TITLE: this is an example of a cross-classified time series analysis
with a first-order autoregressive AR(1) confirmatory factor analysis (CFA) model
for continuous factor indicators with random intercepts, random factor loadings,
and a factor varying across both subjects and time
DATA: FILE = ex9.40part2.dat;
VARIABLE: NAMES = y1-y3 time subject;
CLUSTER = subject time;
ANALYSIS: TYPE = CROSSCLASSIFIED RANDOM;
ESTIMATOR = BAYES;
PROCESSORS = 2;
BITERATIONS = (1000);
MODEL: %WITHIN%
s1-s3 | f BY y1-y3 (&1);
f@1;
f ON f&1;
%BETWEEN subject%
f;
%BETWEEN time%
f;
OUTPUT: TECH1 TECH8;
PLOT: TYPE = PLOT3;