Messung Und Statistische Analyse Von Kundenzufriedenheit: Outline

KF Qualitätsmanagement Outline
Vertiefungskurs V
Customer satisfaction measurement
The Structural Equation Model (SEM)
Messung und statistische Estimation of SEMs
Analyse von Evaluation of SEMs
Practice of SEM-Analysis
Kundenzufriedenheit
3.12.2004 Messung & Analyse von 2

Kundenzufriedenheit
The ACSI Model ACSI-Model: Latent Variables

Customer Expectations: combine customers’
experiences and information about it via media,
advertising, salespersons, and word-of-mouth from other
customers
Perceived Quality: overall quality, reliability, the extent
to which a product/service meets the customer’s needs
Customer Satisfaction: overall satisfaction, fulfillment
of expectations, comparison with ideal
Perceived Value: overall price given quality and overall
quality given price
Customer Complaints: percentage of respondents who
reported a problem
Customer Loyalty: likelihood to purchase at various
price points
Ref.: http://www.theacsi.org/model.htm
3.12.2004 Messung & Analyse von 3 3.12.2004 Messung & Analyse von 4
Kundenzufriedenheit Kundenzufriedenheit
The European Customer

Satisfaction Index (ECSI)
% %
Base Q2 Q2 Q2 Q2 Q2 Q2 Q2 Q2 Q2 Q2
Chan Chang
line* 1995 1996 1997 1998 1999 2000 2001 2002 2003 2004
ges es
MANUFACTURING/DURA
79.2 79.8 78.8 78.4 77.9 77.3 79.4 78.7 79.0 79.2 78.3 -1.1% -1.1%
BLES
Personal Computers 78 75 73 70 71 72 74 71 71 72 74 2.8% -5.1%
Apple Computer, Inc. 77 75 76 70 69 72 75 73 73 77 81 5.2% 5.2%
Dell Inc. NM NM NM 72 74 76 80 78 76 78 79 1.3% 9.7%
Gateway, Inc. NM NM NM NM 76 76 78 73 72 69 74 7.2% -2.6%
All Others NM 70 73 72 69 69 68 67 70 69 71 2.9% 1.4%
Hewlett-Packard Company
78 80 77 75 72 74 74 73 71 70 71 1.4% -9.0%
– HP Ref.: http://www.swics.ch/ecsi/index.html
Hewlett-Packard Company
– Compaq
78 77 74 67 72 71 71 69 68 68 69 1.5% -11.5%
1
ACSIe-Model for Food Retail Austrian Food Retail Market
Hackl et al. (2000) Pilot for an Austrian National CS Index (Zuba, 1997)
0,33 Emotional Data collection: December 1996 by Dr Fessel & GfK
Latent variables and
Factor
Perceived path coefficients (professional market research agency)
Quality 0,35
839 interviews, 327 complete observations
0,37 Austria-wide active food retail chains (1996: ~50%
0,36 Custo-
0,73 mer Satis- from the 10.5 B’EUR market)
(− 0,01) faction 0,34 Billa: well-assorted medium-sized outlets
0,53
Expec-
Hofer: limited range at good prices
0,34
Loyalty Merkur: large-sized supermarkets with
tations
(0,06) Value comprehensive range
Meinl: top in quality and service
The Data The Emotional Factor

Indicators Latent Principal component analysis of satisfaction drivers
total expected quality (EGESQ), expected compliance with Expectations staff (availability, politeness)
demands (EANFO), expected shortcomings (EMANG) (E) outlet (make-up, presentation of merchandise, cleanliness)
total perceived quality (OGESQ), perceived compliance with Perceived range (freshness and quality, richness)
needs (OANFO), perceived shortcomings (OMANG) Quality (Q) price-value ratio (value for price, price for value)
value for price (VAPRI), price for value (PRIVA) Value (P) customer orientation (access to outlet, shopping hours,
queuing time for checkout, paying modes, price information,
total satisfaction (CSTOT), fulfilled expectations (ERWAR), Customer Sa-
sales, availability of sales)
comparison with ideal (IDEAL) tisfaction (CS)
identifies (Zuba, 1997)
number of oral complaints (NOBES), number of written Voice (V)
staff, outlet, range: “Emotional factor”
complaints (NOBRI)
price-value ratio: “Value”
repurchase probability (WIEDE), tolerance against price- Loyalty (L) customer orientation: “Cognitive factor”
change (PRVER)
Structural Equation Models Customer Satisfaction

Combine three concepts
Latent variables
Is the result of the customer‘s
Pearson (1904), psychometrics comparison of
Factor analysis model
Path analysis
his/her expectations with
Wright (1934), biometrics his/her experiences
Technique to analyze systems of relations
Simultaneous regression models
Econometrics has consequences on
loyalty
future profits of the supplier
2
Expectation vs. Experience CS-Model: Path Diagram
Expectation reflects
customers‘ needs Expecta-
offer on the market tions
image of the supplier
Custo-
etc. mer Satis-
Experiences include faction
perceived performance/quality Perceived

subjective assessment Loyalty
Quality
etc.
A General CS-Model CS-Model: Structure

EX: expectation to
Expecta- Voice PQ: perceived EX PQ CS LY
tions from
quality
CS: customer EX X X 0
Custo-
mer Satis- satisfaction
faction LY: loyalty
PQ 0 X 0
Perceived
Loyalty
Quality CS 0 0 X
Recursive structure:
triangular form of
Profits relations LY 0 0 0
CS-Model: Equations Simple Linear Regression

Model: Y = α + γX + ζ
PQ = α1 + γ11EX + ζ1
Observations: (xi, yi), i=1,…,n
CS = α2 + β 21PQ + γ21EX + ζ2 Fitted Model: Ŷ = a + cX
LY = α3 + β 32CS + ζ3 OLS-estimates a, c: s
c= xy s
s x2
, a = y − cx
Simultaneous equations model minimize the sum of squared residuals
in latent variables
∑ ( y − yˆ )
i i i
2
= S (α, γ ) →
α,γ
min
Exogenous: EX
sxy: sample-covariance of X and Y
Endogenous: PQ, CS, LY
Error terms (noises): ζ 1, ζ 2, ζ 3
3
Criteria of Model Fit Multiple Linear Regression
R2: coefficient of determination Model: Y = α + X1γ1 + ... + Xkγκ + ζ = α + x’γγ + ζ
the squared correlation between Y and Ŷ: Observations: (xi1,…, xik, yi), i=1,…,n
R2 = ryŷ2 In Matrix-Notation: y = α + Xγγ + ζ
t-Test: Test of H0: γ=0 against H1:γ≠0 y, ζ : n-vectors, γ: k-vector, X: nxk-matrix
t=c/s.e.(c) Fitted Model: ŷ = a + Xc
s.e.(c): standard error of c OLS-estimates a, c:
F-Test: Test of H0: R2=0 against H1: R2≠0
c = ( X ' X ) −1 X ' y, a = y − c1 x1 − ... − ck xk
R2 2
F=
1 − R2 n − 2 R2 = ryŷ2
follows for large n the F-distribution with n-2 and F-Test
2 df t-Test
Simultaneous Simultaneous
Equations Models Equations Models
A 2-equations model: Model: Y = BY + ΓX + ζ
PQ = α1 + γ11EX + ζ1 Y, ζ: m-vectors, Some assumptions:
CS = α2 + β21PQ + γ21EX + ζ2 B: (mxm)-matrix ζ: E(ζ)=0, Cov(ζ) = Σ
Γ: (mxK)-matrix, Exogeneity: Cov(X,ζ) = 0
X: K-vector
In matrix-notation: Y = BY + ΓX + ζ
with  PQ   ζ1  Problems:
Y =  , X = ( EX ) , ζ =   Simultaneous equation bias: OLS-estimates of
 CS  ζ 2 
coefficients are not consistent
 0 0  α1 γ 11 
B= , Γ =   path coefficients Identifiability: Can coefficients be consistently
β
 21 0   α 2 γ 21  estimated?
Path Analytic Model Path Analysis

PQ = γ11EX + ζ 1 Wright (1921, 1934)
CS = β21PQ + γ21EX + ζ 2 A multivariate technique
δ1
ζ2 Model: Variables may be
EX structurally related
γ21
structurally unrelated, but correlated
Var(δ1) = σEX2 Decomposition of covariances allows to write
γ11 CS covariances as functions of structural parameters
Definition of direct and indirect effects
β21
PQ
 ζ  σ 2 0 
Var  1  =  1 2
ζ1 ζ 2   0 σ 2 
4
Example Direct and Indirect Effects
σCS,EX = γ21σ2EX + β21σPQ,EX ρCS,EX = γ21 + γ11β21
= γ21σ2EX + γ11β21σ2EX
δ1 Direct effect: coefficient that links independent with
dependent variable; e.g., γ21 is direct effect of EX
EX ζ2
γ21 on CS
σ YX = ∑ i∈(Y < X ) θYiσ iX
Indirect effect: effect of one variable on another via
γ11 one or more intervening variable(s), e.g., γ11β21
CS
Total indirect effect: sum of indirect effects
β21 between two variables
PQ with standardized variable EX: Total effect: sum of direct and total indirect effects
ζ1 ρCS,EX = γ21 + γ11β21 between two variables
Decomposition of Covariance σyx First Law of Path Analysis

σ YX = ∑ I ∈(Y < X ) θYI σ IX Decomposition of covariance σxy between Y and X:
σ YX = ∑ i∈(Y < X ) θYiσ iX
Assumptions:
I ∈ (Y < X ): variable on path from X to Y Exogenous (X) and endogenous variables (Y) have
mean zero
θYI: path coefficient of variable I to Y
Errors or noises (ζ )
have mean zero and equal variances across
observations
are uncorrelated across observations
are uncorrelated with exogenous variables
are uncorrelated across equations
Identification Identification, cont’d

PQ = γ11EX + ζ1 Y1 = γ11X + ζ1 Y1 = γ11X + ζ 1
CS = β 21PQ + γ21EX + ζ2 Y2 = β 21Y1 + γ21X + ζ2 Y2 = β21Y1 + γ21X + ζ 2
In matrix-notation: Y = BY + ΓX + ζ
p=6
σ1X =γ11 σX2
 0 0  γ11  2
σ12 0 
B =  , Γ =   , Φ = (σ EX ), Ψ =  2
σ2X = β21σ1X + γ21σX2
 β21 0 γ 21   0 σ2  σ21 = β21σ12 + γ21σ1X first 3 equations allow
unique solution for path
Number of parameters: p=6 σX2 = σX2 coefficients, last three for
Model is identified, if all parameters can be expressed σy12 = γ11σ1X+σ12 variances of δ and ζ
as functions of variances/covariances of observed
variables σy22 = β21σ21 + γ21σ2X+σ22
5
Condition for Identification Latent variables and Indicators
Just-identified: all parameters can be uniquely Latent variables (LVs) or constructs or factors are
derived from functions of variances/covariances unobservable, but
Over-identified: at least one parameter is not We might find indicators or manifest variables (MVs)
uniquely determined
Under-identified: insufficient number of for the LVs that can be used as measures of the
variances/covariances latent variable
Indicators are imperfect measures of the latent
Necessary, but not sufficient condition for variable
identification: number of variances/covariances at
least as large as number of parameters
A general and operational rule for checking
identification has not been found
Indicators for “Expectation” Notation

δ1 From: Swedish CSB δ1 λ1
E1 Questionnaire, Banks: X1 X1=λ1ξ+δ1
δ2 Private Customers δ2 λ2 X2=λ2ξ+δ2
E2 EX X2
λ3
ξ X3=λ3ξ+δ3
δ3 E1, E2, E3: „block“ of LVs δ3
E3 for Expectation X3
“reflective” indicators
E1: When you became a customer of AB-Bank, you probably knew ξ: latent variable, factor
something about them. How would you grade your expectations Xi: indicators, manifest
on a scale of 1 (very low) to 10 (very high)? Some properties:
variables LV: unit variance
E2: Now think about the different services they offer, such as bank λi: factor loadings noise δi: has mean zero,
loans, rates, … Rate your expectations on a scale of 1 to 10?
δi: measurement errors, variance σi2, uncorrela-
E3: Finally rate your overall expectations on a scale of 1 to 10? noise ted with other noises
Notation CS-Model: Path Diagram

δ1 λ1 X1=λ1ξ+δ1 δ1
X1 E1
δ2 λ2 X2=λ2ξ+δ2 δ2 ζ2
X2 ξ X3=λ3ξ+δ3 E2 EX
ε4
δ3
λ3
δ3 γ21 C1
X3 E3
γ11 ε5
In matrix-notation: CS C2
ξ: latent variable, factor ε1 ε6
Xi: indicators, manifest X = Λξ + δ Q1
β21
C3
variables ε2 PQ
with vectors X, Λ, and δ Q2
λi: factor loadings e.g., X = (X1, X2, X3)‘ ε3
δi: measurement error, Q3 ζ1
noise
6
SEM-Model: Path Diagram SEM-Model: Notation
δ1
X1 η = Βη + Γξ + ζ Inner relations, inner model
δ2 ζ2
X2 ξ ε4  0 0  γ 11  2
 σ 12 0 
γ21 Β=  , Γ =   , Φ = (σ EX ), Ψ = 
δ3 Y4 2
X3
ε5  β 21 0   γ 21   0 σ2 
γ11 η2 Y5
ε1 ε6 Outer relations, measurement model
Y1 Y6
β21 X, δ: 3-component vector X = Λxξ+δ, Y = Λyη+ε
ε2
Y2 η1 Y, ε: 6-component vector
ε3 η = Βη + Γξ + ζ
ζ1 λ λ λ 0 0 0
Y3
X = Λxξ+δ, Y = Λyη+ε Λ ′x = ( λ11 λ12 λ13 ) , Λ ′y =  11 12 13  , Θδ , Θε
 0 0 0 λ11 λ12 λ13 
Covariance Matrix
Statistical Assumptions of Manifest Variables
Error terms of inner model (ζ) have Unrestricted covariance matrix (order: K = kx+ky)
zero means Σ = Var{(X’,Y’)’}
constant variances across observations
are uncorrelated across observations
are uncorrelated with exogenous variables Model-implied covariance matrix
Error terms of measurement models (δ, ε) have  A A2 
zero means Σ(θ ) =  1  , θ = (Β, Γ, Φ, Ψ , Λ x , Λ y , Θδ , Θε )
constant variances across observations  A2′ A3 
are uncorrelated across observations A1 = Λ x ( I − Β) −1 (ΓΦΓ′ + Ψ )[( I − Β) −1 ]′Λ y + Θε
are uncorrelated with latent variables and with each
other A2 = Λ y ( I − Β) −1 ΓΦ[ Λ x ]′
Latent variables are standardized A3 = Λ x Φ[ Λ x ]′ + Θδ
Estimation of the Parameters Discrepancy Function

Covariance fitting methods The discrepancy or fitting function
search for values of parameters θ so that the model- F(S;Σ) = F(S; Σ(θ))
implied covariance matrix fits the observed
is a measure of the “distance” between the model-
unrestricted covariance matrix of the MVs implied covariance-matrix Σ(θ) and the estimated
LISREL (LInear Structural RELations): Jöreskog unrestricted covariance-matrix S
(1973), Keesling (1972), Wiley (1973)
Software LISREL by Jöreskog & Sörbom Properties of the discrepancy function:
PLS techniques F(S;Σ) ≥ 0;
partition of θ in estimable subsets of parameters
F(S;Σ) = 0 if S=Σ
iterative optimizations provide successive
approximations for LV scores and parameters
Wold (1973, 1980)
7
Covariance Fitting (LISREL) PLS Techniques
Estimates of the parameters are derived by Estimates factor scores for latent variables
F(S;Σ(θ)) θ min Estimates structural parameters (path coefficients,
Minimization of (K: number of indicators) loading coefficients), based on estimated factor
F(S;Σ) = log|Σ| – log|S| + trace (SΣ-1) – K scores, using the principle of least squares
gives ML-estimates, if the manifest variables are Maximizes the predictive accuracy
independently, multivariate normally distributed “Predictor specification”, viz. that E(η|ξ) equals the
Iterative Algorithm (Newton-Raphson type) systematic part of the model, implies E(ζ|ξ)=0: the
error term has (conditional) mean zero
Identification
No distributional assumptions beyond those on 1st
Choice of starting values is crucial
and 2nd order moments
Other choices of F result in estimation methods like OLS
and GLS; ADF (asymptotically distribution free)
The PLS-Algorithm Estimation of Factor Scores

Step 1: Estimation of factor scores Factor ηi: realizations Yin, n=1,…,N
1. Outer approximation Yin(o): outer approximation of Yin
2. Calculation of inner weights Yin(i): inner approximation of Yin
3. Inner approximation Indicator Yij: observations yijn; j=1,…,Ji; n=1,…,N
4. Calculation of outer weights 1. Outer approximation: Yin(o)=Σjwijyijn s.t. Var(Yi(o))=1
Step 2: Estimation of path and loading coefficients by 2. Inner weights: vih=sign(rih), if ηi and ηh adjacent;
minimizing Var(ζ ) and Var(δ) otherwise vih=0; rih=corr(ηi,ηh) (“centroid weighting”)
Step 3: Estimation of location parameters (intercepts) 3. Inner approximation: Yin(i)=ΣhvihYhn(o) s.t. Var(Yi(i))=1
Bo from η = Bo + Bη + Γξ + ζ 4. Outer weights: wij=corr(Yij,Yi(i))
Λo from X = Λo + Λxξ + δ
Start: choose arbitrary values for wij
Repeat 1. through 4. until outer weights converge
Example Example, cont’d

δ1 Starting values wEX,1,…,wEX,3,wPQ,1,…,wPQ,3,wCS,1,…,wCS,3
E1 Outer approximation:
δ2 ζ2 EXn(o) = ΣjwEX,jEjn; similar PQn(o), CSn(o);
E2 EX
γ21(+
+) ε4 standardized
δ3 C1
E3 Inner approximation:
γ11(+
+) ε5
CS C2 EXn(i) = + PQn(o) + CSn(o)
ε1 ε6 PQn(i) = + EXn(o) + CSn(o)
Q1 C3
β21(+
+) CSn(i) = + EXn(o) + PQn(o)
ε2 PQ
Q2 standardized
ε3 Outer weights:
Q3 ζ1 wEX,j = corr(Ej,EX(i)), j=1,…,3; similar wPQ,j, wCS,j
8
Choice of Inner Weights Measurement Model: Examples
Centroid weighting scheme: Yin(i)=ΣhvihYhn(o) Latent variables from Swedish CSB Model
vij=sign(rih), if ηi and ηh adjacent, vij=0 otherwise 1. Expectation
with rih=corr(ηi,ηh); these weights are obtained if vih are E1: new customer feelings
chosen to be +1 or -1 and Var(Yi(i)) is maximized E2: special products/services expectations
E3: overall expectation
Weighting schemes:
2. Perceived Quality
ηh predecessor ηh successor Q1: range of products/services
Q2: quality of service
centroid sign(rih) sign(rih)
Q3: clarity of information on products/services
factor, PC rih rih Q4: opening hours and appearance of location
path bih rih Q5: etc.
bih: coefficient in regression of ηi on ηh
Measurement Models Estimation of Outer Weights

Reflective model: each indicator is reflecting the latent “Mode A” estimation of Yi(o): reflective
variable (example 1)
Yij = λijηi + εij measurement model
Yij is called a reflective or effect indicator (of ηi) weight wij is coefficient from simple regression of
Formative model: (example 2) Yi(i) on Yij: wij = corr(Yij,Yi(i))
ηi = πy'Yi + δi “Mode B” estimation of Yi(o): formative
πy is a vector of ki weights; Yij are called formative or
cause indicators measurement model
Hybrid or MIMIC model (for “multiple indicators and multiple weight wij is coefficient of Yij from multiple
causes”) regression of Yi(i) on Yij, j=1,…,Ji
Choice between formative and reflective depends on the multicollinearity?!
substantive theory
Formative models often used for exogenous, reflective MIMIC model
and MIMIC models for endogenous variables
Properties of Estimators ACSI Model: Results

A general proof for convergence of the PLS-algorithm
does not exists; practitioners experience no
problems
Perceived
0,78 − 0,38 Voice
Quality 0,47 − 0,29
Factor scores are inconsistent but “consistent at
large”: consistency is achieved with increasing Custo-
sample size and block size 0,90 0,95 0,17
0,73 0,53 (− 0,15) mer Satis- 0,57 (0,06)
Loading coefficients are inconsistent and seem to 0,12 faction 0,35
be overestimated
Path coefficients are inconsistent and seem to be Expec- 0,40
Loyalty
underestimated tations 0,35
− 0,24 Value
(0,06) EQS-estimates
PLS-estimates
9
Evaluation of SEM-Models Inspection of Results
Depends on estimation method Covariance-fitting methods: global optimization
Covariance-fitting methods: distributional Model parameters and their standard errors; do they
assumptions, optimal parameter estimates, factor confirm theory?
indeterminacy Correlation residuals: sij-sij(θ)
PLS path modeling: non-parametric, optimal Graphical methods
prediction accuracy, LV scores
PLS techniques: iterative optimization of outer
Step 1: Inspection of estimation results (R2, models and inner model
parameter estimates, standard errors, LV scores, Model parameters
residuals, etc.)
Resampling procedures like blindfolding or jackknifing
Step 2: Assessment of fit give standard errors of model parameters
Covariance-fitting methods: global measures LV scores
PLS path modeling: partial fitting measures Graphical methods
Fit Indices Chi-square Statistic

Covariance-fitting methods: covariance fit Test of H0: Σ = Σ(θ) against non-specified alternative
measures such as Test-statistic X2=(N-1)F(S;Σ(θ̂))
Chi-square statistics If model is just identified (c=p): X2=0 [c=K(K+1)/2, p:
Goodness of Fit Index (GFI), AGFI number of parameters in θ]
Normed Fit Index (NFI), NNFI, CFI Under usual regularity conditions (normal distribution,
Etc. ML-estimation), X2 is asymptotically χ2(c-p)-distributed
Basis is the discrepancy function Non-significant X2 indicate: the over-identified model
does not differ from a just-identified version
PLS path modeling: prediction-based measures
Problem: X2 increases with increasing N
Communality
Some prefer X2/(c-p) to X2 (has reduced sensitivity to
Redundancy sample size); rule of thumb: X2/(c-p) < 3 is acceptable
Stone-Geisser’s Q2
Goodness of Fit Indices Other Fit Indices

Goodness of Fit Index (Jöreskog & Sörbom): Normed Fit Index, NFI (Bentler & Bonett)
F [ S , Σ(θˆ)] Similar to GFI, but compares with a baseline model,
GFI = 1 − typically the independence model (indicators are
F [ S , Σ(O)] uncorrelated)
Portion of observed covariances explained by the Ranges from 0 (poor fit) to 1 (perfect fit)
model-implied covariances Rule of thumb: NFI > 0.9
“How much better fits the model as compared to no Comparative Fit Index, CFI (Bentler)
model at all” Less depending of sample size than NFI
Ranges from 0 (poor fit) to 1 (perfect fit) Non-Normed Fit Index, NNFI (Bentler & Bonett)
Also known as Tucker-Lewis Index
Rule of thumb: GFI > 0.9 Adjusted for model complexity
AGFI penalizes model complexity: Root mean squared error of approximation, RMSEA
 c  F [ S , Σ(θˆ)] (Steiger):
AGFI = 1 −   RMSEA = F [ S , Σ(θˆ)] /(c − p )
 c − p  F [S , Σ(O)]
10
Assessment of PLS Results Some Indices
Not a single but many optimization steps; not a Assessment of diagonal fit (proportion of explained
variances)
global measure but many measures of various
aspects of results SMC (squared multiple correlation coefficient) R2:
(average) proportion of the variance of LVs that is
Indices for assessing the predictive relevance explained by other LVs; concerns the inner model
Portions of explained variance (R2) Communality H2: (average) proportion of the variance of
Communality, redundancy, etc. indicators that is explained by the LVs directly connected
Stone-Geisser’s Q2
to it; concerns the outer model
Redundancy F2: (average) proportion of the variance of
Reliability indices indicators that is explained by predictor LVs of its own LV
NFI, assuming normality of indicators r2: proportion of explained variance of indicators
Allows comparisons with covariance-fitting
results
Some Indices, cont’d Stone-Geisser’s Q2

Assessment of non-diagonal fit Similar to R2
E
Explained indicator covariances Q2 = 1 −
rs = 1− c/s O
with c = rms(C), s = rms(S); C: estimate of Cov(ε) E: sum of squared prediction errors; O: sum of
Explained latent variable correlation squared deviations from mean
rr = 1− q/r Prediction errors from resampling (blindfolding,
jackknifing)
with q = rms(Q), r = rms(Cov(Y)); Q: estimate of
Cov(ζ ) E.g., communality of Yij, an indicator of ηi
reY = rms (Cov(e,Y)), e: outer residuals
Qijc2 = 1 −
∑ [ y − (λˆ Y )]
n ijn ij in
2
reu = rms (Cov(e,u)), u: inner residuals

∑ [y − y ]
n ijn ij
2
rms(A) = (ΣiΣj aij2)1/2: root mean squared covariances (diagonal

elements of symmetric A excluded from summation)
Lohmöller’s Advice ACSI Model: Results

Check fit of outer model
Low unexplained portion of indicator variances and
covariances Perceived
High communalities in reflective blocks, low 0,78 − 0,38 Voice
residual covariances Quality 0,47 − 0,29
Residual covariances between blocks close to zero Custo-
Covariances between outer residuals and latent 0,90 0,95 0,17
0,73 (− 0,15) mer Satis- 0,57 (0,06)
variables close to zero 0,53
0,12 faction 0,35
Check fit of inner model
Low unexplained portion of latent variable indicator Expec- 0,40
variances and covariances Loyalty
tations 0,35
Check fit of total model − 0,24 Value
High redundancy coefficient (0,06) EQS-estimates
Low covariances of inner and outer residuals PLS-estimates
11
Diagnostics: EQS Diagnostics: PLS (centroid weighting)
ACSI ACSI e Hui Schenk

ACSI ACSIe
R2 0.29 0.35 0.43 0.40
χ2 247.5 378.7
Q2 0.36 0.41 0.58 0.49
df 81 173
rr 0.47 0.55 0.58 0.59
NNFI 0.898 0.930
H2 0.71 0.64 0.64 0.64
RMSEA 0.079 0.060
F2 0.22 0.24 0.30 0.26
r2 0.63 0.63 0.57 0.60
reY 0.26 0.24 0.19 0.09
reu 0.19 0.17 0.16 0.08
Practice of SEM Analysis Practice of SEM Analalysis cont’d
Theoretical basis Model

Data LISREL allows for more general covariance structures
Scaling: metric or nominal (in LISREL not standard) e.g., correlation of measurement errors
Sample-size: a good choice is 10p (p: number of Estimation
parameters); <5p cases might result in unstable
estimates; large number of cases will result in large Repeat estimation with varying starting values
values of X2
Reflective indicators are assumed to be uni-dimensional; Diagnostic checks
it is recommended to use principal axis extraction, Use graphical tools like plots of residuals etc.
Cronbach’s alpha and similar to confirm the suitability of Check each measurement model
data Check each structural equation
Model Lohmöller’s advice
Identification must be checked for covariance fitting Model trimming
methods Stepwise model building (Hui, 1982; Schenk, 2001)
Indicators for LV can be formative or reflective; formative
indicators not supported in LISREL
LISREL vs PLS The Extended Model

Models
PLS assumes recursive inner structure (0,20) Emotional
PLS allows for higher complexity w.r.t. B, Γ, and Λ; 0,33
Perceived Factor 0,31
LISREL w.r.t. Ψ and Θ
Quality 0,35
Estimation method
0,58
Distributional assumptions in PLS not needed 0,55
Formative measurement model in PLS
0,37
0,36
Custo-
0,87 0,85
Factor scores in PLS 0,73 0,53 (− 0,14) mer Satis- 0,48
PLS: biased estimates, consistency at large (− 0,01) faction 0,34
LISREL: ML-theory
In PLS: diagnostics much richer Expec- 0,41
0,34 Loyalty
Empirical facts tations
LISREL needs in general larger samples (− 0,14) Value
(0,06) EQS-estimates
LISREL needs more computation
PLS-estimates
12
Diagnostics: EQS Diagnostics: PLS (centroid weighting)
ACSI ACSI e Hui Schenk

ACSI ACSI e R2 0.29 0.35 0.43 0.40
χ2 247.5 378.7
Q2 0.36 0.41 0.58 0.49
df 81 173
rr 0.47 0.55 0.58 0.59
NNFI 0.898 0.930
H2 0.71 0.64 0.64 0.64
RMSEA 0.079 0.060
F2 0.22 0.24 0.30 0.26
r2 0.63 0.63 0.57 0.60
reY 0.26 0.24 0.19 0.09
reu 0.19 0.17 0.16 0.08
Model Building: Hui’s Approach Model Building: Schenk’s Approach
Emotional 0,32
Emotional
Perceived Factor Perceived Factor
0,43 0,61
Quality 0,31 Quality 0,35
− 0,18 0,31
0,10 0,35
Custo- Custo-
0,36 0,32
0,42 mer Satis- 0,73 mer Satis-
0,33
faction 0,34 faction
− 0,18 0,60
Expec- 0,17 Expec-
0,63
tations 0,21 tations
Value 0,12 0,23
Loyalty Value
Data-driven Specification
No solid a priori knowledge about
relations among variables
The end Stepwise regression
Search of the “best” model
Forward selection
Backward elimination
Problem: omitted variable bias
General to specific modeling
13
Stepwise SE Model Building Stepwise SE Model Building
Hui’s algorithm
Hui (1982): models with interdependent
Stage 1
inner relations 1. Calculate case values Yij for LVs ηi as principal
Schenk (2001): guaranties causal component of corresponding block, calculate R =
Corr(Y)
structure, i.e., triangular matrix B of path 2. Choose for each endogenous LV the one with highest
coefficients in the inner model correlation to form a simple regression
3. Repeat until a stable model is reached
η=Bη+ζ a. PLS-estimate the model, calculate case values, and
recalculate R
b. Drop from each equation LVs with t-value |t|<1,65
c. Add in each equation the LV with highest partial
correlation with dependent LV
Stepwise SE Model Building Hui’s vs. Schenk’s Algorithm

Hui’s algorithm, cont’d Hui’s algorithm is not restricted to a causal
structure; allows cycles and an arbitrary
Stage 2 structure of matrix B
1. Use rank condition for checking identifiability of Schenk’s algorithm
each equation uses an iterative procedure similar to that used
2. Use 2SLS for estimating the path coefficients in by Hui
each equation makes use of a priori information about the
structure of the causal chain connecting the
latent variables
latent variables are to be sorted
Stepwise SE Model Building Data, special CS dimensions

Schenk’s algorithm Staff 2 availability1 (PERS), politeness1 (FREU)
1. Calculate case values Yij for LVs ηi as principal Outlet 3 make-up1 (GEST), presentation of mer-
component of corresponding block, calculate R = chandise1 (PRAE), cleanliness1 (SAUB)
Corr(Y) Range 2 freshness and quality (QUAL), richness
2. Choose pair of LVs with highest correlation (VIEL)
3. Repeat until a stable model is reached Customer- 7 access to outlet (ERRE), shopping hours
a. PLS-estimate the model, calculate case values, and orientation (OEFF), queuing time for checkout1
recalculate R (WART), paying modes1 (ZAHL), price
b. Drop LVs with non-significant t-value information1 (PRAU), sales (SOND),
c. Add LV with highest correlation with already included availability of sales (VERF)
LVs 1 Dimension of “Emotional Factor”
14
References
C. Fornell (1992), “A National Customer Satisfaction Barometer:
The Swedish Experience”. Journal of Marketing, (56), 6-21.
C. Fornell and Jaesung Cha (1994), “Partial Least Squares”, pp.
52-78 in R.P. Bagozzi (ed.), Advanced Methods of Marketing
Research. Blackwell.
J.B. Lohmöller (1989), Latent variable path modeling with partial
least squares. Physica-Verlag.
H. Wold (1982), “Soft modeling. The basic design and some
extensions”, in: Vol.2 of Jöreskog-Wold (eds.), Systems under
Indirect Observation. North-Holland.
H. Wold (1985), “Partial Least Squares”, pp. 581-591 in S. Kotz,
N.L. Johnson (eds.), Encyclopedia of Statistical Sciences, Vol.
6. Wiley.
3.12.2004 Messung & Analyse von 85

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The ACSI Model ACSI-Model: Latent Variables

The European Customer

Personal Computers 78 75 73 70 71 72 74 71 71 72 74 2.8% -5.1%

Apple Computer, Inc. 77 75 76 70 69 72 75 73 73 77 81 5.2% 5.2%

Dell Inc. NM NM NM 72 74 76 80 78 76 78 79 1.3% 9.7%

Gateway, Inc. NM NM NM NM 76 76 78 73 72 69 74 7.2% -2.6%

All Others NM 70 73 72 69 69 68 67 70 69 71 2.9% 1.4%

The Data The Emotional Factor

Structural Equation Models Customer Satisfaction

perceived performance/quality Perceived

A General CS-Model CS-Model: Structure

CS-Model: Equations Simple Linear Regression

Path Analytic Model Path Analysis

Decomposition of Covariance σyx First Law of Path Analysis

Identification Identification, cont’d

Indicators for “Expectation” Notation

Notation CS-Model: Path Diagram

Estimation of the Parameters Discrepancy Function

The PLS-Algorithm Estimation of Factor Scores

Example Example, cont’d

bih: coefficient in regression of ηi on ηh

Measurement Models Estimation of Outer Weights

Properties of Estimators ACSI Model: Results

Fit Indices Chi-square Statistic

Goodness of Fit Indices Other Fit Indices

Some Indices, cont’d Stone-Geisser’s Q2

reu = rms (Cov(e,u)), u: inner residuals

rms(A) = (ΣiΣj aij2)1/2: root mean squared covariances (diagonal

Lohmöller’s Advice ACSI Model: Results

ACSI ACSI e Hui Schenk

Practice of SEM Analysis Practice of SEM Analalysis cont’d

Theoretical basis Model

LISREL vs PLS The Extended Model

ACSI ACSI e Hui Schenk

Model Building: Hui’s Approach Model Building: Schenk’s Approach

Stepwise SE Model Building Hui’s vs. Schenk’s Algorithm

Stepwise SE Model Building Data, special CS dimensions

3.12.2004 Messung & Analyse von 85

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