Mplus VERSION 7.2
MUTHEN & MUTHEN
05/07/2014   2:09 PM

INPUT INSTRUCTIONS

  TITLE:	Monte Carlo for a two-level path
  	analysis model with a continuous and a
  	categorical dependent variable ????

  montecarlo:
  	names are y u x w z;
  	generate = u(1);
  	categorical = u;
  	nobservations = 1000;
  	ncsizes = 3;
  	csizes = 40 (5) 50 (10) 20 (15);
  	seed = 58459;
  	nreps = 1;
  	within = x;
  	between = w z;
  	save = ex9.4.dat;

  ANALYSIS:	
  	TYPE = TWOLEVEL;
  	algo = int;
      estimator = wlsm;

  model population:

  	%WITHIN%

  	x@1;

  	u ON y*.75 x*.5;
  	y ON x*.25;
  	y*1;

  	%BETWEEN%

  	w@1;

  	u ON w*1 y*.5 z*.7;
  	y ON w*.5;
      z ON w*.7;
      y with z*.25;
  	y*.5; z*.5; u*.4;

  model:

  	%WITHIN%

  	u ON y*.75 x*.5;
  	y ON x*.25;
  	y*1;

  	%BETWEEN%

  	u ON w*1 y*.5 z*.7;
  	y ON w*.5;
      z ON w*.7;
      y with z*.25;
  	y*.5; z*.5; u*.4;


  output:
  	tech9;



INPUT READING TERMINATED NORMALLY



Monte Carlo for a two-level path
analysis model with a continuous and a
categorical dependent variable ????

SUMMARY OF ANALYSIS

Number of groups                                                 1
Number of observations                                        1000

Number of replications
    Requested                                                    1
    Completed                                                    1
Value of seed                                                58459

Number of dependent variables                                    3
Number of independent variables                                  2
Number of continuous latent variables                            0

Observed dependent variables

  Continuous
   Z           Y

  Binary and ordered categorical (ordinal)
   U

Observed independent variables
   X           W

Variables with special functions

  Within variables
   X

  Between variables
   W           Z


Estimator                                                     WLSM
Optimization Specifications for the Quasi-Newton Algorithm for
Continuous Outcomes
  Maximum number of iterations                                1000
  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                            10
  Minimum value for logit thresholds                           -10
  Minimum expected cell size for chi-square              0.100D-01
Optimization algorithm                                      EMA/FS
Integration Specifications
  Type                                                    STANDARD
  Number of integration points                                   7
  Dimensions of numerical integration                            0
  Adaptive quadrature                                           ON
Link                                                        PROBIT
Cholesky                                                        ON


SUMMARY OF DATA FOR THE FIRST REPLICATION

     Cluster information

       Size (s)    Number of clusters of Size s

          5            40
         10            50
         15            20


SAMPLE STATISTICS FOR THE FIRST REPLICATION


     ESTIMATED SAMPLE STATISTICS


           MEANS/INTERCEPTS/THRESHOLDS
              U$1           Z             Y
              ________      ________      ________
      1         0.024        -0.060         0.011


           SLOPES
              X             W
              ________      ________
 U              0.481         1.376
 Z              0.000         0.683
 Y              0.221         0.549


           WITHIN LEVEL VARIANCE/COVARIANCE
              U             Z             Y
              ________      ________      ________
 U              1.000
 Z              0.000         0.000
 Y              0.530         0.000         0.965


           WITHIN LEVEL CORRELATION
              U             Z             Y
              ________      ________      ________
 U              1.000
 Z              0.000         0.000
 Y              0.540         0.000         1.000


           BETWEEN LEVEL VARIANCE/COVARIANCE
              U             Z             Y
              ________      ________      ________
 U              0.541
 Z              0.426         0.567
 Y              0.369         0.278         0.530


           BETWEEN LEVEL CORRELATION
              U             Z             Y
              ________      ________      ________
 U              1.000
 Z              0.769         1.000
 Y              0.689         0.506         1.000




MODEL FIT INFORMATION

Number of Free Parameters                       16

Chi-Square Test of Model Fit

        Degrees of freedom                       0

        Mean                                 0.000
        Std Dev                              0.000
        Number of successful computations        1

             Proportions                   Percentiles
        Expected    Observed         Expected       Observed
           0.990       1.000            0.000          0.000
           0.980       1.000            0.000          0.000
           0.950       1.000            0.000          0.000
           0.900       1.000            0.000          0.000
           0.800       1.000            0.000          0.000
           0.700       1.000            0.000          0.000
           0.500       1.000            0.000          0.000
           0.300       1.000            0.000          0.000
           0.200       1.000            0.000          0.000
           0.100       1.000            0.000          0.000
           0.050       1.000            0.000          0.000
           0.020       1.000            0.000          0.000
           0.010       1.000            0.000          0.000

RMSEA (Root Mean Square Error Of Approximation)

        Mean                                 0.000
        Std Dev                              0.000
        Number of successful computations        1

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



MODEL RESULTS

                              ESTIMATES              S. E.     M. S. E.  95%  % Sig
                 Population   Average   Std. Dev.   Average             Cover Coeff
Within Level

 U          ON
  Y                   0.750     0.6525     0.0000     0.0736     0.0095 1.000 1.000
  X                   0.500     0.4277     0.0000     0.0682     0.0052 1.000 1.000

 Y          ON
  X                   0.250     0.2207     0.0000     0.0325     0.0009 1.000 1.000

 Residual Variances
  Y                   1.000     0.9651     0.0000     0.0518     0.0012 1.000 1.000

Between Level

 U          ON
  W                   1.000     0.9217     0.0000     0.1277     0.0061 1.000 1.000
  Y                   0.500     0.4830     0.0000     0.1619     0.0003 1.000 1.000
  Z                   0.700     0.6556     0.0000     0.1591     0.0020 1.000 1.000

 Y          ON
  W                   0.500     0.5488     0.0000     0.0702     0.0024 1.000 1.000

 Z          ON
  W                   0.700     0.6832     0.0000     0.0615     0.0003 1.000 1.000

 Y        WITH
  Z                   0.250     0.2776     0.0000     0.0698     0.0008 1.000 1.000

 Intercepts
  Z                   0.000    -0.0604     0.0000     0.0722     0.0036 1.000 0.000
  Y                   0.000     0.0110     0.0000     0.0787     0.0001 1.000 0.000

 Thresholds
  U$1                 0.000    -0.0058     0.0000     0.1715     0.0000 1.000 0.000

 Residual Variances
  U                   0.400     0.2199     0.0000     0.0998     0.0324 1.000 1.000
  Z                   0.500     0.5667     0.0000     0.0838     0.0045 1.000 1.000
  Y                   0.500     0.5301     0.0000     0.1095     0.0009 1.000 1.000


QUALITY OF NUMERICAL RESULTS

     Average Condition Number for the Information Matrix      0.391E-02
       (ratio of smallest to largest eigenvalue)


TECHNICAL 1 OUTPUT


     PARAMETER SPECIFICATION FOR WITHIN


           TAU
              U$1
              ________
 1                  0


           NU
              U             Z             Y             X             W
              ________      ________      ________      ________      ________
 1                  0             0             0             0             0


           LAMBDA
              U             Z             Y             X             W
              ________      ________      ________      ________      ________
 U                  0             0             0             0             0
 Z                  0             0             0             0             0
 Y                  0             0             0             0             0
 X                  0             0             0             0             0
 W                  0             0             0             0             0


           THETA
              U             Z             Y             X             W
              ________      ________      ________      ________      ________
 U                  0
 Z                  0             0
 Y                  0             0             0
 X                  0             0             0             0
 W                  0             0             0             0             0


           ALPHA
              U             Z             Y             X             W
              ________      ________      ________      ________      ________
 1                  0             0             0             0             0


           BETA
              U             Z             Y             X             W
              ________      ________      ________      ________      ________
 U                  0             0             1             2             0
 Z                  0             0             0             0             0
 Y                  0             0             0             3             0
 X                  0             0             0             0             0
 W                  0             0             0             0             0


           PSI
              U             Z             Y             X             W
              ________      ________      ________      ________      ________
 U                  0
 Z                  0             0
 Y                  0             0             4
 X                  0             0             0             0
 W                  0             0             0             0             0


     PARAMETER SPECIFICATION FOR BETWEEN


           TAU
              U$1
              ________
 1                 16


           NU
              U             Z             Y             X             W
              ________      ________      ________      ________      ________
 1                  0             0             0             0             0


           LAMBDA
              U             Z             Y             X             W
              ________      ________      ________      ________      ________
 U                  0             0             0             0             0
 Z                  0             0             0             0             0
 Y                  0             0             0             0             0
 X                  0             0             0             0             0
 W                  0             0             0             0             0


           THETA
              U             Z             Y             X             W
              ________      ________      ________      ________      ________
 U                  0
 Z                  0             0
 Y                  0             0             0
 X                  0             0             0             0
 W                  0             0             0             0             0


           ALPHA
              U             Z             Y             X             W
              ________      ________      ________      ________      ________
 1                  0             5             6             0             0


           BETA
              U             Z             Y             X             W
              ________      ________      ________      ________      ________
 U                  0             7             8             0             9
 Z                  0             0             0             0            10
 Y                  0             0             0             0            11
 X                  0             0             0             0             0
 W                  0             0             0             0             0


           PSI
              U             Z             Y             X             W
              ________      ________      ________      ________      ________
 U                 12
 Z                  0            13
 Y                  0            14            15
 X                  0             0             0             0
 W                  0             0             0             0             0


     STARTING VALUES FOR WITHIN


           TAU
              U$1
              ________
 1              0.000


           NU
              U             Z             Y             X             W
              ________      ________      ________      ________      ________
 1              0.000         0.000         0.000         0.000         0.000


           LAMBDA
              U             Z             Y             X             W
              ________      ________      ________      ________      ________
 U              1.000         0.000         0.000         0.000         0.000
 Z              0.000         1.000         0.000         0.000         0.000
 Y              0.000         0.000         1.000         0.000         0.000
 X              0.000         0.000         0.000         1.000         0.000
 W              0.000         0.000         0.000         0.000         1.000


           THETA
              U             Z             Y             X             W
              ________      ________      ________      ________      ________
 U              0.000
 Z              0.000         0.000
 Y              0.000         0.000         0.000
 X              0.000         0.000         0.000         0.000
 W              0.000         0.000         0.000         0.000         0.000


           ALPHA
              U             Z             Y             X             W
              ________      ________      ________      ________      ________
 1              0.000         0.000         0.000         0.000         0.000


           BETA
              U             Z             Y             X             W
              ________      ________      ________      ________      ________
 U              0.000         0.000         0.750         0.500         0.000
 Z              0.000         0.000         0.000         0.000         0.000
 Y              0.000         0.000         0.000         0.250         0.000
 X              0.000         0.000         0.000         0.000         0.000
 W              0.000         0.000         0.000         0.000         0.000


           PSI
              U             Z             Y             X             W
              ________      ________      ________      ________      ________
 U              1.000
 Z              0.000         0.000
 Y              0.000         0.000         1.000
 X              0.000         0.000         0.000         0.500
 W              0.000         0.000         0.000         0.000         0.000


     STARTING VALUES FOR BETWEEN


           TAU
              U$1
              ________
 1              0.000


           NU
              U             Z             Y             X             W
              ________      ________      ________      ________      ________
 1              0.000         0.000         0.000         0.000         0.000


           LAMBDA
              U             Z             Y             X             W
              ________      ________      ________      ________      ________
 U              1.000         0.000         0.000         0.000         0.000
 Z              0.000         1.000         0.000         0.000         0.000
 Y              0.000         0.000         1.000         0.000         0.000
 X              0.000         0.000         0.000         1.000         0.000
 W              0.000         0.000         0.000         0.000         1.000


           THETA
              U             Z             Y             X             W
              ________      ________      ________      ________      ________
 U              0.000
 Z              0.000         0.000
 Y              0.000         0.000         0.000
 X              0.000         0.000         0.000         0.000
 W              0.000         0.000         0.000         0.000         0.000


           ALPHA
              U             Z             Y             X             W
              ________      ________      ________      ________      ________
 1              0.000         0.000         0.000         0.000         0.000


           BETA
              U             Z             Y             X             W
              ________      ________      ________      ________      ________
 U              0.000         0.700         0.500         0.000         1.000
 Z              0.000         0.000         0.000         0.000         0.700
 Y              0.000         0.000         0.000         0.000         0.500
 X              0.000         0.000         0.000         0.000         0.000
 W              0.000         0.000         0.000         0.000         0.000


           PSI
              U             Z             Y             X             W
              ________      ________      ________      ________      ________
 U              0.400
 Z              0.000         0.500
 Y              0.000         0.250         0.500
 X              0.000         0.000         0.000         0.000
 W              0.000         0.000         0.000         0.000         0.500


     POPULATION VALUES FOR WITHIN


           TAU
              U$1
              ________
 1              0.000


           NU
              U             Z             Y             X             W
              ________      ________      ________      ________      ________
 1              0.000         0.000         0.000         0.000         0.000


           LAMBDA
              U             Z             Y             X             W
              ________      ________      ________      ________      ________
 U              1.000         0.000         0.000         0.000         0.000
 Z              0.000         1.000         0.000         0.000         0.000
 Y              0.000         0.000         1.000         0.000         0.000
 X              0.000         0.000         0.000         1.000         0.000
 W              0.000         0.000         0.000         0.000         1.000


           THETA
              U             Z             Y             X             W
              ________      ________      ________      ________      ________
 U              0.000
 Z              0.000         0.000
 Y              0.000         0.000         0.000
 X              0.000         0.000         0.000         0.000
 W              0.000         0.000         0.000         0.000         0.000


           ALPHA
              U             Z             Y             X             W
              ________      ________      ________      ________      ________
 1              0.000         0.000         0.000         0.000         0.000


           BETA
              U             Z             Y             X             W
              ________      ________      ________      ________      ________
 U              0.000         0.000         0.750         0.500         0.000
 Z              0.000         0.000         0.000         0.000         0.000
 Y              0.000         0.000         0.000         0.250         0.000
 X              0.000         0.000         0.000         0.000         0.000
 W              0.000         0.000         0.000         0.000         0.000


           PSI
              U             Z             Y             X             W
              ________      ________      ________      ________      ________
 U              0.000
 Z              0.000         0.000
 Y              0.000         0.000         1.000
 X              0.000         0.000         0.000         1.000
 W              0.000         0.000         0.000         0.000         0.000


     POPULATION VALUES FOR BETWEEN


           TAU
              U$1
              ________
 1              0.000


           NU
              U             Z             Y             X             W
              ________      ________      ________      ________      ________
 1              0.000         0.000         0.000         0.000         0.000


           LAMBDA
              U             Z             Y             X             W
              ________      ________      ________      ________      ________
 U              1.000         0.000         0.000         0.000         0.000
 Z              0.000         1.000         0.000         0.000         0.000
 Y              0.000         0.000         1.000         0.000         0.000
 X              0.000         0.000         0.000         1.000         0.000
 W              0.000         0.000         0.000         0.000         1.000


           THETA
              U             Z             Y             X             W
              ________      ________      ________      ________      ________
 U              0.000
 Z              0.000         0.000
 Y              0.000         0.000         0.000
 X              0.000         0.000         0.000         0.000
 W              0.000         0.000         0.000         0.000         0.000


           ALPHA
              U             Z             Y             X             W
              ________      ________      ________      ________      ________
 1              0.000         0.000         0.000         0.000         0.000


           BETA
              U             Z             Y             X             W
              ________      ________      ________      ________      ________
 U              0.000         0.700         0.500         0.000         1.000
 Z              0.000         0.000         0.000         0.000         0.700
 Y              0.000         0.000         0.000         0.000         0.500
 X              0.000         0.000         0.000         0.000         0.000
 W              0.000         0.000         0.000         0.000         0.000


           PSI
              U             Z             Y             X             W
              ________      ________      ________      ________      ________
 U              0.400
 Z              0.000         0.500
 Y              0.000         0.250         0.500
 X              0.000         0.000         0.000         0.000
 W              0.000         0.000         0.000         0.000         1.000


TECHNICAL 9 OUTPUT

  Error messages for each replication (if any)



SAVEDATA INFORMATION

  Order of variables

    U
    Z
    Y
    X
    W
    CLUSTER

  Save file
    ex9.4.dat

  Save file format           Free
  Save file record length    10000


     Beginning Time:  14:09:03
        Ending Time:  14:09:04
       Elapsed Time:  00:00:01



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) 1998-2014 Muthen & Muthen

Back to examples