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 Bollen, K. A. (1996). An alternative two stage least squares (2SLS) estimator for latent variable equations. Psychometrika, 61, 109–121.[Crossref], [Web of Science ®] , [Google Scholar]). 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.

摘要

本研究为随机截距多级结构方程模型（MSEM）开发了一种新的有限信息估计器。它基于模型隐含工具变量两阶段最小二乘 (MIIV-2SLS) 估计器，该估计器已被证明是 SEM 中最大似然 (ML) 的绝佳替代或补充（Bollen，1996 ） 博伦，堪萨斯州（1996）。用于潜在变量方程的替代两级最小二乘 (2SLS) 估计器。心理测量，61 , 109 – 121。[交叉引用]、[Web of Science®]  、[Google 学术搜索]）。我们还开发了一种多级过度识别检验统计量，适用于水平内部或水平之间的方程。我们的蒙特卡罗模拟分析表明，MIIV-2SLS 对级别内或级别之间的错误指定比 ML 更稳健，在少于 100 个聚类的情况下表现良好，并表明我们的方程多级过度识别测试在模型的两个级别上都表现良好。