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Re: st: Harman's single-factor test in Stata


From   "Bernini, Michele" <Michele.Bernini@unitn.it>
To   "statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu>
Subject   Re: st: Harman's single-factor test in Stata
Date   Fri, 13 Apr 2012 18:09:28 +0200

Hi John,

thanks for your answer.  I am using self-reported variable from survey data both on the LHS and on the RHS of my model and I intend to check for omitted variable bias (assuming they are time invariant) with fixed effect (I have got two cross sections for each individual). I planned to use Harman's to check for bias more closely related to the structure of the questionaire: 

-for example as both my dependent and independent are ordered categorical, I want to see if questionnaire design induce to choose high categories.


do you think Harman's is redundant in this context?

Thanks again,

Michele





On 13 Apr 2012, at 16:52, John Antonakis wrote:

> Hi Michele:
> 
> I would strongly advise you to not conduct such a test--thus, your Stata 
> question is not really of issue.
> 
> Common-method variance bias is a kind of omitted variable problem that 
> creates endogeneity. The problem you have is that you don't know how 
> this omitted variable affects the other variables in the model. The 
> Harman approach has been shown to not recover true model parameters:
> 
> Richardson, H. A., Simmering, M. J., & Sturman, M. C. (2009). A Tale of 
> Three Perspectives: Examining Post Hoc Statistical Techniques for 
> Detection and Correction of Common Method Variance. Organizational 
> Research Methods, 12(4), 762-800.
> 
> Antonakis, J., Bendahan, S., Jacquart, P., & Lalive, R. (2010). On 
> making causal claims: A review and recommendations. The Leadership 
> Quarterly, 21(6), 1086-1120. (this paper also shows how endogeneity 
> creates bias and that only instruments can help you).
> 
> Only a design that eliminates common-method variance, or instrumental 
> variables, can save the day.  The latter are hard to come by but if you 
> have them then you can purge the model from the endogeneity bias.  See also:
> 
> Podsakoff, P. M., MacKenzie, S. B., & Podsakoff, N. P. (2012). Sources 
> of Method Bias in Social Science Research and Recommendations on How to 
> Control It. Annual Review of Psychology, 63(1), 539-569.
> 
> HTH,
> JOhn.
> 
> __________________________________________
> 
> Prof. John Antonakis
> Faculty of Business and Economics
> Department of Organizational Behavior
> University of Lausanne
> Internef #618
> CH-1015 Lausanne-Dorigny
> Switzerland
> Tel ++41 (0)21 692-3438
> Fax ++41 (0)21 692-3305
> http://www.hec.unil.ch/people/jantonakis
> 
> Associate Editor
> The Leadership Quarterly
> __________________________________________
> 
> 
> On 13.04.2012 17:35, Bernini, Michele wrote:
>> Dear Statalister,
>> 
>> I am trying to perform an Harman's single-factor test with stata to check for Common Method Variance. However I am not sure which method should I use when I do Factor Analysis with Stata. For example Principal factor confirms the presence of CMV while Principal-Component factor rejects it.
>> 
>> Thanks for your help!
>> 
>> 
>> 
>> Michele Bernini
>> Phd Candidate
>> School of International Studies (SIS)
>> University of Trento
>> Via Verdi, 8/10
>> I-38122 Trento
>> Italy
>> 
>> Tel. +39 3491831687
>> 
>> 
>> 
>> 
>> 
>> *
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Michele Bernini
Phd Candidate
School of International Studies (SIS)
University of Trento
Via Verdi, 8/10 
I-38122 Trento 
Italy

Tel. +39 3491831687





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