Proposes a novel structural modeling approach based on latent growth curve model specifications for use with dyadic data. The approach allows researchers to test more sophisticated causal models, incorporate latent variables, and estimate more complex error structures than is currently possible using hierarchical linear modeling or multilevel…

Proposes an analog to the Scheffe test (H. Scheffe, 1953) to be applied to the exploratory model-modification scenario. The method is a sequential finite-intersection multiple-comparison procedure that controls the Type I error rate to a desired alpha level across all possible post hoc model modifications. (SLD)

Introduces an alternative structural equation modeling (SEM) specification search approach based on the Tabu search procedure. Using data with known structure, the procedure is illustrated, and its capabilities for specification searches in SEM are demonstrated. (Author/SLD)

Provides counterexamples where the covariance matrix provides crucial information about consequential model misspecifications and cautions researchers about overinterpreting the conclusion of D. Rogosa and J. Willett (1985) that the covariance matrix is a severe summary of longitudinal data that may discard crucial information about growth. (SLD)

Makes the case that the Raykov and Marcoulides Proof (RMP; T. Raykov and G. Marcoulides, 2001) generalizes to a broad class of structural equation (SE) models. Suggests a counterexample that accepts the statistical dimensions of the RMP while questioning the conclusion, highlighting the need for greater attention to the semantic dimension of SE…

Discusses issues in structural-equation-model selection that pertain to the general utility of the principle of parsimony. Provides an example using data generated by the relatively nonparsimonious simplex model and fitted rather well by a parsimonious growth-curve model belonging to a different class of models. (Author/SLD)

Studied the evidence for the practice of using parcels of item as manifest variables in structural equation modeling procedures. Findings suggest that the unconsidered use of parcels is never warranted, but the considered use of parcels cannot be dismissed out of hand. Describes a number of parceling techniques and their strengths and weaknesses.…

Presents a didactic collection of covariance and mean structure hypotheses that can be tested using a widely applicable and easy to use structural equation modeling approach. The method is useful when the goal is to examine the observed multivariable structure or test hypotheses regarding interrelationships in measures and when large samples are…

Discusses a method for obtaining point and interval estimates of reliability for composites of measures with a general structure. The approach is based on fitting a correspondingly constrained structural equation model and generalizes earlier covariance structure analysis methods for scale reliability estimation with congeneric tests. (SLD)

Introduces a new inferential test for acyclic structural equation models (SEM) without latent variables or correlated errors. The test is based on the independence relations predicted by the directed acyclic graph of the SEMs, as given by the concept of d-separation. A wide range of distributional assumptions and structural functions can be…

Presents an extension of the method of estimating interaction effects among latent variables to latent growth curve models developed by K. Joreskog and F. Yang (1996). Illustrates the procedure and discusses results in terms of practical and statistical problems associated with interaction analyses in latent curve models and structural equation…

Discusses a method, based on bootstrap methodology, for obtaining an approximate confidence interval for the difference in root mean square error of approximation of two structural equation models. Illustrates the method using a numerical example. (SLD)

Provides an introduction to the structural equation modeling concepts developed by J. Pearl, discussing the concept he calls "d-separation." Explains how d-separation connects to control variables, partial correlations, causal structuring, and even a potential mistake in regression. (SLD)

Illustrates how commonly available structural equation modeling programs can be used to conduct some basic matrix manipulations and generate multivariate normal data with given means and positive definite covariance matrix. Demonstrates the outlined procedure. (SLD)

Established a new criterion for the identification of recursive linear models in which some errors are correlated. Shows that identification is assured as long as error correlation does not exist between a cause and its direct effect; no restrictions are imposed on errors associated with indirect causes. (SLD)