Mplus VERSION 8
MUTHEN & MUTHEN
04/10/2017 3:41 AM
INPUT INSTRUCTIONS
Title: two-level bivariate cross-lagged analysis
MONTECARLO: NAMES ARE y1 y2;
NOBS = 5000;
NREP = 1;
NCSIZES = 1;
CSIZES = 100(50);
lagged = y1(1) y2(1);
save = ex9.32.dat;
ANALYSIS: TYPE = TWOLEVEL RANDOM;
estimator=bayes;
proc = 2;
biter=(2000);
MODEL POPULATION:
%WITHIN%
s1 | y1 on y1&1;
s2 | y2 on y2&1;
s12 | y1 on y2&1;
s21 | y2 on y1&1;
logvar1 | y1;
logvar2 | y2;
f by y1@1 y2@1;
logvarf | f;
%BETWEEN%
y1-y2*0.3; s1-s21*.01;
[s1-s21*.2];
logvar1*.1; logvar2*.1; logvarf*.1;
[logvar1*0]; [logvar2*0]; [logvarf*0];
MODEL:
%Within%
s1 | y1 on y1&1;
s2 | y2 on y2&1;
s12 | y1 on y2&1;
s21 | y2 on y1&1;
logvar1 | y1;
logvar2 | y2;
f by y1@1 y2@1;
logvarf | f;
%BETWEEN%
y1-y2*0.3; s1-s21*.01;
[s1-s21*.2];
logvar1*.1; logvar2*.1; logvarf*.1;
[logvar1*0]; [logvar2*0]; [logvarf*0];
output:
tech8;
INPUT READING TERMINATED NORMALLY
two-level bivariate cross-lagged analysis
SUMMARY OF ANALYSIS
Number of groups 1
Number of observations 5000
Number of replications
Requested 1
Completed 1
Value of seed 0
Number of dependent variables 2
Number of independent variables 2
Number of continuous latent variables 8
Observed dependent variables
Continuous
Y1 Y2
Observed independent variables
Y1&1 Y2&1
Continuous latent variables
F S1 S2 S12 S21 LOGVAR1
LOGVAR2 LOGVARF
Variables with special functions
Within variables
Y1&1 Y2&1
Estimator BAYES
Specifications for Bayesian Estimation
Point estimate MEDIAN
Number of Markov chain Monte Carlo (MCMC) chains 2
Random seed for the first chain 0
Starting value information UNPERTURBED
Treatment of categorical mediator LATENT
Algorithm used for Markov chain Monte Carlo GIBBS(PX1)
Convergence criterion 0.500D-01
Maximum number of iterations 50000
K-th iteration used for thinning 1
SUMMARY OF DATA FOR THE FIRST REPLICATION
Cluster information
Size (s) Number of clusters of Size s
50 100
MODEL FIT INFORMATION
Number of Free Parameters 18
Information Criteria
Deviance (DIC)
Mean 32267.491
Std Dev 0.000
Number of successful computations 1
Proportions Percentiles
Expected Observed Expected Observed
0.990 0.000 32267.491 32267.491
0.980 0.000 32267.491 32267.491
0.950 0.000 32267.491 32267.491
0.900 0.000 32267.491 32267.491
0.800 0.000 32267.491 32267.491
0.700 0.000 32267.491 32267.491
0.500 0.000 32267.491 32267.491
0.300 0.000 32267.491 32267.491
0.200 0.000 32267.491 32267.491
0.100 0.000 32267.491 32267.491
0.050 0.000 32267.491 32267.491
0.020 0.000 32267.491 32267.491
0.010 0.000 32267.491 32267.491
Estimated Number of Parameters (pD)
Mean 3612.047
Std Dev 0.000
Number of successful computations 1
Proportions Percentiles
Expected Observed Expected Observed
0.990 0.000 3612.047 3612.047
0.980 0.000 3612.047 3612.047
0.950 0.000 3612.047 3612.047
0.900 0.000 3612.047 3612.047
0.800 0.000 3612.047 3612.047
0.700 0.000 3612.047 3612.047
0.500 0.000 3612.047 3612.047
0.300 0.000 3612.047 3612.047
0.200 0.000 3612.047 3612.047
0.100 0.000 3612.047 3612.047
0.050 0.000 3612.047 3612.047
0.020 0.000 3612.047 3612.047
0.010 0.000 3612.047 3612.047
MODEL RESULTS
ESTIMATES S. E. M. S. E. 95% % Sig
Population Average Std. Dev. Average Cover Coeff
Within Level
F BY
Y1 1.000 1.0000 0.0000 0.0000 0.0000 1.000 0.000
Y2 1.000 1.0000 0.0000 0.0000 0.0000 1.000 0.000
Between Level
Means
Y1 0.000 -0.0701 0.0000 0.0651 0.0049 1.000 0.000
Y2 0.000 0.0277 0.0000 0.0701 0.0008 1.000 0.000
S1 0.200 0.2284 0.0000 0.0194 0.0008 1.000 1.000
S2 0.200 0.2120 0.0000 0.0177 0.0001 1.000 1.000
S12 0.200 0.1733 0.0000 0.0201 0.0007 1.000 1.000
S21 0.200 0.2249 0.0000 0.0215 0.0006 1.000 1.000
LOGVAR1 0.000 -0.0130 0.0000 0.0448 0.0002 1.000 0.000
LOGVAR2 0.000 0.0690 0.0000 0.0472 0.0048 1.000 0.000
LOGVARF 0.000 0.0263 0.0000 0.0502 0.0007 1.000 0.000
Variances
Y1 0.300 0.3331 0.0000 0.0646 0.0011 1.000 1.000
Y2 0.300 0.3466 0.0000 0.0663 0.0022 1.000 1.000
S1 0.010 0.0129 0.0000 0.0046 0.0000 1.000 1.000
S2 0.010 0.0060 0.0000 0.0034 0.0000 1.000 1.000
S12 0.010 0.0136 0.0000 0.0048 0.0000 1.000 1.000
S21 0.010 0.0201 0.0000 0.0060 0.0001 0.000 1.000
LOGVAR1 0.100 0.1120 0.0000 0.0337 0.0001 1.000 1.000
LOGVAR2 0.100 0.1242 0.0000 0.0338 0.0006 1.000 1.000
LOGVARF 0.100 0.1129 0.0000 0.0331 0.0002 1.000 1.000
CORRELATIONS AND MEAN SQUARE ERROR OF THE TRUE FACTOR VALUES AND THE FACTOR SCORES
CORRELATIONS MEAN SQUARE ERROR
Average Std. Dev. Average Std. Dev.
S1 0.658 0.000 0.082 0.000
S2 0.625 0.000 0.081 0.000
S12 0.645 0.000 0.082 0.000
S21 0.699 0.000 0.092 0.000
LOGVAR1 0.726 0.000 0.257 0.000
LOGVAR2 0.714 0.000 0.204 0.000
LOGVARF 0.746 0.000 0.198 0.000
Y1 0.894 0.000 0.235 0.000
Y2 0.920 0.000 0.230 0.000
TECHNICAL 1 OUTPUT
PARAMETER SPECIFICATION FOR WITHIN
NU
Y1 Y2 Y1&1 Y2&1
________ ________ ________ ________
0 0 0 0
LAMBDA
F Y1 Y2 Y1&1 Y2&1
________ ________ ________ ________ ________
Y1 0 0 0 0 0
Y2 0 0 0 0 0
Y1&1 0 0 0 0 0
Y2&1 0 0 0 0 0
THETA
Y1 Y2 Y1&1 Y2&1
________ ________ ________ ________
Y1 0
Y2 0 0
Y1&1 0 0 0
Y2&1 0 0 0 0
ALPHA
F Y1 Y2 Y1&1 Y2&1
________ ________ ________ ________ ________
0 0 0 0 0
BETA
F Y1 Y2 Y1&1 Y2&1
________ ________ ________ ________ ________
F 0 0 0 0 0
Y1 0 0 0 0 0
Y2 0 0 0 0 0
Y1&1 0 0 0 0 0
Y2&1 0 0 0 0 0
PSI
F Y1 Y2 Y1&1 Y2&1
________ ________ ________ ________ ________
F 0
Y1 0 0
Y2 0 0 0
Y1&1 0 0 0 0
Y2&1 0 0 0 0 0
PARAMETER SPECIFICATION FOR BETWEEN
NU
Y1 Y2
________ ________
0 0
LAMBDA
S1 S2 S12 S21 LOGVAR1
________ ________ ________ ________ ________
Y1 0 0 0 0 0
Y2 0 0 0 0 0
LAMBDA
LOGVAR2 LOGVARF Y1 Y2
________ ________ ________ ________
Y1 0 0 0 0
Y2 0 0 0 0
THETA
Y1 Y2
________ ________
Y1 0
Y2 0 0
ALPHA
S1 S2 S12 S21 LOGVAR1
________ ________ ________ ________ ________
1 2 3 4 5
ALPHA
LOGVAR2 LOGVARF Y1 Y2
________ ________ ________ ________
6 7 8 9
BETA
S1 S2 S12 S21 LOGVAR1
________ ________ ________ ________ ________
S1 0 0 0 0 0
S2 0 0 0 0 0
S12 0 0 0 0 0
S21 0 0 0 0 0
LOGVAR1 0 0 0 0 0
LOGVAR2 0 0 0 0 0
LOGVARF 0 0 0 0 0
Y1 0 0 0 0 0
Y2 0 0 0 0 0
BETA
LOGVAR2 LOGVARF Y1 Y2
________ ________ ________ ________
S1 0 0 0 0
S2 0 0 0 0
S12 0 0 0 0
S21 0 0 0 0
LOGVAR1 0 0 0 0
LOGVAR2 0 0 0 0
LOGVARF 0 0 0 0
Y1 0 0 0 0
Y2 0 0 0 0
PSI
S1 S2 S12 S21 LOGVAR1
________ ________ ________ ________ ________
S1 10
S2 0 11
S12 0 0 12
S21 0 0 0 13
LOGVAR1 0 0 0 0 14
LOGVAR2 0 0 0 0 0
LOGVARF 0 0 0 0 0
Y1 0 0 0 0 0
Y2 0 0 0 0 0
PSI
LOGVAR2 LOGVARF Y1 Y2
________ ________ ________ ________
LOGVAR2 15
LOGVARF 0 16
Y1 0 0 17
Y2 0 0 0 18
STARTING VALUES FOR WITHIN
NU
Y1 Y2 Y1&1 Y2&1
________ ________ ________ ________
0.000 0.000 0.000 0.000
LAMBDA
F Y1 Y2 Y1&1 Y2&1
________ ________ ________ ________ ________
Y1 0.000 1.000 0.000 0.000 0.000
Y2 0.000 0.000 1.000 0.000 0.000
Y1&1 0.000 0.000 0.000 1.000 0.000
Y2&1 0.000 0.000 0.000 0.000 1.000
THETA
Y1 Y2 Y1&1 Y2&1
________ ________ ________ ________
Y1 0.000
Y2 0.000 0.000
Y1&1 0.000 0.000 0.000
Y2&1 0.000 0.000 0.000 0.000
ALPHA
F Y1 Y2 Y1&1 Y2&1
________ ________ ________ ________ ________
0.000 0.000 0.000 0.000 0.000
BETA
F Y1 Y2 Y1&1 Y2&1
________ ________ ________ ________ ________
F 0.000 0.000 0.000 0.000 0.000
Y1 1.000 0.000 0.000 0.000 0.000
Y2 1.000 0.000 0.000 0.000 0.000
Y1&1 0.000 0.000 0.000 0.000 0.000
Y2&1 0.000 0.000 0.000 0.000 0.000
PSI
F Y1 Y2 Y1&1 Y2&1
________ ________ ________ ________ ________
F 0.000
Y1 0.000 0.000
Y2 0.000 0.000 0.000
Y1&1 0.000 0.000 0.000 0.500
Y2&1 0.000 0.000 0.000 0.000 0.500
STARTING VALUES FOR BETWEEN
NU
Y1 Y2
________ ________
0.000 0.000
LAMBDA
S1 S2 S12 S21 LOGVAR1
________ ________ ________ ________ ________
Y1 0.000 0.000 0.000 0.000 0.000
Y2 0.000 0.000 0.000 0.000 0.000
LAMBDA
LOGVAR2 LOGVARF Y1 Y2
________ ________ ________ ________
Y1 0.000 0.000 1.000 0.000
Y2 0.000 0.000 0.000 1.000
THETA
Y1 Y2
________ ________
Y1 0.000
Y2 0.000 0.000
ALPHA
S1 S2 S12 S21 LOGVAR1
________ ________ ________ ________ ________
0.200 0.200 0.200 0.200 0.000
ALPHA
LOGVAR2 LOGVARF Y1 Y2
________ ________ ________ ________
0.000 0.000 0.000 0.000
BETA
S1 S2 S12 S21 LOGVAR1
________ ________ ________ ________ ________
S1 0.000 0.000 0.000 0.000 0.000
S2 0.000 0.000 0.000 0.000 0.000
S12 0.000 0.000 0.000 0.000 0.000
S21 0.000 0.000 0.000 0.000 0.000
LOGVAR1 0.000 0.000 0.000 0.000 0.000
LOGVAR2 0.000 0.000 0.000 0.000 0.000
LOGVARF 0.000 0.000 0.000 0.000 0.000
Y1 0.000 0.000 0.000 0.000 0.000
Y2 0.000 0.000 0.000 0.000 0.000
BETA
LOGVAR2 LOGVARF Y1 Y2
________ ________ ________ ________
S1 0.000 0.000 0.000 0.000
S2 0.000 0.000 0.000 0.000
S12 0.000 0.000 0.000 0.000
S21 0.000 0.000 0.000 0.000
LOGVAR1 0.000 0.000 0.000 0.000
LOGVAR2 0.000 0.000 0.000 0.000
LOGVARF 0.000 0.000 0.000 0.000
Y1 0.000 0.000 0.000 0.000
Y2 0.000 0.000 0.000 0.000
PSI
S1 S2 S12 S21 LOGVAR1
________ ________ ________ ________ ________
S1 0.010
S2 0.000 0.010
S12 0.000 0.000 0.010
S21 0.000 0.000 0.000 0.010
LOGVAR1 0.000 0.000 0.000 0.000 0.100
LOGVAR2 0.000 0.000 0.000 0.000 0.000
LOGVARF 0.000 0.000 0.000 0.000 0.000
Y1 0.000 0.000 0.000 0.000 0.000
Y2 0.000 0.000 0.000 0.000 0.000
PSI
LOGVAR2 LOGVARF Y1 Y2
________ ________ ________ ________
LOGVAR2 0.100
LOGVARF 0.000 0.100
Y1 0.000 0.000 0.300
Y2 0.000 0.000 0.000 0.300
POPULATION VALUES FOR WITHIN
NU
Y1 Y2 Y1&1 Y2&1
________ ________ ________ ________
0.000 0.000 0.000 0.000
LAMBDA
F Y1 Y2 Y1&1 Y2&1
________ ________ ________ ________ ________
Y1 0.000 1.000 0.000 0.000 0.000
Y2 0.000 0.000 1.000 0.000 0.000
Y1&1 0.000 0.000 0.000 1.000 0.000
Y2&1 0.000 0.000 0.000 0.000 1.000
THETA
Y1 Y2 Y1&1 Y2&1
________ ________ ________ ________
Y1 0.000
Y2 0.000 0.000
Y1&1 0.000 0.000 0.000
Y2&1 0.000 0.000 0.000 0.000
ALPHA
F Y1 Y2 Y1&1 Y2&1
________ ________ ________ ________ ________
0.000 0.000 0.000 0.000 0.000
BETA
F Y1 Y2 Y1&1 Y2&1
________ ________ ________ ________ ________
F 0.000 0.000 0.000 0.000 0.000
Y1 1.000 0.000 0.000 0.000 0.000
Y2 1.000 0.000 0.000 0.000 0.000
Y1&1 0.000 0.000 0.000 0.000 0.000
Y2&1 0.000 0.000 0.000 0.000 0.000
PSI
F Y1 Y2 Y1&1 Y2&1
________ ________ ________ ________ ________
F 0.000
Y1 0.000 0.000
Y2 0.000 0.000 0.000
Y1&1 0.000 0.000 0.000 1.000
Y2&1 0.000 0.000 0.000 0.000 1.000
POPULATION VALUES FOR BETWEEN
NU
Y1 Y2
________ ________
0.000 0.000
LAMBDA
S1 S2 S12 S21 LOGVAR1
________ ________ ________ ________ ________
Y1 0.000 0.000 0.000 0.000 0.000
Y2 0.000 0.000 0.000 0.000 0.000
LAMBDA
LOGVAR2 LOGVARF Y1 Y2
________ ________ ________ ________
Y1 0.000 0.000 1.000 0.000
Y2 0.000 0.000 0.000 1.000
THETA
Y1 Y2
________ ________
Y1 0.000
Y2 0.000 0.000
ALPHA
S1 S2 S12 S21 LOGVAR1
________ ________ ________ ________ ________
0.200 0.200 0.200 0.200 0.000
ALPHA
LOGVAR2 LOGVARF Y1 Y2
________ ________ ________ ________
0.000 0.000 0.000 0.000
BETA
S1 S2 S12 S21 LOGVAR1
________ ________ ________ ________ ________
S1 0.000 0.000 0.000 0.000 0.000
S2 0.000 0.000 0.000 0.000 0.000
S12 0.000 0.000 0.000 0.000 0.000
S21 0.000 0.000 0.000 0.000 0.000
LOGVAR1 0.000 0.000 0.000 0.000 0.000
LOGVAR2 0.000 0.000 0.000 0.000 0.000
LOGVARF 0.000 0.000 0.000 0.000 0.000
Y1 0.000 0.000 0.000 0.000 0.000
Y2 0.000 0.000 0.000 0.000 0.000
BETA
LOGVAR2 LOGVARF Y1 Y2
________ ________ ________ ________
S1 0.000 0.000 0.000 0.000
S2 0.000 0.000 0.000 0.000
S12 0.000 0.000 0.000 0.000
S21 0.000 0.000 0.000 0.000
LOGVAR1 0.000 0.000 0.000 0.000
LOGVAR2 0.000 0.000 0.000 0.000
LOGVARF 0.000 0.000 0.000 0.000
Y1 0.000 0.000 0.000 0.000
Y2 0.000 0.000 0.000 0.000
PSI
S1 S2 S12 S21 LOGVAR1
________ ________ ________ ________ ________
S1 0.010
S2 0.000 0.010
S12 0.000 0.000 0.010
S21 0.000 0.000 0.000 0.010
LOGVAR1 0.000 0.000 0.000 0.000 0.100
LOGVAR2 0.000 0.000 0.000 0.000 0.000
LOGVARF 0.000 0.000 0.000 0.000 0.000
Y1 0.000 0.000 0.000 0.000 0.000
Y2 0.000 0.000 0.000 0.000 0.000
PSI
LOGVAR2 LOGVARF Y1 Y2
________ ________ ________ ________
LOGVAR2 0.100
LOGVARF 0.000 0.100
Y1 0.000 0.000 0.300
Y2 0.000 0.000 0.000 0.300
PRIORS FOR ALL PARAMETERS PRIOR MEAN PRIOR VARIANCE PRIOR STD. DEV.
Parameter 1~N(0.000,infinity) 0.0000 infinity infinity
Parameter 2~N(0.000,infinity) 0.0000 infinity infinity
Parameter 3~N(0.000,infinity) 0.0000 infinity infinity
Parameter 4~N(0.000,infinity) 0.0000 infinity infinity
Parameter 5~N(0.000,infinity) 0.0000 infinity infinity
Parameter 6~N(0.000,infinity) 0.0000 infinity infinity
Parameter 7~N(0.000,infinity) 0.0000 infinity infinity
Parameter 8~N(0.000,infinity) 0.0000 infinity infinity
Parameter 9~N(0.000,infinity) 0.0000 infinity infinity
Parameter 10~IG(-1.000,0.000) infinity infinity infinity
Parameter 11~IG(-1.000,0.000) infinity infinity infinity
Parameter 12~IG(-1.000,0.000) infinity infinity infinity
Parameter 13~IG(-1.000,0.000) infinity infinity infinity
Parameter 14~IG(-1.000,0.000) infinity infinity infinity
Parameter 15~IG(-1.000,0.000) infinity infinity infinity
Parameter 16~IG(-1.000,0.000) infinity infinity infinity
Parameter 17~IG(-1.000,0.000) infinity infinity infinity
Parameter 18~IG(-1.000,0.000) infinity infinity infinity
TECHNICAL 8 OUTPUT
REPLICATION 1:
Kolmogorov-Smirnov comparing posterior distributions across chains 1 and 2 using 100 draws.
Parameter KS Statistic P-value
Parameter 5 0.1500 0.1930
Parameter 8 0.0900 0.7942
Parameter 17 0.0900 0.7942
Parameter 9 0.0700 0.9610
Parameter 7 0.0600 0.9921
Parameter 4 0.0400 1.0000
Parameter 16 0.0400 1.0000
Parameter 15 0.0400 1.0000
Parameter 2 0.0300 1.0000
Parameter 18 0.0200 1.0000
Parameter 6 0.0200 1.0000
Parameter 1 0.0100 1.0000
Parameter 14 0.0100 1.0000
Parameter 3 0.0100 1.0000
Parameter 13 0.0000 1.0000
Parameter 11 0.0000 1.0000
Parameter 12 0.0000 1.0000
Parameter 10 0.0000 1.0000
Simulated prior distributions
Parameter Prior Mean Prior Variance Prior Std. Dev.
Parameter 1 Improper Prior
Parameter 2 Improper Prior
Parameter 3 Improper Prior
Parameter 4 Improper Prior
Parameter 5 Improper Prior
Parameter 6 Improper Prior
Parameter 7 Improper Prior
Parameter 8 Improper Prior
Parameter 9 Improper Prior
Parameter 10 Improper Prior
Parameter 11 Improper Prior
Parameter 12 Improper Prior
Parameter 13 Improper Prior
Parameter 14 Improper Prior
Parameter 15 Improper Prior
Parameter 16 Improper Prior
Parameter 17 Improper Prior
Parameter 18 Improper Prior
TECHNICAL 8 OUTPUT FOR BAYES ESTIMATION
CHAIN BSEED
1 0
2 285380
REPLICATION 1:
POTENTIAL PARAMETER WITH
ITERATION SCALE REDUCTION HIGHEST PSR
100 1.867 14
200 1.514 16
300 1.060 14
400 1.089 16
500 1.192 2
600 1.158 2
700 1.063 7
800 1.080 16
900 1.072 16
1000 1.029 16
1100 1.055 15
1200 1.043 15
1300 1.038 16
1400 1.035 15
1500 1.031 16
1600 1.019 5
1700 1.020 5
1800 1.031 5
1900 1.018 5
2000 1.032 5
SAVEDATA INFORMATION
Order of variables
Y1
Y2
CLUSTER
Y1&1
Y2&1
Save file
ex9.32.dat
Save file format Free
Save file record length 10000
Beginning Time: 03:41:05
Ending Time: 03:41:52
Elapsed Time: 00:00:47
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