By Christian Geiser
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Extra info for Data analysis with Mplus
T h i s is t he c as e , for e x a m p l e , in longitudinal S E M s when ch anges in the fa ctor variances across t i me are e x p e c t e d or s u h 1 e c t t o a resea rcher's hypot heses. As an example of how to override t he M pl us de fau l t , we consider the factor KFT_N. To set the loading of the first ind icator fre e , we add an a s terisk (*) after the first indicator: KFT_N by kft_n l * k f t_n 3 ; This causes Mplus to set the first loading fre e . The variance of factor KFT_N can be fixed to 1 by adding an additional command that lists the n ame of the fac tor and adds 1� l a fter the name of the factor: ..
377 7 . 730 1 1 . 088 KFT_V3 KFT_Ql KFT_Q3 n e Covar i a c s KFT_Vl 21 . KFT_Vl 592 10 . 761 6 . 010 4 . 64 5 1 1 . 072 6 . 347 KFT_V3 KFT_Ql KFT_Q3 KFT_Nl KFT_N 3 KFT_N3 ---8 . 2 77 KFT_Nl ---- 17 . 9 3 8 5 . 267 4 . 406 1 1 . 644 7 . 19 0 11 . 235 4 . 027 6 . 87 0 4 . 415 6 . 754 6 . 111 3 . 98 6 29 . 82 6 9 . 298 Cova r i ances KFT_N3 11 . KFT_N3 782 Corre l a t i ons KFT_Vl 1 . 0 00 0 . 54 7 0 . 386 0 . 3 85 0 . 436 0 . 3 98 KFT_Vl KFT_V3 KFT_Q l KFT_Q3 KFT_Nl KFT_N 3 KFT_V3 1 . 00 0 0 . 37 1 0 .
Or correlation Corr(£ , Ei') 1 1 Pa ra meters of the structura l model (model at t he level of t he T L variables/ factors) : 1 • Factor variance Var(q ) (for exogenous factors) • Factor mean • Factor covariances Cov(n . , ' 11 factors) • • • • E(rl) J (for exogenous factors) · Carr(n) . n. , ,) ' (for exogenous Latent path coefficient s/regression coe fficien ts P ;( for the regression of an endogenous factor Tl . on another factor ri, In a h igher- order factor mode l , w e denote the factor loading o f a lower- order factor rii o n a higher-orde r factor with y .