Modeling Info
Modeling Information | |
---|---|
Maximum Likelihood Estimation | |
Data Set | WORK.BIZARRE |
N Records Read | 250 |
N Records Used | 250 |
N Obs | 250 |
Model Type | LINEQS |
Analysis | Covariances |
The CALIS Procedure
Covariance Structure Analysis: Model and Initial Values
Modeling Information | |
---|---|
Maximum Likelihood Estimation | |
Data Set | WORK.BIZARRE |
N Records Read | 250 |
N Records Used | 250 |
N Obs | 250 |
Model Type | LINEQS |
Analysis | Covariances |
The CALIS Procedure
Covariance Structure Analysis: Descriptive Statistics
Covariance Matrix (DF = 250) | ||
---|---|---|
Y1 | Y2 | |
Y1 | 1.72246 | 0.96515 |
Y2 | 0.96515 | 2.16043 |
Determinant | 2.789736 | Ln | 1.025947 |
---|
The CALIS Procedure
Covariance Structure Analysis: Optimization
Levenberg-Marquardt Optimization
Scaling Update of More (1978)
Parameter Estimates | 4 |
---|---|
Functions (Observations) | 3 |
Optimization Start | |||
---|---|---|---|
Active Constraints | 0 | Objective Function | 0.3332353081 |
Max Abs Gradient Element | 1.2287976625 | Radius | 1.877894481 |
Iteration | Restarts | Function Calls |
Active Constraints |
Objective Function |
Objective Function Change |
Max Abs Gradient Element |
Lambda | Ratio Between Actual and Predicted Change |
||
---|---|---|---|---|---|---|---|---|---|---|
1 | * | 0 | 5 | 0 | 0.04251 | 0.2907 | 0.2231 | 1.110 | 0.669 | |
2 | * | 0 | 7 | 0 | 0.0000238 | 0.0425 | 0.00886 | 111E-16 | 0.858 | |
3 | * | 0 | 9 | 0 | 0 | 0.000024 | 0.000023 | 111E-16 | 1.005 |
Optimization Results | |||
---|---|---|---|
Iterations | 3 | Function Calls | 12 |
Jacobian Calls | 5 | Active Constraints | 0 |
Objective Function | 0 | Max Abs Gradient Element | 0.0000226838 |
Lambda | 1.110223E-14 | Actual Over Pred Change | 1.0046121167 |
Radius | 1.8425156463 |
Convergence criterion (GCONV2=0) satisfied. |
The Moore-Penrose inverse is used in computing the covariance matrix for parameter estimates.
Covariance matrix for the estimates is not full rank.
The variance of some parameter estimates is zero or some parameter estimates are linearly related to other parameter estimates as shown in the following equations:
beta2 | = | 0.367032 | + | 1.621439 | * | beta1 |
---|
The CALIS Procedure
Covariance Structure Analysis: Maximum Likelihood Estimation
Fit Summary | ||
---|---|---|
WARNING: Indices for models with negative degrees of freedom may not be interpretable. |
||
Modeling Info | Number of Observations | 250 |
Number of Variables | 2 | |
Number of Moments | 3 | |
Number of Parameters | 4 | |
Number of Active Constraints | 0 | |
Baseline Model Function Value | 0.2881 | |
Baseline Model Chi-Square | 72.0287 | |
Baseline Model Chi-Square DF | 1 | |
Pr > Baseline Model Chi-Square | <.0001 | |
Absolute Index | Fit Function | 0.0000 |
Chi-Square | 0.0000 | |
Chi-Square DF | -1 | |
Pr > Chi-Square | . | |
Z-Test of Wilson & Hilferty | . | |
Hoelter Critical N | . | |
Root Mean Square Residual (RMR) | 0.0000 | |
Standardized RMR (SRMR) | 0.0000 | |
Goodness of Fit Index (GFI) | 1.0000 | |
Parsimony Index | Adjusted GFI (AGFI) | . |
Parsimonious GFI | -1.0000 | |
RMSEA Estimate | . | |
Probability of Close Fit | . | |
ECVI Estimate | 0.0243 | |
ECVI Lower 90% Confidence Limit | . | |
ECVI Upper 90% Confidence Limit | . | |
Akaike Information Criterion | 8.0000 | |
Bozdogan CAIC | 26.0858 | |
Schwarz Bayesian Criterion | 22.0858 | |
McDonald Centrality | 0.9980 | |
Incremental Index | Bentler Comparative Fit Index | 0.9859 |
Bentler-Bonett NFI | 1.0000 | |
Bentler-Bonett Non-normed Index | . | |
Bollen Normed Index Rho1 | . | |
Bollen Non-normed Index Delta2 | 0.9863 | |
James et al. Parsimonious NFI | -1.0000 |
The CALIS Procedure
Covariance Structure Analysis: Maximum Likelihood Estimation
Predicted Covariances | ||
---|---|---|
Y1 | Y2 | |
Y1 | 1.72249 | 0.96518 |
Y2 | 0.96518 | 2.16046 |
Determinant | 2.789785 | Ln | 1.025964 |
---|
The CALIS Procedure
Covariance Structure Analysis: Maximum Likelihood Estimation
Linear Equations | |||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Y1 | = | 0.3417 | (**) | F1 | + | 0.9211 | (**) | F2 | + | 1.0000 | epsilon1 | ||
Y2 | = | 0.3417 | (**) | F1 | + | 0.9211 | (**) | F2 | + | 1.0000 | epsilon2 |
Effects in Linear Equations | ||||||
---|---|---|---|---|---|---|
Variable | Predictor | Parameter | Estimate | Standard Error |
t Value | Pr > |t| |
Y1 | F1 | beta1 | 0.34171 | 0.02415 | 14.1496 | <.0001 |
Y1 | F2 | beta2 | 0.92109 | 0.06510 | 14.1496 | <.0001 |
Y2 | F1 | beta1 | 0.34171 | 0.02415 | 14.1496 | <.0001 |
Y2 | F2 | beta2 | 0.92109 | 0.06510 | 14.1496 | <.0001 |
Estimates for Variances of Exogenous Variables | ||||||
---|---|---|---|---|---|---|
Variable Type |
Variable | Parameter | Estimate | Standard Error |
t Value | Pr > |t| |
Error | epsilon1 | psi1 | 0.75731 | 0.12549 | 6.0349 | <.0001 |
epsilon2 | psi2 | 1.19528 | 0.15030 | 7.9529 | <.0001 | |
Latent | F1 | 1.00000 | ||||
F2 | 1.00000 |
Covariances Among Exogenous Variables | |||||
---|---|---|---|---|---|
Var1 | Var2 | Estimate | Standard Error |
t Value | Pr > |t| |
F1 | F2 | 0 |
Squared Multiple Correlations | |||
---|---|---|---|
Variable | Error Variance | Total Variance | R-Square |
Y1 | 0.75731 | 1.72249 | 0.5603 |
Y2 | 1.19528 | 2.16046 | 0.4467 |
The CALIS Procedure
Covariance Structure Analysis: Model and Initial Values
Modeling Information | |
---|---|
Maximum Likelihood Estimation | |
Data Set | WORK.BIZARRE |
N Records Read | 250 |
N Records Used | 250 |
N Obs | 250 |
Model Type | LINEQS |
Analysis | Covariances |
The CALIS Procedure
Covariance Structure Analysis: Descriptive Statistics
Covariance Matrix (DF = 250) | ||
---|---|---|
Y1 | Y2 | |
Y1 | 1.72246 | 0.96515 |
Y2 | 0.96515 | 2.16043 |
Determinant | 2.789736 | Ln | 1.025947 |
---|
The CALIS Procedure
Covariance Structure Analysis: Optimization
Levenberg-Marquardt Optimization
Scaling Update of More (1978)
Parameter Estimates | 3 |
---|---|
Functions (Observations) | 3 |
Optimization Start | |||
---|---|---|---|
Active Constraints | 0 | Objective Function | 0.3332353081 |
Max Abs Gradient Element | 2.1047853132 | Radius | 4.4055158095 |
Iteration | Restarts | Function Calls |
Active Constraints |
Objective Function |
Objective Function Change |
Max Abs Gradient Element |
Lambda | Ratio Between Actual and Predicted Change |
||
---|---|---|---|---|---|---|---|---|---|---|
1 | * | 0 | 6 | 0 | 0.08867 | 0.2446 | 0.4874 | 1.181 | 0.680 | |
2 | * | 0 | 8 | 0 | 0.01726 | 0.0714 | 0.0245 | 111E-16 | 0.848 | |
3 | * | 0 | 10 | 0 | 0.01704 | 0.000217 | 0.000199 | 111E-16 | 1.014 | |
4 | * | 0 | 12 | 0 | 0.01704 | 1.398E-8 | 4.379E-6 | 111E-16 | 1.000 |
Optimization Results | |||
---|---|---|---|
Iterations | 4 | Function Calls | 15 |
Jacobian Calls | 6 | Active Constraints | 0 |
Objective Function | 0.017043464 | Max Abs Gradient Element | 4.3789451E-6 |
Lambda | 1.110223E-14 | Actual Over Pred Change | 0.9996298357 |
Radius | 3.6478775864 |
Convergence criterion (ABSGCONV=0.00001) satisfied. |
The Moore-Penrose inverse is used in computing the covariance matrix for parameter estimates.
Covariance matrix for the estimates is not full rank.
The variance of some parameter estimates is zero or some parameter estimates are linearly related to other parameter estimates as shown in the following equations:
beta2 | = | 0.257970 | + | 1.318141 | * | beta1 |
---|
The CALIS Procedure
Covariance Structure Analysis: Maximum Likelihood Estimation
Fit Summary | ||
---|---|---|
Modeling Info | Number of Observations | 250 |
Number of Variables | 2 | |
Number of Moments | 3 | |
Number of Parameters | 3 | |
Number of Active Constraints | 0 | |
Baseline Model Function Value | 0.2881 | |
Baseline Model Chi-Square | 72.0287 | |
Baseline Model Chi-Square DF | 1 | |
Pr > Baseline Model Chi-Square | <.0001 | |
Absolute Index | Fit Function | 0.0170 |
Chi-Square | 4.2609 | |
Chi-Square DF | 0 | |
Pr > Chi-Square | . | |
Z-Test of Wilson & Hilferty | . | |
Hoelter Critical N | . | |
Root Mean Square Residual (RMR) | 0.1788 | |
Standardized RMR (SRMR) | 0.0939 | |
Goodness of Fit Index (GFI) | 0.9834 | |
Parsimony Index | Adjusted GFI (AGFI) | . |
Parsimonious GFI | 0.0000 | |
RMSEA Estimate | . | |
Probability of Close Fit | . | |
ECVI Estimate | 0.0243 | |
ECVI Lower 90% Confidence Limit | . | |
ECVI Upper 90% Confidence Limit | . | |
Akaike Information Criterion | 10.2609 | |
Bozdogan CAIC | 23.8252 | |
Schwarz Bayesian Criterion | 20.8252 | |
McDonald Centrality | 0.9915 | |
Incremental Index | Bentler Comparative Fit Index | 0.9400 |
Bentler-Bonett NFI | 0.9408 | |
Bentler-Bonett Non-normed Index | . | |
Bollen Normed Index Rho1 | . | |
Bollen Non-normed Index Delta2 | 0.9408 | |
James et al. Parsimonious NFI | 0.0000 |
The CALIS Procedure
Covariance Structure Analysis: Maximum Likelihood Estimation
Predicted Covariances | ||
---|---|---|
Y1 | Y2 | |
Y1 | 1.94145 | 0.96516 |
Y2 | 0.96516 | 1.94145 |
Determinant | 2.837700 | Ln | 1.042994 |
---|
The CALIS Procedure
Covariance Structure Analysis: Maximum Likelihood Estimation
Linear Equations | |||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Y1 | = | 0.4620 | (**) | F1 | + | 0.8670 | (**) | F2 | + | 1.0000 | epsilon1 | ||
Y2 | = | 0.4620 | (**) | F1 | + | 0.8670 | (**) | F2 | + | 1.0000 | epsilon2 |
Effects in Linear Equations | ||||||
---|---|---|---|---|---|---|
Variable | Predictor | Parameter | Estimate | Standard Error |
t Value | Pr > |t| |
Y1 | F1 | beta1 | 0.46203 | 0.03282 | 14.0772 | <.0001 |
Y1 | F2 | beta2 | 0.86700 | 0.06159 | 14.0772 | <.0001 |
Y2 | F1 | beta1 | 0.46203 | 0.03282 | 14.0772 | <.0001 |
Y2 | F2 | beta2 | 0.86700 | 0.06159 | 14.0772 | <.0001 |
Estimates for Variances of Exogenous Variables | ||||||
---|---|---|---|---|---|---|
Variable Type |
Variable | Parameter | Estimate | Standard Error |
t Value | Pr > |t| |
Error | epsilon1 | psi | 0.97629 | 0.08732 | 11.1803 | <.0001 |
epsilon2 | psi | 0.97629 | 0.08732 | 11.1803 | <.0001 | |
Latent | F1 | 1.00000 | ||||
F2 | 1.00000 |
Covariances Among Exogenous Variables | |||||
---|---|---|---|---|---|
Var1 | Var2 | Estimate | Standard Error |
t Value | Pr > |t| |
F1 | F2 | 0 |
Squared Multiple Correlations | |||
---|---|---|---|
Variable | Error Variance | Total Variance | R-Square |
Y1 | 0.97629 | 1.94145 | 0.4971 |
Y2 | 0.97629 | 1.94145 | 0.4971 |
The CALIS Procedure
Covariance Structure Analysis: Model and Initial Values
Modeling Information | |
---|---|
Maximum Likelihood Estimation | |
Data Set | WORK.BIZARRE |
N Records Read | 250 |
N Records Used | 250 |
N Obs | 250 |
Model Type | LINEQS |
Analysis | Covariances |
The CALIS Procedure
Covariance Structure Analysis: Descriptive Statistics
Covariance Matrix (DF = 250) | ||
---|---|---|
Y1 | Y2 | |
Y1 | 1.72246 | 0.96515 |
Y2 | 0.96515 | 2.16043 |
Determinant | 2.789736 | Ln | 1.025947 |
---|
The CALIS Procedure
Covariance Structure Analysis: Optimization
Levenberg-Marquardt Optimization
Scaling Update of More (1978)
Parameter Estimates | 4 |
---|---|
Functions (Observations) | 3 |
Optimization Start | |||
---|---|---|---|
Active Constraints | 0 | Objective Function | 0 |
Max Abs Gradient Element | 2.436141E-6 | Radius | 1 |
Optimization Results | |||
---|---|---|---|
Iterations | 0 | Function Calls | 4 |
Jacobian Calls | 1 | Active Constraints | 0 |
Objective Function | 0 | Max Abs Gradient Element | 2.436141E-6 |
Lambda | 0 | Actual Over Pred Change | 0 |
Radius | 1 |
Convergence criterion (ABSGCONV=0.00001) satisfied. |
The Moore-Penrose inverse is used in computing the covariance matrix for parameter estimates.
The CALIS Procedure
Covariance Structure Analysis: Maximum Likelihood Estimation
Fit Summary | ||
---|---|---|
WARNING: Indices for models with negative degrees of freedom may not be interpretable. |
||
Modeling Info | Number of Observations | 250 |
Number of Variables | 2 | |
Number of Moments | 3 | |
Number of Parameters | 4 | |
Number of Active Constraints | 0 | |
Baseline Model Function Value | 0.2881 | |
Baseline Model Chi-Square | 72.0287 | |
Baseline Model Chi-Square DF | 1 | |
Pr > Baseline Model Chi-Square | <.0001 | |
Absolute Index | Fit Function | 0.0000 |
Chi-Square | 0.0000 | |
Chi-Square DF | -1 | |
Pr > Chi-Square | . | |
Z-Test of Wilson & Hilferty | . | |
Hoelter Critical N | . | |
Root Mean Square Residual (RMR) | 0.0000 | |
Standardized RMR (SRMR) | 0.0000 | |
Goodness of Fit Index (GFI) | 1.0000 | |
Parsimony Index | Adjusted GFI (AGFI) | . |
Parsimonious GFI | -1.0000 | |
RMSEA Estimate | . | |
Probability of Close Fit | . | |
ECVI Estimate | 0.0243 | |
ECVI Lower 90% Confidence Limit | . | |
ECVI Upper 90% Confidence Limit | . | |
Akaike Information Criterion | 8.0000 | |
Bozdogan CAIC | 26.0858 | |
Schwarz Bayesian Criterion | 22.0858 | |
McDonald Centrality | 0.9980 | |
Incremental Index | Bentler Comparative Fit Index | 0.9859 |
Bentler-Bonett NFI | 1.0000 | |
Bentler-Bonett Non-normed Index | . | |
Bollen Normed Index Rho1 | . | |
Bollen Non-normed Index Delta2 | 0.9863 | |
James et al. Parsimonious NFI | -1.0000 |
The CALIS Procedure
Covariance Structure Analysis: Maximum Likelihood Estimation
Predicted Covariances | ||
---|---|---|
Y1 | Y2 | |
Y1 | 1.72246 | 0.96515 |
Y2 | 0.96515 | 2.16043 |
Determinant | 2.789740 | Ln | 1.025948 |
---|
The CALIS Procedure
Covariance Structure Analysis: Maximum Likelihood Estimation
Linear Equations | |||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Y1 | = | -0.9824 | (**) | F1 | + | 0 | F2 | + | 1.0000 | epsilon1 | |||
Y2 | = | -0.9824 | (**) | F1 | + | 0 | F2 | + | 1.0000 | epsilon2 |
Effects in Linear Equations | ||||||
---|---|---|---|---|---|---|
Variable | Predictor | Parameter | Estimate | Standard Error |
t Value | Pr > |t| |
Y1 | F1 | beta1 | -0.98242 | 0.06943 | -14.1494 | <.0001 |
Y1 | F2 | beta2 | 0 | 0 | . | . |
Y2 | F1 | beta1 | -0.98242 | 0.06943 | -14.1494 | <.0001 |
Y2 | F2 | beta2 | 0 | 0 | . | . |
Estimates for Variances of Exogenous Variables | ||||||
---|---|---|---|---|---|---|
Variable Type |
Variable | Parameter | Estimate | Standard Error |
t Value | Pr > |t| |
Error | epsilon1 | psi1 | 0.75731 | 0.12549 | 6.0349 | <.0001 |
epsilon2 | psi2 | 1.19528 | 0.15029 | 7.9529 | <.0001 | |
Latent | F1 | 1.00000 | ||||
F2 | 1.00000 |
Covariances Among Exogenous Variables | |||||
---|---|---|---|---|---|
Var1 | Var2 | Estimate | Standard Error |
t Value | Pr > |t| |
F1 | F2 | 0 |
Squared Multiple Correlations | |||
---|---|---|---|
Variable | Error Variance | Total Variance | R-Square |
Y1 | 0.75731 | 1.72246 | 0.5603 |
Y2 | 1.19528 | 2.16043 | 0.4467 |
The CALIS Procedure
Covariance Structure Analysis: Model and Initial Values
Modeling Information | |
---|---|
Maximum Likelihood Estimation | |
Data Set | WORK.BIZARRE |
N Records Read | 250 |
N Records Used | 250 |
N Obs | 250 |
Model Type | LINEQS |
Analysis | Covariances |
The CALIS Procedure
Covariance Structure Analysis: Descriptive Statistics
Covariance Matrix (DF = 250) | ||
---|---|---|
Y3 | Y4 | |
Y3 | 0.73234 | -0.06743 |
Y4 | -0.06743 | 1.08540 |
Determinant | 0.790329 | Ln | -0.235307 |
---|
The CALIS Procedure
Covariance Structure Analysis: Optimization
Levenberg-Marquardt Optimization
Scaling Update of More (1978)
Parameter Estimates | 4 |
---|---|
Functions (Observations) | 3 |
Optimization Start | |||
---|---|---|---|
Active Constraints | 0 | Objective Function | 0.3773072194 |
Max Abs Gradient Element | 1.7788941288 | Radius | 3.4494465031 |
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 | 0.01160 | 0.3657 | 0.1066 | 111E-16 | 0.577 | |
2 | * | 0 | 8 | 0 | 0.00697 | 0.00463 | 0.0450 | 0.954 | 1.032 | |
3 | * | 0 | 11 | 0 | 0.00581 | 0.00116 | 0.00670 | 0.185 | 0.890 | |
4 | * | 0 | 14 | 0 | 0.00574 | 0.000068 | 0.00200 | 0.322 | 0.649 | |
5 | * | 0 | 17 | 0 | 0.00574 | 2.616E-6 | 0.000681 | 0.434 | 0.978 | |
6 | * | 0 | 20 | 0 | 0.00574 | 2.668E-7 | 0.000214 | 0.387 | 0.987 | |
7 | * | 0 | 23 | 0 | 0.00574 | 2.381E-8 | 0.000078 | 0.492 | 0.999 | |
8 | * | 0 | 26 | 0 | 0.00574 | 3.503E-9 | 0.000016 | 0.219 | 0.995 | |
9 | * | 0 | 29 | 0 | 0.00574 | 1.46E-10 | 4.028E-6 | 0.283 | 0.979 |
Optimization Results | |||
---|---|---|---|
Iterations | 9 | Function Calls | 32 |
Jacobian Calls | 11 | Active Constraints | 0 |
Objective Function | 0.0057358354 | Max Abs Gradient Element | 4.0276129E-6 |
Lambda | 0.2829550366 | Actual Over Pred Change | 0.9794165443 |
Radius | 0.000027147 |
Convergence criterion (ABSGCONV=0.00001) satisfied. |
The Moore-Penrose inverse is used in computing the covariance matrix for parameter estimates.
Covariance matrix for the estimates is not full rank.
The variance of some parameter estimates is zero or some parameter estimates are linearly related to other parameter estimates as shown in the following equations:
beta1 | = | -388462 | + | 213706 | * | psi1 | + | 213706 | * | psi2 |
---|---|---|---|---|---|---|---|---|---|---|
beta2 | = | -318623 | + | 175285 | * | psi1 | + | 175285 | * | psi2 |
The CALIS Procedure
Covariance Structure Analysis: Maximum Likelihood Estimation
Fit Summary | ||
---|---|---|
WARNING: Indices for models with negative degrees of freedom may not be interpretable. |
||
Modeling Info | Number of Observations | 250 |
Number of Variables | 2 | |
Number of Moments | 3 | |
Number of Parameters | 4 | |
Number of Active Constraints | 0 | |
Baseline Model Function Value | 0.0057 | |
Baseline Model Chi-Square | 1.4340 | |
Baseline Model Chi-Square DF | 1 | |
Pr > Baseline Model Chi-Square | 0.2311 | |
Absolute Index | Fit Function | 0.0057 |
Chi-Square | 1.4340 | |
Chi-Square DF | -1 | |
Pr > Chi-Square | . | |
Z-Test of Wilson & Hilferty | . | |
Hoelter Critical N | . | |
Root Mean Square Residual (RMR) | 0.0389 | |
Standardized RMR (SRMR) | 0.0437 | |
Goodness of Fit Index (GFI) | 0.9943 | |
Parsimony Index | Adjusted GFI (AGFI) | . |
Parsimonious GFI | -0.9943 | |
RMSEA Estimate | . | |
Probability of Close Fit | . | |
ECVI Estimate | 0.0243 | |
ECVI Lower 90% Confidence Limit | . | |
ECVI Upper 90% Confidence Limit | . | |
Akaike Information Criterion | 9.4340 | |
Bozdogan CAIC | 27.5198 | |
Schwarz Bayesian Criterion | 23.5198 | |
McDonald Centrality | 0.9951 | |
Incremental Index | Bentler Comparative Fit Index | 0.0000 |
Bentler-Bonett NFI | 0.0000 | |
Bentler-Bonett Non-normed Index | . | |
Bollen Normed Index Rho1 | . | |
Bollen Non-normed Index Delta2 | 0.0000 | |
James et al. Parsimonious NFI | 0.0000 |
The CALIS Procedure
Covariance Structure Analysis: Maximum Likelihood Estimation
Predicted Covariances | ||
---|---|---|
Y3 | Y4 | |
Y3 | 0.73234 | 0.00000 |
Y4 | 0.00000 | 1.08540 |
Determinant | 0.794878 | Ln | -0.229566 |
---|
The CALIS Procedure
Covariance Structure Analysis: Maximum Likelihood Estimation
Linear Equations | |||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Y3 | = | 4.474E-7 | (**) | F1 | + | 5.455E-7 | (**) | F2 | + | 1.0000 | epsilon1 | ||
Y4 | = | 4.474E-7 | (**) | F1 | + | 5.455E-7 | (**) | F2 | + | 1.0000 | epsilon2 |
Effects in Linear Equations | ||||||
---|---|---|---|---|---|---|
Variable | Predictor | Parameter | Estimate | Standard Error |
t Value | Pr > |t| |
Y3 | F1 | beta1 | 4.47396E-7 | 1.04791E-7 | 4.2694 | <.0001 |
Y3 | F2 | beta2 | 5.45461E-7 | 1.2776E-7 | 4.2694 | <.0001 |
Y4 | F1 | beta1 | 4.47396E-7 | 1.04791E-7 | 4.2694 | <.0001 |
Y4 | F2 | beta2 | 5.45461E-7 | 1.2776E-7 | 4.2694 | <.0001 |
Estimates for Variances of Exogenous Variables | ||||||
---|---|---|---|---|---|---|
Variable Type |
Variable | Parameter | Estimate | Standard Error |
t Value | Pr > |t| |
Error | epsilon1 | psi1 | 0.73234 | 0.06550 | 11.1803 | <.0001 |
epsilon2 | psi2 | 1.08540 | 0.09708 | 11.1803 | <.0001 | |
Latent | F1 | 1.00000 | ||||
F2 | 1.00000 |
Covariances Among Exogenous Variables | |||||
---|---|---|---|---|---|
Var1 | Var2 | Estimate | Standard Error |
t Value | Pr > |t| |
F1 | F2 | 0 |
Squared Multiple Correlations | |||
---|---|---|---|
Variable | Error Variance | Total Variance | R-Square |
Y3 | 0.73234 | 0.73234 | 0 |
Y4 | 1.08540 | 1.08540 | 0 |