Output from calis1b.sas

	Output from calis1b.sas	Source 0 Graphs

               Lord's data: H4- unconstrained two-factor model               1

          Covariance Structure Analysis: Pattern and Initial Values

              LINEQS Model Statement
         -------------------------------
              Matrix         Rows & Cols          Matrix Type

 TERM   1-----------------------------------------------------------
           1    _SEL_          4      10    SELECTION
           2    _BETA_        10      10    EQSBETA        IMINUSINV
           3    _GAMMA_       10       6    EQSGAMMA
           4    _PHI_          6       6    SYMMETRIC

     Number of endogenous variables = 4

Manifest:     X1        X2        Y1        Y2

     Number of exogenous variables = 6

Latent:       F1        F2
Error:        E1        E2        E3        E4

               Lord's data: H4- unconstrained two-factor model               2

         Covariance Structure Analysis: Maximum Likelihood Estimation

                       Levenberg-Marquardt Optimization
                        Scaling Update of More (1978)
                       Number of Parameter Estimates 9
                    Number of Functions (Observations) 10

Optimization Start: Active Constraints= 0  Criterion= 0.002
Maximum Gradient Element= 0.003 Radius= 1.000

        Iter rest nfun act   optcrit  difcrit maxgrad  lambda     rho

           1    0    2   0  0.001086 0.000735 0.00013       0   0.957
           2    0    3   0  0.001085 1.472E-6 2.32E-6       0   0.959

Optimization Results: Iterations= 2 Function Calls= 4 Jacobian Calls= 3
Active Constraints= 0  Criterion= 0.0010849082
Maximum Gradient Element= 2.31576E-6 Lambda= 0 Rho= 0.9585 Radius= 0.004911

NOTE:  ABSGCONV convergence criterion satisfied.

               Lord's data: H4- unconstrained two-factor model               3

         Covariance Structure Analysis: Maximum Likelihood Estimation

         Fit criterion . . . . . . . . . . . . . . . . . .     0.0011
         Goodness of Fit Index (GFI) . . . . . . . . . . .     0.9995
         GFI Adjusted for Degrees of Freedom (AGFI). . . .     0.9946
         Root Mean Square Residual (RMR) . . . . . . . . .     0.2720
         Parsimonious GFI (Mulaik, 1989) . . . . . . . . .     0.1666
         Chi-square = 0.7030        df = 1       Prob>chi**2 = 0.4018
         Null Model Chi-square:     df = 6                  1466.5884
         RMSEA Estimate  . . . . . . . . . 0.0000  90%C.I.[., 0.0974]
         Probability of Close Fit  . . . . . . . . . . . .     0.6854
         ECVI Estimate . . . . . . . . . . 0.0291  90%C.I.[., 0.0391]
         Bentler's Comparative Fit Index . . . . . . . . .     1.0000
         Normal Theory Reweighted LS Chi-square  . . . . .     0.7026
         Akaike's Information Criterion. . . . . . . . . .    -1.2970
         Bozdogan's (1987) CAIC. . . . . . . . . . . . . .    -6.7724
         Schwarz's Bayesian Criterion. . . . . . . . . . .    -5.7724
         McDonald's (1989) Centrality. . . . . . . . . . .     1.0002
         Bentler & Bonett's (1980) Non-normed Index. . . .     1.0012
         Bentler & Bonett's (1980) NFI . . . . . . . . . .     0.9995
         James, Mulaik, & Brett (1982) Parsimonious NFI. .     0.1666
         Z-Test of Wilson & Hilferty (1931). . . . . . . .     0.2363
         Bollen (1986) Normed Index Rho1 . . . . . . . . .     0.9971
         Bollen (1988) Non-normed Index Delta2 . . . . . .     1.0002
         Hoelter's (1983) Critical N . . . . . . . . . . .       3542

               Lord's data: H4- unconstrained two-factor model               4

         Covariance Structure Analysis: Maximum Likelihood Estimation

                         Manifest Variable Equations

                  X1      =     7.5007*F1    +  1.0000 E1
                  Std Err       0.3234 BETA1
                  t Value      23.1948

                  X2      =     7.7027*F1    +  1.0000 E2
                  Std Err       0.3206 BETA2
                  t Value      24.0237

                  Y1      =     8.5095*F2    +  1.0000 E3
                  Std Err       0.3269 BETA3
                  t Value      26.0273

                  Y2      =     8.6751*F2    +  1.0000 E4
                  Std Err       0.3256 BETA4
                  t Value      26.6431

                      Variances of Exogenous Variables
    ---------------------------------------------------------------------
                                               Standard
    Variable    Parameter      Estimate          Error          t Value
    ---------------------------------------------------------------------

    F1                           1.000000               0           0.000
    F2                           1.000000               0           0.000
    E1          VE1             30.133758        2.470144          12.199
    E2          VE2             26.932169        2.430580          11.081
    E3          VE3             24.874037        2.359840          10.541
    E4          VE4             22.562562        2.350252           9.600

                    Covariances among Exogenous Variables
      -----------------------------------------------------------------
                                             Standard
          Parameter          Estimate          Error          t Value
      -----------------------------------------------------------------

      F2    F1    RHO          0.898551        0.018649          48.181

               Lord's data: H4- unconstrained two-factor model               5

         Covariance Structure Analysis: Maximum Likelihood Estimation

                   Equations with Standardized Coefficients

                   X1      =    0.8070*F1    + 0.5906 E1
                                       BETA1

                   X2      =    0.8293*F1    + 0.5588 E2
                                       BETA2

                   Y1      =    0.8627*F2    + 0.5057 E3
                                       BETA3

                   Y2      =    0.8771*F2    + 0.4803 E4
                                       BETA4

                         Squared Multiple Correlations
          ----------------------------------------------------------
                            Error           Total
           Variable       Variance        Variance        R-squared
          ----------------------------------------------------------

             1    X1       30.133758       86.393709        0.651204
             2    X2       26.932169       86.263207        0.687791
             3    Y1       24.874037       97.285006        0.744318
             4    Y2       22.562562       97.819204        0.769344

                    Correlations among Exogenous Variables
                      ---------------------------------
                          Parameter          Estimate
                      ---------------------------------

                      F2    F1    RHO          0.898551

                Lord's data: H3- rho=1, one-congeneric factor                6

         Covariance Structure Analysis: Maximum Likelihood Estimation

         Fit criterion . . . . . . . . . . . . . . . . . .     0.0559
         Goodness of Fit Index (GFI) . . . . . . . . . . .     0.9714
         GFI Adjusted for Degrees of Freedom (AGFI). . . .     0.8570
         Root Mean Square Residual (RMR) . . . . . . . . .     2.4636
         Parsimonious GFI (Mulaik, 1989) . . . . . . . . .     0.3238
         Chi-square = 36.2125       df = 2       Prob>chi**2 = 0.0001
         Null Model Chi-square:     df = 6                  1466.5884
         RMSEA Estimate  . . . . . .  0.1625  90%C.I.[0.1187, 0.2108]
         Probability of Close Fit  . . . . . . . . . . . .     0.0000
         ECVI Estimate . . . . . . .  0.0808  90%C.I.[0.0561, 0.1170]
         Bentler's Comparative Fit Index . . . . . . . . .     0.9766
         Normal Theory Reweighted LS Chi-square  . . . . .    38.1465
         Akaike's Information Criterion. . . . . . . . . .    32.2125
         Bozdogan's (1987) CAIC. . . . . . . . . . . . . .    21.2616
         Schwarz's Bayesian Criterion. . . . . . . . . . .    23.2616
         McDonald's (1989) Centrality. . . . . . . . . . .     0.9740
         Bentler & Bonett's (1980) Non-normed Index. . . .     0.9297
         Bentler & Bonett's (1980) NFI . . . . . . . . . .     0.9753
         James, Mulaik, & Brett (1982) Parsimonious NFI. .     0.3251
         Z-Test of Wilson & Hilferty (1931). . . . . . . .     5.2110
         Bollen (1986) Normed Index Rho1 . . . . . . . . .     0.9259
         Bollen (1988) Non-normed Index Delta2 . . . . . .     0.9766
         Hoelter's (1983) Critical N . . . . . . . . . . .        109

WARNING: The central parameter matrix _PHI_ has probably 1 zero eigenvalue(s).

           Lord's data: H2- X1 and X2 parallel, Y1 and Y2 parallel           7

         Covariance Structure Analysis: Maximum Likelihood Estimation

         Fit criterion . . . . . . . . . . . . . . . . . .     0.0030
         Goodness of Fit Index (GFI) . . . . . . . . . . .     0.9985
         GFI Adjusted for Degrees of Freedom (AGFI). . . .     0.9970
         Root Mean Square Residual (RMR) . . . . . . . . .     0.6983
         Parsimonious GFI (Mulaik, 1989) . . . . . . . . .     0.8321
         Chi-square = 1.9320        df = 5       Prob>chi**2 = 0.8585
         Null Model Chi-square:     df = 6                  1466.5884
         RMSEA Estimate  . . . . . . . . . 0.0000  90%C.I.[., 0.0292]
         Probability of Close Fit  . . . . . . . . . . . .     0.9936
         ECVI Estimate . . . . . . . . . . 0.0185  90%C.I.[., 0.0276]
         Bentler's Comparative Fit Index . . . . . . . . .     1.0000
         Normal Theory Reweighted LS Chi-square  . . . . .     1.9552
         Akaike's Information Criterion. . . . . . . . . .    -8.0680
         Bozdogan's (1987) CAIC. . . . . . . . . . . . . .   -35.4452
         Schwarz's Bayesian Criterion. . . . . . . . . . .   -30.4452
         McDonald's (1989) Centrality. . . . . . . . . . .     1.0024
         Bentler & Bonett's (1980) Non-normed Index. . . .     1.0025
         Bentler & Bonett's (1980) NFI . . . . . . . . . .     0.9987
         James, Mulaik, & Brett (1982) Parsimonious NFI. .     0.8322
         Z-Test of Wilson & Hilferty (1931). . . . . . . .    -1.0777
         Bollen (1986) Normed Index Rho1 . . . . . . . . .     0.9984
         Bollen (1988) Non-normed Index Delta2 . . . . . .     1.0021
         Hoelter's (1983) Critical N . . . . . . . . . . .       3715

        Lord's data: H1- X1 and X2 parallel, Y1 and Y2 parallel, rho=1       8

         Covariance Structure Analysis: Maximum Likelihood Estimation

         Fit criterion . . . . . . . . . . . . . . . . . .     0.0576
         Goodness of Fit Index (GFI) . . . . . . . . . . .     0.9705
         GFI Adjusted for Degrees of Freedom (AGFI). . . .     0.9509
         Root Mean Square Residual (RMR) . . . . . . . . .     2.5430
         Parsimonious GFI (Mulaik, 1989) . . . . . . . . .     0.9705
         Chi-square = 37.3351       df = 6       Prob>chi**2 = 0.0001
         Null Model Chi-square:     df = 6                  1466.5884
         RMSEA Estimate  . . . . . .  0.0898  90%C.I.[0.0635, 0.1184]
         Probability of Close Fit  . . . . . . . . . . . .     0.0076
         ECVI Estimate . . . . . . .  0.0701  90%C.I.[0.0458, 0.1059]
         Bentler's Comparative Fit Index . . . . . . . . .     0.9785
         Normal Theory Reweighted LS Chi-square  . . . . .    39.3396
         Akaike's Information Criterion. . . . . . . . . .    25.3351
         Bozdogan's (1987) CAIC. . . . . . . . . . . . . .    -7.5175
         Schwarz's Bayesian Criterion. . . . . . . . . . .    -1.5175
         McDonald's (1989) Centrality. . . . . . . . . . .     0.9761
         Bentler & Bonett's (1980) Non-normed Index. . . .     0.9785
         Bentler & Bonett's (1980) NFI . . . . . . . . . .     0.9745
         James, Mulaik, & Brett (1982) Parsimonious NFI. .     0.9745
         Z-Test of Wilson & Hilferty (1931). . . . . . . .     4.5536
         Bollen (1986) Normed Index Rho1 . . . . . . . . .     0.9745
         Bollen (1988) Non-normed Index Delta2 . . . . . .     0.9785
         Hoelter's (1983) Critical N . . . . . . . . . . .        220

WARNING: The central parameter matrix _PHI_ has probably 1 zero eigenvalue(s).

                Model Comparison Statistics from RAM data sets               9

 MODEL     NPARM  DF  CHISQUAR  P_CHISQ    RMR      GFI      AGFI      AIC

 H1 rho=1    4     6   37.3351  0.00000  2.54299  0.97054  0.95090   25.3351
 H2          5     5    1.9320  0.85848  0.69829  0.99849  0.99699   -8.0680
 H3 rho=1    8     2   36.2125  0.00000  2.46357  0.97141  0.85704   32.2125
 H4          9     1    0.7030  0.40177  0.27202  0.99946  0.99458   -1.2970

 MODEL       CAIC         SBC      CENTRALI    PARSIMON    CNHOELT

 H1 rho=1   -7.5175     -1.5175     0.97615     0.97454       220
 H2        -35.4452    -30.4452     1.00237     0.83224      3715
 H3 rho=1   21.2616     23.2616     0.97399     0.32510       109
 H4         -6.7724     -5.7724     1.00023     0.16659      3542