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1 DATE: 8/ 1/2008 TIME: 3:32 L I S R E L 8.71 BY Karl G. J reskog & Dag S rbom This program is published exclusively by Scientific Software International, Inc N. Lincoln Avenue, Suite 100 Lincolnwood, IL 60712, U.S.A. Phone: (800) , (847) , Fax: (847) Copyright by Scientific Software International, Inc., Use of this program is subject to the terms specified in the Universal Copyright Convention. Website: The following lines were read from file C:\Documents and Settings\User\Desktop\example-SEM\sem6.LS8:!DA NI=12 NO=204 MA=CM SY='C:\Documents and Settings\User\Desktop\example-SEM\sem5.DSF' SE / MO NX=4 NY=8 NK=1 NE=2 BE=FU GA=FI PS=SY TE=SY TD=SY LE LK FR LY(2,1) LY(3,1) LY(4,1) LY(5,1) LY(7,2) LY(8,1) LY(8,2) LX(1,1) LX(2,1) FR LX(3,1) LX(4,1) BE(1,2) GA(1,1) GA(2,1) TE(2,1) TE(3,1) TE(5,3) TE(8,1) FR TE(8,5) TD(4,1) VA 0.97 LY(1,1) VA 0.60 LY(6,2) PD OU PC RS EF FS SS SC PT MR MI ND=3 Number of Input Variables 12 Number of Y - Variables 8 Number of X - Variables 4 Number of ETA - Variables 2 Number of KSI - Variables 1 Number of Observations 204 Covariance Matrix SELF SELF SELF SELF SELF IMPULS IMPULS IMPULS DEPRES DEPRES DEPRES DEPRES

2 Covariance Matrix DEPRES1 DEPRES2 DEPRES3 DEPRES4 IMPULS IMPULS DEPRES DEPRES DEPRES DEPRES BEHAVIOR UNDER STEEPEST DESCENT ITERATIONS ITER TRY ABSCISSA SLOPE FUNCTION D D D D D D D D D D D D D D D D D D D D D D D D D D D D D D D D D D D D+00 (deleted section) D D D D D D D D D D D D+00 Parameter Specifications LAMBDA-Y SELF1 0 0 SELF2 1 0 SELF3 2 0 SELF4 3 0 SELF5 4 0 IMPULS1 0 0 IMPULS2 0 5 IMPULS3 6 7 LAMBDA-X DEPRES1 8 DEPRES2 9 DEPRES3 10 DEPRES4 11 BETA SELFEST 0 12 IMPULSE 0 0 2

3 GAMMA SELFEST 13 IMPULSE 14 PSI THETA-EPS SELF1 17 SELF SELF SELF SELF IMPULS IMPULS IMPULS THETA-EPS IMPULS2 26 IMPULS THETA-DELTA DEPRES1 DEPRES2 DEPRES3 DEPRES4 DEPRES1 30 DEPRES DEPRES DEPRES Initial Estimates (TSLS) LAMBDA-Y SELF SELF SELF SELF SELF IMPULS IMPULS IMPULS LAMBDA-X DEPRES DEPRES DEPRES DEPRES

4 BETA SELFEST IMPULSE GAMMA SELFEST IMPULSE Covariance Matrix of ETA and KSI SELFEST IMPULSE PHI PSI Note: This matrix is diagonal Squared Multiple Correlations for Structural Equations Squared Multiple Correlations for Reduced Form Reduced Form SELFEST IMPULSE THETA-EPS SELF SELF SELF SELF SELF IMPULS IMPULS IMPULS THETA-EPS 4

5 IMPULS IMPULS THETA-DELTA DEPRES1 DEPRES2 DEPRES3 DEPRES4 DEPRES DEPRES DEPRES DEPRES Behavior under Minimization Iterations Iter Try Abscissa Slope Function D D D D D D D D D D D D D D D D D D D D D D D D D D D D D D D D D+00 (deleted section) D D D D D D+00 Number of Iterations = 19 LISREL Estimates (Maximum Likelihood) LAMBDA-Y SELF SELF (0.098) SELF (0.101) SELF (0.117) SELF (0.130) IMPULS IMPULS (0.089) IMPULS (0.090) (0.109)

6 LAMBDA-X DEPRES (0.080) DEPRES (0.081) DEPRES (0.090) DEPRES (0.088) BETA SELFEST (0.053) IMPULSE GAMMA SELFEST (0.087) IMPULSE (0.086) Covariance Matrix of ETA and KSI SELFEST IMPULSE PHI PSI Note: This matrix is diagonal (0.061) (0.248) Squared Multiple Correlations for Structural Equations

7 Squared Multiple Correlations for Reduced Form Reduced Form SELFEST (0.087) IMPULSE (0.086) THETA-EPS SELF (0.114) SELF (0.070) (0.083) SELF (0.070) (0.083) SELF (0.082) SELF (0.055) (0.075) IMPULS (0.075) IMPULS IMPULS (0.070) (0.061) THETA-EPS IMPULS (0.039) IMPULS (0.105) Squared Multiple Correlations for Y - Variables Squared Multiple Correlations for Y - Variables 7

8 THETA-DELTA DEPRES1 DEPRES2 DEPRES3 DEPRES4 DEPRES (0.082) DEPRES (0.095) DEPRES (0.108) DEPRES (0.070) (0.104) Squared Multiple Correlations for X - Variables DEPRES1 DEPRES2 DEPRES3 DEPRES Goodness of Fit Statistics Degrees of Freedom = 44 Minimum Fit Function Chi-Square = (P = ) Normal Theory Weighted Least Squares Chi-Square = (P = ) Estimated Non-centrality Parameter (NCP) = Percent Confidence Interval for NCP = (0.0 ; ) Minimum Fit Function Value = Population Discrepancy Function Value (F0) = Percent Confidence Interval for F0 = (0.0 ; 0.185) Root Mean Square Error of Approximation (RMSEA) = Percent Confidence Interval for RMSEA = (0.0 ; ) P-Value for Test of Close Fit (RMSEA < 0.05) = Expected Cross-Validation Index (ECVI) = Percent Confidence Interval for ECVI = (0.552 ; 0.737) ECVI for Saturated Model = ECVI for Independence Model = Chi-Square for Independence Model with 66 Degrees of Freedom = Independence AIC = Model AIC = Saturated AIC = Independence CAIC = Model CAIC = Saturated CAIC = Normed Fit Index (NFI) = Non-Normed Fit Index (NNFI) = Parsimony Normed Fit Index (PNFI) = Comparative Fit Index (CFI) = Incremental Fit Index (IFI) = Relative Fit Index (RFI) = Critical N (CN) = Root Mean Square Residual (RMR) = Standardized RMR =

9 Goodness of Fit Index (GFI) = Adjusted Goodness of Fit Index (AGFI) = Parsimony Goodness of Fit Index (PGFI) = Fitted Covariance Matrix SELF SELF SELF SELF SELF IMPULS IMPULS IMPULS DEPRES DEPRES DEPRES DEPRES Fitted Covariance Matrix DEPRES1 DEPRES2 DEPRES3 DEPRES4 IMPULS IMPULS DEPRES DEPRES DEPRES DEPRES Fitted Residuals SELF SELF SELF SELF SELF IMPULS IMPULS IMPULS DEPRES DEPRES DEPRES DEPRES Fitted Residuals DEPRES1 DEPRES2 DEPRES3 DEPRES4 IMPULS IMPULS DEPRES DEPRES DEPRES DEPRES Summary Statistics for Fitted Residuals Smallest Fitted Residual = Median Fitted Residual =

10 Largest Fitted Residual = Stemleaf Plot Standardized Residuals SELF SELF SELF SELF SELF IMPULS IMPULS IMPULS DEPRES DEPRES DEPRES DEPRES Standardized Residuals DEPRES1 DEPRES2 DEPRES3 DEPRES4 IMPULS2 - - IMPULS DEPRES DEPRES DEPRES DEPRES Summary Statistics for Standardized Residuals Smallest Standardized Residual = Median Standardized Residual = Largest Standardized Residual = Stemleaf Plot Largest Negative Standardized Residuals Residual for DEPRES4 and SELF Largest Positive Standardized Residuals Residual for DEPRES1 and SELF Qplot of Standardized Residuals

11 ..... x... x... x... x x... x. N.. xxx. o.. x*. r.. xxx. m.. *x. a.. xx *. l..xx.. xx*. Q. xxx. u. xx. a..*. n. xx*. t. xx*.. i. x xx.. l. x.. e. x.. s. *x.. x... *... x... x... x Standardized Residuals Modification Indices and Expected Change Modification Indices for LAMBDA-Y SELF SELF SELF SELF SELF IMPULS IMPULS

12 IMPULS Expected Change for LAMBDA-Y SELF SELF SELF SELF SELF IMPULS IMPULS IMPULS Standardized Expected Change for LAMBDA-Y SELF SELF SELF SELF SELF IMPULS IMPULS IMPULS Completely Standardized Expected Change for LAMBDA-Y SELF SELF SELF SELF SELF IMPULS IMPULS IMPULS No Non-Zero Modification Indices for LAMBDA-X No Non-Zero Modification Indices for BETA No Non-Zero Modification Indices for GAMMA No Non-Zero Modification Indices for PHI No Non-Zero Modification Indices for PSI Modification Indices for THETA-EPS SELF1 - - SELF SELF SELF SELF IMPULS IMPULS IMPULS Modification Indices for THETA-EPS IMPULS2 - - IMPULS

13 Expected Change for THETA-EPS SELF1 - - SELF SELF SELF SELF IMPULS IMPULS IMPULS Expected Change for THETA-EPS IMPULS2 - - IMPULS Completely Standardized Expected Change for THETA-EPS SELF1 - - SELF SELF SELF SELF IMPULS IMPULS IMPULS Completely Standardized Expected Change for THETA-EPS IMPULS2 - - IMPULS Modification Indices for THETA-DELTA-EPS DEPRES DEPRES DEPRES DEPRES Modification Indices for THETA-DELTA-EPS DEPRES DEPRES DEPRES DEPRES Expected Change for THETA-DELTA-EPS DEPRES DEPRES DEPRES DEPRES Expected Change for THETA-DELTA-EPS DEPRES DEPRES

14 DEPRES DEPRES Completely Standardized Expected Change for THETA-DELTA-EPS DEPRES DEPRES DEPRES DEPRES Completely Standardized Expected Change for THETA-DELTA-EPS DEPRES DEPRES DEPRES DEPRES Modification Indices for THETA-DELTA DEPRES1 DEPRES2 DEPRES3 DEPRES4 DEPRES1 - - DEPRES DEPRES DEPRES Expected Change for THETA-DELTA DEPRES1 DEPRES2 DEPRES3 DEPRES4 DEPRES1 - - DEPRES DEPRES DEPRES Completely Standardized Expected Change for THETA-DELTA DEPRES1 DEPRES2 DEPRES3 DEPRES4 DEPRES1 - - DEPRES DEPRES DEPRES Maximum Modification Index is 6.89 for Element ( 4, 4) of THETA DELTA-EPSILON Covariance Matrix of Parameter Estimates LY 2,1 LY 3,1 LY 4,1 LY 5,1 LY 7,2 LY 8,1 LY 2, LY 3, LY 4, LY 5, LY 7, LY 8, LY 8, LX 1, LX 2, LX 3, LX 4, BE 1, GA 1, GA 2, PS 1, PS 2,

15 TE 1, TE 2, TE 2, TE 3, TE 3, TE 4, TE 5, TE 5, TE 6, TE 7, TE 8, TE 8, TE 8, TD 1, TD 2, TD 3, TD 4, TD 4, (deleted section) TD 4, Covariance Matrix of Parameter Estimates TD 2,2 TD 3,3 TD 4,1 TD 4,4 TD 2, TD 3, TD 4, TD 4, Correlation Matrix of Parameter Estimates LY 2,1 LY 3,1 LY 4,1 LY 5,1 LY 7,2 LY 8,1 LY 2, LY 3, LY 4, LY 5, LY 7, LY 8, LY 8, LX 1, LX 2, LX 3, LX 4, BE 1, GA 1, GA 2, PS 1, PS 2, TE 1, TE 2, TE 2, TE 3, TE 3, TE 4, TE 5, TE 5, TE 6, TE 7,

16 TE 8, TE 8, TE 8, TD 1, TD 2, TD 3, TD 4, TD 4, (deleted section) Correlation Matrix of Parameter Estimates TD 2,2 TD 3,3 TD 4,1 TD 4,4 TD 2, TD 3, TD 4, TD 4, Covariances Y - ETA SELFEST IMPULSE Y - ETA SELFEST IMPULSE Y - KSI Y - KSI X - ETA DEPRES1 DEPRES2 DEPRES3 DEPRES4 SELFEST IMPULSE X - KSI DEPRES1 DEPRES2 DEPRES3 DEPRES Factor Scores Regressions ETA SELFEST IMPULSE ETA DEPRES1 DEPRES2 DEPRES3 DEPRES4 16

17 SELFEST IMPULSE KSI KSI DEPRES1 DEPRES2 DEPRES3 DEPRES Standardized Solution LAMBDA-Y SELF SELF SELF SELF SELF IMPULS IMPULS IMPULS LAMBDA-X DEPRES DEPRES DEPRES DEPRES BETA SELFEST IMPULSE GAMMA SELFEST IMPULSE Correlation Matrix of ETA and KSI SELFEST IMPULSE PSI Note: This matrix is diagonal Regression Matrix ETA on KSI (Standardized) SELFEST IMPULSE

18 Completely Standardized Solution LAMBDA-Y SELF SELF SELF SELF SELF IMPULS IMPULS IMPULS LAMBDA-X DEPRES DEPRES DEPRES DEPRES BETA SELFEST IMPULSE GAMMA SELFEST IMPULSE Correlation Matrix of ETA and KSI SELFEST IMPULSE PSI Note: This matrix is diagonal THETA-EPS SELF SELF SELF SELF SELF IMPULS IMPULS IMPULS THETA-EPS IMPULS IMPULS THETA-DELTA DEPRES1 DEPRES2 DEPRES3 DEPRES4 18

19 DEPRES DEPRES DEPRES DEPRES Regression Matrix ETA on KSI (Standardized) SELFEST IMPULSE Total and Indirect Effects Total Effects of KSI on ETA SELFEST (0.087) IMPULSE (0.086) Indirect Effects of KSI on ETA SELFEST (0.004) IMPULSE - - Total Effects of ETA on ETA SELFEST (0.053) IMPULSE Largest Eigenvalue of B*B' (Stability Index) is Total Effects of ETA on Y SELF (0.052) SELF (0.098) (0.056) SELF (0.101) (0.056) SELF (0.117) (0.062) SELF (0.130) (0.074) IMPULS IMPULS (0.089) IMPULS (0.090) (0.111) 19

20 Indirect Effects of ETA on Y SELF (0.052) SELF (0.056) SELF (0.056) SELF (0.062) SELF (0.074) IMPULS IMPULS IMPULS (0.024) Total Effects of KSI on Y SELF (0.085) SELF (0.080) SELF (0.078) SELF (0.085) SELF (0.088) IMPULS (0.051) IMPULS (0.037) IMPULS (0.076) Standardized Total and Indirect Effects Standardized Total Effects of KSI on ETA SELFEST IMPULSE Standardized Indirect Effects of KSI on ETA 20

21 SELFEST IMPULSE - - Standardized Total Effects of ETA on ETA SELFEST IMPULSE Standardized Total Effects of ETA on Y SELF SELF SELF SELF SELF IMPULS IMPULS IMPULS Completely Standardized Total Effects of ETA on Y SELF SELF SELF SELF SELF IMPULS IMPULS IMPULS Standardized Indirect Effects of ETA on Y SELF SELF SELF SELF SELF IMPULS IMPULS IMPULS Completely Standardized Indirect Effects of ETA on Y SELF SELF SELF SELF SELF IMPULS IMPULS IMPULS Standardized Total Effects of KSI on Y SELF SELF SELF SELF SELF

22 IMPULS IMPULS IMPULS Completely Standardized Total Effects of KSI on Y SELF SELF SELF SELF SELF IMPULS IMPULS IMPULS Time used: Seconds 22

The following lines were read from file C:\Documents and Settings\User\Desktop\Example LISREL-CFA\cfacommand.LS8:

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