CFA No.1 (continuous)
Using WHO variables using them as continuous predictors of a latent WHO factor
Mplus VERSION 7
MUTHEN & MUTHEN
09/05/2017 11:22 AM
INPUT INSTRUCTIONS
TITLE:
CFA_090517_con
DATA:
FILE = "~/R/DataHouse/Classes/AdvancedSEM/Models/CFA_090517_con/CFA_090517_con.dat";
VARIABLE:
NAMES = WHO1B WHO2B WHO3B ID_COMB;
!###############-- Enter MPlus Code Below Here --########################################;
MISSING ARE ALL (999);
IDVARIABLE IS ID_COMB;
MODEL:
WHOB by WHO1B* WHO2B WHO3B;
WHOB@1;
OUTPUT:
SAMPSTAT STDYX;
!###############-- Enter MPlus Code Above Here --########################################;
INPUT READING TERMINATED NORMALLY
CFA_090517_con
SUMMARY OF ANALYSIS
Number of groups 1
Number of observations 1166
Number of dependent variables 3
Number of independent variables 0
Number of continuous latent variables 1
Observed dependent variables
Continuous
WHO1B WHO2B WHO3B
Continuous latent variables
WHOB
Variables with special functions
ID variable ID_COMB
Estimator ML
Information matrix OBSERVED
Maximum number of iterations 1000
Convergence criterion 0.500D-04
Maximum number of steepest descent iterations 20
Maximum number of iterations for H1 2000
Convergence criterion for H1 0.100D-03
Input data file(s)
~/R/DataHouse/Classes/AdvancedSEM/Models/CFA_090517_con/CFA_090517_con.dat
Input data format FREE
SUMMARY OF DATA
Number of missing data patterns 1
COVARIANCE COVERAGE OF DATA
Minimum covariance coverage value 0.100
PROPORTION OF DATA PRESENT
Covariance Coverage
WHO1B WHO2B WHO3B
________ ________ ________
WHO1B 1.000
WHO2B 1.000 1.000
WHO3B 1.000 1.000 1.000
SAMPLE STATISTICS
ESTIMATED SAMPLE STATISTICS
Means
WHO1B WHO2B WHO3B
________ ________ ________
1 2.318 2.639 1.475
Covariances
WHO1B WHO2B WHO3B
________ ________ ________
WHO1B 2.454
WHO2B 2.397 2.684
WHO3B 1.520 1.497 1.652
Correlations
WHO1B WHO2B WHO3B
________ ________ ________
WHO1B 1.000
WHO2B 0.934 1.000
WHO3B 0.755 0.711 1.000
MAXIMUM LOG-LIKELIHOOD VALUE FOR THE UNRESTRICTED (H1) MODEL IS -4661.147
THE MODEL ESTIMATION TERMINATED NORMALLY
MODEL FIT INFORMATION
Number of Free Parameters 9
Loglikelihood
H0 Value -4661.147
H1 Value -4661.147
Information Criteria
Akaike (AIC) 9340.294
Bayesian (BIC) 9385.846
Sample-Size Adjusted BIC 9357.259
(n* = (n + 2) / 24)
Chi-Square Test of Model Fit
Value 0.000
Degrees of Freedom 0
P-Value 0.0000
RMSEA (Root Mean Square Error Of Approximation)
Estimate 0.000
90 Percent C.I. 0.000 0.000
Probability RMSEA <= .05 0.000
CFI/TLI
CFI 1.000
TLI 1.000
Chi-Square Test of Model Fit for the Baseline Model
Value 3387.817
Degrees of Freedom 3
P-Value 0.0000
SRMR (Standardized Root Mean Square Residual)
Value 0.000
MODEL RESULTS
Two-Tailed
Estimate S.E. Est./S.E. P-Value
WHOB BY
WHO1B 1.560 0.033 46.673 0.000
WHO2B 1.537 0.037 41.915 0.000
WHO3B 0.975 0.032 30.337 0.000
Intercepts
WHO1B 2.318 0.046 50.535 0.000
WHO2B 2.639 0.048 55.008 0.000
WHO3B 1.475 0.038 39.184 0.000
Variances
WHOB 1.000 0.000 999.000 999.000
Residual Variances
WHO1B 0.020 0.023 0.850 0.395
WHO2B 0.323 0.026 12.227 0.000
WHO3B 0.703 0.031 23.033 0.000
STANDARDIZED MODEL RESULTS
STDYX Standardization
Two-Tailed
Estimate S.E. Est./S.E. P-Value
WHOB BY
WHO1B 0.996 0.005 207.293 0.000
WHO2B 0.938 0.006 163.735 0.000
WHO3B 0.758 0.013 58.418 0.000
Intercepts
WHO1B 1.480 0.042 34.913 0.000
WHO2B 1.611 0.044 36.291 0.000
WHO3B 1.148 0.038 30.427 0.000
Variances
WHOB 1.000 0.000 999.000 999.000
Residual Variances
WHO1B 0.008 0.010 0.850 0.395
WHO2B 0.120 0.011 11.186 0.000
WHO3B 0.425 0.020 21.610 0.000
R-SQUARE
Observed Two-Tailed
Variable Estimate S.E. Est./S.E. P-Value
WHO1B 0.992 0.010 103.646 0.000
WHO2B 0.880 0.011 81.867 0.000
WHO3B 0.575 0.020 29.209 0.000
QUALITY OF NUMERICAL RESULTS
Condition Number for the Information Matrix 0.211E-01
(ratio of smallest to largest eigenvalue)
Beginning Time: 11:22:14
Ending Time: 11:22:14
Elapsed Time: 00:00:00
MUTHEN & MUTHEN
3463 Stoner Ave.
Los Angeles, CA 90066
Tel: (310) 391-9971
Fax: (310) 391-8971
Web: www.StatModel.com
Support: Support@StatModel.com
Copyright (c) 1998-2012 Muthen & MuthenCFA No.2 (categorical)
Mplus VERSION 7
MUTHEN & MUTHEN
09/05/2017 11:24 AM
INPUT INSTRUCTIONS
TITLE:
CFA_090517_cat2
DATA:
FILE = "~/R/DataHouse/Classes/AdvancedSEM/Models/CFA_090517_cat2/CFA_090517_cat2.dat";
VARIABLE:
NAMES = WHO1B WHO2B WHO3B;
!###############-- Enter MPlus Code Below Here --########################################;
MISSING ARE ALL (999);
CATEGORICAL ARE WHO1B WHO2B WHO3B;
MODEL:
WHOB by WHO2B WHO1B WHO3B;
OUTPUT:
SAMPSTAT RESIDUAL STDYX TECH1 TECH2 TECH3 tECH4;
!###############-- Enter MPlus Code Above Here --########################################;
INPUT READING TERMINATED NORMALLY
CFA_090517_cat2
SUMMARY OF ANALYSIS
Number of groups 1
Number of observations 1166
Number of dependent variables 3
Number of independent variables 0
Number of continuous latent variables 1
Observed dependent variables
Binary and ordered categorical (ordinal)
WHO1B WHO2B WHO3B
Continuous latent variables
WHOB
Estimator WLSMV
Maximum number of iterations 1000
Convergence criterion 0.500D-04
Maximum number of steepest descent iterations 20
Maximum number of iterations for H1 2000
Convergence criterion for H1 0.100D-03
Parameterization DELTA
Input data file(s)
~/R/DataHouse/Classes/AdvancedSEM/Models/CFA_090517_cat2/CFA_090517_cat2.dat
Input data format FREE
SUMMARY OF DATA
Number of missing data patterns 1
COVARIANCE COVERAGE OF DATA
Minimum covariance coverage value 0.100
PROPORTION OF DATA PRESENT
Covariance Coverage
WHO1B WHO2B WHO3B
________ ________ ________
WHO1B 1.000
WHO2B 1.000 1.000
WHO3B 1.000 1.000 1.000
UNIVARIATE PROPORTIONS AND COUNTS FOR CATEGORICAL VARIABLES
WHO1B
Category 1 0.225 262.000
Category 2 0.103 120.000
Category 3 0.143 167.000
Category 4 0.188 219.000
Category 5 0.341 398.000
WHO2B
Category 1 0.225 262.000
Category 2 0.054 63.000
Category 3 0.077 90.000
Category 4 0.146 170.000
Category 5 0.498 581.000
WHO3B
Category 1 0.225 262.000
Category 2 0.430 501.000
Category 3 0.114 133.000
Category 4 0.109 127.000
Category 5 0.123 143.000
SAMPLE STATISTICS
ESTIMATED SAMPLE STATISTICS
MEANS/INTERCEPTS/THRESHOLDS
WHO1B$1 WHO1B$2 WHO1B$3 WHO1B$4 WHO2B$1
________ ________ ________ ________ ________
1 -0.756 -0.447 -0.073 0.409 -0.756
MEANS/INTERCEPTS/THRESHOLDS
WHO2B$2 WHO2B$3 WHO2B$4 WHO3B$1 WHO3B$2
________ ________ ________ ________ ________
1 -0.587 -0.369 0.004 -0.756 0.397
MEANS/INTERCEPTS/THRESHOLDS
WHO3B$3 WHO3B$4
________ ________
1 0.734 1.162
CORRELATION MATRIX (WITH VARIANCES ON THE DIAGONAL)
WHO1B WHO2B WHO3B
________ ________ ________
WHO1B
WHO2B 0.980
WHO3B 0.910 0.932
THE MODEL ESTIMATION TERMINATED NORMALLY
WARNING: THE RESIDUAL COVARIANCE MATRIX (THETA) IS NOT POSITIVE DEFINITE.
THIS COULD INDICATE A NEGATIVE VARIANCE/RESIDUAL VARIANCE FOR AN OBSERVED
VARIABLE, A CORRELATION GREATER OR EQUAL TO ONE BETWEEN TWO OBSERVED
VARIABLES, OR A LINEAR DEPENDENCY AMONG MORE THAN TWO OBSERVED VARIABLES.
CHECK THE RESULTS SECTION FOR MORE INFORMATION.
PROBLEM INVOLVING VARIABLE WHO2B.
MODEL FIT INFORMATION
Number of Free Parameters 15
Chi-Square Test of Model Fit
Value 0.000*
Degrees of Freedom 0
P-Value 0.0000
* The chi-square value for MLM, MLMV, MLR, ULSMV, WLSM and WLSMV cannot be used
for chi-square difference testing in the regular way. MLM, MLR and WLSM
chi-square difference testing is described on the Mplus website. MLMV, WLSMV,
and ULSMV difference testing is done using the DIFFTEST option.
RMSEA (Root Mean Square Error Of Approximation)
Estimate 0.000
90 Percent C.I. 0.000 0.000
Probability RMSEA <= .05 0.000
CFI/TLI
CFI 1.000
TLI 1.000
Chi-Square Test of Model Fit for the Baseline Model
Value 47931.054
Degrees of Freedom 3
P-Value 0.0000
WRMR (Weighted Root Mean Square Residual)
Value 0.000
MODEL RESULTS
Two-Tailed
Estimate S.E. Est./S.E. P-Value
WHOB BY
WHO2B 1.000 0.000 999.000 999.000
WHO1B 0.977 0.007 133.554 0.000
WHO3B 0.928 0.009 100.812 0.000
Thresholds
WHO1B$1 -0.756 0.041 -18.546 0.000
WHO1B$2 -0.447 0.038 -11.730 0.000
WHO1B$3 -0.073 0.037 -1.991 0.046
WHO1B$4 0.409 0.038 10.804 0.000
WHO2B$1 -0.756 0.041 -18.546 0.000
WHO2B$2 -0.587 0.039 -15.005 0.000
WHO2B$3 -0.369 0.038 -9.817 0.000
WHO2B$4 0.004 0.037 0.117 0.907
WHO3B$1 -0.756 0.041 -18.546 0.000
WHO3B$2 0.397 0.038 10.514 0.000
WHO3B$3 0.734 0.041 18.103 0.000
WHO3B$4 1.162 0.047 24.568 0.000
Variances
WHOB 1.003 0.008 133.543 0.000
STANDARDIZED MODEL RESULTS
STDYX Standardization
Two-Tailed
Estimate S.E. Est./S.E. P-Value
WHOB BY
WHO2B 1.002 0.004 267.086 0.000
WHO1B 0.979 0.004 267.086 0.000
WHO3B 0.930 0.007 130.349 0.000
Thresholds
WHO1B$1 -0.756 0.041 -18.546 0.000
WHO1B$2 -0.447 0.038 -11.730 0.000
WHO1B$3 -0.073 0.037 -1.991 0.046
WHO1B$4 0.409 0.038 10.804 0.000
WHO2B$1 -0.756 0.041 -18.546 0.000
WHO2B$2 -0.587 0.039 -15.005 0.000
WHO2B$3 -0.369 0.038 -9.817 0.000
WHO2B$4 0.004 0.037 0.117 0.907
WHO3B$1 -0.756 0.041 -18.546 0.000
WHO3B$2 0.397 0.038 10.514 0.000
WHO3B$3 0.734 0.041 18.103 0.000
WHO3B$4 1.162 0.047 24.568 0.000
Variances
WHOB 1.000 0.000 999.000 999.000
R-SQUARE
Observed Two-Tailed Residual
Variable Estimate S.E. Est./S.E. P-Value Variance
WHO1B 0.958 0.007 133.543 0.000 0.042
WHO2B Undefined 0.10034E+01 -0.003
WHO3B 0.865 0.013 65.174 0.000 0.135
QUALITY OF NUMERICAL RESULTS
Condition Number for the Information Matrix 0.464E-02
(ratio of smallest to largest eigenvalue)
RESIDUAL OUTPUT
ESTIMATED MODEL AND RESIDUALS (OBSERVED - ESTIMATED)
Model Estimated Means/Intercepts/Thresholds
WHO1B$1 WHO1B$2 WHO1B$3 WHO1B$4 WHO2B$1
________ ________ ________ ________ ________
1 -0.756 -0.447 -0.073 0.409 -0.756
Model Estimated Means/Intercepts/Thresholds
WHO2B$2 WHO2B$3 WHO2B$4 WHO3B$1 WHO3B$2
________ ________ ________ ________ ________
1 -0.587 -0.369 0.004 -0.756 0.397
Model Estimated Means/Intercepts/Thresholds
WHO3B$3 WHO3B$4
________ ________
1 0.734 1.162
Residuals for Means/Intercepts/Thresholds
WHO1B$1 WHO1B$2 WHO1B$3 WHO1B$4 WHO2B$1
________ ________ ________ ________ ________
1 0.000 0.000 0.000 0.000 0.000
Residuals for Means/Intercepts/Thresholds
WHO2B$2 WHO2B$3 WHO2B$4 WHO3B$1 WHO3B$2
________ ________ ________ ________ ________
1 0.000 0.000 0.000 0.000 0.000
Residuals for Means/Intercepts/Thresholds
WHO3B$3 WHO3B$4
________ ________
1 0.000 0.000
Model Estimated Covariances/Correlations/Residual Correlations
WHO1B WHO2B WHO3B
________ ________ ________
WHO1B
WHO2B 0.980
WHO3B 0.910 0.932
Residuals for Covariances/Correlations/Residual Correlations
WHO1B WHO2B WHO3B
________ ________ ________
WHO1B
WHO2B 0.000
WHO3B 0.000 0.000
TECHNICAL 1 OUTPUT
PARAMETER SPECIFICATION
TAU
WHO1B$1 WHO1B$2 WHO1B$3 WHO1B$4 WHO2B$1
________ ________ ________ ________ ________
1 1 2 3 4 5
TAU
WHO2B$2 WHO2B$3 WHO2B$4 WHO3B$1 WHO3B$2
________ ________ ________ ________ ________
1 6 7 8 9 10
TAU
WHO3B$3 WHO3B$4
________ ________
1 11 12
NU
WHO1B WHO2B WHO3B
________ ________ ________
1 0 0 0
LAMBDA
WHOB
________
WHO1B 13
WHO2B 0
WHO3B 14
ALPHA
WHOB
________
1 0
BETA
WHOB
________
WHOB 0
PSI
WHOB
________
WHOB 15
STARTING VALUES
TAU
WHO1B$1 WHO1B$2 WHO1B$3 WHO1B$4 WHO2B$1
________ ________ ________ ________ ________
1 -0.756 -0.447 -0.073 0.409 -0.756
TAU
WHO2B$2 WHO2B$3 WHO2B$4 WHO3B$1 WHO3B$2
________ ________ ________ ________ ________
1 -0.587 -0.369 0.004 -0.756 0.397
TAU
WHO3B$3 WHO3B$4
________ ________
1 0.734 1.162
NU
WHO1B WHO2B WHO3B
________ ________ ________
1 0.000 0.000 0.000
LAMBDA
WHOB
________
WHO1B 0.977
WHO2B 1.000
WHO3B 0.928
ALPHA
WHOB
________
1 0.000
BETA
WHOB
________
WHOB 0.000
PSI
WHOB
________
WHOB 0.050
TECHNICAL 2 OUTPUT
DERIVATIVES
Derivatives With Respect to TAU
WHO1B$1 WHO1B$2 WHO1B$3 WHO1B$4 WHO2B$1
________ ________ ________ ________ ________
1 0.000 0.000 0.000 0.000 0.000
Derivatives With Respect to TAU
WHO2B$2 WHO2B$3 WHO2B$4 WHO3B$1 WHO3B$2
________ ________ ________ ________ ________
1 0.000 0.000 0.000 0.000 0.000
Derivatives With Respect to TAU
WHO3B$3 WHO3B$4
________ ________
1 0.000 0.000
Derivatives With Respect to NU
WHO1B WHO2B WHO3B
________ ________ ________
1 0.000 0.000 0.000
Derivatives With Respect to LAMBDA
WHOB
________
WHO1B 0.000
WHO2B 0.000
WHO3B 0.000
Derivatives With Respect to ALPHA
WHOB
________
1 0.000
Derivatives With Respect to BETA
WHOB
________
WHOB 0.000
Derivatives With Respect to PSI
WHOB
________
WHOB 0.000
TECHNICAL 3 OUTPUT
ESTIMATED COVARIANCE MATRIX FOR PARAMETER ESTIMATES
1 2 3 4 5
________ ________ ________ ________ ________
1 0.002
2 0.001 0.001
3 0.001 0.001 0.001
4 0.001 0.001 0.001 0.001
5 0.002 0.001 0.001 0.001 0.002
6 0.001 0.001 0.001 0.001 0.001
7 0.001 0.001 0.001 0.001 0.001
8 0.001 0.001 0.001 0.001 0.001
9 0.002 0.001 0.001 0.001 0.002
10 0.001 0.001 0.001 0.001 0.001
11 0.000 0.001 0.001 0.001 0.000
12 0.000 0.000 0.001 0.001 0.000
13 0.000 0.000 0.000 0.000 0.000
14 0.000 0.000 0.000 0.000 0.000
15 0.000 0.000 0.000 0.000 0.000
ESTIMATED COVARIANCE MATRIX FOR PARAMETER ESTIMATES
6 7 8 9 10
________ ________ ________ ________ ________
6 0.002
7 0.001 0.001
8 0.001 0.001 0.001
9 0.001 0.001 0.001 0.002
10 0.001 0.001 0.001 0.001 0.001
11 0.001 0.001 0.001 0.000 0.001
12 0.000 0.000 0.001 0.000 0.001
13 0.000 0.000 0.000 0.000 0.000
14 0.000 0.000 0.000 0.000 0.000
15 0.000 0.000 0.000 0.000 0.000
ESTIMATED COVARIANCE MATRIX FOR PARAMETER ESTIMATES
11 12 13 14 15
________ ________ ________ ________ ________
11 0.002
12 0.001 0.002
13 0.000 0.000 0.000
14 0.000 0.000 0.000 0.000
15 0.000 0.000 0.000 0.000 0.000
ESTIMATED CORRELATION MATRIX FOR PARAMETER ESTIMATES
1 2 3 4 5
________ ________ ________ ________ ________
1 1.000
2 0.771 1.000
3 0.571 0.740 1.000
4 0.388 0.502 0.679 1.000
5 1.000 0.771 0.571 0.388 1.000
6 0.866 0.891 0.659 0.448 0.866
7 0.724 0.859 0.788 0.535 0.724
8 0.537 0.674 0.782 0.722 0.537
9 1.000 0.771 0.571 0.388 1.000
10 0.391 0.507 0.577 0.530 0.391
11 0.296 0.383 0.518 0.544 0.296
12 0.201 0.261 0.353 0.519 0.201
13 0.031 0.023 0.079 -0.053 0.031
14 0.197 0.217 0.188 -0.040 0.197
15 -0.031 -0.023 -0.079 0.053 -0.031
ESTIMATED CORRELATION MATRIX FOR PARAMETER ESTIMATES
6 7 8 9 10
________ ________ ________ ________ ________
6 1.000
7 0.836 1.000
8 0.620 0.741 1.000
9 0.866 0.724 0.537 1.000
10 0.452 0.521 0.585 0.391 1.000
11 0.341 0.408 0.506 0.296 0.755
12 0.232 0.278 0.375 0.201 0.514
13 0.021 0.030 0.010 0.031 0.099
14 0.207 0.231 0.151 0.197 -0.074
15 -0.021 -0.030 -0.010 -0.031 -0.099
ESTIMATED CORRELATION MATRIX FOR PARAMETER ESTIMATES
11 12 13 14 15
________ ________ ________ ________ ________
11 1.000
12 0.681 1.000
13 -0.028 -0.128 1.000
14 -0.295 -0.325 0.721 1.000
15 0.028 0.128 -1.000 -0.721 1.000
TECHNICAL 4 OUTPUT
ESTIMATES DERIVED FROM THE MODEL
ESTIMATED MEANS FOR THE LATENT VARIABLES
WHOB
________
1 0.000
ESTIMATED COVARIANCE MATRIX FOR THE LATENT VARIABLES
WHOB
________
WHOB 1.003
ESTIMATED CORRELATION MATRIX FOR THE LATENT VARIABLES
WHOB
________
WHOB 1.000
Beginning Time: 11:24:30
Ending Time: 11:24:30
Elapsed Time: 00:00:00
MUTHEN & MUTHEN
3463 Stoner Ave.
Los Angeles, CA 90066
Tel: (310) 391-9971
Fax: (310) 391-8971
Web: www.StatModel.com
Support: Support@StatModel.com
Copyright (c) 1998-2012 Muthen & Muthen