SMT {EFA.dimensions}R Documentation

Sequential chi-square model tests

Description

A test for the number of common factors using the likelihood ratio test statistic values from maximum likelihood factor analysis estimations.

Usage

SMT(data, corkind, Ncases=NULL, verbose)

Arguments

data

An all-numeric dataframe where the rows are cases & the columns are the variables, or a correlation matrix with ones on the diagonal. The function internally determines whether the data are a correlation matrix.

corkind

The kind of correlation matrix to be used if data is not a correlation matrix. The options are 'pearson', 'kendall', 'spearman', 'gamma', and 'polychoric'. Required only if the entered data is not a correlation matrix.

Ncases

The number of cases. Required only if data is a correlation matrix.

verbose

Should detailed results be displayed in console? TRUE (default) or FALSE

Details

From Auerswald & Moshagen (2019):

"The fit of common factor models is often assessed with the likelihood ratio test statistic (Lawley, 1940) using maximum likelihood estimation (ML), which tests whether the model-implied covariance matrix is equal to the population covariance matrix. The associated test statistic asymptotically follows a Chi-Square distribution if the observed variables follow a multivariate normal distribution and other assumptions are met (e.g., Bollen, 1989). This test can be sequentially applied to factor models with increasing numbers of factors, starting with a zero-factor model. If the Chi-Square test statistic is statistically significant (with e.g., p < .05), a model with one additional factor, in this case a unidimensional factor model, is estimated and tested. The procedure continues until a nonsignificant result is obtained, at which point the number of common factors is identified.

"Simulation studies investigating the performance of sequential Chi-Square model tests (SMT) as an extraction criterion have shown conflicting results. Whereas some studies have shown that SMT has a tendency to overextract (e.g., Linn, 1968; Ruscio & Roche, 2012; Schonemann & Wang, 1972), others have indicated that the SMT has a tendency to underextract (e.g., Green et al., 2015; Hakstian et al., 1982; Humphreys & Montanelli, 1975; Zwick & Velicer, 1986). Hayashi, Bentler, and Yuan (2007) demonstrated that overextraction tendencies are due to violations of regularity assumptions if the number of factors for the test exceeds the true number of factors. For example, if a test of three factors is applied to samples from a population with two underlying factors, the likelihood ratio test statistic will no longer follow a Chi-Square distribution. Note that the tests are applied sequentially, so a three-factor test is only employed if the two-factor test was incorrectly significant. Therefore, this violation of regularity assumptions does not decrease the accuracy of SMT, but leads to (further) overextractions if a previous test was erroneously significant. Additionally, this overextraction tendency might be counteracted by the lack of power in simulation studies with smaller sample sizes. The performance of SMT has not yet been assessed for non-normally distributed data or in comparison to most of the other modern techniques presented thus far in a larger simulation design." (p. 475)

Value

A list with the following elements:

NfactorsSMT

number of factors according to the SMT

pvalues

eigenvalues, chi-square values, & pvalues

Author(s)

Brian P. O'Connor

References

Auerswald, M., & Moshagen, M. (2019). How to determine the number of factors to retain in exploratory factor analysis: A comparison of extraction methods under realistic conditions. Psychological Methods, 24(4), 468-491.

Examples


# the Harman (1967) correlation matrix
SMT(data_Harman, Ncases=305, verbose=TRUE)

# Rosenberg Self-Esteem scale items, using Pearson correlations
SMT(data_RSE, corkind='polychoric', verbose=TRUE)

# NEO-PI-R scales
SMT(data_NEOPIR, verbose=TRUE)


[Package EFA.dimensions version 0.1.7.4 Index]