Effect Comparison in Multilevel Structural Equation Models with Non-Metric Outcomes

JSM Proceedings, Social Statistics Section. Alexandria, VA: American Statistical Association, 2016

10 Pages Posted: 5 Dec 2016 Last revised: 4 Feb 2017

See all articles by Christoph Kern

Christoph Kern

University of Duisburg-Essen

Petra Stein

University of Duisburg-Essen

Date Written: December 2, 2016

Abstract

This study discusses difficulties of effect comparisons in multilevel structural equation models with non-metric outcomes, such as nonlinear dyadic mixed-effects regression. In these models, the fixation of the level-1 error variances induces substantial drawbacks in the context of effect comparisons which align with the well-known problems of standard single- and multilevel nonlinear models. Specifically, the level-1 and level-2 coefficients as well as the level-2 variance components are implicitly rescaled by the amount of unobserved level-1 residual variation and thus may apparently differ across (and within) equations despite of true effect equality. Against this background, the present study discusses a multilevel extension of the method proposed by Sobel and Arminger (1992) with which potential differences in level-1 residual variation can be taken into account through the specification of non-linear parameter constraints. The problems of effect comparisons in multilevel probit SEM's and the proposed correction method are exemplified with a simulation study.

Keywords: multilevel probit SEM, effect comparison, non-linear constraints

Suggested Citation

Kern, Christoph and Stein, Petra, Effect Comparison in Multilevel Structural Equation Models with Non-Metric Outcomes (December 2, 2016). JSM Proceedings, Social Statistics Section. Alexandria, VA: American Statistical Association, 2016. Available at SSRN: https://ssrn.com/abstract=2879551 or http://dx.doi.org/10.2139/ssrn.2879551

Christoph Kern (Contact Author)

University of Duisburg-Essen ( email )

Lotharstrasse 1
Duisburg, 47048
Germany

Petra Stein

University of Duisburg-Essen ( email )

Lotharstrasse 1
Duisburg, 47048
Germany

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