1. GRA 6020 Multivariate Statistics Factor Analysis and SEM Ulf H. Olsson Professor of Statistics

2. 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!

3. 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

4. Ulf H. Olsson Assignment

5. Ulf H. Olsson Assignment

6. Ulf H. Olsson Assignment DA NI=9 NO=369 MA=CM CM FI=newboss.cov SE 1 2 6 3 4 5 7 8 9 MO NX=9 NK=3 TD=FU,FI PA LX 1 0 0 0 1 0 0 0 1 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

7. 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

8. Ulf H. Olsson The General LISREL model Loyalty Branch Loan Savings Satisfaction

9. Ulf H. Olsson Econometric Model

10. Ulf H. Olsson Psychometric Model

11. Ulf H. Olsson Psychometric Model