From: Haggai Kupermintz Subject: ed351 LISREL output DATE: 7/29/96 TIME: 16:52 DOS EXTENDER L I S R E L 8.12a BY KARL G JORESKOG AND DAG SORBOM This program is published exclusively by Scientific Software International, Inc. 1525 East 53rd Street - Suite 530 Chicago, Illinois 60615, U.S.A. Voice: (800)247-6113, (312)684-4920, Fax: (312)684-4979 Copyright by Scientific Software International, Inc., 1981-94. Partial copyright by WATCOM Group Inc., 1993 and Media Cybernetics Inc., 1993. Use of this program is subject to the terms specified in the Universal Copyright Convention. The following lines were read from file yfzfcnbn.ls8: Rogosa & Saner: JEBS paper Table 2 Artificial YFZF data: CNBN DA NI=7 NO=200 NG=1 RA FI=YFZF.DAT LA 'ID' 'Y1' 'Y2' 'Y3' 'Y4' 'Y5' 'Z' SE 2 3 4 5 6/ MO NY=5 TY=ZE NE=2 TE=SY,FI AL=FR BE=ZE PS=SY,FR LE 'int' 'rate' MA LY 1 0 1 1 1 2 1 3 1 4 FR TE(1,1) TE(2,2) TE(3,3) TE(4,4) TE(5,5) EQ TE(1,1) TE(2,2) TE(3,3) TE(4,4) TE(5,5) MA TE 1 0 1 0 0 1 0 0 0 1 0 0 0 0 1/ MA PS 1 1 1/ OU NS SE SC ND=4 IT=10000 FS Rogosa & Saner: JEBS paper Table 2 NUMBER OF INPUT VARIABLES 7 NUMBER OF Y - VARIABLES 5 NUMBER OF X - VARIABLES 0 NUMBER OF ETA - VARIABLES 2 NUMBER OF KSI - VARIABLES 0 NUMBER OF OBSERVATIONS 200 Rogosa & Saner: JEBS paper Table 2 COVARIANCE MATRIX TO BE ANALYZED Y1 Y2 Y3 Y4 Y5 -------- -------- -------- -------- -------- Y1 63.2087 Y2 51.2480 65.5553 Y3 50.1323 54.3953 75.8033 Y4 40.7599 51.0479 61.8934 77.2561 Y5 39.8785 52.8165 70.8347 79.8401 108.4733 MEANS Y1 Y2 Y3 Y4 Y5 -------- -------- -------- -------- -------- 44.4507 48.4145 53.6695 59.1722 63.8841 Rogosa & Saner: JEBS paper Table 2 PARAMETER SPECIFICATIONS PSI int rate -------- -------- int 1 rate 2 3 THETA-EPS Y1 Y2 Y3 Y4 Y5 -------- -------- -------- -------- -------- 4 4 4 4 4 ALPHA int rate -------- -------- 5 6 Rogosa & Saner: JEBS paper Table 2 Number of Iterations = 4 LISREL ESTIMATES (MAXIMUM LIKELIHOOD) LAMBDA-Y int rate -------- -------- Y1 1.0000 - - Y2 1.0000 1.0000 Y3 1.0000 2.0000 Y4 1.0000 3.0000 Y5 1.0000 4.0000 COVARIANCE MATRIX OF ETA int rate -------- -------- int 55.1145 rate -3.7992 4.3882 PSI int rate -------- -------- int 55.1145 (6.2589) 8.8057 rate -3.7992 4.3882 (1.4001) (0.5642) -2.7136 7.7783 THETA-EPS Y1 Y2 Y3 Y4 Y5 -------- -------- -------- -------- -------- 11.9671 11.9671 11.9671 11.9671 11.9671 (0.6927) (0.6927) (0.6927) (0.6927) (0.6927) 17.2772 17.2772 17.2772 17.2772 17.2772 SQUARED MULTIPLE CORRELATIONS FOR Y - VARIABLES Y1 Y2 Y3 Y4 Y5 -------- -------- -------- -------- -------- 0.8216 0.8126 0.8277 0.8572 0.8881 ALPHA int rate -------- -------- 43.9933 4.9625 (0.5595) (0.1675) 78.6298 29.6219 GOODNESS OF FIT STATISTICS CHI-SQUARE WITH 14 DEGREES OF FREEDOM = 24.0868 (P = 0.04473) ESTIMATED NON-CENTRALITY PARAMETER (NCP) = 10.0868 90 PERCENT CONFIDENCE INTERVAL FOR NCP = (0.2386 ; 27.7612) MINIMUM FIT FUNCTION VALUE = 0.1210 POPULATION DISCREPANCY FUNCTION VALUE (F0) = 0.05069 90 PERCENT CONFIDENCE INTERVAL FOR F0 = (0.001199 ; 0.1395) ROOT MEAN SQUARE ERROR OF APPROXIMATION (RMSEA) = 0.06017 90 PERCENT CONFIDENCE INTERVAL FOR RMSEA = (0.009254 ; 0.09982) P-VALUE FOR TEST OF CLOSE FIT (RMSEA < 0.05) = 0.3052 EXPECTED CROSS-VALIDATION INDEX (ECVI) = 0.1813 90 PERCENT CONFIDENCE INTERVAL FOR ECVI = (0.1067 ; 0.2450) ECVI FOR SATURATED MODEL = 0.1508 ECVI FOR INDEPENDENCE MODEL = 4.7788 CHI-SQUARE FOR INDEPENDENCE MODEL WITH 10 DEGREES OF FREEDOM = 940.9895 INDEPENDENCE AIC = 950.9895 MODEL AIC = 36.0868 SATURATED AIC = 30.0000 INDEPENDENCE CAIC = 972.4811 MODEL CAIC = 61.8767 SATURATED CAIC = 94.4748 ROOT MEAN SQUARE RESIDUAL (RMR) = 3.0589 STANDARDIZED RMR = 0.04098 GOODNESS OF FIT INDEX (GFI) = 0.9753 ADJUSTED GOODNESS OF FIT INDEX (AGFI) = 0.9736 PARSIMONY GOODNESS OF FIT INDEX (PGFI) = 0.9103 NORMED FIT INDEX (NFI) = 0.9744 NON-NORMED FIT INDEX (NNFI) = 0.9923 PARSIMONY NORMED FIT INDEX (PNFI) = 1.3642 COMPARATIVE FIT INDEX (CFI) = 0.9892 INCREMENTAL FIT INDEX (IFI) = 0.9891 RELATIVE FIT INDEX (RFI) = 0.9817 CRITICAL N (CN) = 241.7808 Rogosa & Saner: JEBS paper Table 2 SUMMARY STATISTICS FOR FITTED RESIDUALS SMALLEST FITTED RESIDUAL = -6.4396 MEDIAN FITTED RESIDUAL = -0.3150 LARGEST FITTED RESIDUAL = 6.4273 STEMLEAF PLOT - 0|6 - 0|43211100 0|22233 0|6 SUMMARY STATISTICS FOR STANDARDIZED RESIDUALS SMALLEST STANDARDIZED RESIDUAL = -1.7603 MEDIAN STANDARDIZED RESIDUAL = -0.2573 LARGEST STANDARDIZED RESIDUAL = 1.8254 STEMLEAF PLOT - 1|8530 - 0|94330 0|56 1|0358 Rogosa & Saner: JEBS paper Table 2 MODIFICATION INDICES AND EXPECTED CHANGE MODIFICATION INDICES FOR LAMBDA-Y int rate -------- -------- Y1 7.2778 10.1505 Y2 6.2649 8.0825 Y3 0.7147 1.1541 Y4 1.3383 1.4244 Y5 0.0771 0.2659 EXPECTED CHANGE FOR LAMBDA-Y int rate -------- -------- Y1 0.0235 0.2331 Y2 -0.0165 -0.1572 Y3 -0.0052 -0.0556 Y4 0.0076 0.0660 Y5 0.0024 0.0377 STANDARDIZED EXPECTED CHANGE FOR LAMBDA-Y int rate -------- -------- Y1 0.1743 0.4882 Y2 -0.1223 -0.3293 Y3 -0.0386 -0.1164 Y4 0.0565 0.1383 Y5 0.0179 0.0790 COMPLETELY STANDARDIZED EXPECTED CHANGE FOR LAMBDA-Y int rate -------- -------- Y1 0.0213 0.0596 Y2 -0.0153 -0.0412 Y3 -0.0046 -0.0140 Y4 0.0062 0.0151 Y5 0.0017 0.0076 NO NON-ZERO MODIFICATION INDICES FOR PSI MODIFICATION INDICES FOR THETA-EPS Y1 Y2 Y3 Y4 Y5 -------- -------- -------- -------- -------- Y1 1.5676 Y2 0.0302 1.6194 Y3 1.3137 1.2104 2.0992 Y4 0.0486 0.6761 1.1058 2.0141 Y5 0.0054 0.9947 0.2052 2.1929 0.6412 EXPECTED CHANGE FOR THETA-EPS Y1 Y2 Y3 Y4 Y5 -------- -------- -------- -------- -------- Y1 -2.9113 Y2 -0.2398 1.8939 Y3 1.4941 -1.1989 1.9206 Y4 -0.3068 0.9486 -1.1548 -2.1744 Y5 -0.1323 -1.4183 0.6038 2.0699 -1.9885 COMPLETELY STANDARDIZED EXPECTED CHANGE FOR THETA-EPS Y1 Y2 Y3 Y4 Y5 -------- -------- -------- -------- -------- Y1 -0.0434 Y2 -0.0037 0.0297 Y3 0.0219 -0.0180 0.0277 Y4 -0.0041 0.0130 -0.0151 -0.0260 Y5 -0.0016 -0.0172 0.0070 0.0219 -0.0186 NO NON-ZERO MODIFICATION INDICES FOR ALPHA MAXIMUM MODIFICATION INDEX IS 10.15 FOR ELEMENT ( 1, 2) OF LAMBDA-Y Rogosa & Saner: JEBS paper Table 2 FACTOR SCORES REGRESSIONS ETA Y1 Y2 Y3 Y4 Y5 -------- -------- -------- -------- -------- int 0.4834 0.3335 0.1837 0.0338 -0.1161 rate -0.1499 -0.0730 0.0038 0.0807 0.1576 Rogosa & Saner: JEBS paper Table 2 STANDARDIZED SOLUTION LAMBDA-Y int rate -------- -------- Y1 7.4239 - - Y2 7.4239 2.0948 Y3 7.4239 4.1896 Y4 7.4239 6.2844 Y5 7.4239 8.3793 CORRELATION MATRIX OF ETA int rate -------- -------- int 1.0000 rate -0.2443 1.0000 PSI int rate -------- -------- int 1.0000 rate -0.2443 1.0000 Rogosa & Saner: JEBS paper Table 2 COMPLETELY STANDARDIZED SOLUTION LAMBDA-Y int rate -------- -------- Y1 0.9064 - - Y2 0.9289 0.2621 Y3 0.8909 0.5028 Y4 0.8111 0.6866 Y5 0.7180 0.8104 CORRELATION MATRIX OF ETA int rate -------- -------- int 1.0000 rate -0.2443 1.0000 PSI int rate -------- -------- int 1.0000 rate -0.2443 1.0000 THETA-EPS Y1 Y2 Y3 Y4 Y5 -------- -------- -------- -------- -------- 0.1784 0.1874 0.1723 0.1428 0.1119 THE PROBLEM USED 3936 BYTES (= 0.0% OF AVAILABLE WORKSPACE) TIME USED: 0.6 SECONDS Subject: ed351 LISREL output #2 DATE: 7/26/96 TIME: 10:17 DOS EXTENDER L I S R E L 8.12a BY KARL G JORESKOG AND DAG SORBOM This program is published exclusively by Scientific Software International, Inc. 1525 East 53rd Street - Suite 530 Chicago, Illinois 60615, U.S.A. Voice: (800)247-6113, (312)684-4920, Fax: (312)684-4979 Copyright by Scientific Software International, Inc., 1981-94. Partial copyright by WATCOM Group Inc., 1993 and Media Cybernetics Inc., 1993. Use of this program is subject to the terms specified in the Universal Copyright Convention. The following lines were read from file yfzfcnby.ls8: Rogosa & Saner: JEBS paper Table 2 Artificial YFZF data: CNBY DA NI=7 NO=200 NG=1 RA FI=YFZF.DAT LA 'ID' 'Y1' 'Y2' 'Y3' 'Y4' 'Y5' 'Z' SE 2 3 4 5 6 7/ MO NY=5 TY=ZE NE=2 TE=SY,FI AL=FR BE=ZE PS=SY,FR NX=1 LE 'int' 'rate' MA LY 1 0 1 1 1 2 1 3 1 4 FR TE(1,1) TE(2,2) TE(3,3) TE(4,4) TE(5,5) EQ TE(1,1) TE(2,2) TE(3,3) TE(4,4) TE(5,5) MA TE 1 0 1 0 0 1 0 0 0 1 0 0 0 0 1/ MA PS 1 1 1/ OU NS SE SS ND=4 IT=10000 Rogosa & Saner: JEBS paper Table 2 NUMBER OF INPUT VARIABLES 7 NUMBER OF Y - VARIABLES 5 NUMBER OF X - VARIABLES 1 NUMBER OF ETA - VARIABLES 2 NUMBER OF KSI - VARIABLES 1 NUMBER OF OBSERVATIONS 200 Rogosa & Saner: JEBS paper Table 2 COVARIANCE MATRIX TO BE ANALYZED Y1 Y2 Y3 Y4 Y5 Z -------- -------- -------- -------- -------- -------- Y1 63.2087 Y2 51.2480 65.5553 Y3 50.1323 54.3953 75.8033 Y4 40.7599 51.0479 61.8934 77.2561 Y5 39.8785 52.8165 70.8347 79.8401 108.4733 Z 7.0413 8.6345 11.5134 14.6309 17.5397 4.3845 MEANS Y1 Y2 Y3 Y4 Y5 Z -------- -------- -------- -------- -------- -------- 44.4507 48.4145 53.6695 59.1722 63.8841 9.8539 Rogosa & Saner: JEBS paper Table 2 PARAMETER SPECIFICATIONS GAMMA Z -------- int 1 rate 2 PHI Z -------- 3 PSI int rate -------- -------- int 4 rate 5 6 THETA-EPS Y1 Y2 Y3 Y4 Y5 -------- -------- -------- -------- -------- 7 7 7 7 7 ALPHA int rate -------- -------- 8 9 Rogosa & Saner: JEBS paper Table 2 Number of Iterations = 25 LISREL ESTIMATES (MAXIMUM LIKELIHOOD) LAMBDA-Y int rate -------- -------- Y1 1.0000 - - Y2 1.0000 1.0000 Y3 1.0000 2.0000 Y4 1.0000 3.0000 Y5 1.0000 4.0000 GAMMA Z -------- int 1.4764 (0.0511) 28.9009 rate 0.6156 (0.0139) 44.1731 COVARIANCE MATRIX OF ETA AND KSI int rate Z -------- -------- -------- int 266.7352 rate 84.4615 41.1905 Z 149.8321 62.4784 101.4847 PHI Z -------- 101.4847 (10.1739) 9.9750 PSI int rate -------- -------- int 45.5230 (5.2999) 8.5894 rate -7.7817 2.7260 (1.2563) (0.3993) -6.1939 6.8267 SQUARED MULTIPLE CORRELATIONS FOR STRUCTURAL EQUATIONS int rate -------- -------- 0.8293 0.9338 THETA-EPS Y1 Y2 Y3 Y4 Y5 -------- -------- -------- -------- -------- 11.9678 11.9678 11.9678 11.9678 11.9678 (0.6927) (0.6927) (0.6927) (0.6927) (0.6927) 17.2772 17.2772 17.2772 17.2772 17.2772 SQUARED MULTIPLE CORRELATIONS FOR Y - VARIABLES Y1 Y2 Y3 Y4 Y5 -------- -------- -------- -------- -------- 0.9571 0.9755 0.9847 0.9896 0.9926 ALPHA int rate -------- -------- 29.4449 -1.1041 (0.5146) (0.1404) 57.2160 -7.8637 GOODNESS OF FIT STATISTICS CHI-SQUARE WITH 18 DEGREES OF FREEDOM = 667.7858 (P = 0.0) ESTIMATED NON-CENTRALITY PARAMETER (NCP) = 649.7858 MINIMUM FIT FUNCTION VALUE = 3.3557 POPULATION DISCREPANCY FUNCTION VALUE (F0) = 3.2653 ROOT MEAN SQUARE ERROR OF APPROXIMATION (RMSEA) = 0.4259 P-VALUE FOR TEST OF CLOSE FIT (RMSEA < 0.05) = .28084869D-06 EXPECTED CROSS-VALIDATION INDEX (ECVI) = 3.4462 ECVI FOR SATURATED MODEL = 0.2111 ECVI FOR INDEPENDENCE MODEL = 75.0900 CHI-SQUARE FOR INDEPENDENCE MODEL WITH 15 DEGREES OF FREEDOM = 14930.9020 INDEPENDENCE AIC = 14942.9020 MODEL AIC = 685.7858 SATURATED AIC = 42.0000 INDEPENDENCE CAIC = 14968.6919 MODEL CAIC = 724.4706 SATURATED CAIC = 132.2647 ROOT MEAN SQUARE RESIDUAL (RMR) = 11.2172 STANDARDIZED RMR = 0.02056 GOODNESS OF FIT INDEX (GFI) = 0.9259 ADJUSTED GOODNESS OF FIT INDEX (AGFI) = 0.9136 PARSIMONY GOODNESS OF FIT INDEX (PGFI) = 0.7937 NORMED FIT INDEX (NFI) = 0.9553 NON-NORMED FIT INDEX (NNFI) = 0.9637 PARSIMONY NORMED FIT INDEX (PNFI) = 1.1463 COMPARATIVE FIT INDEX (CFI) = 0.9564 INCREMENTAL FIT INDEX (IFI) = 0.9564 RELATIVE FIT INDEX (RFI) = 0.9627 CRITICAL N (CN) = 11.3720 CONFIDENCE LIMITS COULD NOT BE COMPUTED DUE TO TOO SMALL P-VALUE FOR CHI-SQUARE Rogosa & Saner: JEBS paper Table 2 SUMMARY STATISTICS FOR FITTED RESIDUALS SMALLEST FITTED RESIDUAL = -21.0201 MEDIAN FITTED RESIDUAL = 0.6730 LARGEST FITTED RESIDUAL = 18.3527 STEMLEAF PLOT - 2|10 - 1|84 - 0|765310 0|11355 1|011368 SUMMARY STATISTICS FOR STANDARDIZED RESIDUALS SMALLEST STANDARDIZED RESIDUAL = -2.8409 MEDIAN STANDARDIZED RESIDUAL = 0.3835 LARGEST STANDARDIZED RESIDUAL = 3.2482 STEMLEAF PLOT - 2|8742 - 0|836610 0|445949 2|14462 LARGEST NEGATIVE STANDARDIZED RESIDUALS RESIDUAL FOR Y3 AND Y2 -2.7185 RESIDUAL FOR Z AND Y2 -2.8409 LARGEST POSITIVE STANDARDIZED RESIDUALS RESIDUAL FOR Y4 AND Y1 2.6182 RESIDUAL FOR Z AND Y1 3.2482 Rogosa & Saner: JEBS paper Table 2 MODIFICATION INDICES AND EXPECTED CHANGE MODIFICATION INDICES FOR LAMBDA-Y int rate -------- -------- Y1 12.6101 7.6610 Y2 10.9222 5.8364 Y3 1.1939 1.0744 Y4 2.2902 1.1981 Y5 0.1326 0.1988 EXPECTED CHANGE FOR LAMBDA-Y int rate -------- -------- Y1 0.0410 0.1664 Y2 -0.0288 -0.1098 Y3 -0.0089 -0.0441 Y4 0.0132 0.0497 Y5 0.0042 0.0268 STANDARDIZED EXPECTED CHANGE FOR LAMBDA-Y int rate -------- -------- Y1 0.6696 1.0680 Y2 -0.4710 -0.7046 Y3 -0.1457 -0.2828 Y4 0.2157 0.3193 Y5 0.0687 0.1720 NO NON-ZERO MODIFICATION INDICES FOR GAMMA NO NON-ZERO MODIFICATION INDICES FOR PHI NO NON-ZERO MODIFICATION INDICES FOR PSI MODIFICATION INDICES FOR THETA-EPS Y1 Y2 Y3 Y4 Y5 -------- -------- -------- -------- -------- Y1 0.4895 Y2 0.1399 1.6420 Y3 0.2281 0.8457 3.9128 Y4 0.2641 1.2773 0.3601 4.5033 Y5 1.2061 0.1172 2.3269 0.2391 0.8275 EXPECTED CHANGE FOR THETA-EPS Y1 Y2 Y3 Y4 Y5 -------- -------- -------- -------- -------- Y1 -1.6001 Y2 -0.5123 1.9071 Y3 0.6125 -0.9968 2.5779 Y4 -0.6964 1.2738 -0.6437 -3.0402 Y5 -1.8764 -0.4516 1.9006 0.6586 -1.9257 MODIFICATION INDICES FOR THETA-DELTA-EPS Y1 Y2 Y3 Y4 Y5 -------- -------- -------- -------- -------- Z 7.9771 2.0514 10.9291 7.9812 0.0001 EXPECTED CHANGE FOR THETA-DELTA-EPS Y1 Y2 Y3 Y4 Y5 -------- -------- -------- -------- -------- Z 1.6052 -0.6153 -1.3286 1.2137 0.0048 NO NON-ZERO MODIFICATION INDICES FOR ALPHA MAXIMUM MODIFICATION INDEX IS 12.61 FOR ELEMENT ( 1, 1) OF LAMBDA-Y Rogosa & Saner: JEBS paper Table 2 STANDARDIZED SOLUTION LAMBDA-Y int rate -------- -------- Y1 16.3320 - - Y2 16.3320 6.4180 Y3 16.3320 12.8360 Y4 16.3320 19.2539 Y5 16.3320 25.6719 GAMMA Z -------- int 0.9107 rate 0.9663 CORRELATION MATRIX OF ETA AND KSI int rate Z -------- -------- -------- int 1.0000 rate 0.8058 1.0000 Z 0.9107 0.9663 1.0000 PSI int rate -------- -------- int 0.1707 rate -0.0742 0.0662 REGRESSION MATRIX ETA ON X (STANDARDIZED) Z -------- int 0.9107 rate 0.9663 THE PROBLEM USED 5488 BYTES (= 0.0% OF AVAILABLE WORKSPACE) TIME USED: 0.6 SECONDS