R2 and error PreviousNext
Mplus Discussion > Structural Equation Modeling >
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 Barbara Masser posted on Monday, August 25, 2008 - 6:05 am
This is probably very straightforward, but why don't R2 and error equate to 100%?

If I input:
TITLE: preliminary play;
DATA: FILE IS martin.dat;
VARIABLE: NAMES ARE Beh INt Att SN3 SN2 SID Mnm SEf PBC AffN AnR Fam Aff2;
USEVARIABLES ARE Beh INt att mnm affn sn3 SID anr sef;
CATEGORICAL IS beh;
MODEL: beh on int;
int ON att sn3 sid sef anr;
att on affn mnm sef sid;

output: MODINDICES(0) standardized;
savedata: DIFFTEST IS Francebase.dat;

The residual variances I get are:
INT 0.364
ATT 0.445

and the R-Squares are:

R-SQUARE

Observed Residual
Variable Variance R-Square

BEH 0.742 0.703
INT 0.861
ATT 0.512


So with Beh (for example) how does the residual variance related to R-Square?

Any help much appreciated.
 Bengt O. Muthen posted on Monday, August 25, 2008 - 1:40 pm
They sum to 1 only when you consider the residual variances in the standardized version.
 Barbara Masser posted on Monday, August 25, 2008 - 10:40 pm
Thank you for that - it makes sense now.
Regards
Barbara
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