Mplus VERSION 6 MUTHEN & MUTHEN 07/01/2010 11:00 AM INPUT INSTRUCTIONS title: M10 model variable: NAMES ARE y1-y5; data: file=1.dat; analysis: estimator=mlr; convergence=10000000; model: [y1*0.280 y2*0.380 y3*0.400 y4*0.420 y5*0.420]; Y1*0.443; Y1 with Y2*0.127; Y2*0.436; Y1 with Y3*0.234; Y2 with Y3*0.088; Y3*0.560; Y1 with Y4*0.233; Y2 with Y4*0.172; Y3 with Y4*0.227; Y4*0.604; Y1 with Y5*0.235; Y2 with Y5*0.148; Y3 with Y5*0.196; Y4 with Y5*0.164; Y5*0.604; output: tech5; INPUT READING TERMINATED NORMALLY M10 model SUMMARY OF ANALYSIS Number of groups 1 Number of observations 50 Number of dependent variables 5 Number of independent variables 0 Number of continuous latent variables 0 Observed dependent variables Continuous Y1 Y2 Y3 Y4 Y5 Estimator MLR Information matrix OBSERVED Maximum number of iterations 1000 Convergence criterion 0.100D+08 Maximum number of steepest descent iterations 20 Input data file(s) 1.dat Input data format FREE THE MODEL ESTIMATION TERMINATED NORMALLY TESTS OF MODEL FIT Chi-Square Test of Model Fit Value 7.594* Degrees of Freedom 0 P-Value 0.0000 Scaling Correction Factor 1.000 for MLR * The chi-square value for MLM, MLMV, MLR, ULSMV, WLSM and WLSMV cannot be used for chi-square difference testing in the regular way. MLM, MLR and WLSM chi-square difference testing is described on the Mplus website. MLMV, WLSMV, and ULSMV difference testing is done using the DIFFTEST option. Chi-Square Test of Model Fit for the Baseline Model Value 43.028 Degrees of Freedom 10 P-Value 0.0000 CFI/TLI CFI 0.770 TLI 1.000 Loglikelihood H0 Value -249.814 H0 Scaling Correction Factor 1.644 for MLR H1 Value -246.017 H1 Scaling Correction Factor 1.644 for MLR Information Criteria Number of Free Parameters 20 Akaike (AIC) 539.628 Bayesian (BIC) 577.868 Sample-Size Adjusted BIC 515.091 (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 0.066 MODEL RESULTS Two-Tailed Estimate S.E. Est./S.E. P-Value Y1 WITH Y2 0.127 0.096 1.328 0.184 Y3 0.234 0.112 2.084 0.037 Y4 0.233 0.156 1.493 0.135 Y5 0.235 0.143 1.649 0.099 Y2 WITH Y3 0.088 0.094 0.933 0.351 Y4 0.172 0.126 1.368 0.171 Y5 0.148 0.127 1.168 0.243 Y3 WITH Y4 0.227 0.161 1.409 0.159 Y5 0.196 0.125 1.571 0.116 Y4 WITH Y5 0.164 0.159 1.029 0.303 Means Y1 0.280 0.094 2.979 0.003 Y2 0.380 0.093 4.071 0.000 Y3 0.400 0.106 3.780 0.000 Y4 0.420 0.110 3.823 0.000 Y5 0.420 0.110 3.823 0.000 Variances Y1 0.443 0.172 2.582 0.010 Y2 0.436 0.162 2.688 0.007 Y3 0.560 0.147 3.816 0.000 Y4 0.604 0.187 3.222 0.001 Y5 0.604 0.221 2.728 0.006 QUALITY OF NUMERICAL RESULTS Condition Number for the Information Matrix 0.300E-01 (ratio of smallest to largest eigenvalue) TECHNICAL 5/6 OUTPUT TECHNICAL OUTPUT FROM EM ALGORITHM ITERATIONS FOR THE H1 MODEL ITER FUNCTION ABS CHANGE REL CHANGE 1 0.17631263D+01 2 0.65129262D+00 -1.1118336 -0.6306035 3 0.65129262D+00 -1.1118336 -0.6306035 TECHNICAL OUTPUT FROM QUASI-NEWTON ITERATIONS ITERATIONS USING GRADIENT ITER STEP FUNCTION ABS CHANGE REL CHANGE STEP LENGTH DERIVATIVE ITERATIONS USING QUASI-NEWTON ITER STEP FUNCTION ABS CHANGE REL CHANGE STEP LENGTH DERIVATIVE Beginning Time: 11:00:33 Ending Time: 11:00:33 Elapsed Time: 00:00:00 MUTHEN & MUTHEN 3463 Stoner Ave. Los Angeles, CA 90066 Tel: (310) 391-9971 Fax: (310) 391-8971 Web: www.StatModel.com Support: Support@StatModel.com Copyright (c) 1998-2010 Muthen & Muthen