UCLA Academic Technology Services HomeServicesClassesContactJobs
Search

Mplus Textbook Examples
Applied Longitudinal Data Analysis: Modeling Change and Event Occurrence
by Judith D. Singer and John B. Willett
Chapter 7: Examining the multilevel model’s error covariance structure

This chapter  uses opposites_wide.dat obtained from opposites_pp.dat by turning it into wide format. Notice that the results on variance and covariance below do not match with the results in the book completely. This is because, Mplus uses full maximum likelihood estimation method rather than restricted maximum likelihood estimation method. The results match with the results from SAS proc mixed when estimation method is chosen to be the full maximum likelihood method (method = ml).


Table 7.2, page 246

Title: 
model on page 246
Data:
  File is d:\alda\opposites_wide.dat ;
Variable:
  Names are 
     id opp1 opp2 opp3 opp4 cog ccog;
  Missing are all (-9999) ; 
  usev = opp1-opp4 ccog;
Analysis:
  Type = meanstructure;
Model:
   i  by opp1 - opp4@1;
   s  by opp1@0 opp2@1 opp3@2 opp4@3;
   i s on ccog;
   [i s];

   [opp1-opp4@0];   ! constraining the mean to be zero at all time points.
   opp1 - opp4 (1); ! constraining the residual variance to be equal
                    ! at all time points.
TESTS OF MODEL FIT
Chi-Square Test of Model Fit
          Value                              6.899
          Degrees of Freedom                    10
          P-Value                           0.7350
Chi-Square Test of Model Fit for the Baseline Model
          Value                            134.996
          Degrees of Freedom                    10
          P-Value                           0.0000
CFI/TLI
          CFI                                1.000
          TLI                                1.025
Loglikelihood
          H0 Value                        -770.987
          H1 Value                        -767.538
Information Criteria
          Number of Free Parameters              8
          Akaike (AIC)                    1557.975
          Bayesian (BIC)                  1570.418
          Sample-Size Adjusted BIC        1545.438
            (n* = (n + 2) / 24)
RMSEA (Root Mean Square Error Of Approximation)
          Estimate                           0.000
          90 Percent C.I.                    0.000  0.134
          Probability RMSEA <= .05           0.787
SRMR (Standardized Root Mean Square Residual)
          Value                              0.043
MODEL RESULTS
                   Estimates     S.E.  Est./S.E.
 I        BY
    OPP1               1.000    0.000      0.000
    OPP2               1.000    0.000      0.000
    OPP3               1.000    0.000      0.000
    OPP4               1.000    0.000      0.000
 S        BY
    OPP1               0.000    0.000      0.000
    OPP2               1.000    0.000      0.000
    OPP3               2.000    0.000      0.000
    OPP4               3.000    0.000      0.000
 I        ON
    CCOG              -0.114    0.489     -0.232
 S        ON
    CCOG               0.433    0.157      2.753
 S        WITH
    I               -165.313   78.280     -2.112
 Intercepts
    OPP1               0.000    0.000      0.000
    OPP2               0.000    0.000      0.000
    OPP3               0.000    0.000      0.000
    OPP4               0.000    0.000      0.000
    I                164.374    6.026     27.277
    S                 26.960    1.936     13.925
 Residual Variances
    OPP1             159.477   26.956      5.916
    OPP2             159.477   26.956      5.916
    OPP3             159.477   26.956      5.916
    OPP4             159.477   26.956      5.916
    I               1159.394  304.419      3.809
    S                 99.295   31.821      3.120

Table 7.3, pages 258-259

Unstructured:

Title: 
Unstructured
Data:
  File is d:\alda\opposites_wide.dat ;
Variable:
  Names are 
     id opp1 opp2 opp3 opp4 cog ccog;
  Missing are all (-9999) ; 
  usev = opp1-opp4 ccog;
Analysis:
  Type = meanstructure;
Model:
   i  by opp1 - opp4@1;
   s  by opp1@0 opp2@1 opp3@2 opp4@3;
   i s on ccog;
   i@0 s@0;
   i with s@0;
   [i s];

   [opp1-opp4@0]; 
   opp1 - opp4  ; 
   opp1 with opp2 ;
   opp1 with opp3 ;
   opp1 with opp4 ;
   opp2 with opp3 ;
   opp2 with opp4 ;
   opp3 with opp4 ;
TESTS OF MODEL FIT
Chi-Square Test of Model Fit
          Value                              2.135
          Degrees of Freedom                     4
          P-Value                           0.7106
Chi-Square Test of Model Fit for the Baseline Model
          Value                            134.996
          Degrees of Freedom                    10
          P-Value                           0.0000
CFI/TLI
          CFI                                1.000
          TLI                                1.037
Loglikelihood
          H0 Value                        -768.606
          H1 Value                        -767.538
Information Criteria
          Number of Free Parameters             14
          Akaike (AIC)                    1565.211
          Bayesian (BIC)                  1586.986
          Sample-Size Adjusted BIC        1543.271
            (n* = (n + 2) / 24)
RMSEA (Root Mean Square Error Of Approximation)
          Estimate                           0.000
          90 Percent C.I.                    0.000  0.189
          Probability RMSEA <= .05           0.743
SRMR (Standardized Root Mean Square Residual)
          Value                              0.031
MODEL RESULTS
                   Estimates     S.E.  Est./S.E.
 I        BY
    OPP1               1.000    0.000      0.000
    OPP2               1.000    0.000      0.000
    OPP3               1.000    0.000      0.000
    OPP4               1.000    0.000      0.000
 S        BY
    OPP1               0.000    0.000      0.000
    OPP2               1.000    0.000      0.000
    OPP3               2.000    0.000      0.000
    OPP4               3.000    0.000      0.000
 I        ON
    CCOG              -0.074    0.469     -0.158
 S        ON
    CCOG               0.458    0.152      3.018
 I        WITH
    S                  0.000    0.000      0.000
 OPP1     WITH
    OPP2             946.582  255.902      3.699
    OPP3             898.654  257.104      3.495
    OPP4             547.324  223.609      2.448
 OPP2     WITH
    OPP3             977.830  253.599      3.856
    OPP4             800.101  232.207      3.446
 OPP3     WITH
    OPP4             912.222  249.427      3.657
 Intercepts
    OPP1               0.000    0.000      0.000
    OPP2               0.000    0.000      0.000
    OPP3               0.000    0.000      0.000
    OPP4               0.000    0.000      0.000
    I                165.832    5.780     28.688
    S                 26.584    1.870     14.216
 Residual Variances
    OPP1            1274.249  304.604      4.183
    OPP2            1095.531  261.882      4.183
    OPP3            1181.880  282.523      4.183
    OPP4            1138.294  272.104      4.183
    I                  0.000    0.000      0.000
    S                  0.000    0.000      0.000

Table 7.3, pages 258-259

Compound symmetry:

Data:
  File is d:\alda\opposites_wide.dat ;
Variable:
  Names are 
     id opp1 opp2 opp3 opp4 cog ccog;
  Missing are all (-9999) ; 
  usev = opp1-opp4 ccog;
Analysis:
  Type = meanstructure;
Model:
   i  by opp1 - opp4@1;
   s  by opp1@0 opp2@1 opp3@2 opp4@3;
   i s on ccog;
   i@0 s@0;
   [i s];
   i with s@0;

   [opp1-opp4@0];  
   opp1 - opp4 (1);
   opp1 with opp2 (2);
   opp1 with opp3 (2);
   opp1 with opp4 (2);
   opp2 with opp3 (2);
   opp2 with opp4 (2);
   opp3 with opp4 (2);
TESTS OF MODEL FIT
Chi-Square Test of Model Fit
          Value                             32.222
          Degrees of Freedom                    12
          P-Value                           0.0013
Chi-Square Test of Model Fit for the Baseline Model
          Value                            134.996
          Degrees of Freedom                    10
          P-Value                           0.0000
CFI/TLI
          CFI                                0.838
          TLI                                0.865
Loglikelihood
          H0 Value                        -783.649
          H1 Value                        -767.538
Information Criteria
          Number of Free Parameters              6
          Akaike (AIC)                    1579.298
          Bayesian (BIC)                  1588.630
          Sample-Size Adjusted BIC        1569.895
            (n* = (n + 2) / 24)
RMSEA (Root Mean Square Error Of Approximation)
          Estimate                           0.219
          90 Percent C.I.                    0.130  0.313
          Probability RMSEA <= .05           0.003
SRMR (Standardized Root Mean Square Residual)
          Value                              0.068
MODEL RESULTS
                   Estimates     S.E.  Est./S.E.
 I        BY
    OPP1               1.000    0.000      0.000
    OPP2               1.000    0.000      0.000
    OPP3               1.000    0.000      0.000
    OPP4               1.000    0.000      0.000
 S        BY
    OPP1               0.000    0.000      0.000
    OPP2               1.000    0.000      0.000
    OPP3               2.000    0.000      0.000
    OPP4               3.000    0.000      0.000
 I        ON
    CCOG              -0.114    0.450     -0.253
 S        ON
    CCOG               0.433    0.111      3.911
 I        WITH
    S                  0.000    0.000      0.000
 OPP1     WITH
    OPP2             845.479  221.813      3.812
    OPP3             845.479  221.813      3.812
    OPP4             845.479  221.813      3.812
 OPP2     WITH
    OPP3             845.479  221.813      3.812
    OPP4             845.479  221.813      3.812
 OPP3     WITH
    OPP4             845.479  221.813      3.812
 Intercepts
    OPP1               0.000    0.000      0.000
    OPP2               0.000    0.000      0.000
    OPP3               0.000    0.000      0.000
    OPP4               0.000    0.000      0.000
    I                164.374    5.537     29.688
    S                 26.960    1.363     19.784
 Residual Variances
    OPP1            1170.454  224.068      5.224
    OPP2            1170.454  224.068      5.224
    OPP3            1170.454  224.068      5.224
    OPP4            1170.454  224.068      5.224
    I                  0.000    0.000      0.000
    S                  0.000    0.000      0.000

Table 7.3, pages 258-259

Heterogeneous compound symmetry:


Table 7.3, pages 258-259

Toeplitz:

Title: 
Toeplitz
Data:
  File is d:\alda\opposites_wide.dat ;
Variable:
  Names are 
     id opp1 opp2 opp3 opp4 cog ccog;
  Missing are all (-9999) ; 
  usev = opp1-opp4 ccog;
Analysis:
  Type = meanstructure;
Model:
   i  by opp1 - opp4@1;
   s  by opp1@0 opp2@1 opp3@2 opp4@3;
   i s on ccog;
   i@0 s@0;
   [i s];
   i with s@0;
   [opp1-opp4@0];   
   opp1 - opp4 (1) ; 
   opp1 with opp2 (2);
   opp1 with opp3 (3);
   opp1 with opp4 (4);
   opp2 with opp3 (2);
   opp2 with opp4 (3);
   opp3 with opp4 (2);
TESTS OF MODEL FIT
Chi-Square Test of Model Fit
          Value                              4.495
          Degrees of Freedom                    10
          P-Value                           0.9223
Chi-Square Test of Model Fit for the Baseline Model
          Value                            134.996
          Degrees of Freedom                    10
          P-Value                           0.0000
CFI/TLI
          CFI                                1.000
          TLI                                1.044
Loglikelihood
          H0 Value                        -769.785
          H1 Value                        -767.538
Information Criteria
          Number of Free Parameters              8
          Akaike (AIC)                    1555.571
          Bayesian (BIC)                  1568.014
          Sample-Size Adjusted BIC        1543.034
            (n* = (n + 2) / 24)
RMSEA (Root Mean Square Error Of Approximation)
          Estimate                           0.000
          90 Percent C.I.                    0.000  0.062
          Probability RMSEA <= .05           0.942
SRMR (Standardized Root Mean Square Residual)
          Value                              0.049
MODEL RESULTS
                   Estimates     S.E.  Est./S.E.
 I        BY
    OPP1               1.000    0.000      0.000
    OPP2               1.000    0.000      0.000
    OPP3               1.000    0.000      0.000
    OPP4               1.000    0.000      0.000
 S        BY
    OPP1               0.000    0.000      0.000
    OPP2               1.000    0.000      0.000
    OPP3               2.000    0.000      0.000
    OPP4               3.000    0.000      0.000
 I        ON
    CCOG              -0.007    0.467     -0.015
 S        ON
    CCOG               0.437    0.154      2.836
 I        WITH
    S                  0.000    0.000      0.000
 OPP1     WITH
    OPP2             963.091  217.544      4.427
    OPP3             840.635  212.463      3.957
    OPP4             582.066  216.509      2.688
 OPP2     WITH
    OPP3             963.091  217.544      4.427
    OPP4             840.635  212.463      3.957
 OPP3     WITH
    OPP4             963.091  217.544      4.427
 Intercepts
    OPP1               0.000    0.000      0.000
    OPP2               0.000    0.000      0.000
    OPP3               0.000    0.000      0.000
    OPP4               0.000    0.000      0.000
    I                165.073    5.755     28.681
    S                 26.892    1.896     14.183
 Residual Variances
    OPP1            1177.268  220.702      5.334
    OPP2            1177.268  220.702      5.334
    OPP3            1177.268  220.702      5.334
    OPP4            1177.268  220.702      5.334
    I                  0.000    0.000      0.000
    S                  0.000    0.000      0.000

Table 7.4 on page 265. The results are already shown above in each of the corresponding model.


How to cite this page

Report an error on this page

UCLA Researchers are invited to our Statistical Consulting Services
We recommend others to our list of Other Resources for Statistical Computing Help
These pages are Copyrighted (c) by UCLA Academic Technology Services


The content of this web site should not be construed as an endorsement of any particular web site, book, or software product by the University of California