Modelling using ordinal data
Subtitle: the use of dual scaling in structural equation modelling.
Published: 2004
Language: eng
Number of pages: 137
Subjects: Scaling (Social sciences).
Description: This study demonstrates that Dual Scaling (DS) is a valuable tool for optimally scaling ordinal variables in the calculation of correlation matrices for analysis in structural equation modelling (SEM). More specifically, this thesis shows that there are specific circumstances where correlation estimates based on DS would be a more appropriate choice for use in SEM than the Pearson product moment (PMC), canonical (CC), or polychoric (PC) correlation techniques. With respect to ordinal variables, the study demonstrates that the SEM application of CC is unacceptable, that the PMC generates attenuated parameter estimates, and that the application of the PC to inappropriate data can lead to non-positive definite matrices of correlation estimates.Research from this thesis allows us to conclude that the PC produced the most accurate estimates of the underlying correlations, over a range of correlation, levels of categorization, and skew when compared to DS and PMC. However, it was also found that PC implementation in Lisrel can produce matrices of correlation estimates that are non-positive definite (NPD) even at large sample sizes and when the underlying variables are multivariate normally distributed. In comparison with DS, the PMC estimates from ordinal variables are, on average, more greatly attenuated by skew, non-normalities, and categorization. Thus, research from this thesis leads us to conclude that the PC should be used when the correlation matrix estimates are positive definite, and the data are multivariate normally distributed---otherwise the correlation estimates from DS should be used.Finally, research from this thesis demonstrates that a significant level of concordance exists among the techniques in areas such as: the pattern and occurrences of outlier estimations, parameter estimate magnitudes and patterns, chi-square estimates, as well as within repetition and within parameter correlation analysis. This leads us to surmise that although each technique differs in the way it captures the relationship among the variables, each is educing a similar underlying construct. In conclusion, the results from this thesis demonstrate that DS is a viable technique for the estimation of correlations among ordinal variables and can be used when the PC fails or is inappropriate for a given set of variables.
Notes: Adviser: Shizuhiko Nishisato.

Thesis (Ph.D.)--University of Toronto, 2004.

Electronic version licensed for access by U. of T. users.

Source: Dissertation Abstracts International, Volume: 65-05, Section: B, page: 2688.