Several multiple regressions in one m... PreviousNext
Mplus Discussion > Structural Equation Modeling >
 Christoph Schaefer posted on Monday, April 10, 2017 - 3:20 am
Dear Dres Muthen and Muthen,

I have specified a model in the following form, consisting solely of manifest variables:

A on B C D E;
F on B C G H;
I on B C I J;

To my surprise, the results for the path coefficients are different from when I calculate each regression model separately.
(a) It seems as if correlations amongst all independent variables (B C D E G H I J) are allowed. Is that correct?
(b) Why do I get different path coefficients, compared to calculating each regression model separately?

Thank you very much and best regards,
 Bengt O. Muthen posted on Monday, April 10, 2017 - 7:02 pm
(a) Yes.

(b) because your model is saying that for instance H does not influence A, D and E don't influence F, etc. It is an over-identified model and therefore not the same as regression.
 Christoph Schaefer posted on Tuesday, April 11, 2017 - 2:49 am
Thank you very much for your quick response!

I understand why the fit indices are different. I am just wondering about the path coefficients. After all, in separate regressions (like A on B C D E) H obvioulsy does not influence A either, etc.; i.e., in neither of these cases are there any paths across the single regressions. Which aspect of this model does lead to differing path coefficients, please? Has it something to do with the correlations of the residual variances of the endogenous variables?
 Bengt O. Muthen posted on Tuesday, April 11, 2017 - 6:12 pm
Note that your model says that you have the following set covariates:

B C D E G H J;

When you regress A on B C D E H only, you are estimating a mis-specified model because you are saying that G and J don't influence A (if they actually do, the model is mis-specified). Mis-specified models have distorted parameter estimates. Maybe I am misunderstanding what you are doing.
Back to top
Add Your Message Here
Username: Posting Information:
This is a private posting area. Only registered users and moderators may post messages here.
Options: Enable HTML code in message
Automatically activate URLs in message