model fit.

ROOT MEAN SQUARE RESIDUAL IS         .1225

In short, the one factor solution was a poor fit to the data. In particular, the model did not account well for the correlations among the visperc, cubes, and lozenges variables. What about the two factor solution? Mplus reports the two factor solution following the single factor model.

The chi-square test of model fit is non-significant, indicating that the null hypothesis that the model fits the data cannot be rejected (the model fits the data well). This finding is corroborated by the RMSEA: Its estimate is zero; it's 90% confidence interval has an upper bound value of .055, which is below the Hu and Bentler (1999) recommended cutoff value of .06. The RMSEA estimate and its upper bound confidence interval value should both fall below .06 to ensure satisfactory model fit.

EXPLORATORY ANALYSIS WITH  2 FACTOR(S) :

EXPLORATORY ANALYSIS WITH  2 FACTOR(S) :
CHI-SQUARE VALUE               1.079
DEGREES OF FREEDOM                 4
PROBABILITY VALUE              .8976

RMSEA (ROOT MEAN SQUARE ERROR OF APPROXIMATION) :
ESTIMATE (90 PERCENT C.I.) IS   .000 (  .000   .055)
PROBABILITY RMSEA LE  .05 IS     .944

In this example the two factors are correlated .480. With even a modest correlation among the two factors, you should choose to interpret the promax rotated loadings. The loadings show that the visperc, cubes, and lozenges variables load onto the first factor whereas the remaining variables load onto the second factor.

1             2
________      ________
VISPERC         .547          .250
CUBES           .550          .092
LOZENGES        .728          .196
PARAGRAP        .241          .830
SENTENCE        .174          .816
WORDMEAN        .247          .788

1             2
________      ________
VISPERC         .540          .112
CUBES           .585         -.063
LOZENGES        .755         -.001
PARAGRAP        .046          .841
SENTENCE       -.025          .846
WORDMEAN        .063          .794

PROMAX FACTOR CORRELATIONS
1             2
________      ________
1         1.000
2          .480         1.000

Mplus next reports estimated error variances for each observed variable, the estimated correlation matrix, and the residual correlation matrix. Notice that unlike the preceding one factor solution, this dual factor solution's estimated correlation matrix is very close in value to the original sample correlation matrix. Accordingly, the residual correlation matrix has all values close to zero and the RMR value of .0092 is well below the Hu and Bentler (1999) recommended cutoff of .08.

ESTIMATED ERROR VARIANCES
VISPERC       CUBES         LOZENGES      PARAGRAP      SENTENCE
________      ________      ________      ________      ________
1          .638          .689          .431          .253          .304

ESTIMATED ERROR VARIANCES
WORDMEAN
________
1          .318

ESTIMATED CORRELATION MATRIX
VISPERC       CUBES         LOZENGES      PARAGRAP      SENTENCE
________      ________      ________      ________      ________
VISPERC        1.000
CUBES           .324         1.000
LOZENGES        .448          .419         1.000
PARAGRAP        .339          .209          .338         1.000
SENTENCE        .299         .170          .286          .719         1.000
WORDMEAN        .332          .208          .334          .714          .686

ESTIMATED CORRELATION MATRIX
WORDMEAN
________
WORDMEAN       1.000

RESIDUALS OBSERVED-EXPECTED
VISPERC       CUBES         LOZENGES      PARAGRAP      SENTENCE
_______      ________      ________      ________      ________
VISPERC         .000
CUBES           .002          .000
LOZENGES        .001         -.002          .000
PARAGRAP        .002          .019         -.010          .000
SENTENCE        .010         -.011          .000          .000          .000
WORDMEAN       -.015         -.013          .013          .001         -.001

RESIDUALS OBSERVED-EXPECTED
WORDMEAN
________
WORDMEAN        .000

ROOT MEAN SQUARE RESIDUAL IS         .0092

This example assumes that the Grant-White data file  is complete. In other words, there are no missing cases in the Grant-White data file . What if some cases had missing values? Often data files have cases with incomplete data. The next section describes a feature unique to Mplus: exploratory factor analysis of a data file with incomplete cases.

2. Exploratory Factor Analysis with Missing Data

Suppose you altered the Grant-White data file  so that cases with visperc scores that exceed 34 have missing cubes scores and that cases with wordmean scores of 10 or below have missing sentence values. In this instance the missing cubes and setence completion data are said to be missing at random (MAR) because the patterns of missing data are explainable by the values of other variables in the data file , visual perception and word meaning. Ordinarily, if you do not specify a missing data analysis in Mplus, Mplus performs listwise or casewise deletion of cases with any missing data. That is, any case with one or more missing data points is omitted entirely from analyses. However, for exploratory factor analysis, confirmatory factor analysis, and structural equation modeling with continuous variables, Mplus features a missing data option that outperforms the default listwise deletion method. The optional method that offers superior performance is called full information maximum likelihood (FIML); details on FIML can be found in the UT Austin Statistical Services General FAQ #25: Handling missing or incomplete Data.

Regardless of whether you choose to use FIML or listwise data deletion to handle missing data, if you have missing data in your input data file , you must tell Mplus how the missing values for each variable are represented in the data file . You use the MISSING subcommand of the VARIABLE command to accomplish this task. In this example, missing values for cubes and sentence are represented by -9, so the MISSING subcommand reads:

MISSING ARE all (-9) ;
The all keyword tells Mplus that all variables in the analysis use -9 to represent missing values. If your data file  contains blanks to represent missing values, you may use the specification
MISSING = blank ;
Similarly, you may use
MISSING ARE . ;
if your data file  contains period symbols to represent missing values. Other missing value specifications are available; see the Mplus User's Guide for specifics.

If you insert the MISSING syntax into the previous exploratory factor analysis program and specify that Mplus use the newly-created data file  that contains cases with missing values, grant-missing.dat, Mplus will perform listwise deletion of the cases with incomplete data. The Mplus command file follows:
TITLE:
Grant-White School: EFA with Missing Data
DATA:
FILE IS "c:\intromplus\grant-missing.dat" ;
VARIABLE:
NAMES ARE cubes lozenges paragrap sentence wordmean gender ;
USEVARIABLES ARE visperc - wordmean;
MISSING ARE all (-9) ;
ANALYSIS:
TYPE =  efa 1 2;
ESTIMATOR = ml ;

Selected output from the analysis appears below. Grant-White School: Exploratory Factor Analysis with Missing
Data
SUMMARY OF ANALYSIS

Number of groups                                1
Number of observations                         79

Number of y-variables                           6
Number of x-variables                           0
Number of continuous latent variables           0

Notice that Mplus considers the data file  to contain 79 usable cases rather than the original 145 cases.

EXPLORATORY ANALYSIS WITH  1 FACTOR(S) :
CHI-SQUARE VALUE              14.651
DEGREES OF FREEDOM                 9
PROBABILITY VALUE              .1009

RMSEA (ROOT MEAN SQUARE ERROR OF APPROXIMATION) :
ESTIMATE (90 PERCENT C.I.) IS   .089 (  .000   .169)
PROBABILITY RMSEA LE  .05 IS     .199

The one factor solution also fits the data file  for the 79 useable cases. This finding stands in direct contrast to the example in the previous section where all 145 cases had complete data and the one factor model was rejected. Clearly the reduction of N from 145 to 79 has resulted in a substantial loss of statistical power to reject false hypotheses.

Fortunately, you can use Mplus's FIML missing data handling option to rectify the problem. Add the keyword missing to the TYPE subcommand of the ANALYSIS command, like this:
TITLE:
Grant-White School: EFA with Missing Data
DATA:
FILE IS "c:\intromplus\grant-missing.dat" ;
VARIABLE:
NAMES ARE cubes lozenges paragrap sentence wordmean gender ;
USEVARIABLES ARE visperc - wordmean;
MISSING ARE all (-9) ;
ANALYSIS:
TYPE = missing efa 1 2 ;
ESTIMATOR = ml ;
Run the analysis and consider the results, shown below.

Grant-White School: Exploratory Factor Analysis with Missing Data

SUMMARY OF ANALYSIS

Number of groups                                1
Number of observations                        145

Number of y-variables                           6
Number of x-variables                           0
Number of continuous latent variables           0

Mplus now uses all 145 cases in its computations.

SUMMARY OF DATA

Number of patterns           4

COVARIANCE COVERAGE OF DATA

Minimum covariance coverage value    .100

PROPORTION OF DATA PRESENT

Covariance Coverage
VISPERC       CUBES         LOZENGES      PARAGRAP      SENTENCE
________      ________      ________      ________      ________
VISPERC        1.000
CUBES           .697          .697
LOZENGES       1.000          .697         1.000
PARAGRAP       1.000          .697         1.000         1.000
SENTENCE        .821          .545          .821          .821          .821
WORDMEAN       1.000          .697         1.000         1.000          .821

Mplus futher recognizes that there are four distinct patterns of missing data contained in the data file  and it displays the amount of data used to generate each input covariance for the analysis. From the missing data coverage matrix, you can see that the cubes-sentence covariance has the lowest coverage with just under 55% of cases available to build the covariance. Mplus requires a minimum coverage value of 10% per covariance, though you can override this default if you wish.

EXPLORATORY ANALYSIS WITH  1 FACTOR(S) :
CHI-SQUARE VALUE              29.732
DEGREES OF FREEDOM                 9
PROBABILITY VALUE              .0005

RMSEA (ROOT MEAN SQUARE ERROR OF APPROXIMATION) :
ESTIMATE (90 PERCENT C.I.) IS   .126 (  .078   .178)
PROBABILITY RMSEA LE  .05 IS     .007

Unlike the example that used listwise deletion of cases with missing data, the chi-square test of model fit for the one factor solution rejects the one factor model. Using FIML missing data handling, you conclude that one factor is not sufficient to explain the pattern of correlations among the six input variables, just as you did in the first example from the preceding section where Mplus used the complete data file  containing 145 cases. As with the complete dataset, the two factor solution fits the data well using the FIML method with the incomplete dataset:

EXPLORATORY ANALYSIS WITH  2 FACTOR(S) :
CHI-SQUARE VALUE                .578
DEGREES OF FREEDOM                 4
PROBABILITY VALUE              .9655

RMSEA (ROOT MEAN SQUARE ERROR OF APPROXIMATION) :
ESTIMATE (90 PERCENT C.I.) IS   .000 (  .000   .000)
PROBABILITY RMSEA LE  .05 IS     .982

3. Exploratory factor analysis with categorical outcomes

So far, the examples shown here contained continuous outcomes. If you have observed outcome variables that have ten or fewer categories, and the variables' responses are dichotomous or ordered categories, you may elect to have Mplus treat these variables as categorical indicators. This type of model is often sensible for analyzing Likert scale items because while the items themselves typically are coarsely categorized on a 1 to 5 or 1 to 7 scale, the items often attempt to measure an individual's standing on a continuous underlying unobserved variable.

For the purposes of illustration, suppose that you recode each variable into a replacement variable where all six variables' values at the median or below are assigned a categorical value of 1.00 and all values above the median assigned a value of 2.00. Mplus recodes the lowest value to zero with subsequent values increasing in units of 1.00. While the two underlying latent factors remain continuous, the six categorical observed variables' response values are now ordered dichotomous categories. To analyze the modified data file  using Mplus, you may use the syntax that appeared in the initial exploratory factor analysis example, with the following modifications, and the new data file that contains the categorical variables, grantcat.dat, as shown below.
TITLE:
Grant-White School: EFA with categorical outcomes
DATA:
FILE IS "a:\grantcat.dat" ;
VARIABLE:
NAMES ARE  viscat cubescat lozcat paracat sentcat wordcat ;
USEVARIABLES ARE  viscat - wordcat ;
CATEGORICAL ARE viscat - wordcat ;
ANALYSIS:
TYPE = efa 1 2;
ESTIMATOR = wlsmv ;
OUTPUT:
sampstat ;
First, you must change the names of the variables in the NAMES and USEVARIABLES subcommands of the DATA command. Next, you tell Mplus which variables are categorical with the CATEGORICAL subcommand of the DATA command, like this:
    CATEGORICAL ARE vizcat - wordcat ;

You should also change the ESTIMATOR option for the ANALYSIS command. The default is unweighted least-squares (uls), which is fast and is useful for exploratory work, but a more optimal choice for categorical outcomes, based on the work of Muthén, DuToit, and Spisic (1997), is weighted least-squares with mean and variance adjustment, wlsmv.

    ANALYSIS:
TYPE = efa 1 2;
ESTIMATOR = wlsmv ; 

Selected output from the analysis appears below. Notice that the categorical nature of the data precludes computation of the descriptive model fit statistics such as the RMSEA, though Mplus does produce the familiar chi-square test of overall model fit.

EXPLORATORY ANALYSIS WITH  2 FACTOR(S) :
CHI-SQUARE VALUE               2.823
DEGREES OF FREEDOM                 4
PROBABILITY VALUE              .5875

The chi-square result for the two factor model is not significant, which indicates that two factors are sufficient to explain the intercorrelations among the six observed variables. The varimax and promax rotated factor loadings appear below. The pattern and values obtained from this analysis are consistent with the results of the first exploratory factor analysis of the completely continuous data discussed previously.

1             2
________      ________
VISCAT          .571          .332
CUBESCAT        .700          .117
LOZCAT          .667          .244
PARACAT         .473          .642
SENTCAT         .235          .847
WORDCAT         .206          .858

1             2
________      ________
VISCAT          .559          .159
CUBESCAT        .777         -.137
LOZCAT          .698          .022
PARACAT         .347          .550
SENTCAT         .005          .876
WORDCAT        -.031          .899

PROMAX FACTOR CORRELATIONS
1             2
________      ________
1         1.000
2          .557         1.000

Although Mplus does not produce the RMSEA descriptive model fit statistic for categorical outcomes, it does output the standardized root mean residual, RMR:

ROOT MEAN SQUARE RESIDUAL IS         .0310

The value of .031 suggests an excellent fit of the two factor model to the observed data. (Please note that as of version 4.2, Mplus does give the RMSEA.)

There are several notes worth keeping in mind when you perform exploratory factor analysis with categorical outcome variables.

• Although one or more of the observed variables may be categorical, any latent variables in the model are assumed to be continuous (this is a property of the exploratory factor analysis model; confirmatory factor analysis models with categorical latent variables may be fit as mixture models using Mplus; see the Mplus User's Guide for more information about mixture models).
• FIML missing data handling is not available with the analysis of categorical outcomes.
• The analysis specification and interpretation of the output is the same whether one, a subset, or all observed variables are categorical.
• Categorical observed variables may be dichotomous or ordered polytymous (i.e., ordered categorical outcomes of more than two levels), but nominal level observed variables with more than two categories may not be used in the analysis as outcome variables.
• Sample size requirements are somewhat more stringent than for continuous variables; typically you want a minimum of 200 cases (preferably more) to perform any analysis with categorical outcome variables.
Keeping these considerations in mind, Mplus provides a convenient mechanism to perform an exploratory factor analysis of dichotomous and ordered categorical responses. Since many exploratory factor analyses are performed on Likert scale items that contain ordered categories, Mplus is a useful tool for the exploration of the factor structure of these instruments.

Section 5: Confirmatory Factor Analysis and Structural Equation Models

The examples in the preceding section demonstrate how you can use Mplus to fit exploratory factor analysis models to the Grant-White data file . What if you had an a priori hypothesis that the visual perception, cubes, and lozenges variables belonged to a single factor whereas the paragraph, sentence, and word meaning variables belonged to a second factor? The diagram shown below illustrates the model visually.

You can test this hypothesized factor structure using confirmatory factor analysis, as shown in the next section.

1. Confirmatory Factor Analysis with Continuous Variables

Below we show an example running the confirmatory factor analysis from above.  It uses the same TITLE, DATA, and VARIABLE statements from the exploratory factor analysis shown in Section 4, but adds/changes the ANALYSIS, MODEL, and OUTPUT statements as shown below, with the changes shown in italics for emphasis.
TITLE:
Grant-White School:  Summary Statistics
DATA:
FILE IS "c:\intromplus\grant.dat" ;
FORMAT IS free ;
VARIABLE:
NAMES ARE visperc cubes lozenges paragrap sentence
wordmean gender ;
USEVARIABLES ARE visperc cubes lozenges paragrap  sentence wordmean ;
ANALYSIS:
TYPE = general ;
MODEL:
visual BY visperc@1 cubes lozenges ;
verbal BY paragrap@1 sentence wordmean ;
visual WITH verbal ;
OUTPUT:
standardized sampstat ; 

The general analysis type tells Mplus that you are fitting a general structural equation model rather than specific model such as an exploratory factor analysis. The model is general in the sense that you must define what parameters are estimated; all other parameters are assumed to be fixed. In the exploratory factor analysis context, Mplus already knows the specifics of that model, so specifying the model is handled automatically by Mplus. By contrast, in the confirmatory factor analysis and structural equation modeling context each hypothesized model is unique, so you must tell Mplus how the model is constructed. The MODEL command allows you to specify the parameters of your model.

The first line of the MODEL command shown above defines a latent factor called visual. The BY keyword (an abbreviation for "measured by") is used to define the latent variables; the latent variable name appears on the left-hand side of the BY keyword whereas the measured variables appear on the right-hand side of the BY keyword. It has three observed indicator variables: visperc, cubes, and lozenges. Similarly, in the second line of the MODEL command a latent factor called verbal has three indicators: paragrap, sentence, and wordmean. The third line of MODEL command uses the WITH keyword to correlate the visual latent factor with the verbal latent factor.

The visperc and paragrap variables are each followed by @1. The @ sign tells Mplus to fix the factor loading (regression weight) of the visual-visperc relationship to the value that follows the @, 1.00. Similarly, the verbal-paragrap relationship is also fixed to 1.00. The reason you fix these two parameters is to provide a scale for the visual and verbal latent variables' variances. If you ever need to supply starting values for a particular parameter in Mplus, you can specify its number after an asterisk, like this: sentence*.5. Omitting the asterisks when you do not specify starting values is the default. Note that each variable is separated from the other variables in the analysis by at least one space.

Finally, the OUTPUT command contains an added keyword, standardized. This option instructs Mplus to output standardized parameter estimate values in addition to the default unstandardized values. Selected output from the analysis appears below.

Grant-White School: Confirmatory Factor Analysis

SUMMARY OF ANALYSIS

Number of groups                                1
Number of observations                        145

Number of y-variables                           6
Number of x-variables                           0
Number of continuous latent variables           2

Observed variables in the analysis
VISPERC     CUBES       LOZENGES    PARAGRAP    SENTENCE    WORDMEAN

Continuous latent variables in the analysis
VISUAL      VERBAL

The summary of analysis information tells you that there are six continuous observed variables in the analysis and two latent factors, visual and verbal. Mplus then displays the input covariance matrix generated from the six observed variables:

SAMPLE STATISTICS

Covariances/Correlations/Residual Correlations
VISPERC       CUBES         LOZENGES      PARAGRAP      SENTENCE
________      ________      ________      ________      ________
VISPERC       47.801
CUBES         10.012        19.758
LOZENGES      25.798        15.417        69.172
PARAGRAP       7.973         3.421         9.207        11.393
SENTENCE       9.936         3.296        11.092        11.277        21.616
WORDMEAN      17.425         6.876        22.954        19.167        25.321

Covariances/Correlations/Residual Correlations
WORDMEAN
________
WORDMEAN      63.163

Mplus next reports the results of fitting the hypothesized model to the sample data.

THE MODEL ESTIMATION TERMINATED NORMALLY

TESTS OF MODEL FIT

Chi-Square Test of Model Fit

Value                    3.663
Degrees of Freedom           8
P-Value                  .8861

Loglikelihood

H0 Value             -2575.128
H1 Value             -2573.297

Information Criteria

Number of Free Parameters             13
Akaike (AIC)                    5176.256
Bayesian (BIC)                  5214.954
(n* = (n + 2) / 24)

RMSEA (Root Mean Square Error Of Approximation)

Estimate                     .000
90 Percent C.I.              .000   .046
Probability RMSEA <= .05     .957

As was the case for the exploratory factor analysis of these data, Mplus reports the chi-square goodness-of-fit test and the RMSEA descriptive model fit statistic. The chi-square test of model fit is not significant and the RMSEA value is well below the value of .06 recommended by Hu and Bentler (1999) as an upper boundary, so you can conclude that the proposed model fits the data well. Mplus also reports the Akaike Information Criterion (AIC) and the Bayesian Information Criterion (BIC). These are descriptive indexes of model fit that you can use to compare the goodness of model fit of two or more competing models. Smaller values indicate better model fit.

Mplus also outputs the unstandardized coefficients (Estimates in the output), the standard errors (abbreviated S.E. in the output), the estimates divided by their respective standard errors (Est./S.E.), and two standardized coefficients for each estimated parameter in the model (Std and StdYX). The estimate divided by the standard error tests the null hypothesis that the parameter estimate is zero in the population from which you drew your sample. An unstandardized estimate divided by its standard error may be evaluated as a Z statistic, so values that exceed +1.96 or fall below -1.96 are significant below p = .05.

MODEL RESULTS

Estimates     S.E.  Est./S.E.    Std     StdYX

VISUAL   BY
VISPERC            1.000     .000       .000    4.358     .632
CUBES               .542     .116      4.658    2.360     .533
LOZENGES           1.392     .272      5.112    6.064     .732

VERBAL   BY
PARAGRAP           1.000     .000       .000    2.920     .868
SENTENCE           1.309     .115     11.352    3.821     .825
WORDMEAN           2.247     .197     11.402    6.560     .828

VISUAL   WITH
VERBAL             6.784    1.720      3.943     .533     .533

In this example, each of the estimated parameters has an estimate to standard error ratio greater than +1.96, so each factor loading is statistically significant, as well as the correlation between the visual and verbal latent factors (Z = 3.943). The variance components of the two factors, shown in the output appearing below, are also statistically significant, indicating that the amount of variance accounted for by each factor is significantly different from zero.

Each unstandardized estimate represents the amount of change in the outcome variable as a function of a single unit change in the variable causing it. In this example, you assume that the latent variables, in addition to some measurement error (shown below), are responsible for the scores on the six observed variables. For instance, for each single unit change in the verbal latent factor, sentence scores increase by 1.309 units.

Different measures often have different scales, so you will often find it useful to examine the standardized coefficients when you want to compare the relative strength of associations across observed variables that are measured on different scales. Mplus provides two standardized coefficients. The first, labeled Std on the output, standardizes using the latent variables' variances whereas the second type of standardized coefficient, StdYX, standardizes based on latent and observed variables' variances. This standardized coefficient represents the amount of change in an outcome variable per standard deviation unit of a predictor variable. In this output, you can see clearly that the standardized coefficients of paragrap, sentence, and wordmean are larger than those of visperc, cubes, and lozenges. This finding suggests that the verbal latent factor does a better job at explaining the shared variance among paragrap, sentence, and wordmean than does the visual latent factor for its three indicator variables, visperc, cubes, and lozenges.

This assertion is corroborated by the residual variances output by Mplus. The standardized coefficients for the first three indicators are larger than those for the remaining three indicators.

Residual Variances
Grant-White School: Confirmatory Factor Analysis

Estimates     S.E.  Est./S.E.    Std     StdYX

VISPERC           28.485    4.739      6.011   28.485     .600
CUBES             14.050    1.978      7.105   14.050     .716
LOZENGES          31.933    7.269      4.393   31.933     .465
PARAGRAP           2.791     .584      4.775    2.791     .247
SENTENCE           6.869    1.164      5.900    6.869     .320
WORDMEAN          19.695    3.385      5.819   19.695     .314

Variances
VISUAL            18.989    5.582      3.402    1.000    1.000
VERBAL             8.525    1.376      6.196    1.000    1.000

R-SQUARE

Observed
Variable  R-Square

VISPERC       .400
CUBES         .284
LOZENGES      .535
PARAGRAP      .753
SENTENCE      .680
WORDMEAN      .686

Finally, the r-square output illustrates that only modest amounts of variance are accounted for in the first three indicators whereas much larger amounts of variance are accounted for in the final three indicators. As is the case with exploratory factor analysis of continuous outcome variables, you may want to use the mlm or mlmv estimators in lieu of the default ml estimator if your input data are not distributed joint multivariate normal by using the ESTIMATOR = option on the ANALYSIS command. The mlm option provides a mean-adjusted chi-square model test statistic whereas the mlmv option produces a mean and variance adjusted chi-square test of model fit; both options also induce Mplus to produce robust standard errors displayed in the model results table that are used to compute Z tests of significance for individual parameter estimates. An added advantage of the mlm option is that its chi-square test and standard errors are equivalent to those produced by EQS in its ML;ROBUST method. Muthén and Muthén have placed formulas on their Web site that allow you to use mlm-produced chi-square values in nested model comparisons.

2. Handling Missing Data

It is often the case that you have missing data in the context of confirmatory factor analysis and structural equation modeling. Using Mplus, you can employ the optimal Full Information Maximum Likelihood (FIML) approach to handling missing data that was described above in the section Exploratory Factor Analysis with Missing Data in Section 4. Consider once again the same modified data file, grant-missing.dat, containing incomplete cases that was used in the earlier exploratory factor analysis with missing data. As in the previous example, define the missing value code to be -9 for all variables using the MISSING subcommand in the VARIABLE command, copy the MODEL syntax from the previous confirmatory factor analysis example into the Mplus input window, and then modify the ANALYSIS command so that it reads as follows (with the changed part in italics for emphasis).

TITLE:
Grant-White School: CFA with missing data
DATA:
FILE IS "c:\intromplus\grant-missing.dat" ;
VARIABLE:
NAMES ARE visperc cubes lozenges paragrap sentence wordmean gender ;
USEVARIABLES ARE visperc - wordmean ;
MISSING ARE all (-9) ;
ANALYSIS:
TYPE = general missing h1 ;
MODEL:
visual BY visperc@1 cubes lozenges ;
verbal BY paragrap@1 sentence wordmean ;
visual WITH verbal ;
OUTPUT:
standardized sampstat ; 

The missing keyword alerts Mplus to activate the FIML missing data handling feature. The additional h1 keyword tells Mplus to output the chi-square goodness-of-fit test in addition to the typical summary statistics, missing data pattern information, parameter estimates, and standard errors obtained in an analysis. Mplus requires that you specify the h1 keyword because large models with many missing data patterns can take a long time to converge. If this describes your situation, you may want to omit the h1 option on the TYPE = line to verify that you have specified your model correctly before invoking the h1 option to produce the chi-square test of model fit. If you elect to remove the h1 option from the ANALYSIS TYPE = command, be sure to omit the sampstat option from the OUTPUT line, as well. If sampstat is included on the OUTPUT line, Mplus automatically assumes the h1ANALYSIS option and computes the chi-square test of model fit, even if h1 is not included on the ANALYSIS TYPE = line.

The chi-square test of model fit for the confirmatory factor analysis with missing data shows that the hypothesized model fit the data well:

TESTS OF MODEL FIT

Chi-Square Test of Model Fit

Value                    2.777
Degrees of Freedom           8
P-Value                  .9476

Loglikelihood

H0 Value             -2376.312
H1 Value             -2374.923

Information Criteria

Number of Free Parameters             19
Akaike (AIC)                    4790.623
Bayesian (BIC)                  4847.181
(n* = (n + 2) / 24)

RMSEA (Root Mean Square Error Of Approximation)

Estimate                     .000
90 Percent C.I.              .000   .011
Probability RMSEA <= .05     .982

The Mplus parameter estimates, standard errors, and standardized parameter estimates are similar to those found in the preceding confirmatory factor analysis example. The only substantial difference is the inclusion of an additional section that contains means and intercepts for the latent factors and observed variables. These means and intercepts are required to be estimated by the FIML missing data handling procedure, but are otherwise not a part of the tested model.

MODEL RESULTS
Estimates     S.E.  Est./S.E.    Std     StdYX
VISUAL   BY
VISPERC            1.000     .000       .000    4.377     .635
CUBES               .469     .127      3.679    2.051     .473
LOZENGES           1.373     .294      4.673    6.010     .725

VERBAL   BY
PARAGRAP           1.000     .000       .000    2.914     .866
SENTENCE           1.187     .114     10.376    3.460     .821
WORDMEAN           2.247     .206     10.888    6.547     .827

VISUAL   WITH
VERBAL             7.014    1.800      3.896     .550     .550

Residual Variances

VISPERC           28.354    5.037      5.629   28.354     .597
CUBES             14.589    2.340      6.234   14.589     .776
LOZENGES          32.642    7.938      4.112   32.642     .475
PARAGRAP           2.824     .627      4.507    2.824     .250
SENTENCE           5.781    1.070      5.401    5.781     .326
WORDMEAN          19.872    3.578      5.554   19.872     .317

Variances
VISUAL            19.158    5.859      3.270    1.000    1.000
VERBAL             8.493    1.393      6.099    1.000    1.000

Intercepts
VISPERC           29.579     .572     51.673   29.579    4.291
CUBES             24.616     .421     58.431   24.616    5.678
LOZENGES          15.965     .689     23.184   15.965    1.925
PARAGRAP           9.952     .279     35.620    9.952    2.958
SENTENCE          19.054     .366     52.057   19.054    4.522
WORDMEAN          17.283     .658     26.274   17.283    2.182

Finally, Mplus produces the r-square values for the observed variables. Once again, these are similar to those obtained from the original data file  with complete cases.

R-SQUARE

Observed
Variable  R-Square
VISPERC       .403
CUBES         .224
LOZENGES      .525
PARAGRAP      .750
SENTENCE      .674
WORDMEAN      .683

If you elect to use Mplus's FIML approach to handling missing data, be aware that the only available estimator is the maximum likelihood option, ml. If you suspect that your data are non-normally distributed, remember that the chi-square test of model fit may be affected by the non-normality problem. Depending on the severity of the non-normality problem and the amount of missing data you have, you may want to explore other ways of handling the missing data problem prior to performing analyses using Mplus; see see the UT Austin Statistical Services General FAQ #25: Handling missing or incomplete data.

3. Confirmatory Factor Analysis with Categorical Outcomes

Confirmatory factor analysis with dichotomous and polytomous categorical outcomes, or confirmatory factor analysis with mixed categorical and continuous outcomes is also possible using Mplus. Recall the grantcat.dat data file  used in the example Exploratory Factor Analysis with Categorical Outcomes in Section 4. Using the same data file  that replaces the six continuous observed variables with a dichotomous variables, you can use the confirmatory factor analysis syntax from the example Confirmatory Factor Analysis With Continuous Variables with the following modifications.

First, add the CATEGORICAL ARE vizcat ... wordcat ; statement to the DATA command. Mplus will now treat the six observed variables as categorical in the analysis. The entire command syntax is shown here.

TITLE:
Grant-White School: CFA with categorical outcomes
DATA:
FILE IS "c:\intromplus\grantcat.dat" ;
VARIABLE:
NAMES ARE  viscat cubescat lozcat paracat sentcat wordcat ;
USEVARIABLES ARE   viscat - wordcat ;
CATEGORICAL ARE viscat - wordcat ;
ANALYSIS:
TYPE = general  ;
MODEL:
visual BY viscat@1 cubescat lozcat ;
verbal BY paracat@1 sentcat wordcat ;
visual WITH verbal ;
OUTPUT:
sampstat standardized ; 

Selected results from the analysis appear below.

Chi-Square Test of Model Fit

Value                    7.463*
Degrees of Freedom           6**
P-Value                  .2800

*  The chi-square value for MLM, MLMV, WLSM and WLSMV cannot be used for
chi-square difference tests.

** The degrees of freedom for MLMV and WLSMV are estimated according to
formula 109 (page 281) in the Mplus User's Guide.

The chi-square test of model fit is once again non-significant, suggesting that the specified model fits the data adequately. The default estimator for models that contain categorical outcomes is the mean and variance-adjusted weighted least-squares method, wlsmv. Optional estimators you may choose are weighted least-squares (wls) and mean-adjusted weighted least-squares (wlsm). As is the case in the exploratory factor analysis of categorical data example, there are no descriptive model fit statistics produced by Mplus when it analyzes categorical outcomes. Mplus also produces a note alerting you not to use the MLMV, WLSM, and WLSMV chi-square values in nested model comparisons (the warning about the MLM chi-square is not relevant as long as you use the formulas shown on the Mplus Web site for nested model MLM chi-square comparisons when you use the MLM estimator in the analysis of continuous outcomes). You should not use the MLM estimator for the analysis of intrinsically categorical outcome variables.

Mplus then outputs the model results:

MODEL RESULTS

Estimates     S.E.  Est./S.E.    Std     StdYX

VISUAL   BY
VISCAT             1.000     .000       .000     .729     .729
CUBESCAT            .831     .212      3.922     .606     .606
LOZCAT              .975     .230      4.248     .710     .710

VERBAL   BY
PARACAT            1.000     .000       .000     .814     .814
SENTCAT            1.058     .134      7.920     .861     .861
WORDCAT            1.038     .127      8.154     .844     .844

VISUAL   WITH
VERBAL              .397     .087      4.592     .670     .670

Variances
VISUAL              .531     .162      3.273    1.000    1.000
VERBAL              .662     .117      5.661    1.000    1.000

Thresholds
VISCAT$1 .095 .104 .913 .095 .095 CUBESCAT$1          .271     .105      2.571     .271     .271
LOZCAT$1 -.043 .104 -.415 -.043 -.043 PARACAT$1           .009     .104       .083     .009     .009
SENTCAT$1 .183 .105 1.743 .183 .183 WORDCAT$1           .043     .104       .415     .043     .043

This output is similar to that of a confirmatory factor analysis with continuous outcomes, with one notable exception: Mplus now produces threshold information for each categorical variable. A threshold is the expected value of the latent variable or factor at which an individual transitions from a value of 0 to a value of 1.00 on the categorical outcome variable when the continuous underlying latent variable's score is zero. There are only two categorical values for each outcome variable, so there is only one threshold per variable. For any categorical outcome variable with K levels, Mplus will output K-1 threshold values. For example, a five-point Likert scale item would contain four threshold values. The first threshold would represent the expected value at which an individual would be most likely to transition from a value of 0 to a value of 1.00 on the Likert outcome variable. The second threshold would represent the expected value at which an individual would be most likely to transition from a value of 1.00 to a value of 2.00 on the outcome variable, and so on through the fourth threshold, which represents the expected value at which an individual would transition from 3.00 to 4.00 on the outcome variable.

Finally, Mplus produces the r-square table output. The r-square values are computed for the continuous latent variables underlying the categorical outcome variables rather than the actual outcome variables as is the case in analyses that contain continuous outcome variables. Note that the r-square values for the categorical outcomes cannot be interpreted as the proportion of variance explained as is the case in the analysis of continuous outcomes. Therefore, examining the sign and significance of the estimated coefficients shown in the model results table above is generally more informative than interpreting r-square values.

R-SQUARE

Observed  Residual
Variable  Variance  R-Square

VISCAT        .469      .531
CUBESCAT      .633      .367
LOZCAT        .495      .505
PARACAT       .338      .662
SENTCAT       .259      .741
WORDCAT       .287      .713

The r-square table's residual variance output is, however, useful for computing expected probabilities. You can use threshold and coefficient information shown above with the residual variance information from the r-square table to compute the expected probability of case having a value of 0 or 1.00. Consider  following  formula for computing the conditional probability of a Y = 0 response given the factor eta.:

P(Y_ij = 0|eta_ij) = F[(tau_j - lambda_j*eta_i )*(1/square root of theta_jj)]

where:
eta is the factor's value
F is the culmulative normal distribution fuction
tau is the measured item's threshold
theta is the residual variance of the measured item

Suppose you want to obtain the estimated probability for sentcat = 0 at eta = 0. Using the formula, shown above, you can compute this value:

P(Y_ij|eta_ij) = F[(.183 - 0)*(1/square root of .259)]
= F[.183*1.9649437]
= F[.3595847]

You can look up the value of .3595847 in a Z table in a statistics textbook, or you can supply the computed value of .3595847 to the PROBNORM function in SAS to obtain the correct probability value. The PROBNORM function returns the value from a cumulative normal distribution for the inputted value. A simple SAS program such as the one shown below enables you to obtain the final expected probability value of .64.

DATA one ;
p = PROBNORM(.3595847) ;
RUN ;

PROC PRINT DATA = one ;
RUN ; 

You may substitute other values of eta and lambda to obtain different expected probability values. In general, the same cautions and limitations that were discussed above in the section Exploratory Factor Analysis with Categorical Variables section also apply to the analysis of categorical outcomes in the confirmatory factor analysis and structural equation modeling contexts. In addition, the following point is worth considering:

• Do not list independent (exogenous) categorical variables in the CATEGORICAL statement. Instead, create dummy variables (i.e., variables with values of 0 and 1 representing group membership status) and include them in the model as predictors, or create a multiple group analysis based upon category membership as described in the Multiple Group Analysis section of this document.
4. Structural Equation Modeling with Continuous Outcomes

In addition to exploratory and confirmatory factor analysis, you may use Mplus to fit structural equation models that feature causal relationships among latent variables. An ubiquitous example of a structural equation model is that of the impact of socioeconomic status (SES) on alienation in 1967 and 1971. A study conducted by Wheaton, Muthén, Alwin, and Summers (1977) fit several structural equation models to a data file  of 932 research participants. The data file  contained the following observed, continuous variables:

Educ - Education level
SEI - Socioeconomic index
Anomia67 - Anomie in 1967
Anomia71 - Anomie in 1971
Powles67 - Powerlessness in 1967
Powles71 - Powerlessness in 1971

One of the fitted structural equation models features a latent factor, SES, that influences Educ and SEI scores. The SES latent variable in turn influences two additional latent variables: Alien67 and Alien71. Alien67 represents self-perceived alienation in 1967 and it influences responses on the anomie and powerlessness variables measured in 1967. Similarly, Alien71 represents self-perceived alienation in 1971 and it influences responses on the anomie and powerlessness variables measured in 1971. SES influences both Alien67 and Alien71 and Alien67 also influences Alien71.

The dataset, wheaton-generated.dat, is used in the analysis that follows:

TITLE:
Wheaton et al. Example 1: Full SEM
DATA:
FILE IS "c:\intromplus\wheaton-generated.dat" ;
VARIABLE:
NAMES ARE  educ sei anomia67 powles67 anomia71 powles71 ;
USEVARIABLES ARE    educ - powles71 ;
ANALYSIS:
TYPE = general ;
MODEL:
ses BY educ@1 sei ;
alien67 BY anomia67@1 powles67 ;
alien71 BY anomia71@1 powles71 ;

alien67 ON ses ;
alien71 ON ses alien67 ;
OUTPUT:
standardized sampstat ; 

The syntax for this analysis is similar to that of the confirmatory factor analysis example shown in subsection 1 above. The only noteworthy difference is the use of the ON keyword in the MODEL command to specify the regression relationships among the latent variables; the WITH keyword is used to specify correlations or covariances among variables. In this example, the alien67 latent variable is regressed on the SES latent variable. Similarly, the alien71 latent variable is regressed on both the SES and alien67 latent variables. The model fit statistics appear below:

TESTS OF MODEL FIT

Chi-Square Test of Model Fit

Value                   76.184
Degrees of Freedom           6
P-Value                  .0000

<some output deleted to save space>

RMSEA (Root Mean Square Error Of Approximation)

Estimate                     .112
90 Percent C.I.              .090   .135
Probability RMSEA <= .05     .000

The statistically significant chi-square test of absolute model fit coupled with the poor RMSEA fit statistic value suggest that this model may need some modification before it fits the data well. The model fit and r-square tables appear below.

MODEL RESULTS

Estimates     S.E.  Est./S.E.    Std     StdYX

SES      BY
EDUC               1.000     .000       .000    2.420     .784
SEI                 .592     .043     13.694    1.433     .683

ALIEN67  BY
ANOMIA67           1.000     .000       .000    2.929     .816
POWLES67            .823     .038     21.734    2.409     .793

ALIEN71  BY
ANOMIA71           1.000     .000       .000    2.989     .843
POWLES71            .825     .039     21.305    2.465     .778

ALIEN67  ON
SES                -.759     .062    -12.235    -.627    -.627

ALIEN71  ON
SES                -.172     .064     -2.689    -.139    -.139
ALIEN67             .710     .056     12.609     .696     .696

Residual Variances
EDUC               3.677     .416      8.839    3.677     .386
SEI                2.345     .172     13.651    2.345     .533
ANOMIA67           4.301     .364     11.807    4.301     .334
POWLES67           3.422     .260     13.150    3.422     .371
ANOMIA71           3.637     .369      9.849    3.637     .289
POWLES71           3.951     .289     13.681    3.951     .394
ALIEN67            5.201     .495     10.516     .606     .606
ALIEN71            3.352     .382      8.781     .375     .375

Variances
SES                5.854     .557     10.515    1.000    1.000

R-SQUARE

Observed
Variable  R-Square

EDUC          .614
SEI           .467
ANOMIA67      .666
POWLES67      .629
ANOMIA71      .711
POWLES71      .606

Latent
Variable  R-Square

ALIEN67       .394
ALIEN71       .625

There are several noteworthy features of these tables. First, the model results table contains residual variance estimates for the alien67 and alien71 latent variables. These variables are predicted by the SES latent variable, so it makes sense that the residual or unexplained variance is due to factors other than SES in the model. Because SES is not predicted by any other variables, its variance is estimated independently and is shown in the Variances section of the model results table. The path coefficients from SES to alien67, from SES to alien71, and from alien67 to alien71 and their associated standard errors, tests of significance, and standardized coefficients also appear in the same table.

The r-square table contains r-square values for each of the predicted latent variables, alien67 and alien71, as well as the observed variables. Taken as a whole, these results suggest that the model is capturing the observed variables' variances fairly well, though the prediction of alienation in 1967 is somewhat weak as is the variance accounted for in the SEI variable. The model may be modified, however. When all variables are continuous, Mplus can print modification indices that can provide an empirical basis to aid your decision to free additional paths, means, intercepts, or variance components to be estimated in your model. A modification index provides the expected drop in model fit chi-square if a parameter that is currently not free is in fact allowed to be estimated. As always, theory should be your first guide in the decision to modify your model. To request modification indices, add the following keywords to the OUTPUT line:

TITLE:
Wheaton et al. Example 1: Full SEM
DATA:
FILE IS "c:\intromplus\wheaton-generated.dat" ;
VARIABLE:
NAMES ARE  educ sei anomia67 powles67 anomia71 powles71 ;
USEVARIABLES ARE    educ - powles71 ;
ANALYSIS:
TYPE = general ;
MODEL:
ses BY educ@1 sei ;
alien67 BY anomia67@1 powles67 ;
alien71 BY anomia71@1 powles71 ;

alien67 ON ses ;
alien71 ON ses alien67 ;
OUTPUT:
standardized sampstat modindices (4) ;

The number shown in the parentheses is the amount of chi-square reduction necessary for Mplus to print any given modification index. The critical chi-square statistic is 3.84 for 1 degree of freedom at p = .05, so this example sets the cutoff to print modification indices at 4.00. If you do not specify a cutoff value, Mplus supplies 10.00 as the default value. The modification indices from this model appear below.

MODEL MODIFICATION INDICES

Minimum M.I. value for printing the modification index     4.000

M.I.     E.P.C.  Std E.P.C.  StdYX E.P.C.

WITH Statements

POWLES67 WITH EDUC          8.381     -.574      -.574        -.061
ANOMIA71 WITH EDUC          5.626      .533       .533         .049
ANOMIA71 WITH ANOMIA67     62.098     2.091      2.091         .164
ANOMIA71 WITH POWLES67     48.629    -1.546     -1.546        -.144
POWLES71 WITH ANOMIA67     54.470    -1.693     -1.693        -.149
POWLES71 WITH POWLES67     41.262     1.233      1.233         .128

In addition to the raw modification index value (M.I.), Mplus also prints the unstandardized expected parameter change (E.P.C.) and standardized versions of the expected parameter change.

You can draw several immediate conclusions about the model from this table. First, the largest raw modification indicies are associated with correlating the residuals of the anomie and powerlessness variables, indicating that freeing these parameters to be estimated will result in the largest improvement in model fit. Second, the StdYX expected parameter change values are comparable with each other because they are standardized coefficients. The largest of these is the correlation of anomia67 with anomia71 (.164). The next largest value is the correlation of anomia67 with powles71 (-.149). However, you must ask yourself, "Is this modification theoretically sensible and meaningful?" about any modification you plan to undertake. You can make a case for correlating anomia67 and anomia71, and powles67 and powles71, because these measures are identical instruments measured on the same people at two different time points. It is conceivable that some method or instrument variance is shared across time on the same measurement instruments, but not across two distinct measurement instruments.

With this information, suppose you change the MODEL command to add two residual covariances via the WITH statement: anomia67 with anomie71, and powles67 and powles71. The Mplus syntax for this model is shown below, with the added part shown in italics for emphasis.

TITLE:
Wheaton et al. Example 1: Full SEM
DATA:
FILE IS "c:\intromplus\wheaton-generated.dat" ;
VARIABLE:
NAMES ARE  educ sei anomia67 powles67 anomia71 powles71 ;
USEVARIABLES ARE    educ - powles71 ;
ANALYSIS:
TYPE = general ;
MODEL:
ses BY educ@1 sei ;
alien67 BY anomia67@1 powles67 ;
alien71 BY anomia71@1 powles71 ;

alien67 ON ses ;
alien71 ON ses alien67 ;

anomia67 WITH anomia71 ;
powles67 WITH powles71 ;
OUTPUT:
standardized sampstat modindices (4) ;

Consider the result of this modification on the model fit statistics.

TESTS OF MODEL FIT

Chi-Square Test of Model Fit

Value                    7.826
Degrees of Freedom           4
P-Value                  .0978

...output deleted...

RMSEA (Root Mean Square Error Of Approximation)

Estimate                     .032
90 Percent C.I.              .000   .065

Probability RMSEA <= .05     .782

The chi-square test of overall model fit is not signicant and the RMSEA value is well below the recommended .06 cutoff that indicates good model fit, so you conclude that your modified model fits the data well (the value of .065 for the upper bound of the 90 percent confidence interval for the RMSEA suggests that the model could be improved even more if you wished to pursue further model modifications). If you use them properly, model modification indices are a powerful tool in your analytic toolbox. The following points about model modification indices are worth considering:

• Model modification should always be informed by theory.
• The more modifications you perform on any given model, the more likely the results are to be sample specific (i.e., results won't generalize to new samples).
• Mplus model modification indices are available when you use full information maximum likelihood (FIML) to handle missing data.
• Mplus model modification indices are not available for models that contain categorical outcome variables. Instead, request tech2 on the OUTPUT to obtain unstandardized first order derivatives that may be used as approximate guides for modification of models containing categorical outcomes.

Although Mplus can fit many standard models and it contains some useful features lacking in other SEM programs at the time of this writing (e.g., FIML missing data handling with exploratory factor analysis, modification indices with FIML missing data handling for structural equation and confirmatory factor analysis models), Mplus advanced modeling features are its most distinctive trademark. A full treatment of Mplus's advanced modeling features is beyond the scope of this tutorial, but several representative examples appear below.

1. Multiple Group Analysis

Recall the first confirmatory factor analysis example that features data from 145 students from the Grant-White School contained in the data file grant.dat. 72 of those students are male whereas 73 students are female. Suppose you decide to investigate the equality of the factor structure across the two groups of students. You can use Mplus to perform one or more multiple group analyses in which the parameters of your choosing are stipulated to be equal across the two groups of children. For instance, suppose you wanted to test the equality of the factor loading and factor variances and covariance values for males and females. The Mplus command file shown below performs this test.

TITLE:
Grant-White School: Multiple Group CFA
DATA:
FILE IS "c:\intromplus\grant.dat" ;
VARIABLE:
NAMES ARE  visperc cubes lozenges paragrap
sentence wordmean gender ;
USEVARIABLES ARE   visperc -  wordmean ;
GROUPING = gender (1=males 2=females);
ANALYSIS:
TYPE = mgroup ;
MODEL:
visual BY visperc@1 cubes lozenges ;
verbal BY paragrap@1 sentence wordmean ;
visual (1) ;
verbal (2) ;
visual WITH verbal (3) ;
OUTPUT:
standardized sampstat ;

Several new elements of this program are immediately apparent. First, the GROUPING = option for the VARIABLE command tells Mplus which variable in the data file  contains the information about group membership. For each value of the grouping variable, you supply a name that Mplus uses to define separate groups in the analysis. The ANALYSIS command contains an mgroup keyword that lets Mplus know you are specifying a multiple group analysis. Use the GROUPING = option for raw data; use the mgroupANALYSIS keyword when you input summary data such as covariance matrices for each group. Both multiple group specification methods are included in this example for illustrative purposes, though only the GROUPING = option is required to run the command file because you input raw data.

By default Mplus assumes that the following specified parameter estimates are equal across multiple groups:

• Intercepts of continuous outcome variables
• Thresholds of categorical outcome variables
That is, any model that contains factor loadings, intercepts, or thresholds will assume their estimates are identical across the multiple groups contained in the analysis. For instance, in this example the four specified factor loading values are assumed to be equal across the two groups. By contrast, parameter estimates that are not specified in the MODEL statement are allowed to vary across the groups. In this analysis each of the residual variances of the six observed variables will differ across the two groups.

The factor's variances and covariances are not assumed to be equal across the two groups by default, so you can equate the parameter estimate values across the two groups by using Mplus equality constraints. You can specify which parameters you want to be held equal across the two groups by assigning a number in parentheses to each set of equal parameters. For example, in the program shown above, you assigned the visual factor variance a value of (1). Mplus thus estimates a single factor loading common to both groups.

The output from the analysis appears below.

SUMMARY OF ANALYSIS

Number of groups                                2

Grant-White School: Multiple Group CFA

Number of observations
Group MALES                                 72
Group FEMALES                               73

Number of y-variables                           6
Number of x-variables                           0
Number of continuous latent variables           2

...output deleted...

TESTS OF MODEL FIT

Chi-Square Test of Model Fit

Value                   22.346
Degrees of Freedom          23
P-Value                  .4994

...output deleted...

RMSEA (Root Mean Square Error Of Approximation)

Estimate                     .000
90 Percent C.I.              .000   .093

Mplus initially reports the number of groups and the number of cases within each group. Though not shown here in the interests of conserving space, Mplus also displays the sample statistics for each group separately. Since the obtained chi-square model fit statistic (22.346) is smaller than its degrees of freedom (23) and the RMSEA is well below the cutoff value of .06, you conclude the model fits the data very well. One possible exception to this interpretation arises from the RMSEA upper bound value of .093, which exceeds the .06 cutoff recommended by Hu and Bentler (1999). Overall, however, the equality of factor loadings and factor variance-covariance structure for boys and girls appears to be a reasonable assumption.

The model results table output by Mplus features the factor loadings, factor variances, factor intercorrelations, and residuals variances for each group. Notice that the factor loadings' unstandardized regression coefficients and standard errors are identical for the boys' group and the girls' group. The variances of the visual and verbal factors are also identical across the two samples, as is the covariance between the two factors. By contrast, the residual variance estimates are not the same for the two groups because these parameters were not listed in the model specification.

MODEL RESULTS

Estimates     S.E.  Est./S.E.    Std     StdYX

Group MALES

VISUAL   BY
VISPERC            1.000     .000       .000    4.339     .612
CUBES               .555     .116      4.780    2.407     .527
LOZENGES           1.384     .263      5.262    6.005     .703

VERBAL   BY
PARAGRAP           1.000     .000       .000    2.865     .881
SENTENCE           1.312     .116     11.344    3.759     .844
WORDMEAN           2.272     .200     11.363    6.511     .825

VISUAL   WITH
VERBAL             6.896    1.698      4.060     .555     .555

Residual Variances
VISPERC           31.503    6.807      4.628   31.503     .626
CUBES             15.047    2.926      5.142   15.047     .722
LOZENGES          37.000    9.806      3.773   37.000     .506
PARAGRAP           2.366     .694      3.408    2.366     .224
SENTENCE           5.727    1.387      4.127    5.727     .288
WORDMEAN          19.950    4.513      4.421   19.950     .320

Variances
VISUAL            18.827    5.476      3.438    1.000    1.000
VERBAL             8.210    1.321      6.217    1.000    1.000

Group FEMALES

VISUAL   BY
VISPERC            1.000     .000       .000    4.339     .648
CUBES               .555     .116      4.780    2.407     .558
LOZENGES           1.384     .263      5.262    6.005     .767

VERBAL   BY
PARAGRAP           1.000     .000       .000    2.865     .858
SENTENCE           1.312     .116     11.344    3.759     .796
WORDMEAN           2.272     .200     11.363    6.511     .827

VISUAL   WITH
VERBAL             6.896    1.698      4.060     .555     .555

Residual Variances
VISPERC           26.004    5.695      4.566   26.004     .580
CUBES             12.834    2.482      5.171   12.834     .689
LOZENGES          25.191    7.820      3.221   25.191     .411
PARAGRAP           2.947     .816      3.609    2.947     .264
SENTENCE           8.164    1.795      4.549    8.164     .366
WORDMEAN          19.614    4.749      4.130   19.614     .316

Variances
VISUAL            18.827    5.476      3.438    1.000    1.000
VERBAL             8.210    1.321      6.217    1.000    1.000

R-SQUARE

Group MALES

Observed
Variable  R-Square

VISPERC       .374
CUBES         .278
LOZENGES      .494
PARAGRAP      .776
SENTENCE      .712
WORDMEAN      .680

Group FEMALES

Observed
Variable  R-Square

VISPERC       .420
CUBES         .311
LOZENGES      .589
PARAGRAP      .736
SENTENCE      .634
WORDMEAN      .684

It is worth noting that you can constrain parameters to be equal for a single group analysis in Mplus by assigning two or more parameters listed within the  MODEL command a unique number, much as you did in the example shown above. It is therefore possible to impose between and within-groups constraints simultaneously using Mplus.

You can also impose equality constraints or custom model specifications within specific groups in a multiple group analysis by referring to the group's name. For instance, if you wanted to equate the residual variances for the six variables for males only, you could modify the model statement to read as follows:
TITLE:
Grant-White School: Multiple Group CFA
DATA:
FILE IS "c:\intromplus\grant.dat" ;
VARIABLE:
NAMES ARE  visperc cubes lozenges paragrap
sentence wordmean gender ;
USEVARIABLES ARE   visperc -  wordmean ;
GROUPING = gender (1=males 2=females);
ANALYSIS:
TYPE = mgroup ;
MODEL:
visual BY visperc@1 cubes
lozenges ;
verbal BY paragrap@1 sentence wordmean ;
visual (1) ;
verbal (2) ;
visual WITH verbal (3) ;
MODEL males:
visperc - wordmean (4);
OUTPUT:
standardized sampstat ;

This model constrains the residual variance values of the six observed variables for males to be equal, but the females' residual variances are allowed to remain unique for each measured variable.

For more information on multiple group analysis, including cautionary notes regarding multiple group analysis, see the UT Austin Statistical Services AMOS FAQ #3: Multiple group analysis.

2. Multilevel Models

Investigators often draw data from sources that feature a hierarchical or multilevel structure such as students nested within classrooms, patients residing in hospitals, children grouped within a family, individuals grouped within couples, etc. In recent years, specialized software such as HLM and MLwiN have been developed to fit regression and related-models (e.g., ANOVA, ANCOVA, MANOVA, and MANCOVA) to such data files because many statistical software packages such as SPSS and SAS assume every observation is independent of the observations that precede and follow it (some exceptions to this general rule are the MIXED procedure in SAS and the LISREL multilevel module, both of  which may be used to fit multilevel regression models). In situations where individuals are members of some type of larger aggregate or cluster (e.g., families, couples, classrooms), this independence assumption can be and often is violated. Violations of the independence assumption can seriously degrade the results from an analysis conducted on multilevel data.

Although specialized software products such as HLM and related programs permit multilevel regression analyses, Mplus features a latent variable-based approach to multilevel modeling that has the following benefits:

• Assessment of overall model fit using the usual maximum-likelihood chi-square test statistic when cluster sizes are equal, as well as the MLM and MLMV robust estimator options when cluster sizes are not equal (the default estimator is mlm).
• Latent variables in the analysis with the concomitant purging of measurement errors.
• The construction and testing of measurement models.
• Automatic sorting of the input data and construction of the appropriate between and within-groups covariance matrices used in the analysis.
• Specification of parallel process models in which multiple sets of repeatedly-measured variables are analyzed, with each set having its own growth parameters.
• Latent growth factors may predict other variables and may in turn be predicted by other variables in the model.
• Separate model specifications are permissible for each level of the analysis.
Mplus accounts for the effect of a single clustering variable by calculating two separate covariance matrices, a between cluster matrix and a pooled within-cluster covariance matrix. Taken together, these matrices represent the total variation among the observed variables included in the model. Mplus may also be used to address the issue of cluster-sampled (i.e., non-random sampled) data using a similar mechanism. Fortunately, as noted above, you need only supply Mplus with the input data and the name of the clustering variable. Mplus handles data sorting and computation of the appropriate input matrices internally.

An example of a multilevel latent growth analysis appears below. It is based on a more complex example that can be found on the Mplus Web site. See Muthén (1997) for related examples. The data are also available for download (note: this data file  is sizeable; you may want to download it via a fast Internet connection). In this example, Y11 through Y14 are observed variables, E1 through E4 are residual variance estimates, Level1 is the random intercept, and Trend1 is a random slope variable.

In the model diagram, the level or intercept variable is linked to each observed variable via fixed coefficients of 1.00. The trend or slope latent variable's first two coefficients are fixed at 1.00 and 2.00, respectively, followed by two free parameters, b3 and b4. The two free parameters have start values of 2.5 and 3.5, respectively. The level and trend are allowed to correlate. The Mplus model specification appears next:
TITLE:
Multilevel latent growth model (based on Mplus example program)
DATA:
FILE IS "c:\intromplus\comp.dat";
VARIABLE:
NAMES ARE g1 g2 cluster g3 y11-y14 y21-y24 x1-x5;
USEOBS = (x1 EQ 1 AND g1 EQ 2);
MISSING = ALL (999);
USEVAR =  y11-y14 ;
CLUSTER = cluster;
DEFINE:
y11 = y11/5;
y12 = y12/5;
y13 = y13/5;
y14 = y14/5;
ANALYSIS:
TYPE = twolevel;
MODEL:
%BETWEEN%
level1b BY y11-y14@1;
trend1b BY y11@0 y12@1 y13*2.5 y14*3.5;

[y11-y14@0];
[level1b-trend1b];
level1b WITH trend1b ;
%WITHIN%
level1w BY y11-y14@1;
trend1w BY y11@0 y12@1 y13*2.5 y14*3.5;
level1w WITH trend1w ;
OUTPUT:
sampstat standardized  ; 

In the interests of conserving space, this program makes use of several Mplus shortcuts. First, the DATA command illustrates the use of the FORTRAN FORMAT statement to read the variables from the large data file efficiently, as recommended by the Mplus manual. The USEOBS command limits the observations to the subset of cases of interest for this analysis.

The first multilevel analysis command is the CLUSTER command. The CLUSTER command identifies which variable in the data file  denotes group or cluster membership. In this example, the variable's name is cluster. Following the CLUSTER command is the DEFINE command. DEFINE allows you to rescale the observed variables so that Mplus is more likely to converge when it fits the multilevel model to the data file  (multilevel models often have more difficultly converging than single-level models).

The ANALYSIS command defines the type of analysis as twolevel. This option tells Mplus that you are fitting a two-level model to the data. At present, Mplus can only fit multilevel models with a single clustering variable, though Mplus can fit some three-level models if you consider the third level of the model to consist of equally-spaced repeated measurements of the observed variables. As mentioned previously, you may use ml, mlm, or mlmv as estimator options for multilevel models. If you select the ml estimator, Mplus produces RMSEA model fit statistics in addition to the familiar chi-square test of model fit. Use the ml estimator option only if cluster sizes are equal and it is reasonable to assume joint multivariate normality of the model residuals; otherwise, use the default mlm estimator or the optional mlmv estimator.

The MODEL command contains the model specification statements for the between and within-cluster components of the model. The between-cluster model specification is listed under the %BETWEEN% subcommand. Notice that any mean and intercept structure specifications occur here; these occur at the between level only. The %WITHIN% subcommand then lists the model specification for the within-cluster model for individuals in the dataset.

The output from this analysis appears below, with some output deleted in the interest of conserving space. The first displayed output is the summary of data, which displays the number of clusters and the ID numbers contained within clusters of a given size. For instance, two clusters contain seven cases each. These clusters are cluster number 103 and cluster number 132.

SUMMARY OF DATA

Number of clusters          50

Size (s)    Cluster ID with Size s

2           114
3           136
6           304
7           103    132
9           102    109
10           305
11           111
14           134
15           116    106
16           118    138    110    105
17           101    128
18           133    131    122
19           303    124    146
20           147    137    307
21           129    141    145
22           144    127    142    143
23           139    308
24           119
25           120    121    112    123
26           140
27           301    108    117
29           135
34           104
35           115
40           302
41           309

Average cluster size  19.609

Mplus also displays the intraclass correlations of the observed variables. The intraclass correlation assesses the level of variance in the observed variable that is attributable to membership in its cluster. Even small intraclass correlations suggest the need for a multilevel analysis. In this analysis, the amount of variance attributable to cluster membership ranges from 15% to 20%, suggesting that a multilevel analysis is required.

Estimated Intraclass Correlations for the Y Variables

Intraclass              Intraclass              Intraclass
Variable  Correlation   Variable  Correlation   Variable  Correlation

Y11           .206      Y12           .150      Y13           .167
Y14           .165

The overall test of model fit is satisfactory, as is the RMSEA information.

TESTS OF MODEL FIT

Chi-Square Test of Model Fit

Value                    7.561*
Degrees of Freedom           4
P-Value                  .1087

The model results appear below. The results are divided by level. Mplus first outputs the results for the between-cluster portion of the model:

MODEL RESULTS

Estimates     S.E.  Est./S.E.    Std     StdYX

Between Level

LEVEL1B  BY
Y11                1.000     .000       .000     .687     .923
Y12                1.000     .000       .000     .687     .914
Y13                1.000     .000       .000     .687     .842
Y14                1.000     .000       .000     .687     .764

TREND1B  BY
Y11                 .000     .000       .000     .000     .000
Y12                1.000     .000       .000     .027     .036
Y13                2.432     .173     14.026     .065     .080
Y14                3.458     .256     13.519     .092     .103

LEVEL1B  WITH
TREND1B             .038     .011      3.369    2.077    2.077

Residual Variances
Y11                 .082     .031      2.668     .082     .148
Y12                 .016     .013      1.264     .016     .029
Y13                 .005     .010       .509     .005     .007
Y14                 .065     .028      2.337     .065     .080

Variances
LEVEL1B             .472     .087      5.450    1.000    1.000
TREND1B             .001     .003       .282    1.000    1.000

Means
LEVEL1B           10.557     .114     92.953   15.368   15.368
TREND1B             .522     .046     11.427   19.561   19.561

Intercepts
Y11                 .000     .000       .000     .000     .000
Y12                 .000     .000       .000     .000     .000
Y13                 .000     .000       .000     .000     .000
Y14                 .000     .000       .000     .000     .000

Mplus then displays the corresponding model results for the within-cluster level of the model:

Within Level

LEVEL1W  BY
Y11                1.000     .000       .000    1.447     .897
Y12                1.000     .000       .000    1.447     .863
Y13                1.000     .000       .000    1.447     .785
Y14                1.000     .000       .000    1.447     .689

TREND1W  BY
Y11                 .000     .000       .000     .000     .000
Y12                1.000     .000       .000     .193     .115
Y13                2.709     .826      3.281     .524     .284
Y14                4.237    1.417      2.991     .820     .390

LEVEL1W  WITH
TREND1W             .082     .033      2.466     .294     .294

Residual Variances
Y11                 .507     .052      9.791     .507     .195
Y12                 .516     .038     13.567     .516     .183
Y13                 .580     .045     12.885     .580     .171
Y14                 .943     .167      5.646     .943     .214

Variances
LEVEL1W            2.093     .109     19.199    1.000    1.000
TREND1W             .037     .027      1.390    1.000    1.000

Though this analysis produced similar findings for the between and within-cluster components of the model, this is not always the case. It is often the case that you will need different model specifications for the between versus the within-cluster sections of the model's specification.

It is also worth noting that despite the congruence between the within and the between-cluster components of this model, if you fit the model as a single level model (using the mlm estimator option), you obtain the following results:

MODEL RESULTS

Estimates     S.E.  Est./S.E.    Std     StdYX

LEVEL    BY
Y11                1.000     .000       .000    1.606     .903
Y12                1.000     .000       .000    1.606     .870
Y13                1.000     .000       .000    1.606     .797
Y14                1.000     .000       .000    1.606     .708

TREND    BY
Y11                 .000     .000       .000     .000     .000
Y12                1.000     .000       .000     .227     .123
Y13                2.451     .130     18.812     .556     .276
Y14                3.496     .195     17.901     .793     .350

LEVEL    WITH
TREND               .124     .031      4.000     .341     .341

Residual Variances
Y11                 .582     .055     10.593     .582     .184
Y12                 .528     .044     12.071     .528     .155
Y13                 .565     .045     12.614     .565     .139
Y14                1.061     .112      9.443    1.061     .206

Variances
LEVEL              2.580     .137     18.881    1.000    1.000
TREND               .051     .012      4.317    1.000    1.000

Means
LEVEL             10.557     .057    184.473    6.572    6.572
TREND               .517     .032     15.958    2.280    2.280

Intercepts
Y11                 .000     .000       .000     .000     .000
Y12                 .000     .000       .000     .000     .000
Y13                 .000     .000       .000     .000     .000
Y14                 .000     .000       .000     .000     .000

Although the chi-square model fit test for this model indicates the model fits the data well (chi-square = 3.697 with 3 DF, p = .295), you can see that all variance estimates are statistically significant. This finding does not take into account the non-independence of individuals who are grouped within the same cluster; it thus stands in contrast to the more appropriate multilevel model that shows a non-significant variance component for the trend latent variable on both the between and within-cluster levels.

The following notes are worth considering before you specify a multilevel model and fit it to your data using Mplus.

• On occasion, you may need to supply starting values to Mplus to obtain a solution that converges.  Assigning reasonable starting values to variance estimates may be helpful. Another approach that often yields satisfactory starting values is to fit a single-level model to the entire sample, ignoring clustering; take the parameter estimates from that model and supply them as the starting values for the multilevel model.
• Each analysis should have at least 30 to 50 clusters.
• Variables measured at the group or cluster level (e.g., family size) may only be used at that level of the analysis.
• Variables measured at the individual or within-cluster level exist at both levels of the analysis and need to be considered in both the between and within-cluster model specifications.
• FIML missing data handling is not available for multilevel models; missing data issues must be resolved prior to the multilevel analysis.
References
Hu, L., & Bentler, P.M. (1999). Cutoff criteria in fix indexes in covariance structure analysis: Conventional criteria versus new alternatives. Structural Equation Modeling, 6(1), 1-55.

Muthén, B. (1997). Latent variable modeling with longitudinal and multilevel data.  In A. Raftery (ed.), Sociological Methodology 1997 (pp. 453-480).  Boston: Blackwell Publishers.

Muthén, B., du Toit, S.H.C., & Spisic, D. (1997). Robust inference using weighted least squares and quadratic estimating equations in latent variable modeling with categorical and continuous outcomes. Accepted for publication in Psychometrika.

Muthen, L.K. and Muthen, B.O. (1998).  Mplus User's Guide.  Los Angeles: Muthen & Muthen.

Wheaton, B., Muthén, B., Alvin, D., & Summers, G. (1977). Assessing reliability and stability in panel models. In D.R. Heise (Ed.): Sociological Methodology. San Francisco: Jossey-Bass.

This page was adapted from Mplus for Windows: An Introduction developed by the Consulting group in the Division of Statistics and Scientific Computation at UT Austin.  We are very grateful to them for their permission to copy and adapt these materials at our web site.

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