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Mplus Textbook Examples
Exploratory and Confirmatory Factor Analysis:  Understanding Concepts and Applications by Bruce Thompson

The data are shown on pages 163-167. 

Chapter 11:  Some confirmatory Factor Analysis Interpretation Principles

Page 136 Table 11.1

Model 1  A text file (of the faculty data) with the data ready for use in Mplus can be downloaded here.

  title: page 136 Model 1
         of Exploratory and Confirmatory Factor Analysis;
  data: file is "D:\thompson_fac.txt";
  variable:  names are id type per1 - per12;
             usevar per1-per8;
  model: f1 by per1 - per4;
         f2 by per8 per5 per6 per7;
         f1 with f2 @0;
  output:  standardized;

SUMMARY OF ANALYSIS

Number of groups                                                 1
Number of observations                                         100

Number of dependent variables                                    8
Number of independent variables                                  0
Number of continuous latent variables                            2

Observed dependent variables

  Continuous
   PER1        PER2        PER3        PER4        PER5        PER6
   PER7        PER8

Continuous latent variables
   F1          F2


Estimator                                                       ML
Information matrix                                        EXPECTED
Maximum number of iterations                                  1000
Convergence criterion                                    0.500D-04
Maximum number of steepest descent iterations                   20

TESTS OF MODEL FIT

Chi-Square Test of Model Fit

          Value                             48.757
          Degrees of Freedom                    20
          P-Value                           0.0003

Chi-Square Test of Model Fit for the Baseline Model

          Value                            731.833
          Degrees of Freedom                    28
          P-Value                           0.0000

CFI/TLI

          CFI                                0.959
          TLI                                0.943

Loglikelihood

          H0 Value                       -1231.770
          H1 Value                       -1207.392

Information Criteria

          Number of Free Parameters             16
          Akaike (AIC)                    2495.540
          Bayesian (BIC)                  2537.223
          Sample-Size Adjusted BIC        2486.691
            (n* = (n + 2) / 24)

RMSEA (Root Mean Square Error Of Approximation)

          Estimate                           0.120
          90 Percent C.I.                    0.077  0.163
          Probability RMSEA <= .05           0.006

SRMR (Standardized Root Mean Square Residual)

          Value                              0.238


MODEL RESULTS

                   Estimates     S.E.  Est./S.E.    Std     StdYX

 F1       BY
    PER1               1.000    0.000      0.000    1.291    0.950
    PER2               1.052    0.073     14.353    1.358    0.882
    PER3               0.803    0.093      8.589    1.036    0.686
    PER4               1.018    0.072     14.148    1.314    0.877

 F2       BY
    PER8               1.000    0.000      0.000    1.703    0.793
    PER5               1.134    0.101     11.245    1.931    0.934
    PER6               1.083    0.100     10.800    1.843    0.908
    PER7               1.026    0.091     11.221    1.746    0.933

 F1       WITH
    F2                 0.000    0.000      0.000    0.000    0.000

 Variances
    F1                 1.667    0.266      6.264    1.000    1.000
    F2                 2.899    0.614      4.718    1.000    1.000

 Residual Variances
    PER1               0.181    0.062      2.923    0.181    0.098
    PER2               0.529    0.099      5.331    0.529    0.223
    PER3               1.206    0.180      6.684    1.206    0.529
    PER4               0.521    0.096      5.434    0.521    0.232
    PER5               0.544    0.123      4.436    0.544    0.127
    PER6               0.724    0.137      5.298    0.724    0.176
    PER7               0.456    0.101      4.496    0.456    0.130
    PER8               1.706    0.264      6.456    1.706    0.371

Model 2

  title: page 136 Model 2
         of Exploratory and Confirmatory Factor Analysis;
  data: file is "D:\thompson_fac.txt";
  variable:  names are id type per1 - per12;
             usevar per1-per8;
  model: f1 by per2 per1 per3 per4;
         f2 by per6 per5 per7 per8;
         f1 with f2 @0;
  output:  standardized;

SUMMARY OF ANALYSIS

Number of groups                                                 1
Number of observations                                         100

Number of dependent variables                                    8
Number of independent variables                                  0
Number of continuous latent variables                            2

Observed dependent variables

  Continuous
   PER1        PER2        PER3        PER4        PER5        PER6
   PER7        PER8

Continuous latent variables
   F1          F2


Estimator                                                       ML
Information matrix                                        EXPECTED
Maximum number of iterations                                  1000
Convergence criterion                                    0.500D-04
Maximum number of steepest descent iterations                   20

TESTS OF MODEL FIT

Chi-Square Test of Model Fit

          Value                             48.757
          Degrees of Freedom                    20
          P-Value                           0.0003

Chi-Square Test of Model Fit for the Baseline Model

          Value                            731.833
          Degrees of Freedom                    28
          P-Value                           0.0000

CFI/TLI

          CFI                                0.959
          TLI                                0.943

Loglikelihood

          H0 Value                       -1231.770
          H1 Value                       -1207.392

Information Criteria

          Number of Free Parameters             16
          Akaike (AIC)                    2495.540
          Bayesian (BIC)                  2537.223
          Sample-Size Adjusted BIC        2486.691
            (n* = (n + 2) / 24)

RMSEA (Root Mean Square Error Of Approximation)

          Estimate                           0.120
          90 Percent C.I.                    0.077  0.163
          Probability RMSEA <= .05           0.006

SRMR (Standardized Root Mean Square Residual)

          Value                              0.238

MODEL RESULTS

                   Estimates     S.E.  Est./S.E.    Std     StdYX

 F1       BY
    PER2               1.000    0.000      0.000    1.358    0.882
    PER1               0.950    0.066     14.353    1.291    0.950
    PER3               0.763    0.094      8.130    1.036    0.686
    PER4               0.968    0.078     12.440    1.314    0.877

 F2       BY
    PER6               1.000    0.000      0.000    1.843    0.908
    PER5               1.048    0.066     15.780    1.931    0.934
    PER7               0.948    0.060     15.718    1.746    0.933
    PER8               0.924    0.086     10.800    1.703    0.793

 F1       WITH
    F2                 0.000    0.000      0.000    0.000    0.000

 Variances
    F1                 1.845    0.334      5.529    1.000    1.000
    F2                 3.397    0.581      5.848    1.000    1.000

 Residual Variances
    PER1               0.181    0.062      2.923    0.181    0.098
    PER2               0.529    0.099      5.331    0.529    0.223
    PER3               1.206    0.180      6.684    1.206    0.529
    PER4               0.521    0.096      5.434    0.521    0.232
    PER5               0.544    0.123      4.436    0.544    0.127
    PER6               0.724    0.137      5.298    0.724    0.176
    PER7               0.456    0.101      4.496    0.456    0.130
    PER8               1.706    0.264      6.456    1.706    0.371

Model 3

  title: page 136 Model 3
         of Exploratory and Confirmatory Factor Analysis;
  data: file is "D:\thompson_fac.txt";
  variable:  names are id type per1 - per12;
             usevar per1-per8;
  model: f1 by per1* per2 - per4;
         f2 by per5* per6 - per8;
         f1 with f2 @0;
         f1@1 f2@1;
  output:  standardized;

SUMMARY OF ANALYSIS

Number of groups                                                 1
Number of observations                                         100

Number of dependent variables                                    8
Number of independent variables                                  0
Number of continuous latent variables                            2

Observed dependent variables

  Continuous
   PER1        PER2        PER3        PER4        PER5        PER6
   PER7        PER8

Continuous latent variables
   F1          F2


Estimator                                                       ML
Information matrix                                        EXPECTED
Maximum number of iterations                                  1000
Convergence criterion                                    0.500D-04
Maximum number of steepest descent iterations                   20

TESTS OF MODEL FIT

Chi-Square Test of Model Fit

          Value                             48.757
          Degrees of Freedom                    20
          P-Value                           0.0003

Chi-Square Test of Model Fit for the Baseline Model

          Value                            731.833
          Degrees of Freedom                    28
          P-Value                           0.0000

CFI/TLI

          CFI                                0.959
          TLI                                0.943

Loglikelihood

          H0 Value                       -1231.770
          H1 Value                       -1207.392

Information Criteria

          Number of Free Parameters             16
          Akaike (AIC)                    2495.540
          Bayesian (BIC)                  2537.223
          Sample-Size Adjusted BIC        2486.691
            (n* = (n + 2) / 24)

RMSEA (Root Mean Square Error Of Approximation)

          Estimate                           0.120
          90 Percent C.I.                    0.077  0.163
          Probability RMSEA <= .05           0.006

SRMR (Standardized Root Mean Square Residual)

          Value                              0.238

MODEL RESULTS

                   Estimates     S.E.  Est./S.E.    Std     StdYX

 F1       BY
    PER1               1.291    0.103     12.529    1.291    0.950
    PER2               1.358    0.123     11.058    1.358    0.882
    PER3               1.036    0.135      7.674    1.036    0.686
    PER4               1.314    0.120     10.957    1.314    0.877

 F2       BY
    PER5               1.931    0.157     12.287    1.931    0.934
    PER6               1.843    0.158     11.696    1.843    0.908
    PER7               1.746    0.143     12.254    1.746    0.933
    PER8               1.703    0.180      9.436    1.703    0.793

 F1       WITH
    F2                 0.000    0.000      0.000    0.000    0.000

 Variances
    F1                 1.000    0.000      0.000    1.000    1.000
    F2                 1.000    0.000      0.000    1.000    1.000

 Residual Variances
    PER1               0.181    0.062      2.923    0.181    0.098
    PER2               0.529    0.099      5.331    0.529    0.223
    PER3               1.206    0.180      6.684    1.206    0.529
    PER4               0.521    0.096      5.434    0.521    0.232
    PER5               0.544    0.123      4.436    0.544    0.127
    PER6               0.724    0.137      5.298    0.724    0.176
    PER7               0.456    0.101      4.496    0.456    0.130
    PER8               1.706    0.264      6.456    1.706    0.371

Page 144 Table 11.4

Model 1:  Independence

  title: page 144 Model - Independence
         of Exploratory and Confirmatory Factor Analysis;
  data: file is "D:\thompson_fac.txt";
  variable:  names are id type per1 - per12;
             usevar per1-per8;

*** WARNING in Model command
  All variables are uncorrelated with all other variables in the model.
  Check that this is what is intended.
   1 WARNING(S) FOUND IN THE INPUT INSTRUCTIONS

SUMMARY OF ANALYSIS

Number of groups                                                 1
Number of observations                                         100

Number of dependent variables                                    8
Number of independent variables                                  0
Number of continuous latent variables                            0

Observed dependent variables

  Continuous
   PER1        PER2        PER3        PER4        PER5        PER6
   PER7        PER8


Estimator                                                       ML
Information matrix                                        EXPECTED
Maximum number of iterations                                  1000
Convergence criterion                                    0.500D-04
Maximum number of steepest descent iterations                   20

TESTS OF MODEL FIT

Chi-Square Test of Model Fit

          Value                            731.833
          Degrees of Freedom                    28
          P-Value                           0.0000

Chi-Square Test of Model Fit for the Baseline Model

          Value                            731.833
          Degrees of Freedom                    28
          P-Value                           0.0000

CFI/TLI

          CFI                                0.000
          TLI                                0.000

Loglikelihood

          H0 Value                       -1573.308
          H1 Value                       -1207.392

Information Criteria

          Number of Free Parameters              8
          Akaike (AIC)                    3162.616
          Bayesian (BIC)                  3183.457
          Sample-Size Adjusted BIC        3158.191
            (n* = (n + 2) / 24)

RMSEA (Root Mean Square Error Of Approximation)

          Estimate                           0.501
          90 Percent C.I.                    0.470  0.533
          Probability RMSEA <= .05           0.000

SRMR (Standardized Root Mean Square Residual)

          Value                              0.500

MODEL RESULTS

                   Estimates     S.E.  Est./S.E.

 Variances
    PER1               1.847    0.261      7.071
    PER2               2.374    0.336      7.071
    PER3               2.280    0.322      7.071
    PER4               2.248    0.318      7.071
    PER5               4.274    0.604      7.071
    PER6               4.122    0.583      7.071
    PER7               3.506    0.496      7.071
    PER8               4.605    0.651      7.071

Model 2:  One factor

  title: page 144 Model - one factor
         of Exploratory and Confirmatory Factor Analysis;
  data: file is "D:\thompson_fac.txt";
  variable:  names are id type per1 - per12;
             usevar per1-per8;
  model: f1 by per1 - per8;

SUMMARY OF ANALYSIS

Number of groups                                                 1
Number of observations                                         100

Number of dependent variables                                    8
Number of independent variables                                  0
Number of continuous latent variables                            1

Observed dependent variables

  Continuous
   PER1        PER2        PER3        PER4        PER5        PER6
   PER7        PER8

Continuous latent variables
   F1


Estimator                                                       ML
Information matrix                                        EXPECTED
Maximum number of iterations                                  1000
Convergence criterion                                    0.500D-04
Maximum number of steepest descent iterations                   20

TESTS OF MODEL FIT

Chi-Square Test of Model Fit

          Value                            288.554
          Degrees of Freedom                    20
          P-Value                           0.0000

Chi-Square Test of Model Fit for the Baseline Model

          Value                            731.833
          Degrees of Freedom                    28
          P-Value                           0.0000

CFI/TLI

          CFI                                0.618
          TLI                                0.466

Loglikelihood

          H0 Value                       -1351.669
          H1 Value                       -1207.392

Information Criteria

          Number of Free Parameters             16
          Akaike (AIC)                    2735.337
          Bayesian (BIC)                  2777.020
          Sample-Size Adjusted BIC        2726.488
            (n* = (n + 2) / 24)

RMSEA (Root Mean Square Error Of Approximation)

          Estimate                           0.366
          90 Percent C.I.                    0.330  0.404
          Probability RMSEA <= .05           0.000

SRMR (Standardized Root Mean Square Residual)

          Value                              0.230

MODEL RESULTS

                   Estimates     S.E.  Est./S.E.

 F1       BY
    PER1               1.000    0.000      0.000
    PER2               0.920    0.303      3.039
    PER3               1.051    0.311      3.376
    PER4               1.048    0.310      3.385
    PER5               3.098    0.641      4.832
    PER6               2.979    0.620      4.803
    PER7               2.836    0.585      4.845
    PER8               2.817    0.608      4.635

 Variances
    F1                 0.378    0.162      2.335

 Residual Variances
    PER1               1.469    0.211      6.977
    PER2               2.053    0.293      7.014
    PER3               1.862    0.266      6.989
    PER4               1.833    0.262      6.988
    PER5               0.641    0.132      4.867
    PER6               0.763    0.142      5.380
    PER7               0.462    0.102      4.522
    PER8               1.601    0.251      6.372

Model 3:  Uncorrelated factors (#3)

  title: page 144 Model - two factors, uncorrelated
         of Exploratory and Confirmatory Factor Analysis;
  data: file is "D:\thompson_fac.txt";
  variable:  names are id type per1 - per12;
             usevar per1-per8;
  model: f1 by per1 - per4;
         f2 by per8 per5 per6 per7;
         f1 with f2 @0;

SUMMARY OF ANALYSIS

Number of groups                                                 1
Number of observations                                         100

Number of dependent variables                                    8
Number of independent variables                                  0
Number of continuous latent variables                            2

Observed dependent variables

  Continuous
   PER1        PER2        PER3        PER4        PER5        PER6
   PER7        PER8

Continuous latent variables
   F1          F2


Estimator                                                       ML
Information matrix                                        EXPECTED
Maximum number of iterations                                  1000
Convergence criterion                                    0.500D-04
Maximum number of steepest descent iterations                   20

TESTS OF MODEL FIT

Chi-Square Test of Model Fit

          Value                             48.757
          Degrees of Freedom                    20
          P-Value                           0.0003

Chi-Square Test of Model Fit for the Baseline Model

          Value                            731.833
          Degrees of Freedom                    28
          P-Value                           0.0000

CFI/TLI

          CFI                                0.959
          TLI                                0.943

Loglikelihood

          H0 Value                       -1231.770
          H1 Value                       -1207.392

Information Criteria

          Number of Free Parameters             16
          Akaike (AIC)                    2495.540
          Bayesian (BIC)                  2537.223
          Sample-Size Adjusted BIC        2486.691
            (n* = (n + 2) / 24)

RMSEA (Root Mean Square Error Of Approximation)

          Estimate                           0.120
          90 Percent C.I.                    0.077  0.163
          Probability RMSEA <= .05           0.006

SRMR (Standardized Root Mean Square Residual)

          Value                              0.238

MODEL RESULTS

                   Estimates     S.E.  Est./S.E.

 F1       BY
    PER1               1.000    0.000      0.000
    PER2               1.052    0.073     14.353
    PER3               0.803    0.093      8.589
    PER4               1.018    0.072     14.148

 F2       BY
    PER8               1.000    0.000      0.000
    PER5               1.134    0.101     11.245
    PER6               1.083    0.100     10.800
    PER7               1.026    0.091     11.221

 F1       WITH
    F2                 0.000    0.000      0.000

 Variances
    F1                 1.667    0.266      6.264
    F2                 2.899    0.614      4.718

 Residual Variances
    PER1               0.181    0.062      2.923
    PER2               0.529    0.099      5.331
    PER3               1.206    0.180      6.684
    PER4               0.521    0.096      5.434
    PER5               0.544    0.123      4.436
    PER6               0.724    0.137      5.298
    PER7               0.456    0.101      4.496
    PER8               1.706    0.264      6.456

Model 4:  Correlated factors (#4)

  title: page 144 Model - two factors, correlated
         of Exploratory and Confirmatory Factor Analysis;
  data: file is "D:\thompson_fac.txt";
  variable:  names are id type per1 - per12;
             usevar per1-per8;
  model: f1 by per1 - per4;
         f2 by per8 per5 per6 per7;

SUMMARY OF ANALYSIS

Number of groups                                                 1
Number of observations                                         100

Number of dependent variables                                    8
Number of independent variables                                  0
Number of continuous latent variables                            2

Observed dependent variables

  Continuous
   PER1        PER2        PER3        PER4        PER5        PER6
   PER7        PER8

Continuous latent variables
   F1          F2


Estimator                                                       ML
Information matrix                                        EXPECTED
Maximum number of iterations                                  1000
Convergence criterion                                    0.500D-04
Maximum number of steepest descent iterations                   20

TESTS OF MODEL FIT

Chi-Square Test of Model Fit

          Value                             31.682
          Degrees of Freedom                    19
          P-Value                           0.0339

Chi-Square Test of Model Fit for the Baseline Model

          Value                            731.833
          Degrees of Freedom                    28
          P-Value                           0.0000

CFI/TLI

          CFI                                0.982
          TLI                                0.973

Loglikelihood

          H0 Value                       -1223.232
          H1 Value                       -1207.392

Information Criteria

          Number of Free Parameters             17
          Akaike (AIC)                    2480.465
          Bayesian (BIC)                  2524.753
          Sample-Size Adjusted BIC        2471.062
            (n* = (n + 2) / 24)

RMSEA (Root Mean Square Error Of Approximation)

          Estimate                           0.082
          90 Percent C.I.                    0.023  0.130
          Probability RMSEA <= .05           0.146

SRMR (Standardized Root Mean Square Residual)

          Value                              0.059

MODEL RESULTS

                   Estimates     S.E.  Est./S.E.

 F1       BY
    PER1               1.000    0.000      0.000
    PER2               1.048    0.073     14.320
    PER3               0.806    0.093      8.678
    PER4               1.018    0.071     14.241

 F2       BY
    PER8               1.000    0.000      0.000
    PER5               1.125    0.099     11.339
    PER6               1.076    0.099     10.913
    PER7               1.021    0.090     11.373

 F2       WITH
    F1                 0.926    0.261      3.544

 Variances
    F1                 1.669    0.266      6.279
    F2                 2.932    0.616      4.758

 Residual Variances
    PER1               0.178    0.061      2.948
    PER2               0.540    0.100      5.422
    PER3               1.195    0.179      6.683
    PER4               0.519    0.095      5.459
    PER5               0.564    0.124      4.557
    PER6               0.728    0.137      5.318
    PER7               0.450    0.100      4.478
    PER8               1.674    0.260      6.438

Page 148 Table 11.5

  title: page 148
         of Exploratory and Confirmatory Factor Analysis;
  data: file is "D:\thompson_fac.txt";
  variable:  names are id type per1 - per12;
             usevar per1-per12 ;
  model: f1 by per4 per1 - per3;
         f2 by per5 - per8;
         f3 by per9 - per12;
         f4 by f1* f2 f3; ! this statement makes it
         ! a second order model and has f1, f2 and f3
         ! predicting f4.;
         f4@1;
  output: standardized;

SUMMARY OF ANALYSIS

Number of groups                                                 1
Number of observations                                         100

Number of dependent variables                                   12
Number of independent variables                                  0
Number of continuous latent variables                            4

Observed dependent variables

  Continuous
   PER1        PER2        PER3        PER4        PER5        PER6
   PER7        PER8        PER9        PER10       PER11       PER12

Continuous latent variables
   F1          F2          F3          F4


Estimator                                                       ML
Information matrix                                        EXPECTED
Maximum number of iterations                                  1000
Convergence criterion                                    0.500D-04
Maximum number of steepest descent iterations                   20

TESTS OF MODEL FIT

Chi-Square Test of Model Fit

          Value                             69.640
          Degrees of Freedom                    51
          P-Value                           0.0424

Chi-Square Test of Model Fit for the Baseline Model

          Value                            889.592
          Degrees of Freedom                    66
          P-Value                           0.0000

CFI/TLI

          CFI                                0.977
          TLI                                0.971

Loglikelihood

          H0 Value                       -1949.113
          H1 Value                       -1914.293

Information Criteria

          Number of Free Parameters             27
          Akaike (AIC)                    3952.225
          Bayesian (BIC)                  4022.565
          Sample-Size Adjusted BIC        3937.292
            (n* = (n + 2) / 24)

RMSEA (Root Mean Square Error Of Approximation)

          Estimate                           0.060
          90 Percent C.I.                    0.012  0.094
          Probability RMSEA <= .05           0.300

SRMR (Standardized Root Mean Square Residual)

          Value                              0.062

MODEL RESULTS

                   Estimates     S.E.  Est./S.E.    Std     StdYX

 F1       BY
    PER4               1.000    0.000      0.000    1.323    0.882
    PER1               0.969    0.068     14.355    1.283    0.944
    PER2               1.027    0.081     12.600    1.358    0.882
    PER3               0.790    0.096      8.237    1.045    0.692

 F2       BY
    PER5               1.000    0.000      0.000    1.928    0.933
    PER6               0.956    0.061     15.758    1.844    0.908
    PER7               0.905    0.053     17.041    1.745    0.932
    PER8               0.888    0.078     11.358    1.712    0.798

 F3       BY
    PER9               1.000    0.000      0.000    1.070    0.577
    PER10              1.296    0.264      4.907    1.387    0.716
    PER11              0.927    0.197      4.709    0.991    0.663
    PER12              0.740    0.196      3.772    0.792    0.480

 F4       BY
    F1                 0.920    0.155      5.939    0.695    0.695
    F2                 1.160    0.214      5.424    0.602    0.602
    F3                 1.059    0.212      4.993    0.990    0.990

 Variances
    F4                 1.000    0.000      0.000    1.000    1.000

 Residual Variances
    PER1               0.202    0.060      3.376    0.202    0.109
    PER2               0.529    0.098      5.404    0.529    0.223
    PER3               1.187    0.178      6.670    1.187    0.521
    PER4               0.497    0.092      5.388    0.497    0.221
    PER5               0.555    0.122      4.543    0.555    0.130
    PER6               0.722    0.136      5.319    0.722    0.175
    PER7               0.460    0.101      4.573    0.460    0.131
    PER8               1.675    0.260      6.445    1.675    0.364
    PER9               2.298    0.374      6.152    2.298    0.668
    PER10              1.831    0.360      5.080    1.831    0.488
    PER11              1.256    0.224      5.605    1.256    0.561
    PER12              2.091    0.320      6.523    2.091    0.769
    F1                 0.904    0.232      3.890    0.516    0.516
    F2                 2.372    0.470      5.046    0.638    0.638
    F3                 0.022    0.225      0.100    0.020    0.020


R-SQUARE

    Observed
    Variable  R-Square

    PER1         0.891
    PER2         0.777
    PER3         0.479
    PER4         0.779
    PER5         0.870
    PER6         0.825
    PER7         0.869
    PER8         0.636
    PER9         0.332
    PER10        0.512
    PER11        0.439
    PER12        0.231

     Latent
    Variable  R-Square

    F1           0.484
    F2           0.362
    F3           0.980

Page 150 Table 11.6

  title: page 150
         of Exploratory and Confirmatory Factor Analysis;
  data: file is "D:\thompson_fac.txt";
  variable:  names are id type per1 - per12;
             usevar per1-per8;
  model: f1 by per1 - per4;
         f2 by per5 - per8;
         f4 by f1* (1)
         f2 (1); ! this statement makes it
         ! a second order model and has f1 and f2
         ! predicting f4.  The star indicates that the
         ! coefficient should be estimated.  The (1) labels
         ! the coefficient so that it can be constrained to
         ! be equal for both f1 and f2.  The syntax will
         ! run without the star and you will get the correct
         ! number of df, but the standardized coefficients
         ! won't be correct b/c the unstandardized coefficient
         ! was set to one (by default) instead of estimated.
         ! The df don't change b/c it doesn't matter if the
         ! coefficient for f1 is set to one and then f2 is
         ! constrained to equal it, or if the coefficient for
         ! f1 is estimated and then f2 is constrained to
         ! equal it.;
         f4@1;
         ! the statement above sets the variance of the
         ! second order factor (named f4) to equal 1.;
  output: standardized;

SUMMARY OF ANALYSIS

Number of groups                                                 1
Number of observations                                         100

Number of dependent variables                                    8
Number of independent variables                                  0
Number of continuous latent variables                            3

Observed dependent variables

  Continuous
   PER1        PER2        PER3        PER4        PER5        PER6
   PER7        PER8

Continuous latent variables
   F1          F2          F4


Estimator                                                       ML
Information matrix                                        EXPECTED
Maximum number of iterations                                  1000
Convergence criterion                                    0.500D-04
Maximum number of steepest descent iterations                   20

TESTS OF MODEL FIT

Chi-Square Test of Model Fit

          Value                             31.682
          Degrees of Freedom                    19
          P-Value                           0.0339

Chi-Square Test of Model Fit for the Baseline Model

          Value                            731.833
          Degrees of Freedom                    28
          P-Value                           0.0000

CFI/TLI

          CFI                                0.982
          TLI                                0.973

Loglikelihood

          H0 Value                       -1223.232
          H1 Value                       -1207.392

Information Criteria

          Number of Free Parameters             17
          Akaike (AIC)                    2480.465
          Bayesian (BIC)                  2524.753
          Sample-Size Adjusted BIC        2471.062
            (n* = (n + 2) / 24)

RMSEA (Root Mean Square Error Of Approximation)

          Estimate                           0.082
          90 Percent C.I.                    0.023  0.130
          Probability RMSEA <= .05           0.146

SRMR (Standardized Root Mean Square Residual)

          Value                              0.059

MODEL RESULTS

                   Estimates     S.E.  Est./S.E.    Std     StdYX

 F1       BY
    PER1               1.000    0.000      0.000    1.292    0.950
    PER2               1.048    0.073     14.320    1.354    0.879
    PER3               0.806    0.093      8.678    1.041    0.690
    PER4               1.018    0.071     14.241    1.315    0.877

 F2       BY
    PER5               1.000    0.000      0.000    1.926    0.932
    PER6               0.956    0.061     15.656    1.842    0.907
    PER7               0.908    0.053     17.039    1.748    0.934
    PER8               0.889    0.078     11.339    1.712    0.798

 F4       BY
    F1                 1.021    0.140      7.291    0.790    0.790
    F2                 1.021    0.140      7.291    0.530    0.530

 Variances
    F4                 1.000    0.000      0.000    1.000    1.000

 Residual Variances
    PER1               0.178    0.061      2.948    0.178    0.097
    PER2               0.540    0.100      5.422    0.540    0.228
    PER3               1.195    0.179      6.683    1.195    0.524
    PER4               0.519    0.095      5.459    0.519    0.231
    PER5               0.564    0.124      4.557    0.564    0.132
    PER6               0.728    0.137      5.318    0.728    0.177
    PER7               0.450    0.100      4.478    0.450    0.128
    PER8               1.674    0.260      6.438    1.674    0.363
    F1                 0.627    0.272      2.305    0.376    0.376
    F2                 2.668    0.519      5.142    0.719    0.719

R-SQUARE

    Observed
    Variable  R-Square

    PER1         0.903
    PER2         0.772
    PER3         0.476
    PER4         0.769
    PER5         0.868
    PER6         0.823
    PER7         0.872
    PER8         0.637

     Latent
    Variable  R-Square

    F1           0.624
    F2           0.281

Page 156 Table 12.1  data set

  title: page 156
         of Exploratory and Confirmatory Factor Analysis;
  data: file is "D:\thompson.txt";
  variable:  names are id type per1 - per12;
             usevar per1-per12 type ;
             grouping is type (2 = gs 3 = fac);
             ! the values in () are necessary;
  model: f1 by per1* per2 - per4;
         f2 by per5* per6 - per8;
         f3 by per9* per10 - per12;
         ! the stars tell Mplus to estimate the parameter,
         ! by default, the parameter of the first variable
         ! listed is set to one.  We don't need this b/c
         ! we have set the variances of the factors to
         ! equal one (see below);
         f1@1 f2@1 f3@1; ! setting the variance of the
         ! factors to equal one so that all of the
         ! parameters are estimated;
  model fac: f1 by per1* per2 - per4;
         f2 by per5* per6 - per8;
         f3 by per9* per10 - per12;
         ! You need this second model statement (with a name)
         ! because, by default, Mplus will constrain the
         ! parameter estimates to be the same in both groups.
         ! This is not what you want.  However, the correlations
         ! and error variances are not constrained to be the same
         ! by default.
  output: standardized;

SUMMARY OF ANALYSIS

Number of groups                                                 2
Number of observations
   Group GS                                                    100
   Group FAC                                                   100

Number of dependent variables                                   12
Number of independent variables                                  0
Number of continuous latent variables                            3

Observed dependent variables

  Continuous
   PER1        PER2        PER3        PER4        PER5        PER6
   PER7        PER8        PER9        PER10       PER11       PER12

Continuous latent variables
   F1          F2          F3

Variables with special functions

  Grouping variable     TYPE

Estimator                                                       ML
Information matrix                                        EXPECTED
Maximum number of iterations                                  1000
Convergence criterion                                    0.500D-04
Maximum number of steepest descent iterations                   20

TESTS OF MODEL FIT

Chi-Square Test of Model Fit

          Value                            136.390
          Degrees of Freedom                   102
          P-Value                           0.0130

Chi-Square Test of Model Fit for the Baseline Model

          Value                           1793.727
          Degrees of Freedom                   132
          P-Value                           0.0000

CFI/TLI

          CFI                                0.979
          TLI                                0.973

Loglikelihood

          H0 Value                       -3988.643
          H1 Value                       -3920.448

Information Criteria

          Number of Free Parameters             54
          Akaike (AIC)                    8085.285
          Bayesian (BIC)                  8263.394
          Sample-Size Adjusted BIC        8092.317
            (n* = (n + 2) / 24)

RMSEA (Root Mean Square Error Of Approximation)

          Estimate                           0.058
          90 Percent C.I.                    0.028  0.082

SRMR (Standardized Root Mean Square Residual)

          Value                              0.057

MODEL RESULTS

                   Estimates     S.E.  Est./S.E.    Std     StdYX

Group GS

 F1       BY
    PER1               1.608    0.129     12.481    1.608    0.945
    PER2               1.559    0.140     11.171    1.559    0.886
    PER3               1.556    0.153     10.159    1.556    0.835
    PER4               1.506    0.152      9.914    1.506    0.822

 F2       BY
    PER5               1.730    0.150     11.496    1.730    0.907
    PER6               1.439    0.166      8.648    1.439    0.753
    PER7               1.647    0.148     11.150    1.647    0.890
    PER8               1.734    0.172     10.068    1.734    0.834

 F3       BY
    PER9               1.519    0.159      9.541    1.519    0.827
    PER10              1.586    0.195      8.145    1.586    0.739
    PER11              1.499    0.161      9.304    1.499    0.813
    PER12              1.122    0.176      6.383    1.122    0.613

 F2       WITH
    F1                 0.569    0.075      7.590    0.569    0.569

 F3       WITH
    F1                 0.642    0.071      9.066    0.642    0.642
    F2                 0.567    0.081      7.013    0.567    0.567

 Variances
    F1                 1.000    0.000      0.000    1.000    1.000
    F2                 1.000    0.000      0.000    1.000    1.000
    F3                 1.000    0.000      0.000    1.000    1.000

 Residual Variances
    PER1               0.308    0.090      3.428    0.308    0.106
    PER2               0.666    0.124      5.384    0.666    0.215
    PER3               1.052    0.174      6.059    1.052    0.303
    PER4               1.090    0.177      6.162    1.090    0.325
    PER5               0.649    0.151      4.308    0.649    0.178
    PER6               1.580    0.250      6.317    1.580    0.433
    PER7               0.713    0.150      4.767    0.713    0.208
    PER8               1.312    0.229      5.724    1.312    0.304
    PER9               1.066    0.228      4.681    1.066    0.316
    PER10              2.094    0.363      5.764    2.094    0.454
    PER11              1.155    0.235      4.917    1.155    0.340
    PER12              2.097    0.326      6.430    2.097    0.625

Group FAC

 F1       BY
    PER1               1.283    0.103     12.420    1.283    0.944
    PER2               1.358    0.123     11.072    1.358    0.882
    PER3               1.045    0.135      7.761    1.045    0.692
    PER4               1.323    0.119     11.089    1.323    0.882

 F2       BY
    PER5               1.928    0.157     12.261    1.928    0.933
    PER6               1.844    0.158     11.706    1.844    0.908
    PER7               1.745    0.143     12.244    1.745    0.932
    PER8               1.712    0.180      9.513    1.712    0.798

 F3       BY
    PER9               1.070    0.190      5.629    1.070    0.577
    PER10              1.386    0.190      7.296    1.386    0.716
    PER11              0.991    0.149      6.649    0.991    0.662
    PER12              0.792    0.174      4.563    0.792    0.480

 F2       WITH
    F1                 0.418    0.088      4.746    0.418    0.418

 F3       WITH
    F1                 0.689    0.076      9.008    0.689    0.689
    F2                 0.596    0.087      6.874    0.596    0.596

 Variances
    F1                 1.000    0.000      0.000    1.000    1.000
    F2                 1.000    0.000      0.000    1.000    1.000
    F3                 1.000    0.000      0.000    1.000    1.000

 Residual Variances
    PER1               0.202    0.060      3.377    0.202    0.109
    PER2               0.529    0.098      5.404    0.529    0.223
    PER3               1.187    0.178      6.670    1.187    0.521
    PER4               0.497    0.092      5.388    0.497    0.221
    PER5               0.555    0.122      4.543    0.555    0.130
    PER6               0.722    0.136      5.319    0.722    0.175
    PER7               0.460    0.101      4.573    0.460    0.131
    PER8               1.675    0.260      6.445    1.675    0.364
    PER9               2.298    0.373      6.152    2.298    0.668
    PER10              1.832    0.361      5.082    1.832    0.488
    PER11              1.256    0.224      5.605    1.256    0.561
    PER12              2.090    0.320      6.523    2.090    0.769

R-SQUARE

Group GS

    Observed
    Variable  R-Square

    PER1         0.894
    PER2         0.785
    PER3         0.697
    PER4         0.675
    PER5         0.822
    PER6         0.567
    PER7         0.792
    PER8         0.696
    PER9         0.684
    PER10        0.546
    PER11        0.660
    PER12        0.375

Group FAC

    Observed
    Variable  R-Square

    PER1         0.891
    PER2         0.777
    PER3         0.479
    PER4         0.779
    PER5         0.870
    PER6         0.825
    PER7         0.869
    PER8         0.636
    PER9         0.332
    PER10        0.512
    PER11        0.439
    PER12        0.231

Page 158 Table 12.2

  title: page 158
         of Exploratory and Confirmatory Factor Analysis;
  data: file is "D:\thompson.txt";
  variable:  names are id type per1 - per12;
             usevar per1-per12 type ;
             grouping is type (2 = gs 3 = fac);
             ! the values in () are necessary;
  model: f1 by per1 - per4;
         f2 by per5 - per8;
         f3 by per10 per9 per11 per12;
         ! per10 is listed first because it needs to be
         ! constrained to equal 1, and the first variable
         ! listed is constrained to equal 1 by default.
  output: standardized;

SUMMARY OF ANALYSIS

Number of groups                                                 2
Number of observations
   Group GS                                                    100
   Group FAC                                                   100

Number of dependent variables                                   12
Number of independent variables                                  0
Number of continuous latent variables                            3

Observed dependent variables

  Continuous
   PER1        PER2        PER3        PER4        PER5        PER6
   PER7        PER8        PER9        PER10       PER11       PER12

Continuous latent variables
   F1          F2          F3

Variables with special functions

  Grouping variable     TYPE

Estimator                                                       ML
Information matrix                                        EXPECTED
Maximum number of iterations                                  1000
Convergence criterion                                    0.500D-04
Maximum number of steepest descent iterations                   20

TESTS OF MODEL FIT

Chi-Square Test of Model Fit

          Value                            145.926
          Degrees of Freedom                   111
          P-Value                           0.0147

Chi-Square Test of Model Fit for the Baseline Model

          Value                           1793.727
          Degrees of Freedom                   132
          P-Value                           0.0000

CFI/TLI

          CFI                                0.979
          TLI                                0.975

Loglikelihood

          H0 Value                       -3993.411
          H1 Value                       -3920.448

Information Criteria

          Number of Free Parameters             45
          Akaike (AIC)                    8076.821
          Bayesian (BIC)                  8225.246
          Sample-Size Adjusted BIC        8082.681
            (n* = (n + 2) / 24)

RMSEA (Root Mean Square Error Of Approximation)

          Estimate                           0.056
          90 Percent C.I.                    0.026  0.080

SRMR (Standardized Root Mean Square Residual)

          Value                              0.067

MODEL RESULTS

                   Estimates     S.E.  Est./S.E.    Std     StdYX

Group GS

 F1       BY
    PER1               1.000    0.000      0.000    1.593    0.944
    PER2               1.009    0.049     20.403    1.606    0.893
    PER3               0.911    0.060     15.294    1.451    0.812
    PER4               0.989    0.052     18.862    1.575    0.834

 F2       BY
    PER5               1.000    0.000      0.000    1.741    0.907
    PER6               0.923    0.050     18.405    1.606    0.789
    PER7               0.923    0.043     21.412    1.607    0.884
    PER8               0.943    0.058     16.176    1.642    0.816

 F3       BY
    PER10              1.000    0.000      0.000    1.684    0.763
    PER9               0.896    0.096      9.360    1.509    0.825
    PER11              0.860    0.091      9.444    1.448    0.798
    PER12              0.658    0.092      7.128    1.108    0.607

 F2       WITH
    F1                 1.575    0.340      4.629    0.568    0.568

 F3       WITH
    F1                 1.719    0.367      4.689    0.641    0.641
    F2                 1.657    0.389      4.257    0.565    0.565

NOTE:  The estimates 1.575, 1.719 and 1.657 are covariances.  The values given in the StdYX column are correlations (which are standardized covariances).  The values in the Estimates (covariances) and StdYX (correlations) columns are often the same because we often constrain the variances of the factors to equal 1.  In this case, we did not, so we get both the covariance and the correlation estimates.

Variances
    F1                 2.537    0.395      6.418    1.000    1.000
    F2                 3.030    0.489      6.192    1.000    1.000
    F3                 2.837    0.613      4.625    1.000    1.000

 Residual Variances
    PER1               0.313    0.087      3.613    0.313    0.110
    PER2               0.655    0.124      5.297    0.655    0.202
    PER3               1.088    0.174      6.248    1.088    0.341
    PER4               1.083    0.178      6.099    1.083    0.304
    PER5               0.650    0.147      4.411    0.650    0.177
    PER6               1.566    0.254      6.161    1.566    0.378
    PER7               0.718    0.144      5.003    0.718    0.218
    PER8               1.352    0.227      5.945    1.352    0.334
    PER9               1.070    0.224      4.781    1.070    0.320
    PER10              2.037    0.364      5.599    2.037    0.418
    PER11              1.195    0.230      5.196    1.195    0.363
    PER12              2.101    0.325      6.469    2.101    0.631

Group FAC

 F1       BY
    PER1               1.000    0.000      0.000    1.297    0.947
    PER2               1.009    0.049     20.403    1.308    0.870
    PER3               0.911    0.060     15.294    1.182    0.735
    PER4               0.989    0.052     18.862    1.282    0.874

 F2       BY
    PER5               1.000    0.000      0.000    1.919    0.932
    PER6               0.923    0.050     18.405    1.770    0.898
    PER7               0.923    0.043     21.412    1.771    0.935
    PER8               0.943    0.058     16.176    1.809    0.814

 F3       BY
    PER10              1.000    0.000      0.000    1.230    0.658
    PER9               0.896    0.096      9.360    1.102    0.589
    PER11              0.860    0.091      9.444    1.058    0.690
    PER12              0.658    0.092      7.128    0.809    0.488

 F2       WITH
    F1                 1.050    0.285      3.685    0.422    0.422

 F3       WITH
    F1                 1.115    0.236      4.725    0.699    0.699
    F2                 1.423    0.334      4.257    0.603    0.603

 Variances
    F1                 1.682    0.261      6.438    1.000    1.000
    F2                 3.681    0.582      6.324    1.000    1.000
    F3                 1.513    0.360      4.200    1.000    1.000

 Residual Variances
    PER1               0.194    0.058      3.318    0.194    0.103
    PER2               0.547    0.097      5.647    0.547    0.242
    PER3               1.186    0.180      6.574    1.186    0.459
    PER4               0.509    0.091      5.580    0.509    0.236
    PER5               0.558    0.121      4.617    0.558    0.132
    PER6               0.752    0.135      5.548    0.752    0.194
    PER7               0.450    0.100      4.479    0.450    0.125
    PER8               1.668    0.261      6.380    1.668    0.337
    PER9               2.286    0.368      6.218    2.286    0.653
    PER10              1.984    0.342      5.795    1.984    0.567
    PER11              1.232    0.223      5.531    1.232    0.524
    PER12              2.090    0.318      6.568    2.090    0.762

R-SQUARE

Group GS

    Observed
    Variable  R-Square

    PER1         0.890
    PER2         0.798
    PER3         0.659
    PER4         0.696
    PER5         0.823
    PER6         0.622
    PER7         0.782
    PER8         0.666
    PER9         0.680
    PER10        0.582
    PER11        0.637
    PER12        0.369

Group FAC

    Observed
    Variable  R-Square

    PER1         0.897
    PER2         0.758
    PER3         0.541
    PER4         0.764
    PER5         0.868
    PER6         0.806
    PER7         0.875
    PER8         0.663
    PER9         0.347
    PER10        0.433
    PER11        0.476
    PER12        0.238

Page 161 Table 12.3

  title: page 158
         of Exploratory and Confirmatory Factor Analysis;
  data: file is "D:\thompson_fac.txt";
  variable:  names are id type per1 - per12;
             usevar per1-per12;
  model: f1 by per1@1.61
               per2@1.60
               per3@1.56
               per4@1.51;
         f2 by per5@1.73
               per6@1.44
               per7@1.65
               per8@1.73;
         f3 by per9@1.52
               per10@1.59
               per11@1.50
               per12@1.12;
         f1@1 f2@1 f3@1;
  output: standardized;

SUMMARY OF ANALYSIS

Number of groups                                                 1
Number of observations                                         100

Number of dependent variables                                   12
Number of independent variables                                  0
Number of continuous latent variables                            3

Observed dependent variables

  Continuous
   PER1        PER2        PER3        PER4        PER5        PER6
   PER7        PER8        PER9        PER10       PER11       PER12

Continuous latent variables
   F1          F2          F3


Estimator                                                       ML
Information matrix                                        EXPECTED
Maximum number of iterations                                  1000
Convergence criterion                                    0.500D-04
Maximum number of steepest descent iterations                   20

TESTS OF MODEL FIT

Chi-Square Test of Model Fit

          Value                            107.174
          Degrees of Freedom                    63
          P-Value                           0.0004

Chi-Square Test of Model Fit for the Baseline Model

          Value                            889.592
          Degrees of Freedom                    66
          P-Value                           0.0000

CFI/TLI

          CFI                                0.946
          TLI                                0.944

Loglikelihood

          H0 Value                       -1967.880
          H1 Value                       -1914.293

Information Criteria

          Number of Free Parameters             15
          Akaike (AIC)                    3965.759
          Bayesian (BIC)                  4004.837
          Sample-Size Adjusted BIC        3957.463
            (n* = (n + 2) / 24)

RMSEA (Root Mean Square Error Of Approximation)

          Estimate                           0.084
          90 Percent C.I.                    0.056  0.110
          Probability RMSEA <= .05           0.027

SRMR (Standardized Root Mean Square Residual)

          Value                              0.262

MODEL RESULTS

                   Estimates     S.E.  Est./S.E.    Std     StdYX

 F1       BY
    PER1               1.610    0.000      0.000    1.610    0.966
    PER2               1.600    0.000      0.000    1.600    0.908
    PER3               1.560    0.000      0.000    1.560    0.816
    PER4               1.510    0.000      0.000    1.510    0.901

 F2       BY
    PER5               1.730    0.000      0.000    1.730    0.917
    PER6               1.440    0.000      0.000    1.440    0.837
    PER7               1.650    0.000      0.000    1.650    0.929
    PER8               1.730    0.000      0.000    1.730    0.801

 F3       BY
    PER9               1.520    0.000      0.000    1.520    0.709
    PER10              1.590    0.000      0.000    1.590    0.754
    PER11              1.500    0.000      0.000    1.500    0.808
    PER12              1.120    0.000      0.000    1.120    0.613

 F2       WITH
    F1                 0.461    0.077      6.005    0.461    0.461

 F3       WITH
    F1                 0.785    0.048     16.463    0.785    0.785
    F2                 0.575    0.075      7.646    0.575    0.575

 Variances
    F1                 1.000    0.000      0.000    1.000    1.000
    F2                 1.000    0.000      0.000    1.000    1.000
    F3                 1.000    0.000      0.000    1.000    1.000

 Residual Variances
    PER1               0.185    0.057      3.245    0.185    0.067
    PER2               0.547    0.096      5.701    0.547    0.176
    PER3               1.218    0.187      6.525    1.218    0.334
    PER4               0.527    0.091      5.817    0.527    0.188
    PER5               0.569    0.121      4.722    0.569    0.160
    PER6               0.888    0.146      6.073    0.888    0.300
    PER7               0.430    0.100      4.280    0.430    0.136
    PER8               1.674    0.265      6.313    1.674    0.359
    PER9               2.292    0.375      6.120    2.292    0.498
    PER10              1.916    0.329      5.816    1.916    0.431
    PER11              1.194    0.227      5.255    1.194    0.347
    PER12              2.086    0.321      6.510    2.086    0.625

R-SQUARE

    Observed
    Variable  R-Square

    PER1         0.933
    PER2         0.824
    PER3         0.666
    PER4         0.812
    PER5         0.840
    PER6         0.700
    PER7         0.864
    PER8         0.641
    PER9         0.502
    PER10        0.569
    PER11        0.653
    PER12        0.375

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