Douglas G. Bonett

Bio: Douglas G. Bonett is an academic researcher from University of California, Santa Cruz. The author has contributed to research in topics: Confidence interval & Sample size determination. The author has an hindex of 33, co-authored 107 publications receiving 20743 citations. Previous affiliations of Douglas G. Bonett include University of California, Los Angeles & University of California.

Significance tests and goodness of fit in the analysis of covariance structures

Abstract: Factor analysis, path analysis, structural equation modeling, and related multivariate statistical methods are based on maximum likelihood or generalized least squares estimation developed for covariance structure models. Large-sample theory provides a chi-square goodness-of-fit test for comparing a model against a general alternative model based on correlated variables. This model comparison is insufficient for model evaluation: In large samples virtually any model tends to be rejected as inadequate, and in small samples various competing models, if evaluated, might be equally acceptable. A general null model based on modified independence among variables is proposed to provide an additional reference point for the statistical and scientific evaluation of covariance structure models. Use of the null model in the context of a procedure that sequentially evaluates the statistical necessity of various sets of parameters places statistical methods in covariance structure analysis into a more complete framework. The concepts of ideal models and pseudo chi-square tests are introduced, and their roles in hypothesis testing are developed. The importance of supplementing statistical evaluation with incremental fit indices associated with the comparison of hierarchical models is also emphasized. Normed and nonnormed fit indices are developed and illustrated.

Sample size requirements for estimating pearson, kendall and spearman correlations

Abstract: Interval estimates of the Pearson, Kendall tau-a and Spearman correlations are reviewed and an improved standard error for the Spearman correlation is proposed. The sample size required to yield a confidence interval having the desired width is examined. A two-stage approximation to the sample size requirement is shown to give accurate results.

Sample size requirements for estimating intraclass correlations with desired precision

Abstract: A method is developed to calculate the approximate number of subjects required to obtain an exact confidence interval of desired width for certain types of intraclass correlations in one-way and two-way ANOVA models. The sample size approximation is shown to be very accurate.

Cronbach's alpha reliability: Interval estimation, hypothesis testing, and sample size planning

Abstract: Summary Cronbach's alpha is one of the most widely used measures of reliability in the social and organizational sciences. Current practice is to report the sample value of Cronbach's alpha reliability, but a confidence interval for the population reliability value also should be reported. The traditional confidence interval for the population value of Cronbach's alpha makes an unnecessarily restrictive assumption that the multiple measurements have equal variances and equal covariances. We propose a confidence interval that does not require equal variances or equal covariances. The results of a simulation study demonstrated that the proposed method performed better than alternative methods. We also present some sample size formulas that approximate the sample size requirements for desired power or desired confidence interval precision. R functions are provided that can be used to implement the proposed confidence interval and sample size methods. Copyright © 2014 John Wiley & Sons, Ltd.

Cutoff criteria for fit indexes in covariance structure analysis : Conventional criteria versus new alternatives

Abstract: This article examines the adequacy of the “rules of thumb” conventional cutoff criteria and several new alternatives for various fit indexes used to evaluate model fit in practice. Using a 2‐index presentation strategy, which includes using the maximum likelihood (ML)‐based standardized root mean squared residual (SRMR) and supplementing it with either Tucker‐Lewis Index (TLI), Bollen's (1989) Fit Index (BL89), Relative Noncentrality Index (RNI), Comparative Fit Index (CFI), Gamma Hat, McDonald's Centrality Index (Mc), or root mean squared error of approximation (RMSEA), various combinations of cutoff values from selected ranges of cutoff criteria for the ML‐based SRMR and a given supplemental fit index were used to calculate rejection rates for various types of true‐population and misspecified models; that is, models with misspecified factor covariance(s) and models with misspecified factor loading(s). The results suggest that, for the ML method, a cutoff value close to .95 for TLI, BL89, CFI, RNI, and G...

Evaluating Structural Equation Models with Unobservable Variables and Measurement Error

Abstract: The statistical tests used in the analysis of structural equation models with unobservable variables and measurement error are examined. A drawback of the commonly applied chi square test, in addit...

Structural equation modeling in practice: a review and recommended two-step approach

Abstract: In this article, we provide guidance for substantive researchers on the use of structural equation modeling in practice for theory testing and development. We present a comprehensive, two-step modeling approach that employs a series of nested models and sequential chi-square difference tests. We discuss the comparative advantages of this approach over a one-step approach. Considerations in specification, assessment of fit, and respecification of measurement models using confirmatory factor analysis are reviewed. As background to the two-step approach, the distinction between exploratory and confirmatory analysis, the distinction between complementary approaches for theory testing versus predictive application, and some developments in estimation methods also are discussed.

Comparative fit indexes in structural models

Abstract: Normed and nonnormed fit indexes are frequently used as adjuncts to chi-square statistics for evaluating the fit of a structural model A drawback of existing indexes is that they estimate no known population parameters A new coefficient is proposed to summarize the relative reduction in the noncentrality parameters of two nested models Two estimators of the coefficient yield new normed (CFI) and nonnormed (FI) fit indexes CFI avoids the underestimation of fit often noted in small samples for Bentler and Bonett's (1980) normed fit index (NFI) FI is a linear function of Bentler and Bonett's non-normed fit index (NNFI) that avoids the extreme underestimation and overestimation often found in NNFI Asymptotically, CFI, FI, NFI, and a new index developed by Bollen are equivalent measures of comparative fit, whereas NNFI measures relative fit by comparing noncentrality per degree of freedom All of the indexes are generalized to permit use of Wald and Lagrange multiplier statistics An example illustrates the behavior of these indexes under conditions of correct specification and misspecification The new fit indexes perform very well at all sample sizes