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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 >>>> >>>> >>>> >>>> >>>> >>>> * >>>> * 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/ >>> * >>> * 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/ >> 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/ > * > * 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/ 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/

**References**:**st: Harman's single-factor test in Stata***From:*"Bernini, Michele" <Michele.Bernini@unitn.it>

**Re: st: Harman's single-factor test in Stata***From:*John Antonakis <John.Antonakis@unil.ch>

**Re: st: Harman's single-factor test in Stata***From:*"Bernini, Michele" <Michele.Bernini@unitn.it>

**Re: st: Harman's single-factor test in Stata***From:*John Antonakis <John.Antonakis@unil.ch>

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