Message/Author 

Anonymous posted on Wednesday, August 10, 2005  12:10 am



Hi, I've just started using MPlus. I'm testing a CFAmodel and I'd like to fix the CORRELATION between the two factors to one. "f1 WITH f2 @ 1" seems to refer to the covariance, which causes a bad model fit in my case. How can I refer to the correlation between the two factors? 


If you free the first factor loading of f1 and f2 and set the metric of the factors by fixing the factor variances to one (f1@1 f2@1;), then f1 WITH f2 @1; will refer to a correlation. 

Anonymous posted on Wednesday, August 10, 2005  8:54 am



Thank you very much !!! 

anonymous posted on Tuesday, January 16, 2007  8:29 pm



Hi, I have performed a CFA with 7 factors. These factors represent dimensions under a bigger construct, which I am not testing. I want to say that these 7 represent multiple dimensions of this construct. CFA results show that these 7 factors are correlated. I am using them then to predict a binary outcome. In my logit/probit model should I force these factor to not correlate? What would it be if I do? Thanks 


If you have significant factor correlations and you fix them to zero, this will misspecify the model. 

min soo kim posted on Friday, February 19, 2010  11:51 am



I;m testing 2 factor model CFA and tried to conduct chisquare difference test for discriminat validity. I set correlation between factors @1. F1 by x1* x2 x3; F2 by y1* y2 y3; F1@0; F2@0; F1 with F2 @1; but I got the message: NO CONVERGENCE. SERIOUS PROBLEMS IN ITERATIONS.ESTIMATED COVARIANCE MATRIX NONINVERTIBLE.CHECK YOUR STARTING VALUES. What's wrong with this? I appreciate. 


If the factor correlation is not one, fixing it at one could cause convergence problems. Instead, try the following using the Wald test. MODEL: F1 by x1* x2 x3; F2 by y1* y2 y3; F1@0; F2@0; F1 with F2 (p1); MODEL TEST: 0 = p11; 

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