GRA 6020 Multivariate Statistics Factor Analysis and SEM Ulf H. Olsson Professor of Statistics
Ulf H. Olsson Assignment 1 A) Do a data screening of the variables in the file NPV.psf B) Use the data set in the file: NPV.psf and the structure given in the file NPVweek8.ls8 to estimate and evaluate a measurement model (CFA-model) Is it possible to improve the fit by introducing ”correlated errors”? C) Are the measures in the model reliable. Calculate reliability measures for composite measures!
Ulf H. Olsson ASSIGNMEMT 2 A) Use the same (raw) data as in assignment 1, but use a correlation matrix instead of a covariance matrix as input in the LISREL-file. Compare the results. B) Calculate the “asymptotic covariance matrix” and use this matrix to control for non-normality. Does this affect the fit-statistics, the estimates and the t-values
Ulf H. Olsson Assignment
Ulf H. Olsson Assignment
Ulf H. Olsson Assignment DA NI=9 NO=369 MA=CM CM FI=newboss.cov SE MO NX=9 NK=3 TD=FU,FI PA LX FR TD 1 1 TD 2 2 TD 3 3 TD 4 4 TD 5 5 TD 6 6 TD 7 7 TD 8 8 TD 9 9 TD 2 3 pd ou
Ulf H. Olsson ML: C1 and C2 k is the number of manifest variables. D is the duplication matrix (Magnus and Neudecker 1988) and is the ML estimate. Similar for GLS: C1 and C2
Ulf H. Olsson The General LISREL model Loyalty Branch Loan Savings Satisfaction
Ulf H. Olsson Econometric Model
Ulf H. Olsson Psychometric Model
Ulf H. Olsson Psychometric Model