Mplus VERSION 7
MUTHEN & MUTHEN
09/22/2012  10:02 PM

INPUT INSTRUCTIONS

  TITLE:	this is an example of a Monte Carlo
  		simulation study for a non-linear CFA

  MONTECARLO:			
  		NAMES = y1-y5;
  		NOBSERVATIONS = 500;
  		NREPS = 1;
  		SEED = 53487;
  		save = ex5.7.dat;

  ANALYSIS:
  		TYPE = RANDOM;
  		algorithm = integration;

  MODEL MONTECARLO:
  		
  		f BY y1@1 y2-y5*1;		
  		f*1;
  		fxf | f XWITH f;
  		y1-y5 ON fxf*-.25;
  		y1-y5*1;

  MODEL:	
  		
  		f BY y1@1 y2-y5*1;		
  		f*1;
  		fxf | f XWITH f;
  		y1-y5 ON fxf*-.25;
  		y1-y5*1;

  OUTPUT:
  		TECH8 TECH9;



INPUT READING TERMINATED NORMALLY



this is an example of a Monte Carlo
simulation study for a non-linear CFA

SUMMARY OF ANALYSIS

Number of groups                                                 1
Number of observations                                         500

Number of replications
    Requested                                                    1
    Completed                                                    1
Value of seed                                                53487

Number of dependent variables                                    5
Number of independent variables                                  0
Number of continuous latent variables                            2

Observed dependent variables

  Continuous
   Y1          Y2          Y3          Y4          Y5

Continuous latent variables
   F           FXF


Estimator                                                      MLR
Information matrix                                        OBSERVED
Optimization Specifications for the Quasi-Newton Algorithm for
Continuous Outcomes
  Maximum number of iterations                                 100
  Convergence criterion                                  0.100D-05
Optimization Specifications for the EM Algorithm
  Maximum number of iterations                                 500
  Convergence criteria
    Loglikelihood change                                 0.100D-02
    Relative loglikelihood change                        0.100D-05
    Derivative                                           0.100D-02
Optimization Specifications for the M step of the EM Algorithm for
Categorical Latent variables
  Number of M step iterations                                    1
  M step convergence criterion                           0.100D-02
  Basis for M step termination                           ITERATION
Optimization Specifications for the M step of the EM Algorithm for
Censored, Binary or Ordered Categorical (Ordinal), Unordered
Categorical (Nominal) and Count Outcomes
  Number of M step iterations                                    1
  M step convergence criterion                           0.100D-02
  Basis for M step termination                           ITERATION
  Maximum value for logit thresholds                            15
  Minimum value for logit thresholds                           -15
  Minimum expected cell size for chi-square              0.100D-01
Optimization algorithm                                         EMA
Integration Specifications
  Type                                                    STANDARD
  Number of integration points                                  15
  Dimensions of numerical integration                            1
  Adaptive quadrature                                           ON
Cholesky                                                       OFF


SAMPLE STATISTICS FOR THE FIRST REPLICATION


     SAMPLE STATISTICS


           Means
              Y1            Y2            Y3            Y4            Y5
              ________      ________      ________      ________      ________
 1             -0.344        -0.302        -0.342        -0.398        -0.367


           Covariances
              Y1            Y2            Y3            Y4            Y5
              ________      ________      ________      ________      ________
 Y1             2.225
 Y2             1.332         2.295
 Y3             1.339         1.370         2.406
 Y4             1.220         1.247         1.274         2.328
 Y5             1.293         1.369         1.447         1.318         2.417


           Correlations
              Y1            Y2            Y3            Y4            Y5
              ________      ________      ________      ________      ________
 Y1             1.000
 Y2             0.589         1.000
 Y3             0.579         0.583         1.000
 Y4             0.536         0.539         0.538         1.000
 Y5             0.558         0.581         0.600         0.555         1.000




MODEL FIT INFORMATION

Number of Free Parameters                       20

Loglikelihood

    H0 Value

        Mean                             -4027.499
        Std Dev                              0.000
        Number of successful computations        1

             Proportions                   Percentiles
        Expected    Observed         Expected       Observed
           0.990       0.000        -4027.499      -4027.499
           0.980       0.000        -4027.499      -4027.499
           0.950       0.000        -4027.499      -4027.499
           0.900       0.000        -4027.499      -4027.499
           0.800       0.000        -4027.499      -4027.499
           0.700       0.000        -4027.499      -4027.499
           0.500       0.000        -4027.499      -4027.499
           0.300       0.000        -4027.499      -4027.499
           0.200       0.000        -4027.499      -4027.499
           0.100       0.000        -4027.499      -4027.499
           0.050       0.000        -4027.499      -4027.499
           0.020       0.000        -4027.499      -4027.499
           0.010       0.000        -4027.499      -4027.499

Information Criteria

    Akaike (AIC)

        Mean                              8094.999
        Std Dev                              0.000
        Number of successful computations        1

             Proportions                   Percentiles
        Expected    Observed         Expected       Observed
           0.990       0.000         8094.999       8094.999
           0.980       0.000         8094.999       8094.999
           0.950       0.000         8094.999       8094.999
           0.900       0.000         8094.999       8094.999
           0.800       0.000         8094.999       8094.999
           0.700       0.000         8094.999       8094.999
           0.500       0.000         8094.999       8094.999
           0.300       0.000         8094.999       8094.999
           0.200       0.000         8094.999       8094.999
           0.100       0.000         8094.999       8094.999
           0.050       0.000         8094.999       8094.999
           0.020       0.000         8094.999       8094.999
           0.010       0.000         8094.999       8094.999

    Bayesian (BIC)

        Mean                              8179.291
        Std Dev                              0.000
        Number of successful computations        1

             Proportions                   Percentiles
        Expected    Observed         Expected       Observed
           0.990       0.000         8179.291       8179.291
           0.980       0.000         8179.291       8179.291
           0.950       0.000         8179.291       8179.291
           0.900       0.000         8179.291       8179.291
           0.800       0.000         8179.291       8179.291
           0.700       0.000         8179.291       8179.291
           0.500       0.000         8179.291       8179.291
           0.300       0.000         8179.291       8179.291
           0.200       0.000         8179.291       8179.291
           0.100       0.000         8179.291       8179.291
           0.050       0.000         8179.291       8179.291
           0.020       0.000         8179.291       8179.291
           0.010       0.000         8179.291       8179.291

    Sample-Size Adjusted BIC (n* = (n + 2) / 24)

        Mean                              8115.810
        Std Dev                              0.000
        Number of successful computations        1

             Proportions                   Percentiles
        Expected    Observed         Expected       Observed
           0.990       0.000         8115.810       8115.810
           0.980       0.000         8115.810       8115.810
           0.950       0.000         8115.810       8115.810
           0.900       0.000         8115.810       8115.810
           0.800       0.000         8115.810       8115.810
           0.700       0.000         8115.810       8115.810
           0.500       0.000         8115.810       8115.810
           0.300       0.000         8115.810       8115.810
           0.200       0.000         8115.810       8115.810
           0.100       0.000         8115.810       8115.810
           0.050       0.000         8115.810       8115.810
           0.020       0.000         8115.810       8115.810
           0.010       0.000         8115.810       8115.810



MODEL RESULTS

                           ESTIMATES              S. E.     M. S. E.  95%  % Sig
              Population   Average   Std. Dev.   Average             Cover Coeff
 F        BY
  Y1               1.000     1.0000     0.0000     0.0000     0.0000 1.000 0.000
  Y2               1.000     1.0397     0.0000     0.0664     0.0016 1.000 1.000
  Y3               1.000     1.1054     0.0000     0.0878     0.0111 1.000 1.000
  Y4               1.000     0.9760     0.0000     0.0664     0.0006 1.000 1.000
  Y5               1.000     1.0812     0.0000     0.0772     0.0066 1.000 1.000

 Y1         ON
  FXF             -0.250    -0.2438     0.0000     0.0696     0.0000 1.000 1.000

 Y2         ON
  FXF             -0.250    -0.2438     0.0000     0.0575     0.0000 1.000 1.000

 Y3         ON
  FXF             -0.250    -0.1828     0.0000     0.0407     0.0045 1.000 1.000

 Y4         ON
  FXF             -0.250    -0.1970     0.0000     0.0574     0.0028 1.000 1.000

 Y5         ON
  FXF             -0.250    -0.2051     0.0000     0.0504     0.0020 1.000 1.000

 Intercepts
  Y1               0.000    -0.0629     0.0000     0.0925     0.0040 1.000 0.000
  Y2               0.000    -0.0210     0.0000     0.0905     0.0004 1.000 0.000
  Y3               0.000    -0.1307     0.0000     0.0858     0.0171 1.000 0.000
  Y4               0.000    -0.1704     0.0000     0.0881     0.0290 1.000 0.000
  Y5               0.000    -0.1300     0.0000     0.0897     0.0169 1.000 0.000

 Variances
  F                1.000     1.1427     0.0000     0.1417     0.0203 1.000 1.000

 Residual Variances
  Y1               1.000     0.9709     0.0000     0.0789     0.0008 1.000 1.000
  Y2               1.000     0.9444     0.0000     0.0792     0.0031 1.000 1.000
  Y3               1.000     0.9489     0.0000     0.0949     0.0026 1.000 1.000
  Y4               1.000     1.1654     0.0000     0.0869     0.0274 1.000 1.000
  Y5               1.000     1.0025     0.0000     0.0728     0.0000 1.000 1.000


QUALITY OF NUMERICAL RESULTS

     Average Condition Number for the Information Matrix      0.140E-01
       (ratio of smallest to largest eigenvalue)


TECHNICAL 1 OUTPUT


     PARAMETER SPECIFICATION


           NU
              Y1            Y2            Y3            Y4            Y5
              ________      ________      ________      ________      ________
 1                  0             0             0             0             0


           LAMBDA
              F             FXF           Y1            Y2            Y3
              ________      ________      ________      ________      ________
 Y1                 0             0             0             0             0
 Y2                 0             0             0             0             0
 Y3                 0             0             0             0             0
 Y4                 0             0             0             0             0
 Y5                 0             0             0             0             0


           LAMBDA
              Y4            Y5
              ________      ________
 Y1                 0             0
 Y2                 0             0
 Y3                 0             0
 Y4                 0             0
 Y5                 0             0


           THETA
              Y1            Y2            Y3            Y4            Y5
              ________      ________      ________      ________      ________
 Y1                 0
 Y2                 0             0
 Y3                 0             0             0
 Y4                 0             0             0             0
 Y5                 0             0             0             0             0


           ALPHA
              F             FXF           Y1            Y2            Y3
              ________      ________      ________      ________      ________
 1                  0             0             1             2             3


           ALPHA
              Y4            Y5
              ________      ________
 1                  4             5


           BETA
              F             FXF           Y1            Y2            Y3
              ________      ________      ________      ________      ________
 F                  0             0             0             0             0
 FXF                0             0             0             0             0
 Y1                 0             6             0             0             0
 Y2                 7             8             0             0             0
 Y3                 9            10             0             0             0
 Y4                11            12             0             0             0
 Y5                13            14             0             0             0


           BETA
              Y4            Y5
              ________      ________
 F                  0             0
 FXF                0             0
 Y1                 0             0
 Y2                 0             0
 Y3                 0             0
 Y4                 0             0
 Y5                 0             0


           PSI
              F             FXF           Y1            Y2            Y3
              ________      ________      ________      ________      ________
 F                 15
 FXF                0             0
 Y1                 0             0            16
 Y2                 0             0             0            17
 Y3                 0             0             0             0            18
 Y4                 0             0             0             0             0
 Y5                 0             0             0             0             0


           PSI
              Y4            Y5
              ________      ________
 Y4                19
 Y5                 0            20


     STARTING VALUES


           NU
              Y1            Y2            Y3            Y4            Y5
              ________      ________      ________      ________      ________
 1              0.000         0.000         0.000         0.000         0.000


           LAMBDA
              F             FXF           Y1            Y2            Y3
              ________      ________      ________      ________      ________
 Y1             0.000         0.000         1.000         0.000         0.000
 Y2             0.000         0.000         0.000         1.000         0.000
 Y3             0.000         0.000         0.000         0.000         1.000
 Y4             0.000         0.000         0.000         0.000         0.000
 Y5             0.000         0.000         0.000         0.000         0.000


           LAMBDA
              Y4            Y5
              ________      ________
 Y1             0.000         0.000
 Y2             0.000         0.000
 Y3             0.000         0.000
 Y4             1.000         0.000
 Y5             0.000         1.000


           THETA
              Y1            Y2            Y3            Y4            Y5
              ________      ________      ________      ________      ________
 Y1             0.000
 Y2             0.000         0.000
 Y3             0.000         0.000         0.000
 Y4             0.000         0.000         0.000         0.000
 Y5             0.000         0.000         0.000         0.000         0.000


           ALPHA
              F             FXF           Y1            Y2            Y3
              ________      ________      ________      ________      ________
 1              0.000         0.000         0.000         0.000         0.000


           ALPHA
              Y4            Y5
              ________      ________
 1              0.000         0.000


           BETA
              F             FXF           Y1            Y2            Y3
              ________      ________      ________      ________      ________
 F              0.000         0.000         0.000         0.000         0.000
 FXF            0.000         0.000         0.000         0.000         0.000
 Y1             1.000        -0.250         0.000         0.000         0.000
 Y2             1.000        -0.250         0.000         0.000         0.000
 Y3             1.000        -0.250         0.000         0.000         0.000
 Y4             1.000        -0.250         0.000         0.000         0.000
 Y5             1.000        -0.250         0.000         0.000         0.000


           BETA
              Y4            Y5
              ________      ________
 F              0.000         0.000
 FXF            0.000         0.000
 Y1             0.000         0.000
 Y2             0.000         0.000
 Y3             0.000         0.000
 Y4             0.000         0.000
 Y5             0.000         0.000


           PSI
              F             FXF           Y1            Y2            Y3
              ________      ________      ________      ________      ________
 F              1.000
 FXF            0.000         0.000
 Y1             0.000         0.000         1.000
 Y2             0.000         0.000         0.000         1.000
 Y3             0.000         0.000         0.000         0.000         1.000
 Y4             0.000         0.000         0.000         0.000         0.000
 Y5             0.000         0.000         0.000         0.000         0.000


           PSI
              Y4            Y5
              ________      ________
 Y4             1.000
 Y5             0.000         1.000


     POPULATION VALUES


           NU
              Y1            Y2            Y3            Y4            Y5
              ________      ________      ________      ________      ________
 1              0.000         0.000         0.000         0.000         0.000


           LAMBDA
              F             FXF           Y1            Y2            Y3
              ________      ________      ________      ________      ________
 Y1             0.000         0.000         1.000         0.000         0.000
 Y2             0.000         0.000         0.000         1.000         0.000
 Y3             0.000         0.000         0.000         0.000         1.000
 Y4             0.000         0.000         0.000         0.000         0.000
 Y5             0.000         0.000         0.000         0.000         0.000


           LAMBDA
              Y4            Y5
              ________      ________
 Y1             0.000         0.000
 Y2             0.000         0.000
 Y3             0.000         0.000
 Y4             1.000         0.000
 Y5             0.000         1.000


           THETA
              Y1            Y2            Y3            Y4            Y5
              ________      ________      ________      ________      ________
 Y1             0.000
 Y2             0.000         0.000
 Y3             0.000         0.000         0.000
 Y4             0.000         0.000         0.000         0.000
 Y5             0.000         0.000         0.000         0.000         0.000


           ALPHA
              F             FXF           Y1            Y2            Y3
              ________      ________      ________      ________      ________
 1              0.000         0.000         0.000         0.000         0.000


           ALPHA
              Y4            Y5
              ________      ________
 1              0.000         0.000


           BETA
              F             FXF           Y1            Y2            Y3
              ________      ________      ________      ________      ________
 F              0.000         0.000         0.000         0.000         0.000
 FXF            0.000         0.000         0.000         0.000         0.000
 Y1             1.000        -0.250         0.000         0.000         0.000
 Y2             1.000        -0.250         0.000         0.000         0.000
 Y3             1.000        -0.250         0.000         0.000         0.000
 Y4             1.000        -0.250         0.000         0.000         0.000
 Y5             1.000        -0.250         0.000         0.000         0.000


           BETA
              Y4            Y5
              ________      ________
 F              0.000         0.000
 FXF            0.000         0.000
 Y1             0.000         0.000
 Y2             0.000         0.000
 Y3             0.000         0.000
 Y4             0.000         0.000
 Y5             0.000         0.000


           PSI
              F             FXF           Y1            Y2            Y3
              ________      ________      ________      ________      ________
 F              1.000
 FXF            0.000         0.000
 Y1             0.000         0.000         1.000
 Y2             0.000         0.000         0.000         1.000
 Y3             0.000         0.000         0.000         0.000         1.000
 Y4             0.000         0.000         0.000         0.000         0.000
 Y5             0.000         0.000         0.000         0.000         0.000


           PSI
              Y4            Y5
              ________      ________
 Y4             1.000
 Y5             0.000         1.000


TECHNICAL 8 OUTPUT


  TECHNICAL 8 OUTPUT FOR REPLICATION 1


   E STEP  ITER  LOGLIKELIHOOD    ABS CHANGE   REL CHANGE  ALGORITHM
              1 -0.40411678D+04    0.0000000    0.0000000  EM
              2 -0.40297013D+04   11.4665063    0.0028374  EM
              3 -0.40286035D+04    1.0977814    0.0002724  EM
              4 -0.40282034D+04    0.4000590    0.0000993  EM
              5 -0.40279777D+04    0.2257431    0.0000560  EM
              6 -0.40278336D+04    0.1440498    0.0000358  EM
              7 -0.40277376D+04    0.0960118    0.0000238  EM
              8 -0.40276719D+04    0.0657393    0.0000163  EM
              9 -0.40276259D+04    0.0459766    0.0000114  EM
             10 -0.40275932D+04    0.0327251    0.0000081  EM
             11 -0.40275695D+04    0.0236427    0.0000059  EM
             12 -0.40275522D+04    0.0173052    0.0000043  EM
             13 -0.40275394D+04    0.0128173    0.0000032  EM
             14 -0.40275298D+04    0.0095994    0.0000024  EM
             15 -0.40275226D+04    0.0072668    0.0000018  EM
             16 -0.40275170D+04    0.0055592    0.0000014  EM
             17 -0.40275127D+04    0.0042973    0.0000011  EM
             18 -0.40275093D+04    0.0033560    0.0000008  EM
             19 -0.40275067D+04    0.0026472    0.0000007  EM
             20 -0.40275046D+04    0.0021086    0.0000005  EM
             21 -0.40275029D+04    0.0016952    0.0000004  EM
             22 -0.40275015D+04    0.0013748    0.0000003  EM
             23 -0.40275004D+04    0.0011240    0.0000003  EM
             24 -0.40274995D+04    0.0009257    0.0000002  EM


TECHNICAL 9 OUTPUT

  Error messages for each replication (if any)



SAVEDATA INFORMATION

  Order of variables

    Y1
    Y2
    Y3
    Y4
    Y5

  Save file
    ex5.7.dat

  Save file format           Free
  Save file record length    10000


     Beginning Time:  22:02:52
        Ending Time:  22:02:52
       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) 1998-2012 Muthen & Muthen

Back to examples