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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 18:43:26 +0200

Thanks again John. I will be surely have a look at the literature you suggested.


On 13 Apr 2012, at 17:28, John Antonakis wrote:

> Hi:
> 
> Take a look at my "Causal claims" paper. Fixed-effects can only 
> eliminate unmodeled variance due to constant effects; however, if your 
> modeled independent variables are not exogenous then you may have a 
> problem; and, the Harman "test" (which is far from being a test), will 
> not help you.
> 
> Best,
> J.
> 
> __________________________________________
> 
> 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 18:09, Bernini, Michele wrote:
>> 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
>> 
>> 
>> 
>> 
>> 
>> *
>> *   For searches and help try:
>> *   http://www.stata.com/help.cgi?search
>> *   http://www.stata.com/support/statalist/faq
>> *   http://www.ats.ucla.edu/stat/stata/
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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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