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Multilevel factor score regression

Journal Contribution - Journal Article

Multilevel SEM is an increasingly popular technique to analyze data that are both hierarchical and contain latent variables. The parameters are usually jointly estimated using a maximum likelihood estimator (MLE). This has the disadvantage that a large sample size is needed and misspecifications in one part of the model may influence the whole model. We propose an alternative stepwise estimation method, which is an extension of the Croon method for factor score regression. In this article, we extend this method to the multilevel setting. A simulation study was used to compare this new estimation method to the standard MLE. The Croon method outperformed MLE with regard to convergence rate, bias, MSE, and coverage, in particular when models contained a structural misspecification. In conclusion, the Croon method seems to be a promising alternative to MLE.
Journal: Multivariate Behavioral Research
ISSN: 0027-3171
Issue: 4
Volume: 55
Pages: 600 - 624
Publication year:2020
Keywords:Applied mathematics, Psychology & behavioral sciences
BOF-keylabel:yes
IOF-keylabel:yes
BOF-publication weight:6
Authors:National
Authors from:Higher Education
Accessibility:Closed