Workshop AMOS

Perbanas, 29 Juli 2016

Perkenalan

Nama : Hermawan Setiawan

Pekerjaan : Staf pengajar / konsultan
Alamat : Tamansari Bukit Damai Blok A21 no 3, Gn Sindur Bogor
HP : 08128508094
Email : setia.ui@gmail.com
T-test Family Tree of SEM
ANOVA
Multi-way
ANOVA Repeated
Measure
Designs Growth
Curve
Analysis

Multiple Path Structural

Bivariate
Regression
Equation
Analysis
Correlation Modeling

Confirmatory
Factor
Factor
Analysis
Analysis
Exploratory
Factor
Analysis
MODEL PERSAMAAN STRUKTURAL
Mpk suatu teknik statistik yg menganalisis variabel indikator,
variabel laten, dan kesalahan pengukurannya
Software yg dapat digunakan:
LISREL (Joreskog & Sorbom)
EQS5 (Bentler)
SEPATH (Steiger)
AMOS (Arbuckle)
CALIS (SAS Institute)
LISCOMP (Muthen)
MPLUS (Muthen & Muthen)
RAMONA (Browne & Mels)
MODEL PERSAMAAN STRUKTURAL
Jenis-jenis Model Persamaan Struktural (Raykov &
Marcoulides, 2000)
1. Model analisis jalur (path analysis models)
Digunakan untuk menerangkan akibat langsung dan tidak
langsung seperangkat variabel
Tidak mempertimbangkan kesalahan pengukuran
2. Model analisis faktor konfirmatif (confirmatory factor
analysis models)
Biasanya tidak mengasumsikan arah hubungan, tp hanya ada
hubungan korelatif
Digunakan untuk mengevaluasi pola-pola hubungan antar
variabel
MODEL PERSAMAAN STRUKTURAL
Jenis-jenis Model Persamaan Struktural (Raykov &
Marcoulides, 2000)
3. Model persamaan struktural (structural equation models)
Diasumsikan secara spesifik arah hubungan antar variabel
Dapat digunakan untuk menguji apakah teori yg diusulkan
(proposed theory) sesuai dg model empirisnya.
PATH ANALYSIS
Merupakan perluasan dr analisis regresi yg digunakan untuk
menerangkan akibat langsung dan tidak langsung
seperangkat variabel, sbg variabel penyebab terhadap
seperangkat variabel lain yg merupakan variabel akibat.
Bertujuan utk menguji apakah model yg diusulkan didukung
oleh data, dg cara membandingkan matriks korelasi teoritis
dan matriks korelasi empiris. Jika kedua matriks relatif sama,
maka model dikatakan cocok.
Pengujian dilakukan dg menggunakan koefisien determinasi
ganda (multiple determination) - (Pedhazur, 1982).
PATH ANALYSIS
Model digambarkan dlm bentuk lingkaran-dan-panah dimana
panah tunggal menyatakan sesuatu yg menyebabkan

x1 x3
Contoh:
x2 x4

Memerlukan asumsi-asumsi spt pada analisis regresi.

Sangat sensitif pd spesifikasi model krn kesalahan dlm
menentukan variabel akan berpengaruh thd koefisien jalur, yg
digunakan utk menilai pengaruh langsung/tdk langsung suatu
variabel thd variabel terikat.
Istilah (1)
Estimasi jalur dapat dilakukan dengan regresi OLS atau MLE
(antar software bisa berbeda metode estimasi)
Model Jalur (Path Model), mpk diagram yg mengaitkan
variabel bebas, variabel antara, dan variabel terikat.
Panah tunggal menunjukkan hubungan antara variabel
bebas (eksogen)/variabel antara dan variabel endogen
(terikat).
Panah ganda menunjukkan hubungan sepasang variabel
eksogen.
Istilah (1)
Exogenous variables=independent

Endogenous variables =dependent

Observed variables =measured

Latent variables=unobserved
Istilah (2)

.10 : R2

Observed
Error Variable

.15 : Loading

Latent
Variable
Istilah (3)
Causal Path, untuk suatu variabel meliputi (1) jalur langsung yg mengarah
ke variabel tsb, dan (2) korelasi jalur (variabel endogen berkorelasi dg
variabel lain yg memiliki jalur (panah) menuju ke variabel tertentu.
Contoh model jalur:

A B C

D E

Model diatas memiliki variabel eksogen A, B, dan C yg saling berkorelasi

dan variabel endogen D dan E.
Bagian error tidak dimunculkan.
Jalur yg menyatakan variabel yg mempengaruhi D adalah A ke D, B ke D,
dan jalur yg menyatakan pengaruh tdk langsung thd D adalah dari B ke A
ke D, dari C ke A ke D, dan dari C ke B ke D.
Istilah (4)
Koefisien Jalur (path coefficient), mpk koefisien regresi yg
distandarisasi (beta) yg menunjukkan pengaruh langsung dr
suatu variabel bebas thd variabel terikat pada suatu model
jalur.
Misal pada model regresi dg satu variabel bebas, koefisien beta
(koefisien b untuk data yg dibakukan) akan sama dg koefisien
korelasi, shg pada kasus model jalur dg satu variabel terikat
dan satu variabel eksogen, koefisien jalur dlm kasus tsb
merupakan koefisien korelasi ordo nol.
Contoh (1)
Misal model berikut (Bryman, A. and D. Cramer, 1990):

Age Job
satisfaction
Autonomi

Income

Model tsb dpt dituliskan sbb:

1. Satisfaction = b11age+b12autonomy+b13income+e1
2. Income = b21age+b22autocomy+e2
3. Autonomy = b31age+e3
Koefisien jalur (b) dlm persamaan tsb mpk koef. regresi parsial yg dibakukan. Koef. jalur
disebut jg koefisien p atau pembobot beta sederhana, yg didasarkan pd kegunaan dlm
model regresi berganda.
Istilah (4)
Unsur gangguan (disturbance term). Suku sisaan/ kesalahan,
disebut juga unsur gangguan, merefleksikan keragaman yg
tidak dapat dijelaskan (pengaruh dari variabel yg tidak terukur)
dan kesalahan pengukuran.
Besarnya pengaruh unsur gangguan untuk suatu variabel
endogen adalah (1 R2).
Besarnya nilai koefisien jalur adalah 1 R 2
KONSEP PENTING (1)
Path multiplication rule. Nilai suatu jalur gabungan mpk perkalian dari
masing-masing koefisien jalur.
Misal pendidikan berpengaruh thd pendapatan dan selanjutnya
berpengaruh thd motivasi kerja. Misalkan juga koefisien regresi pendidikan
thd pendapatan adlh 1000, artinya jika pendidikan bertambah 1 th, maka
pendapatan akan bertambah $1000. Koefisien regresi pendapatan thd
motivasi kerja adlh 0,0002, artinya jika pendapatan bertambah $1, maka
skor motivasi akan bertambah 0,0002 poin.
Jadi, jika pendidikan bertambah 1 th dan pendapatan naik $1000, maka skor
motivasi akan bertambah (1000)x(0,0002) = 0,2 poin.
KONSEP PENTING (2)
Effect decomposition. Koef. jalur dpt jg digunakan utk menguraikan korelasi
dlm model jalur menjadi pengaruh langsung & tdk langsung
total pengaruh suatu variabel j thd variabel i mpk jumlah nilai pd setiap jalur
dari j ke i.
Pd kasus sblmnya, satisfaction sbg var. terikat, & age sbg var. bebas. Indirect
effect dr age thd satisfaction dihitung dg mengalikan masing-masing koef.
jalur dr age ke satisfaction.
Age income satisfaction = (0,57)x(0,47) = 0,26
Age autonomy satisfaction = (0,28)x(0,58) = 0,16
Age autonomy income satisfaction = (0,28)x(0,22)x(0,47) = 0,03
Total indirect effect = 0,45
Diketahui direct effect age thd satisfaction = -0,08
Total pengaruh age thd satisfaction adlh (-0,08+0,45) = 0,37
KONSEP PENTING (3)
Signifikansi dan goodness of fit dalam model jalur.
Untuk menguji koefisien jalur secara individual dpt
digunakan nilai uji t atau F dari output regresi.
Untuk menguji model jalur digunakan uji goodness of fit.
Uji goodness of fit dpt dilakukan dg memasukkan model
beserta data yg digunakan ke dlm program model
persamaan struktural (structural equation modeling) spt
LISREL dan AMOS.
CONTOH DIAGRAM JALUR (1)
X1 X3 u

X2 X4 v

Variabel X1 dan X2 mpk variabel eksogen

Hubungan kedua variabel bersifat korelatif dinyatakan oleh grs
lengkung dg 2 kepala panah
Grs dg 1 kepala panah mpk hubungan yg bersifat kausalitas, spt X 1
thd X3 dan X3 thd X4
Variabel X3 dan X4 disebut variabel endogen dan terikat dengan
kesalahan (error)
ANALISIS JALUR
a f
X1 X3 u
c
b e
d g
X2 X4 v

Persamaan regresi utk model di atas:

X3 = aX1 + bX2 + fu
X4 = dX2 + cX1 + eX3 + gv
Koefisien regresi parsial pada kedua model diatas mpk
koefisien regresi parsial standardized yg dapat dihitung dg
mengolah masing-masing persamaan regresi.
Notasi Matriks

1
1
1 Y1 2
Y2

X1 2
Y BY X 1
Y1 0 0 Y1 1 1
Y 0 Y X 1
2 1 2 2 2

21
ANALISIS JALUR
Uji signifikansi koefisien jalur (pyx) sama spt uji koefisien regresi
klasik dg uji t (Schumacker & Lomax, 1996).
Uji kecocokan model (model fit) dpt digunakan statistik uji khi-
kuadrat (Specht, 1975 & Pedhazur, 1982).
Hipotesis:
H0: R = R()
(model cocok (fit) = matriks korelasi model teoritis sama
dg matriks korelasi empiris)
H1: R R()
(model tidak cocok = matriks korelasi model teoritis tidak
sama dg matriks korelasi empiris)
Structural Model
1 2 3 4 1 2 3 4

X1 X2 X3 X4 y1 y2 y3 y4

11 21 31 41 11 21 31 41

11
1 1
21
21

52 82
62 72

y5 y6 y7 y8

5 6 7 8
 Structural Model Matrices
Beta (B)
Relationships of endogenous constructs to endogenous
constructs; how DVs cause each other
Gamma ()
Relationships of exogenous constructs to endogenous
constructs; how IVs cause DVs
*Phi ()
Correlations among latent exogenous constructs;
correlations among the IVs
Psi ()
Residuals from prediction of latent endogenous
constructs; Tells whether residuals of prediction are
correlated
SEM Sample Size Requirements
Absolute minimum = number of covariances or
correlations in the matrix
Typical min = 5 respondents/parameter estimated,
10/parameter preferred
When not MV normal 15 respondents per parameter

ML estimation
Can use as few as 50, but 100-150 recommended
Ideal n = 200
 Estimation Procedures
In SEM, goal of estimation is to minimize error between the
observed and reproduced values in VCV matrix choose
parameter estimates that increase likelihood of reproducing
VCV matrix

Regr: min (y y)2

SEM: min (obs VCV repr VCV)

 Estimation Procedures
Unweighted Least Squares (OLS)
Used in regression, but not in SEM
OLS is scale invariant only if the errors of measurement are
uncorrelated this is an assumption in regression but not in SEM
Assumes MV normality
 SEM Estimation Procedures
Generalized Least Squares (GLS)
Used in SEM
You take the least squares and weight it with a VCV matrix
yields a scale-free estimation procedure
Assumes MV Normality
 SEM Estimation Procedures
Maximum Likelihood Estimation (ML)
Weights least squares estimates with VCV matrix; updates VCV matrix
each iteration
Assumes ML normality
As increase sample, GLS = ML
Finds parameter estimates that maximize the probability of the data
Most commonly used and default estimation procedure in LISREL
 SEM Estimation Procedures
Weighted Least Squares
Makes no assumptions about distribution
Need huge sample (n = 500+)
No assumption of ML normality required

In practice, WLS not really used. ML and GLS are

robust against assumptions of multivariate normality
Steps in Conducting SEM

Draw a picture of your model including both your latent and

manifest variables
Test the fit of your measurement model. Adjust as needed
to enhance fit of measurement model
Once measurement model fits, test fit of structural model
Modify structural model involves doing exploratory SEM
not recommended
 Anderson & Gerbing Two Step Approach
Step 1. Adequacy of Measurement Model
Test measurement model; allow all latent variables to
correlate
Adjust meas model as needed to enhance fit
If fit of measurement model is poor, dont test structural model
Fit of structural model is a necessary but not sufficient
condition for the fit of structural model
Step 2. Adequacy of Structural Model
Hair - Stages in SEM
1. Develop a theoretically based model
2. Construct a path diagram of causal relationships
3. Convert path diagram into set of structural and
measurement models
4. Choose the input matrix type and estimate the proposed
model
5. Assess the identification of the model
6. Evaluate goodness-of-fit criteria
7. Interpret and modify the model
Develop Model & Path Diagram

product
factors

price-based product satisfaction

factors usage with company

relationship
factors
Convert path diagram to structural
and measurement models

X3 X4

product Y1
factors
Y3
X1 product satisfaction
price-based
factors usage w/ company
X2 Y4
relationship
factors
Y2

X5 X6
Choose Input Matrix &
Estimate Model
Careful with missing data!
No Missing data correlation matrix

Choice of correlation matrix or VCV matrix

Correlation matrix yields standardized weights from +1 to -1
VCV matrix is better for validating causal relationships
 Analyzing Correlation
versus Covariance Matrices
SEM models are based on the decomposition of
covariance matrices, not correlation matrices. The
solutions hold, strictly speaking, for the analysis
of covariance matrices. To the extent that the
solution depends on the scale of the variables,
analyses based on covariance matrices and
correlation matrices can differ.
 Model Identification
Degrees of freedom (df) are related to the number of
parameter estimates
Model df must be > or = 0
Just-identified model/saturated model: df = 0; perfect model fit
*Over-identified model: df > 0 because more information in the matrix
than the number of parameters estimates
Under-identified model: df < 0 because model has more parameters
estimated than information available. Cant run due to infinite
solutions
 Identification Problems
Often results from a large number of parameters
estimated compared to number of correlations
provided too few degrees of freedom
Solution: Estimate fewer parameters
Model Fit
Fit of model denoted by two things:
Small residuals
Nonsignificant difference between original VCV matrix and
reconstructed VCV matrix

To assess model it, SEM provides numerous

goodness of fit indices
Different indices assess fit in different ways
Types of Goodness of Fit Indices
Absolute Fit Measures
Overall model fit, no adjustment for overfitting

Incremental Fit Measures

Compare proposed model fit to another model specified by
researcher

Parsimonious Fit Measures

Adjust model to provide comparison between models with
differing numbers of estimated coefficients
Specific Goodness of Fit Indices
Absolute Fit Measures
Chi2 (2)
Goodness-of-fit (GFI)
Root Mean Square Error of Approximation (RMSEA)
Root Mean Square Residual (RMR)
Incremental Fit Measures
Adjusted-goodness-of-fit (AGFI)
Normed Fit Index (NFI)
Parsimonious Fit Measures
Parsimony Normed Fit Index (PNFI)
Parsimony Goodness of Fit Index (PGFI)
Chi2 - 2

A badness of fit measure

Represents the extent to which the observed and reproduced
correlation matrices differ

High power (high n size) increases 2 so that it is

significant penalized for large n
2 only look at when n.s.

2 difference test compares nested models

Most practical use of chi2
SEM - Degrees of Freedom

df = number of known pieces of information unknowns

to be estimated
Important in model fit if estimate fewer paths, fit will
reduce just by chance (almost all paths not 0 just due to
chance)
Best possible model fit saturated model in which all
the links are estimated by default
Goodness of fit index (GFI)

GFI 1 ( 2 Model / 2 Null )

The quality of the original model and its ability to

reproduce the actual variance-covariance matrix is
more easily gauged by GFI
This index is similar to R2 in multiple regression
This index tells us how much better our model
compared to the null model
Want higher values, > or = .90
 SEM - Degrees of Freedom
Manifest A1 Manifest A1
Latent A Latent A
Manifest A2 Manifest A2

Manifest B1 Manifest B1
Latent B Latent B
Manifest B2 Manifest B2

Manifest C1 Manifest C1
Latent C Latent C
Manifest C2 Manifest C2

Larger 2 - Worse Fit Smaller 2 - Better Fit

Root Mean Square Error of
Approximation (RMSEA)
( 2 Model dfModel ) / N
RMSEA SQRT dfModel

A normed index with rules of thumb

Prefer a RMSEA < or = .05
Root Mean Squared Residual (RMR)
RMR SQRT sum(obsVCV reprVCV ) 2 ( p q ) 2

Want this value to be small, < or = .05 is ideal,

< or = .1 is probably good
Not a normed fit index; size of residuals
influenced by variance of variables involved
Adjusted Goodness of fit index
(AGFI)
AGFI 1 [(1 GFI ) / 1 (# estimatedparameters /# datapts.)]

Adjusted goodness-of-fit index (AGFI) was

created to account for increases in fit due to
chance
Similar to the adjusted R2 in multiple regression
Can be negative
Less sensitive to changes in df than is PNFI/PGFI
Normed Fit Index (NFI)
2 null 2 HypModel
NFI
2 null
NFI compares fit of the null model to fit of the
theoretical model
Large values of NFI are best (ideally > or = .9)
Criticism of NFI: Comparing the model fit to a
model of nothing. Is this meaningful?
Parsimony Normed Fit Index (PNFI)
PNFI
dfHypModel
NFIHypModel
dfnull

Problem: Most fit indices increase just by estimating

more parameters (free more links to be estimated)
Just identified model perfect fit

PNFI penalizes you for lack of parsimony

No clear benchmark for what is good best to compare
between models
 Parsimony Goodness of Fit Index
(PGFI)
PGFI [1 (# estimatedp arameters /# datapts .)]GFI

Gets smaller as you increase the number of paths in

the model
No clear benchmark for what is good best to
compare between models
Some Common Rules of Thumb for
Model Fit
Test or Index Good Fit Acceptable Fit

Chi-Square
p > .20 p > .05
Goodness of Fit

GFI .95 .90

AGFI .90 .80

Depends on scale. Depends on scale.

RMR
Closer to 0 is better Closer to 0 is better

RMSEA < .05 < .08

Model Testing Strategies with SEM
Model Confirmation
Single model tested to fit or not fit
Problem with confirmation bias many possible models fit

*Competing Models Strategy

Compares competing models for best fit
Nested models should be used

Exploratory SEM/Model development

Capitalizes on Chance
 Testing Competing Nested Models
Comparing the fit of hypothesized and alternative models
that have the same constructs but differ in number of
parameters estimated
Models must be nested within one another to compare them
use 2 difference test to compare
Typical nested models involve deleting or adding a single
path
 Testing Nested Models
MODEL 1 A B C

MODEL 2 A B C

These two models are nested within one

another because they differ only in the
addition of a single link in the second model
 Likelihood Ratio Test
2 2constrained 2unconstrained
df df constrained df unconstrained
Problem: sensitive to sample size
Solution: CFI
changes in CFI less than -.01
Cheung & Rensvold (2002) Structural Equation
Modeling, 9, 233-255
Model Modification: Exploratory SEM
Common management practice not to do this dont edit
structural models a confirmatory technique (but edit
meas model OK)
t values
Tells us where deleting a path would enhance model fit (paths with
n.s. t values)
Model Modification: Exploratory SEM
Modification Indices
Suggest where paths could be added to increase fit
Represents the degree to which 2 would decrease if you added
a path

To justify change due to MI

Fairly large
Justifiable
Impact model fit
Not central to theory
Aplikasi SPSS
 Pilih salah satu
file data yang
sudah ada
dalam
Cara lain: komputer, klik
Pilih Type in OK
data dan klik
OK bila ingin
membuat file
data baru
Pilih Cancel
bila ingin
membuat
file data
baru
Membuat File Data Baru:
Untuk melakukan analisis data
dengan menggunakan program
SPSS, langkah awal yang harus
ditempuh adalah memasukkan
data dalam sheet SPSS.
Ada dua jenis sheet SPSS, yaitu:
Sheet Data View
Sheet Variabel View
 Sheet ini digunakan untuk
memasukkan data yang akan
dianalisis dengan
menggunakan program SPSS

Inilah sheet
Data View
 Window Data Editor
SPSS

Data Editor terdiri atas sepuluh menu utama,

yaitu:
File
Edit
View
Data
Transform
Analyze
Graphs
Utilities
Window
Help
 Sheet Variable View merupakan lembar
kerja yang berfungsi untuk
melakukan format atas data.
Jenis format data meliputi:
Name
Type
Width
Decimals
Label
Values
Missing
Columns
Align
Measure
Inilah sheet
Variable
View
Name berfungsi untuk memberi nama pada variabel
yang dimasukkan dalam Data View
Type digunakan untuk
memformat data sesuai dengan
jenis data yang dimasukkan,
apakah numerik atau angka,
koma atau desimal, dan titik atau
dot.
Type data yang ada dapat dilihat
dalam kotak dialog Variable Type
di sebelah.
Width
digunakan Labels
untuk digunakan
mengatur untuk
lebar memberi
kolom dari label
data terhadap
data yang
telah
dimasukkan
Decimals
dalah sheet
digunakan
SPSS
untuk
mengatur
jumlah
angka di
belakang
koma
Values digunakan untuk
mengatur nilai yang dikandung
oleh data
Teknik ini digunakan untuk
data yang berupa skala ordinal
dan nominal.
Untuk mengisi Value, isi pada
kolom Value, kemudian isi
kolom Value Label, dan klik
Add. Setelah selesai klik OK.
Missing digunakan untuk
mengatur data yang hilang,
apakah akan ada data yang
hilang atau tidak
Columns digunakan untuk
mengatur lebar kolom data

Align digunakan untuk

mengatur perataan, apakah
rata kanan, rata kiri, atau
rata tengah

Measure digunakan untuk

mengatur jenis pengukuran
yang digunakan, apakah
skala ordinal, nominal atau
scale (rasio dan interval)
Aplikasi AMOS
Analysis of MOment Structures
Buka Program AMOS. Cari dari Start, Program, hingga ketemu Program Amos. Bila program Amos sudah dibuka,
akan muncul tampilan seperti dibawah ini. Gambar disebelah kiri adalah tools untuk menjalankan Amos, sedangkan
yang disebelah kanan, adalah bidang kerja, tempat untuk menggambar model penelitian.

73
Gambar model penelitian dibawah ini, dengan mempergunakan 6 tools yang dilingkari. Lingkaran biru untuk
menggambar variabel dan indikatornya. Lingkaran kuning untuk memutar posisi indikator. Lingkaran hitam untuk
copy, lingkaran ungu untuk memindahkan gambar, dan lingkaran merah untuk mempertahan simetris gambar.

74
Manifest variable

Latent variable
Indicator Icon
Path Icons
Error Icon
Variable List: Model
Variable List: Data Set

Reshape
Rotate Icon
Reflect Icon

SPSS file linked

Can you find copy, move, erase,

save, zoom in, zoom out, magnify,
print, undo, redo, search?
Lakukan pengaturan bidang kerja, boleh menggunakan portrait atau landscape. Klik View, Interface Properties.
Tampilan awal akan muncul Portrait Letter. Silakan dirubah menjadi Lanscape A4. Kemudian klik Apply untuk
menyelesaikan proses ini. Close interface properties.

76
Reading Data into AMOS

File Data Files

The following dialog appears:
Reading Data into AMOS
Click on File Name to specify the name of the
data file

Currently AMOS reads the following data file

formats:
Access

dBase 3
Microsft Excel
FoxPro
Lotus
SPSS *.sav files (both raw data and matrix formats)
THIS AFFECTS THAT
 Drawing in AMOS
To draw a path, Click Diagram on the top menu and click
Draw Path.
Instead of using the top menu, you may use the Tool Box
buttons to draw arrows ( and ).
Drawing in AMOS
To draw Error Term to the observed and unobserved
variables.
Use Unique Variable button in the Tool Box. Click and
then click a box or a circle to which you want to add errors
or a unique variables.(When you use "Unique Variable" button,
the path coefficient will be automatically constrained to 1.)
Naming the variables in AMOS
double click on the objects in the path diagram.
The Object Properties dialog box appears.

OR
Click on the Text tab and
enter the name of the
variable in the Variable name
field:
Constraining a parameter in AMOS
The scale of the latent variable or variance of the latent
variable has to be fixed to 1.
Double click on the
arrow between variable.
The Object Properties
dialog appears.
Click on the Parameters
tab and enter the value
1 in the Regression
weight field:
Improving the appearance
of the path diagram
You can change the appearance of your path diagram by
moving objects around
To move an object, click on the Move icon on the toolbar. You
will notice that the picture of a little moving truck appears
below your mouse pointer when you move into the drawing
area. This lets you know the Move function is active.
Then click and hold down your left mouse button on the
object you wish to move. With the mouse button still
depressed, move the object to where you want it, and let go
of your mouse button. Amos Graphics will automatically
redraw all connecting arrows.
Improving the appearance of the path
diagram

To change the size and shape of an object, first press

the Change the shape of objects icon on the toolbar.
You will notice that the word shape appears under
the mouse pointer to let you know the Shape function
is active.
Click and hold down your left mouse button on the
object you wish to re-shape. Change the shape of the
object to your liking and release the mouse button.
Change the shape of objects also works on two-headed
arrows. Follow the same procedure to change the
direction or arc of any double-headed arrow.
Improving the appearance of the path diagram
If you make a mistake, there are always three
icons on the toolbar to quickly bail you out: the
Erase and Undo functions.

To erase an object, simply click on the Erase icon

and then click on the object you wish to erase.

To undo your last drawing activity, click on the

Undo icon and your last activity disappears.
Each time you click Undo, your previous activity
will be removed.

If you change your mind, click on Redo to restore a

change.
Performing the
analysis in AMOS
View/Set Analysis
Properties and click on the
Output tab.

There is also an Analysis

Properties icon you can click
on the toolbar. Either way,
the Output tab gives you
the following options:
 Performing the analysis in AMOS
For our example, check the Minimization history, Standardized
estimates, and Squared multiple correlations boxes. (We are doing
this because these are so commonly used in analysis).

To run AMOS, click on the Calculate estimates icon on the

toolbar.
AMOS will want to save this problem to a file.
if you have given it no filename, the Save As dialog box will appear.
Give the problem a file name; let us say, tutorial1:
Results
When AMOS has completed the calculations,
you have two options for viewing the output:
text output,
graphics output.
For text output, click the View Text ( or F10)
icon on the toolbar.

Here is a portion of the text output for this

problem:
Viewing the graphics output in AMOS
To view the graphics output, click
the View output icon next to the
drawing area.

Chose to view either unstandardized

or (if you selected this option)
standardized estimates by click one or
the other in the Parameter Formats
panel next to your drawing area:
Missing data in AMOS

Full Information Maximum Likelihood estimation

View/Set -> Analysis Properties and click on

the Estimation tab.
Click on the button Estimate Means and
Intercepts. This uses FIML estimation
Handling non-normal data: checking
for normality
To verify that the data is not normal.
Check the Univariate SKEWNESS and
KURTOSIS for each variable .
View/Set -> Analysis Properties
and click on the Output tab.

Click on the button Tests for normality

and outliers

Critical ratio of +/- 2 for skewness and kurtosis

statistical significance of NON-NORMALLITY
Multivariate kurtosis >10 Severe Non-normality
Buka file Fels_Fem
 Non-recursive --means theres a feedback loop.

Buat gambar berikut

Factor Analysis
Holzinger and Swineford (1939)
26 psychology tests
301 7th and 8th grade students
73 girls
vispercvisual perception scores
cubestest of spatial visualization
lozengestest of spatial
orientation
paragraphparagraph comprehension
sentencesentence completion score
wordmeanword meaning test score
 Buka File gmt_fem.sav
Buat gambar seperti
berikut
 Introduction
SEM atau Structural Equation Modeling (Pemodelan Persamaan
Struktural) = CFA + Path Analysis. CFA adalah Confirmatory Faktor
Analysis.
SEM digunakan untuk menguji validitas dan reliabilitas instrumen,
menguji pengaruh variabel independent terhadap variabel dependent,
dan menguji pengaruh langsung dan tidak langsung dari variabel
eksogen terhadap variabel endogen.
SEM sebaiknya memiliki sampel 5-10 x jumlah indikator (parameter),
dan indikator bersifat reflektif (kecuali PLS boleh formatif).
SEM sebaiknya digunakan apabila variabelnya berbentuk laten
(kualitatif). Simbol variabel laten adalah bentuk . Istilah lain untuk
variabel laten adalah Variabel Konstrak, Unobservable Variable,
Unvisible Variable, dan Faktor.
Variabel Laten diukur dengan Indikator Variabel . Istilah lain untuk
indikator variabel adalah variabel manifest, observable variabel, dan
visible variable.

99
 Tahapan SEM dengan AMOS
I. Gambar Model: Teori & penelitian terdahulu
II. Uji Validitas dan Reliabilitas: CFA, Convergent
Validity, Construct Reliability, AVE, dan Discriminant
Validity.
III. Uji Normalitas: Normalitas Univariate dan
Multivariate, Mahalanobis Distance, dan Determinant
of Sample Covariance Matrix
IV. Uji Kesesuaian Model: Chi-Square, GFI, CFI, AGFI,
RMSEA, dan lain lain.
V. Uji Hipotesis: Dengan kriteria Critical Ratio (CR) > 1,96
dan Nilai Probability (P) < 0,05.

100
I. Gambar Model

101
Tulis nama variabel dengan cara view, object properties (atau double klik / klik kiri varabelnya), ketik namanya
di variabel name, font disesuaikan. Menggambar anak panak dengan mengklik tanda panah yang dilingkari
terlebih dahulu, baru digambar anak panah dari variabel eksogen kearah variabel endogen.

102
Tambahkan residual error pada variabel unggul dan variabel kinerja dengan mengklik tools residual yang
dilingkari dengan warna merah. Klik Plugins, Name Unobserved Variables. Gambar covariance dengan cara klik
tools gambar tangan, pilih variabel eksogen, klik Pugins, Draw Covariances.

103
Import data, cara klik select Data File (lingkaran hitam), akan muncul data files, klik file name, dan pilih file
yang akan diolah, klik ok. Kemudian klik List Variabel in Data Set (lingkaran merah), maka akan muncul
tampilan Variabel in Dataset.

104
Pindahkan Indikator Indikator variabel dari Variables in Dataset ke indikator variabel masing masing.
Caranya klik dan drag saja. Hingga hasilnya tampak seperti dibawah ini.

105
Klik Title dan tempatkan di bidang kerja, hingga muncul tampilan Figure Caption, kemudian ketik
penjelasan. Bila sudah selesai klik OK dan lihat tampilannya seperti dibawah ini.

106
 Klik kembali Title dan tempatkan di bidang kerja, hingga muncul tampilan Figure Caption, kemudian ketik
semua komponen Goodness of Fiit yang ada dalam slide. Klik OK bila sudah selesai.

Tim Dosen FEB

Pelatihan SEM dengan AMOS 107
UTA'45 Jkt
Klik Analysis Properties yang lingkaran hitam, kemudian klik Output (kotak merah), dan klik semua jenis
output yang kita inginkan. Akhiri dengan menutup tampilan Analysis Properties.

108
Klik Calculate Estimate tools yang dilingkaran hitam. Akan terjadi proses pengolahan data. Lihat View The
Input Path Diagram yang di kotak merah tampak cerah, artinya run data sukses.

109
Selanjutnya klik View The Otput Path Diagram yang dilkotak merah vertikal, klik juga Standardized
Estimates yang kotak hitam horizontal. Tampak muncul angka pada path diagramnya.

110
Untuk membaca output dalam bentuk teks, klik tools View Text, maka akan muncul tampilan seperti dibawah
ini:

111
Uji Validitas dengan Uji CFA atau Uji Validitas konstrukt(indikator) yaitu mengukur apakah konstruk (indikator)
mampu atau tidak merefleksikan variabel latennya. Hasilnya memenuhi kriteria yaitu nilai Critical Ratio (CR) >
1,96 dengan Probability (P) < 0,05. Tanda *** adalah signifikan < 0,001.

112
Uji Validitas dengan Uji Convergent Validitas, yaitu menguji konstruk (indikator) apakah memiliki proporsi variance
yang tinggi atau tidak. Memenuhi kriteria apabila Loading Factor atau Standardized Loading Estimate >0,5

113
 Uji Reliabilitas dengan Uji Construct Reliability, yaitu menguji keandalan dan konsistensi data. Memenuhi kriteria
apabila Construct Reliability > 0,7. Nilai Construct Reliability diantara 0,6 s/d 0,7 masih dapat diterima dengan syarat
validitas konstruk (indikator) dalam model adalah baik.

0,062001
0,025281
5,212089
2,393209
5,262436 0,038751
0,376 0,91 0,316 0,355 0,195
0,020734
0,249 -0,764 0,417 -0,314 0,253 1,538 0,857944
1,194 0,745732
0,594 0,55 0,673 0,466
0,863 0,845448
0,346 0,465 0,338 0,398 0,816
0,962
0,342 0,463 0,943 0,546

114
 Uji Validitas dengan Uji Average Variance Extracted (AVE), yaitu uji confirmatory dengan cara melihat rata-rata dari
variance extracted antar indikator dari suatu variabel laten. Memenuhi syarat jika AVE > 0,5. Hasil AVE dalam
penelitian ini semuanya > 0,5.

1,233382
0,982191
1,325421
0,608589 0,445042
0,1414 0,8281 0,0999 0,12603 0,038 1,518698 0,451335

0,062 0,5837 0,1739 0,0986 0,064 0,605652

1,538
0,427203
0,3528 0,3025 0,4529 0,21716 1,194
0,612206
0,1197 0,21623 0,1142 0,1584 0,863
0,816
0,117 0,21437 0,8892 0,29812
0,962

115
 Uji Validitas dengan Uji Discriminant Validity (sesama variabel eksogen), yaitu mengukur seberapa jauh suatu indikator
(konstruk) benar benar berbeda dari indikator (konstruk) lainnya. Memenuhi kriteria apabila Nilai Akar Kuadrat dari
AVE harus LEBIH TINGGI dari Nilai Correlation antar Variabel Latent.

0,667115 Correlations: (Group number 1 -

Default model) x1 x2 x4 x5
0,671815
0,778236 Estimate x1 0,66711 0,294 0,861 0,774
Sarana_Fisik <--> Kehandalan 0,294
0,653608 Sarana_Fisik <--> Jaminan 0,861 x2 0,294 0,6718 0,383 0,257
0,782436 Sarana_Fisik <--> Empati 0,774
x4 0,861 0,383 0,77824 0,726
Kehandalan <--> Jaminan 0,383
Kehandalan <--> Empati 0,257 x5 0,774 0,257 0,726 0,6536
Jaminan <--> Empati 0,726

116
 Uji Normalitas Data dengan Uji Outlier Mahalanobis, yaitu mendeteksi data data yang ekstrim. Caranya dengan
melihat Nilai Mahalanobis hitung < Chi Square DistributionTable. Hasilnya jarak mahalanobis minimal dan
maksimal . Nilai chi-square dengan derajat bebas 21 (jumlah indikator variabel) pada tingkat signifikansi 0,01 (***)
maka nilai mahalanobis = 39,93.

Observation Mahalanobis d-
p1 p2
number squared

12 61,209 0 0,007
3 49,9 0,002 0,021
87 7,984 1 1
57 6,498 1 1
58 5,918 1 0,997

117
Uji Normalitas Data dengan Determinant of Sample Covariance Matrix, yaitu melihat apakah terdapat
multikolineritas dan singularitas dalam sebuah kombinasi variabel. Determinant yang benar-benar kecil
mengindikasikan adanya multikolinearitas atau singularitas. Diharapkan Determinant of Sample Covariance Matrix
menjauhi NOL dan lebih baik lagi jika > 1.

Condition number = 222,954

Eigenvalues
2,031 ,922 ,530 ,514 ,484 ,421 ,372 ,326 ,293 ,285 ,253 ,230 ,204 ,182
,165 ,162 ,146 ,122 ,110 ,108 ,080 ,064 ,050 ,041 ,009
Determinant of sample covariance matrix = ,000

118
Menilai Goodness of Fit Indeks dari Hasil Uji Full Model. Yang terpenting adalah Chi Squarenya baik. Jika Indeks
yang lain terpenuhi, berarti datanya semakin fit.

Goodness of Fit Cut of Hasil Evaluasi

Indeks Value Analisis Model
Chi Square 204.690, dimana Chi Square untuk df 202.869 Poor
173; Taraf Sig 5% = 204.690
Probability > 0.05 0.000 Poor
GFI > 0.90 0.649 Poor
AGFI > 0.90 0.563 Poor
IFI > 0.90 0.552 Poor
TLI > 0.90 0.462 Poor
CFI > 0.90 0.532 Poor
NFI > 0.90 0.431 Poor
RMSEA < 0.08 0.127 Poor

119
Uji Hipotesis. Signfikan apabila nilai CR > 1,96 dan nilai P < 0,05. Hasilnya dapat disimpulkan bahwa hanya variabel
Adaptabilitas yang tidak berpengaruh signifikan terhadap Keunggulan Bersaing. Selebihnya adalah signifikan. Kekuatan
pengaruh dapat dilihat pada nilai estimate atau pun pada diagram yang dilingkari merah.

Estimate S.E. C.R. P

Kepuasan <--- Sarana_Fisik 2,022 1,298 1,558 0,119

Kepuasan <--- Kehandalan -0,058 0,134 -0,431 0,667
Kepuasan <--- Daya_Tanggap -0,011 0,011 -0,959 0,338
Kepuasan <--- Jaminan -0,145 0,184 -0,789 0,43
Kepuasan <--- Empati -0,163 0,318 -0,514 0,607

120
Handling non-normal data:
Verify that your variables are not distributed
joint multivariate normal

Assess overall model fit using the Bollen-Stine

corrected p-value

Use the bootstrap to generate parameter

estimates, standard errors of parameter
estimates, and significance tests for individual
parameters
Handling non-normal data: checking
for normality
To verify that the data is not normal.
Check the Univariate SKEWNESS and
KURTOSIS for each variable .
View/Set -> Analysis Properties
and click on the Output tab.

Click on the button Tests for normality

and outliers
Handling non-continuous data:
Bootstrapping

Bootstrapping is useful for estimating standard errors

for statistics with complex distributions, for which there
is no practical approximate
However, Some limitations include:
The population in nonparametric bootstrapping is merely the
researchers sample
If the researchers sample is small, unrepresentative, or the
observations are not independent, resembling from it can
magnify
the effects of these features (see Rodgers, 1999)
Bootstrap analyses are probably biased in small samples (just
as
they are in other methods)that is, bootstrapping is not a cure
Handling non-normal data:Bollen-Stine
bootstrapping p-value
View/Set -> Analysis Properties
and click on the Bootstrap tab.
Check Perform bootstrap and Bollen-Stine
bootstrap

BOLLEN_STINE BOOTSTRAP performed

only for dataset without any missing values

(see handout #6:

amos_data_valid_condom.sav)
Handling non-normal data:Bollen-Stine
bootstrapping p-value

The model fits better than expected in 496 samples out of 500 samples

(500-496)/500=0.010
So, p-value=0.01 < 0.05 - Model does not fit to the data very well
Handling non-normal data:Bollen-Stine
bootstrapping p-value
Overall Model Fit:
Chi-square=12.88;
Degrees of freedom = 3

The expected(mean) value of Chi-

square is 2.929.
The mean value of Chi-square
(2.929) serves as the critical
chi-square value against
which the obtained chi-square
of 12.88 is compared
In our example, results from the Bollen-Stine are the same as results
for the overall model.
Handling non-normal data: Bootstrapping
Standard Errors

Bootstrapping can be used to

evaluate the estimates, by
computing the Standard
Errors of the estimates
UnSELECT Bollen-Stine
Bootstrap
and Select Percentile
Confidence Intervals and
Bias-corrected confidence
intervals
Handling non-normal data: Bootstrapping
Standard Errors
Estimates using ML
Relationship between
Condom use and Peer
Norms about Condom is
0.487, with S.E.=0.04,
Almost the same estimate
Bootstrap estimates produced by Bootstrap,
0.488 with S.e=0.042
Handling non-normal data: Bootstrapping
Standard Errors
90% Percentile Method 90% Bias Corrected Percentile method

Hope to see similar results for the estimates

NOTE: BOOTSTRAP option works ONLY with COMPLETE data

Handling non-normal data: Bootstrapping
Standard Errors

NOTE: BOOTSTRAP option works ONLY with COMPLETE data

if missing is less than 5% , it is defensible to use LISTWISE deletion
Sample size should be reasonably large with 200 for SEMs that contain latent
variables ( by Nevitt and Hancock, 1998)
TERIMA KASIH