A Comparison of ML, WLSMV, and Bayesian Methods for Multilevel Structural Equation Models in Small Samples: A Simulation Study

Multivariate Behavioral Research
Jana HoltmannMichael Eid

Abstract

Multilevel structural equation models are increasingly applied in psychological research. With increasing model complexity, estimation becomes computationally demanding, and small sample sizes pose further challenges on estimation methods relying on asymptotic theory. Recent developments of Bayesian estimation techniques may help to overcome the shortcomings of classical estimation techniques. The use of potentially inaccurate prior information may, however, have detrimental effects, especially in small samples. The present Monte Carlo simulation study compares the statistical performance of classical estimation techniques with Bayesian estimation using different prior specifications for a two-level SEM with either continuous or ordinal indicators. Using two software programs (Mplus and Stan), differential effects of between- and within-level sample sizes on estimation accuracy were investigated. Moreover, it was tested to which extent inaccurate priors may have detrimental effects on parameter estimates in categorical indicator models. For continuous indicators, Bayesian estimation did not show performance advantages over ML. For categorical indicators, Bayesian estimation outperformed WLSMV solely in case of strongly informat...Continue Reading

References

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Citations

Mar 20, 2018·Journal of the International Neuropsychological Society : JINS·Steffen MoritzFabrice Berna
Feb 2, 2019·Journal of the Experimental Analysis of Behavior·Steven Riley, J J McDowell
Sep 12, 2019·Multivariate Behavioral Research·Ines Devlieger, Yves Rosseel
Jul 4, 2020·Educational and Psychological Measurement·Ken A Fujimoto, Sabina R Neugebauer
Jan 15, 2019·Educational and Psychological Measurement·Yanyun Yang, Yan Xia
Dec 9, 2020·Alcohol and Alcoholism : International Journal of the Medical Council on Alcoholism·Rodrigo Moreta-HerreraMariela Lara-Salazar
Jun 8, 2021·Multivariate Behavioral Research·Milica Miočević, Shirin Golchi
Jul 13, 2021·Frontiers in Psychology·Alicia Boluarte-CarbajalDavid Villarreal-Zegarra
Aug 16, 2021·Journal of Affective Disorders·Sajeevika S DaundasekaraDaphne C Hernandez

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Software Mentioned

MLwiN
R
WLSMV
R Development Core Team
Mplus Stan
Jags
RStan
WinBUGS
R package “ MplusAutomation
Mplus

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