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Latent factor's regression coefficien... |
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yuzonghuo posted on Sunday, March 22, 2009 - 7:08 am
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Dear Prof, I wrote syntax to generate simulate data including 27 variables, and belong to 3 latent factors. I set the regression coefficients that factor 3 on factor 1 and factor 3 on factor 2 are 0.9, but when to estimate statistics, the first variable's regression coefficient is always less than the second variable's regression coefficient. I don't know how it happens. another problem is i can't get dirtectly covariance matrix. thank you very much!!! |
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