Mplus VERSION 6
MUTHEN & MUTHEN
04/25/2010  10:58 PM

INPUT INSTRUCTIONS

  TITLE:
          cont6

          Missing data modeling under MAR using ML

          Apple tree crop data from Snedecor & Cochran (1967), n = 18,
          2 missing data patterns. Little & Rubin (1987), p. 101

          Source:
          Little, R.J. & Rubin, D.B. (1987).  Statistical Analysis with
          Missing Data. New York: Wiley & Sons

  DATA:
          FILE IS ft29.dat;

  VARIABLE:
          NAMES ARE y1 y2;
          MISSING ARE ALL (999);

  ANALYSIS:
          TYPE = MEANSTRUCTURE MISSING;
          CONVERGENCE = .000001;

  !        for this example a somewhat stricter H0 convergence criterion than
  !        the default is needed to get the H0 results (obtained by quasi-
  !        newton optimization) and the H1 results (obtained by EM) to agree

  MODEL:
          y1 WITH y2;

  !        alternatively a regression model could be applied, using y2 ON y1

  OUTPUT:  SAMPSTAT;




*** WARNING in ANALYSIS command
  Starting with Version 5, TYPE=MEANSTRUCTURE is the default for all
  analyses.  To remove means from the model, use
  MODEL=NOMEANSTRUCTURE in the ANALYSIS command.
*** WARNING in ANALYSIS command
  Starting with Version 5, TYPE=MISSING is the default for all analyses.
  To obtain listwise deletion, use LISTWISE=ON in the DATA command.
   2 WARNING(S) FOUND IN THE INPUT INSTRUCTIONS




cont6

Missing data modeling under MAR using ML

Apple tree crop data from Snedecor & Cochran (1967), n = 18,
2 missing data patterns. Little & Rubin (1987), p. 101

Source:
Little, R.J. & Rubin, D.B. (1987).  Statistical Analysis with
Missing Data. New York: Wiley & Sons

SUMMARY OF ANALYSIS

Number of groups                                                 1
Number of observations                                          18

Number of dependent variables                                    2
Number of independent variables                                  0
Number of continuous latent variables                            0

Observed dependent variables

  Continuous
   Y1          Y2


Estimator                                                       ML
Information matrix                                        OBSERVED
Maximum number of iterations                                  1000
Convergence criterion                                    0.100D-05
Maximum number of steepest descent iterations                   20
Maximum number of iterations for H1                           2000
Convergence criterion for H1                             0.100D-03

Input data file(s)
  ft29.dat

Input data format  FREE


SUMMARY OF DATA

     Number of missing data patterns             2


COVARIANCE COVERAGE OF DATA

Minimum covariance coverage value   0.100


     PROPORTION OF DATA PRESENT


           Covariance Coverage
              Y1            Y2
              ________      ________
 Y1             1.000
 Y2             0.667         0.667


SAMPLE STATISTICS


     ESTIMATED SAMPLE STATISTICS


           Means
              Y1            Y2
              ________      ________
      1        14.722        49.333


           Covariances
              Y1            Y2
              ________      ________
 Y1            89.534
 Y2           -90.694       114.690


           Correlations
              Y1            Y2
              ________      ________
 Y1             1.000
 Y2            -0.895         1.000


     MAXIMUM LOG-LIKELIHOOD VALUE FOR THE UNRESTRICTED (H1) MODEL IS    -101.786


THE MODEL ESTIMATION TERMINATED NORMALLY



TESTS OF MODEL FIT

Chi-Square Test of Model Fit

          Value                              0.000
          Degrees of Freedom                     0
          P-Value                           0.0000

Chi-Square Test of Model Fit for the Baseline Model

          Value                             17.948
          Degrees of Freedom                     1
          P-Value                           0.0000

CFI/TLI

          CFI                                1.000
          TLI                                1.000

Loglikelihood

          H0 Value                        -101.786
          H1 Value                        -101.786

Information Criteria

          Number of Free Parameters              5
          Akaike (AIC)                     213.571
          Bayesian (BIC)                   218.023
          Sample-Size Adjusted BIC         202.660
            (n* = (n + 2) / 24)

RMSEA (Root Mean Square Error Of Approximation)

          Estimate                           0.000
          90 Percent C.I.                    0.000  0.000
          Probability RMSEA <= .05           0.000

SRMR (Standardized Root Mean Square Residual)

          Value                              0.000



MODEL RESULTS

                                                    Two-Tailed
                    Estimate       S.E.  Est./S.E.    P-Value

 Y1       WITH
    Y2               -90.697     33.346     -2.720      0.007

 Means
    Y1                14.722      2.230      6.601      0.000
    Y2                49.333      2.731     18.065      0.000

 Variances
    Y1                89.534     29.845      3.000      0.003
    Y2               114.695     42.864      2.676      0.007


QUALITY OF NUMERICAL RESULTS

     Condition Number for the Information Matrix              0.200E-02
       (ratio of smallest to largest eigenvalue)


     Beginning Time:  22:58:08
        Ending Time:  22:58:08
       Elapsed Time:  00:00:00



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