

Dummy Independent variable and Multip... 

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Sanjoy posted on Monday, May 16, 2005  12:23 am



Professor Muthen/s Respected Sir/Madam ... I have three things to get clarified and two questions regarding program code. C1. Multiple group analysis (MGA) of the Structural part of SEM (assuming either no measurement sections or all dependent variable have only single indicator outcome variable) looks similar to the Dummy independent variable regression, which we usually do as a standard Econometrics technique … am I right! C2. Now if I’m so … then my second question is… how much does MPlus differ from standard econometric theory for Dummy independent variable regression when we run Multiple Group Analysis in MPlus (for simplicity assuming no measurement section) … Following is the standard procedure that we follow in our standard econometric theory as Dummy independent variable regression (when the dependent variable is continuous) We Estimate the constrained model (i.e. the coefficients for DUMMY and the K interaction terms are all constrained to be zero) … regress Y on all of the X’s. (Total K no. of X’s) For the unconstrained model, regress Y on all of the X’s, DUMMY, and the DUMMY interaction terms. Therefore we get 2K + 2 coefficients to be estimated: 1 intercept, a coefficient for DUMMY, a coefficient for each of the K independent variable, and a coefficient for each of the K interaction terms. Then we do the incremental F test. df1 = K + 1 for the constrained model, and df2 = N2K2, where N is the total number of observations F teststatistics i.e. (F df1, df2) = (error sum square Constrained – error sum square Unconstrained)*df2 / (error sum square Unconstrained)*df2 I’m going through MPlus User’s Guide (296306) but fail to understand the statistics behind the way MPlus handles MGA … however, there is a caveat Professor, I have categorical dependent variable (Y1= 1/0) can I use the same notion of dummy independent variable regression, I mean the partial coefficient with respect to dummy variable at its mean value doesn’t make sense in probit/logit analysis … isn’t it? C3. I check MPlus Technical Appendices (page 18) plus your article (1989 Presidential Lecture of Psychometric Society) … I couldn’t get what’s the EXCAT TEST STATISTICS that we should use in order to verify group difference, when we have categorical i.e. binary as well ordinal) outcome variable Questions regarding Program Code Q1. I’m interested to check the differences in the coefficients (inclusive of the thershold) of structural part of the SEM for two groups … below is my code … could you please tell me how/what to write in the Groups Specific “Model command”. (Y1 is 0/1, R1R3 and B1B3 are 5scale ordinal) TITLE:…; DATA: FILE IS d:\datatotal.txt; VARIABLE: ; USEVARIABLES ARE ; CATEGORICAL ARE ; MISSING ARE .; GROUPING IS Fitem (1=comA 0=comB); ANALYSIS: ESTIMATOR=WLSMV; PARAMETERIZATION=THETA; MODEL: R BY R1R3; B by B1B3; Y1 on R B x1 x2 x3 x4; R on B x2 x5; B on R x1 x2 x3; MODEL comB: I need to check whether or not regression coefficient of Y1 on R and B as well as the corresponding threshold are different ...WHAT should I write in this portion of Model Statement Q2. do we need DIFFTEST in order to verify the group specific difference Thanks and regards 

bmuthen posted on Tuesday, May 17, 2005  12:40 am



These questions are a bit too farreaching to thoroughly answer, and I need to answer briefly. A key difference between having groups represented by covariates versus multiplegroup analysis is that the former approach cannot represent group differences in variances or factor loadings. You can read more about that in standard SEM texts such as Bollen's book (I thought I also treated it in the 1989 Psychometrika article). For multiplegroup analysis setups in Mplus, see examples in the Version 3 User's Guide. DIFFTEST can be used whenever you want to test nested models in the WLSMV context. 

Sanjoy posted on Wednesday, May 18, 2005  10:27 pm



Thanks Professor ... I think I could not make my point clear ... I am interested to check whether there is a SIGNIFICANT group effect (say I have twogrouped data and the regression coefficients vary significantly over the two groups or not) By default MPlus runs two models for Two groups, assuming factor loadings are SAME and regression coefficients are all DIFFERENT across the groups ... hence this is the UNRESTRICTED model ... is it right? … I suppose this is also the “Baseline Model” as it's been reported in MPlus output? Now is NOT “holding factor loadings equal across groups” a RESTRICTION by itself! Actually that’s what made me slightly confused. Again following MPlus example 5.16 and 5.17, there it did NOT do any testing of group specific significance under categorical outcome scenario. These two examples tell us how to specify group specific factor loading. Kindly let me get it clear once more, in order to Test the Significance of group specific difference (for my case, the dependent variables are ordinal and the restriction is  putting SAME regression coefficients for both the groups) Step1. Run the model with group command but WITHOUT using the group specific model command …and save the data as DIFFTEST Step 2. Open another file, and under analysis use “DIFFTEST” and under group specific model command write the restrictions and run it … is it correct! Thanks and regards 


See the description of multiple group analysis in Chapter 13. It is explained here which parameters are held equal in Mplus as the default and why. If you want to test whether regression coefficients differ across groups, you would run the model where they are free first and then the model where they are constrained to be equal. It sounds like what you are saying is correct. The best way to find out is to try it. 

Sanjoy posted on Thursday, May 19, 2005  1:12 am



Thank you madam ... 2/3 quick question once again :) this is what I have done ...running the free model first, that is our 1st file for the Unrestriced model (set as MPlus default setting) TITLE:…; DATA: FILE IS d:\datatotal.txt; VARIABLE: ; USEVARIABLES ARE ; CATEGORICAL ARE ; MISSING ARE .; GROUPING IS Fitem (1=comA 0=comB); ANALYSIS: ESTIMATOR=WLSMV; PARAMETERIZATION=THETA; MODEL: R BY R1R3; B by B1B3; Y1 on R B x1 x2 x3 x4; R on B x2 x5; B on R x1 x2 x3; SAVEDATA: DIFFTEST is d:\grouptest.txt; therefore by default Mplus is givng us two sets of result for two groups Now I want to TEST Y1 on R and B are significantly different across the group or not ... I open a new file ...and write the following (pasting only the model section here) ANALYSIS: DIFFTEST is d:\grouptest.txt; ESTIMATOR=WLSMV; PARAMETERIZATION=THETA; MODEL: R BY R1R3; B by B1B3; Y1 on R(1) B(2) x1 x2 x3 x4; R on B x2 x5; B on R x1 x2 x3; LOOK I did NOT write any group specific model command like "MODEL comB:" etc ... however I found this way of coding works, in output we have same regresiion coefficients for Y1 on R and B for both groups .... DO YOU THINK my code is OK? Q2. after running DIFFTEST in MPlus Output we get this ChiSquare Test for Difference Testing Value 3.386 Degrees of Freedom 2** PValue 0.1812 What does this result mean? ... I suppose the difference being considered not statistically significant. Q3. Can we check NONEquality (linear) constraint on parameters in MPlus .... say e.g. (y1 is 0/1) y on x1 x2 x3 and we are interested to check regression coefficient of Y on X1 is Greater than regression coefficient of Y on X1 thanks and regards 


If you ask for TECH1, you can compare the matrices and see whether the pattern of fixed and free parameters is what you want. It is not a good idea to try to decide this looking at the MODEL command alone given that Mplus defaults vary across models. A chisquare value of 3.386 is not significant for two degrees of freedom. You can read about MODEL CONSTRAINT in the Mplus User's Guide. 

Sanjoy posted on Thursday, May 19, 2005  8:48 pm



Thanks Madam ...I have never thaught before in this way 

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