# What is ESEM

Exploratory Structural Equation Modeling is a technique developed by Asparouhov and Muthén (2009) and extended by Marsh. It promises to “integrate the best features of exploratory and confirmatory factor analyses” (Marsh et al. 2014).

Exploratory factor analysis (EFA) is a great tool to investigate the structure of scales in an open and data-driven way. However, it does not allow for extensions of the model to investigate other features, such as measurement invariance and group comparisons, to do that, you need to use a confirmatory model (CFA). But confirmatory models suffer from being overly restrictive, leading to poor fitting to data (for instance, have you ever seen a RMSEA index below .05 as some advise to look for ?).

ESEM comes from the understanding that what impairs CFA fitting is the fixing of all (or most) cross-loadings to zero. The world is messy. But when we fix these cross-loadings to zero what we are doing is entertaining a fiction of a very tidy world where everything fits the theory behind the scale. What ESEM does is try to get the model a little closer to the messiness of the world by allowing all cross-loadings to exist, and, at the same time, do it with a confirmatory technique, which permits model extensions.

Below I show how to do ESEM in R in three steps.

We are going to use a simulated dataset used in the examples by Morin, Marsh, and Nagengast (2013). It shows the data for 4500 participants in two occasions (3000 in the first, 1500 in the second). The scale is composed of six items, with three items related to a first factor and three to another, also, two of the items have significant cross-loadings. You can download the data here or at the original supplemental material.

## Step one: EFA

ESEM actually starts with an EFA. The only special thing about it is that we use a GeominQ rotation, which does not emphasize getting rid of cross-loadings. We will use the psych package (Revelle 2020) to do so. First, let’s load the data and keep only the first sample:

library(data.table) # for data wrangling
library(psych) # for EFA

# keep only first occasion and only the indicators
esem_data <- esem_data[V13 == 1, c(1:6)]
# rename variables to x1,x2...
names(esem_data) <- paste0("x", c(1:6)) 
x1 x2 x3 x4 x5 x6
0.10 0.30 -0.42 -0.54 -1.79 1.64
1.69 1.95 2.41 2.53 2.53 0.84
0.71 -0.17 -1.25 -0.49 -1.65 -0.48
2.09 0.37 -0.14 1.27 0.67 2.72
0.03 -0.15 1.22 0.06 0.90 1.09

Before we run the EFA with two factors, one point: the GeominQ rotation has a parameter that can affect results. It is usually called epsilon but in this implementation is called delta. One is invited to play with this parameter (usually from .1 to .9) to find the best solution to your specific analysis.1 The EFA is run in the code below, then we check the factor loadings.

esem_efa <- fa(esem_data, nfactors =2,rotate = "geominQ",
fm = 'ml', delta = .5)
esem_efa$loadings ## ## Loadings: ## ML1 ML2 ## x1 0.827 ## x2 0.696 0.226 ## x3 0.525 0.313 ## x4 0.138 0.762 ## x5 0.160 0.672 ## x6 0.554 ## ## ML1 ML2 ## SS loadings 1.491 1.489 ## Proportion Var 0.249 0.248 ## Cumulative Var 0.249 0.497 ## Step two: set ESEM model Pragmatically, what distinguishes ESEM from EFA and CFA is that we fit a model with the following characteristics: • A CFA-like model with all cross-loadings and with factor variances fixed • All cross-loadings set to be estimated with the EFA loadings as starting points, except… • … that one indicator in each factor is set as an anchor, all its cross-loadings are fixed to be equal to the loading in the original EFA • The anchors should be indicators with high loading in one factor and low loadings in all the others We are going to use lavaan (Rosseel 2012) to fit our ESEM model. In lavaan we set starting points for our indicators using the start() modificator, if we write start(.5)*x1 we are saying “use .5 as a starting point for estimating x1 loading”. To set a fixed value we just lose the “start” and parentheses: .5*x1. It can get very tedious to write up models setting all these parameters, so we are going to set up a function that automates the process. The function inputs will be a data table2 in long format with columns “item”, “latent” and “value”. The second input is a named vector with the names being each latent variable and values a string with the anchor item for that latent (the item that loads heavily in that latent and poorly to other latents). The function will output a character vector with the model in lavaan syntax.3 Let’s make our inputs. First the data table with item loadings in each factor: esem_loadings <- data.table(matrix(round(esem_efa$loadings, 2),
nrow = 6, ncol = 2))
esem_loadings$item <- paste0("x", c(1:6)) #setDT(esem_loadings) esem_loadings <- melt(esem_loadings, "item", variable.name = "latent") esem_loadings item latent value x1 F1 0.83 x2 F1 0.70 x3 F1 0.52 x4 F1 0.14 x5 F1 0.16 x6 F1 -0.05 x1 F2 -0.04 x2 F2 0.23 x3 F2 0.31 x4 F2 0.76 x5 F2 0.67 x6 F2 0.55 Neat! Now the anchor vector. When we check the loadings, we identify that x1 has high loading in factor 1 and a negligible loading in factor 2, and x2 shows the inverse pattern. So these will be our anchors: anchors <- c(F1 = "x1", F2 = "x4") Now we let our function munch on the inputs and get our model: make_esem_model <- function (loadings_dt, anchors){ # make is_anchor variable loadings_dt[, is_anchor := 0] for (l in names(anchors)) loadings_dt[latent != l & item == anchors[l], is_anchor := 1] # make syntax column per item; syntax is different depending on is_anchor loadings_dt[is_anchor == 0, syntax := paste0("start(",value,")*", item)] loadings_dt[is_anchor == 1, syntax := paste0(value,"*", item)] #Make syntax for each latent variable each_syntax <- function (l){ paste(l, "=~", paste0(loadings_dt[latent == l, syntax], collapse = "+"),"\n") } # Put all syntaxes together paste(sapply(unique(loadings_dt$latent), each_syntax), collapse = " ")
}
#make model
#print model
writeLines(esem_model)
## F1 =~ start(0.83)*x1+start(0.7)*x2+start(0.52)*x3+0.14*x4+start(0.16)*x5+start(-0.05)*x6
##  F2 =~ -0.04*x1+start(0.23)*x2+start(0.31)*x3+start(0.76)*x4+start(0.67)*x5+start(0.55)*x6

## Step three: fit ESEM model

Finally, we fit the ESEM model to the data.

library(lavaan)
library(lavaanPlot)
esem_fit <- cfa(esem_model, esem_data, std.lv=T)
summary(esem_fit, fit.measures = T, standardized = T)
## lavaan 0.6-7 ended normally after 23 iterations
##
##   Estimator                                         ML
##   Optimization method                           NLMINB
##   Number of free parameters                         17
##
##   Number of observations                          3000
##
## Model Test User Model:
##
##   Test statistic                                 3.897
##   Degrees of freedom                                 4
##   P-value (Chi-square)                           0.420
##
## Model Test Baseline Model:
##
##   Test statistic                              6628.732
##   Degrees of freedom                                15
##   P-value                                        0.000
##
## User Model versus Baseline Model:
##
##   Comparative Fit Index (CFI)                    1.000
##   Tucker-Lewis Index (TLI)                       1.000
##
## Loglikelihood and Information Criteria:
##
##   Loglikelihood user model (H0)             -21698.913
##   Loglikelihood unrestricted model (H1)     -21696.964
##
##   Akaike (AIC)                               43431.825
##   Bayesian (BIC)                             43533.933
##   Sample-size adjusted Bayesian (BIC)        43479.918
##
## Root Mean Square Error of Approximation:
##
##   RMSEA                                          0.000
##   90 Percent confidence interval - lower         0.000
##   90 Percent confidence interval - upper         0.027
##   P-value RMSEA <= 0.05                          1.000
##
## Standardized Root Mean Square Residual:
##
##   SRMR                                           0.004
##
## Parameter Estimates:
##
##   Standard errors                             Standard
##   Information                                 Expected
##   Information saturated (h1) model          Structured
##
## Latent Variables:
##                    Estimate  Std.Err  z-value  P(>|z|)
##   F1 =~
##     x1                0.886    0.022   40.750    0.000
##     x2                0.638    0.022   28.655    0.000
##     x3                0.527    0.022   24.263    0.000
##     x4                0.140
##     x5                0.126    0.020    6.191    0.000
##     x6               -0.054    0.022   -2.521    0.012
##   F2 =~
##     x1               -0.040
##     x2                0.209    0.023    8.947    0.000
##     x3                0.321    0.023   13.753    0.000
##     x4                0.882    0.021   42.184    0.000
##     x5                0.584    0.020   28.569    0.000
##     x6                0.473    0.021   22.366    0.000
##    Std.lv  Std.all
##
##     0.886    0.828
##     0.638    0.692
##     0.527    0.519
##     0.140    0.122
##     0.126    0.147
##    -0.054   -0.064
##
##    -0.040   -0.037
##     0.209    0.226
##     0.321    0.315
##     0.882    0.769
##     0.584    0.677
##     0.473    0.560
##
## Covariances:
##                    Estimate  Std.Err  z-value  P(>|z|)
##   F1 ~~
##     F2                0.450    0.028   16.122    0.000
##    Std.lv  Std.all
##
##     0.450    0.450
##
## Variances:
##                    Estimate  Std.Err  z-value  P(>|z|)
##    .x1                0.390    0.028   13.948    0.000
##    .x2                0.279    0.014   20.369    0.000
##    .x3                0.501    0.015   32.595    0.000
##    .x4                0.407    0.024   16.625    0.000
##    .x5                0.320    0.013   25.007    0.000
##    .x6                0.510    0.015   32.923    0.000
##     F1                1.000
##     F2                1.000
##    Std.lv  Std.all
##     0.390    0.340
##     0.279    0.328
##     0.501    0.485
##     0.407    0.309
##     0.320    0.430
##     0.510    0.715
##     1.000    1.000
##     1.000    1.000
lavaanPlot(model = esem_fit, coefs = TRUE,
stand = TRUE,
edge_options = list(color ='grey'))

We have a fit with amazing indices, and loadings corresponding to the real model behind the data (remember that this is a simulated dataset). The only small concern is that x3 and x6 show loadings below .6 in their designated factors. Nonetheless, we have a CFA model that we could further tweak if we were doing the analysis in a completely exploratory perspective.

## Final remarks

ESEM is a very powerful techinique, but it is important to always compare it to regular CFA models if you have a clear a priori organization for your items (Marsh et al. 2014). Also, remember that having a good fit does not make a model correct! Always subject the results to theoretical scrutiny to check its validity.

### References

Asparouhov, Tihomir, and Bengt Muthén. 2009. “Exploratory Structural Equation Modeling.” Structural Equation Modeling: A Multidisciplinary Journal 16 (3): 397–438. https://doi.org/10.1080/10705510903008204.

Marsh, Herbert W., Alexandre J. S. Morin, Philip D. Parker, and Gurvinder Kaur. 2014. “Exploratory Structural Equation Modeling: An Integration of the Best Features of Exploratory and Confirmatory Factor Analysis.” Annu. Rev. Clin. Psychol. 10 (1): 85–110. https://doi.org/10.1146/annurev-clinpsy-032813-153700.

Morin, Alexandre J. S., Herbert W. Marsh, and Benjamin Nagengast. 2013. “Exploratory Structural Equation Modeling.” In Structural Equation Modeling: A Second Course, 2nd Ed, 395–436. Quantitative Methods in Education and the Behavioral Sciences: Issues, Research, and Teaching. Charlotte, NC, US: IAP Information Age Publishing.

Revelle, William. 2020. Psych: Procedures for Psychological, Psychometric, and Personality Research. Evanston, Illinois: Northwestern University. https://CRAN.R-project.org/package=psych.

Rosseel, Yves. 2012. “lavaan: An R Package for Structural Equation Modeling.” Journal of Statistical Software 48 (2): 1–36. http://www.jstatsoft.org/v48/i02/.

1. In some recent work, authors have recommended the use of Target Rotations instead of the GeominQ. We use the GeominQ for simplicity, since Target Rotations require specifying a matrix of weights. This can also be accomplished with psych.↩︎

2. If you are more of a tidyverse user, just use data.table::setDT to your tibble before inputing it in the function↩︎

3. Part of my code for making the ESEM model is based on Tim Kaiser’s primer on ESEM, you can check it here↩︎

##### Mateus Silvestrin
###### PhD

PhD in Neuroscience and Cognition. My thesis was about the neural correlates of time perception, developed in the Timing Lab at the Federal University of ABC. I am currently a post-doc (FAPESP grant) at the Social and Cognitive Neuroscience Lab at the Mackenzie Presbyterian University, where I study associations between affect and moral judgement. I also colaborate with the Developmental, Affective and Social Neuroscience Lab.