Estimating and Testing Random Intercept Multilevel Structural Equation Models with Model Implied Instrumental Variables. Issue 4 (4th July 2022)

• Record Type: Journal Article
• Authors: Giordano, Michael L.; Bollen, Kenneth A.; Jin, Shaobo
• Is Part Of: Structural equation modeling. Volume 29:Issue 4(2022)
• Page Start: 584
• Page End: 599
• Publication Date: 2022-07-04
• Subjects: Model implied instrumental variables -- MIIV-2SLS -- multilevel models, Sargan test -- structural equation models; Multivariate analysis -- Periodicals; Social sciences -- Statistical methods -- Periodicals; 519.535
• DOI: 10.1080/10705511.2022.2028261
• Languages: English
• ISSNs: 1070-5511

Abstract

Abstract: This study develops a new limited information estimator for random intercept Multilevel Structural Equation Models (MSEM). It is based on the Model Implied Instrumental Variable Two-Stage Least Squares (MIIV-2SLS) estimator, which has been shown to be an excellent alternative or supplement to maximum likelihood (ML) in SEMs (Bollen, 1996 ). We also develop a multilevel overidentification test statistic that applies to equations at the within or between levels. Our Monte Carlo simulation analysis suggests that MIIV-2SLS is more robust than ML to misspecification at within or between levels, performs well given fewer than 100 clusters, and shows that our multilevel overidentification test for equations performs well at both levels of the model.