By Christian Geiser

a pragmatic advent to utilizing Mplus for the research of multivariate info, this quantity presents step by step assistance, entire with actual info examples, various reveal photographs, and output excerpts. the writer exhibits find out how to arrange an information set for import in Mplus utilizing SPSS. He explains the right way to specify varieties of versions in Mplus syntax and handle average caveats--for instance, assessing dimension invariance in longitudinal SEMs. assurance comprises course and issue analytic versions in addition to mediational, longitudinal, multilevel, and latent category types. particular programming counsel and resolution concepts are offered in containers in each one bankruptcy. The spouse web site (www.guilford.com/geiser-materials) beneficial properties information units, annotated syntax documents, and output for the entire examples. Of distinctive software to teachers and scholars, some of the examples might be run with the unfastened demo model of Mplus.

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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 .

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