Modeling Info
| Modeling Information | |
|---|---|
| Maximum Likelihood Estimation | |
| Data Set | WORK.BABY |
| N Records Read | 150 |
| N Records Used | 150 |
| N Obs | 150 |
| Model Type | LINEQS |
| Analysis | Covariances |
The CALIS Procedure
Covariance Structure Analysis: Model and Initial Values
| Modeling Information | |
|---|---|
| Maximum Likelihood Estimation | |
| Data Set | WORK.BABY |
| N Records Read | 150 |
| N Records Used | 150 |
| N Obs | 150 |
| Model Type | LINEQS |
| Analysis | Covariances |
| Variables in the Model | ||
|---|---|---|
| Number of Endogenous Variables = 3 Number of Exogenous Variables = 4 |
||
| Endogenous | Manifest | W1 W2 Y |
| Latent | ||
| Exogenous | Manifest | |
| Latent | F | |
| Error | e1 e2 epsilon | |
| Initial Estimates for Linear Equations | |||||||||
|---|---|---|---|---|---|---|---|---|---|
| Y | = | beta1 | (.) | F | + | 1 | epsilon | ||
| W1 | = | 1 | F | + | 1 | e1 | |||
| W2 | = | 1 | F | + | 1 | e2 | |||
| Initial Estimates for Variances of Exogenous Variables | |||
|---|---|---|---|
| Variable Type |
Variable | Parameter | Estimate |
| Latent | F | phi | . |
| Error | epsilon | psi | . |
| e1 | omega1 | . | |
| e2 | omega2 | . | |
The CALIS Procedure
Covariance Structure Analysis: Descriptive Statistics
| Simple Statistics | ||
|---|---|---|
| Variable | Mean | Std Dev |
| W1 | 9.80860 | 1.39164 |
| W2 | 10.05620 | 1.38061 |
| Y | 13.10307 | 3.21363 |
| Covariance Matrix (DF = 150) | |||
|---|---|---|---|
| W1 | W2 | Y | |
| W1 | 1.93667 | 1.10443 | 0.76668 |
| W2 | 1.10443 | 1.90607 | 0.79486 |
| Y | 0.76668 | 0.79486 | 10.32742 |
| Determinant | 24.527991 | Ln | 3.199815 |
|---|
The CALIS Procedure
Covariance Structure Analysis: Optimization
| Initial Estimation Methods | |
|---|---|
| 1 | Instrumental Variables Method |
| 2 | McDonald Method |
| Optimization Start Parameter Estimates |
|||
|---|---|---|---|
| N | Parameter | Estimate | Gradient |
| Value of Objective Function = 0.0001339463 | |||
| 1 | beta1 | 0.71970 | 0.00132 |
| 2 | phi | 1.09447 | -0.00195 |
| 3 | psi | 9.76052 | -0.0000846 |
| 4 | omega1 | 0.84220 | 0.00564 |
| 5 | omega2 | 0.81160 | 0.00753 |
The CALIS Procedure
Covariance Structure Analysis: Optimization
Levenberg-Marquardt Optimization
Scaling Update of More (1978)
| Parameter Estimates | 5 |
|---|---|
| Functions (Observations) | 6 |
| Optimization Start | |||
|---|---|---|---|
| Active Constraints | 0 | Objective Function | 0.0001339463 |
| Max Abs Gradient Element | 0.0075344463 | Radius | 1 |
| Iteration | Restarts | Function Calls |
Active Constraints |
Objective Function |
Objective Function Change |
Max Abs Gradient Element |
Lambda | Ratio Between Actual and Predicted Change |
||
|---|---|---|---|---|---|---|---|---|---|---|
| 1 | 0 | 4 | 0 | 0.0000471 | 0.000087 | 0.000023 | 0 | 1.006 | ||
| 2 | 0 | 6 | 0 | 0.0000471 | 2.069E-9 | 1.953E-7 | 0 | 0.997 |
| Optimization Results | |||
|---|---|---|---|
| Iterations | 2 | Function Calls | 9 |
| Jacobian Calls | 4 | Active Constraints | 0 |
| Objective Function | 0.0000470521 | Max Abs Gradient Element | 1.9528194E-7 |
| Lambda | 0 | Actual Over Pred Change | 0.996602059 |
| Radius | 0.0001346614 | ||
| Convergence criterion (ABSGCONV=0.00001) satisfied. |
The CALIS Procedure
Covariance Structure Analysis: Maximum Likelihood Estimation
| Fit Summary | ||
|---|---|---|
| Modeling Info | Number of Observations | 150 |
| Number of Variables | 3 | |
| Number of Moments | 6 | |
| Number of Parameters | 5 | |
| Number of Active Constraints | 0 | |
| Baseline Model Function Value | 0.4410 | |
| Baseline Model Chi-Square | 66.1504 | |
| Baseline Model Chi-Square DF | 3 | |
| Pr > Baseline Model Chi-Square | <.0001 | |
| Absolute Index | Fit Function | 0.0000 |
| Chi-Square | 0.0071 | |
| Chi-Square DF | 1 | |
| Pr > Chi-Square | 0.9330 | |
| Z-Test of Wilson & Hilferty | -1.2430 | |
| Hoelter Critical N | 81642 | |
| Root Mean Square Residual (RMR) | 0.0082 | |
| Standardized RMR (SRMR) | 0.0019 | |
| Goodness of Fit Index (GFI) | 1.0000 | |
| Parsimony Index | Adjusted GFI (AGFI) | 0.9998 |
| Parsimonious GFI | 0.3333 | |
| RMSEA Estimate | 0.0000 | |
| RMSEA Lower 90% Confidence Limit | 0.0000 | |
| RMSEA Upper 90% Confidence Limit | 0.0625 | |
| Probability of Close Fit | 0.9445 | |
| ECVI Estimate | 0.0685 | |
| ECVI Lower 90% Confidence Limit | 0.0753 | |
| ECVI Upper 90% Confidence Limit | 0.0792 | |
| Akaike Information Criterion | 10.0071 | |
| Bozdogan CAIC | 30.0602 | |
| Schwarz Bayesian Criterion | 25.0602 | |
| McDonald Centrality | 1.0033 | |
| Incremental Index | Bentler Comparative Fit Index | 1.0000 |
| Bentler-Bonett NFI | 0.9999 | |
| Bentler-Bonett Non-normed Index | 1.0472 | |
| Bollen Normed Index Rho1 | 0.9997 | |
| Bollen Non-normed Index Delta2 | 1.0152 | |
| James et al. Parsimonious NFI | 0.3333 | |
The CALIS Procedure
Covariance Structure Analysis: Maximum Likelihood Estimation
| Predicted Covariances | |||
|---|---|---|---|
| W1 | W2 | Y | |
| W1 | 1.93885 | 1.10448 | 0.78107 |
| W2 | 1.10448 | 1.90399 | 0.78107 |
| Y | 0.78107 | 0.78107 | 10.32742 |
| Determinant | 24.529145 | Ln | 3.199862 |
|---|
The CALIS Procedure
Covariance Structure Analysis: Maximum Likelihood Estimation
| Linear Equations | |||||||||
|---|---|---|---|---|---|---|---|---|---|
| Y | = | 0.7072 | (**) | F | + | 1.0000 | epsilon | ||
| W1 | = | 1.0000 | F | + | 1.0000 | e1 | |||
| W2 | = | 1.0000 | F | + | 1.0000 | e2 | |||
| Effects in Linear Equations | ||||||
|---|---|---|---|---|---|---|
| Variable | Predictor | Parameter | Estimate | Standard Error |
t Value | Pr > |t| |
| Y | F | beta1 | 0.70719 | 0.28961 | 2.4419 | 0.0146 |
| W1 | F | 1.00000 | ||||
| W2 | F | 1.00000 | ||||
| Estimates for Variances of Exogenous Variables | ||||||
|---|---|---|---|---|---|---|
| Variable Type |
Variable | Parameter | Estimate | Standard Error |
t Value | Pr > |t| |
| Latent | F | phi | 1.10448 | 0.18095 | 6.1038 | <.0001 |
| Error | epsilon | psi | 9.77505 | 1.15255 | 8.4813 | <.0001 |
| e1 | omega1 | 0.83437 | 0.15848 | 5.2648 | <.0001 | |
| e2 | omega2 | 0.79951 | 0.15607 | 5.1228 | <.0001 | |
| Squared Multiple Correlations | |||
|---|---|---|---|
| Variable | Error Variance | Total Variance | R-Square |
| Y | 9.77505 | 10.32742 | 0.0535 |
| W1 | 0.83437 | 1.93885 | 0.5697 |
| W2 | 0.79951 | 1.90399 | 0.5801 |