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model-IIC.out
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model-IIC.out
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Mplus VERSION 8.2 (Mac)
MUTHEN & MUTHEN
05/26/2020 9:10 AM
INPUT INSTRUCTIONS
TITLE:
Variable List -
vdmre1z : vdmre1_z1 = (vdmre1 - .001549909736)/ 20.00309982
vdmre2z : vdmre2_z1 = (vdmre2 - .001713271102)/ 15.00342654
DATA:
FILE = __000001.dat ;
VARIABLE:
NAMES =
vdmre1z vdmre2z ;
MISSING ARE ALL (-9999) ;
ANALYSIS:
OUTPUT:
MODINDICES(-0);
RESIDUAL ;
stdyx ;
MODEL:
mre by vdmre1z@1 vdmre2z@1 ;
*** WARNING
Data set contains cases with missing on all variables.
These cases were not included in the analysis.
Number of cases with missing on all variables: 12
1 WARNING(S) FOUND IN THE INPUT INSTRUCTIONS
Variable List -
vdmre1z : vdmre1_z1 = (vdmre1 - .001549909736)/ 20.00309982
vdmre2z : vdmre2_z1 = (vdmre2 - .001713271102)/ 15.00342654
SUMMARY OF ANALYSIS
Number of groups 1
Number of observations 3335
Number of dependent variables 2
Number of independent variables 0
Number of continuous latent variables 1
Observed dependent variables
Continuous
VDMRE1Z VDMRE2Z
Continuous latent variables
MRE
Estimator ML
Information matrix OBSERVED
Maximum number of iterations 1000
Convergence criterion 0.500D-04
Maximum number of steepest descent iterations 20
Maximum number of iterations for H1 2000
Convergence criterion for H1 0.100D-03
Input data file(s)
__000001.dat
Input data format FREE
SUMMARY OF DATA
Number of missing data patterns 3
COVARIANCE COVERAGE OF DATA
Minimum covariance coverage value 0.100
PROPORTION OF DATA PRESENT
Covariance Coverage
VDMRE1Z VDMRE2Z
________ ________
VDMRE1Z 0.999
VDMRE2Z 0.971 0.972
UNIVARIATE SAMPLE STATISTICS
UNIVARIATE HIGHER-ORDER MOMENT DESCRIPTIVE STATISTICS
Variable/ Mean/ Skewness/ Minimum/ % with Percentiles
Sample Size Variance Kurtosis Maximum Min/Max 20%/60% 40%/80% Median
VDMRE1Z 0.925 -2.851 0.000 0.21% 0.850 0.950 0.950
3330.000 0.015 11.499 1.000 49.67% 1.000 1.000
VDMRE2Z 0.685 -0.698 0.000 0.49% 0.533 0.667 0.733
3243.000 0.033 0.636 1.000 2.78% 0.733 0.867
THE MODEL ESTIMATION TERMINATED NORMALLY
MODEL FIT INFORMATION
Number of Free Parameters 5
Loglikelihood
H0 Value 3468.054
H1 Value 3468.054
Information Criteria
Akaike (AIC) -6926.108
Bayesian (BIC) -6895.547
Sample-Size Adjusted BIC -6911.434
(n* = (n + 2) / 24)
Chi-Square Test of Model Fit
Value 0.000
Degrees of Freedom 0
P-Value 0.0000
RMSEA (Root Mean Square Error Of Approximation)
Estimate 0.000
90 Percent C.I. 0.000 0.000
Probability RMSEA <= .05 0.000
CFI/TLI
CFI 1.000
TLI 1.000
Chi-Square Test of Model Fit for the Baseline Model
Value 658.119
Degrees of Freedom 1
P-Value 0.0000
SRMR (Standardized Root Mean Square Residual)
Value 0.000
MODEL RESULTS
Two-Tailed
Estimate S.E. Est./S.E. P-Value
MRE BY
VDMRE1Z 1.000 0.000 999.000 999.000
VDMRE2Z 1.000 0.000 999.000 999.000
Intercepts
VDMRE1Z 0.924 0.002 430.408 0.000
VDMRE2Z 0.682 0.003 210.131 0.000
Variances
MRE 0.010 0.000 22.533 0.000
Residual Variances
VDMRE1Z 0.005 0.000 12.357 0.000
VDMRE2Z 0.024 0.001 34.350 0.000
STANDARDIZED MODEL RESULTS
STDYX Standardization
Two-Tailed
Estimate S.E. Est./S.E. P-Value
MRE BY
VDMRE1Z 0.822 0.015 54.062 0.000
VDMRE2Z 0.551 0.010 56.618 0.000
Intercepts
VDMRE1Z 7.457 0.093 80.162 0.000
VDMRE2Z 3.683 0.050 73.162 0.000
Variances
MRE 1.000 0.000 999.000 999.000
Residual Variances
VDMRE1Z 0.324 0.025 12.965 0.000
VDMRE2Z 0.697 0.011 65.039 0.000
R-SQUARE
Observed Two-Tailed
Variable Estimate S.E. Est./S.E. P-Value
VDMRE1Z 0.676 0.025 27.031 0.000
VDMRE2Z 0.303 0.011 28.309 0.000
QUALITY OF NUMERICAL RESULTS
Condition Number for the Information Matrix 0.558E-02
(ratio of smallest to largest eigenvalue)
RESIDUAL OUTPUT
ESTIMATED MODEL AND RESIDUALS (OBSERVED - ESTIMATED)
Model Estimated Means
VDMRE1Z VDMRE2Z
________ ________
0.924 0.682
Residuals for Means
VDMRE1Z VDMRE2Z
________ ________
0.000 0.000
Standardized Residuals (z-scores) for Means
VDMRE1Z VDMRE2Z
________ ________
0.000 0.000
Normalized Residuals for Means
VDMRE1Z VDMRE2Z
________ ________
0.000 0.000
Model Estimated Covariances
VDMRE1Z VDMRE2Z
________ ________
VDMRE1Z 0.015
VDMRE2Z 0.010 0.034
Model Estimated Correlations
VDMRE1Z VDMRE2Z
________ ________
VDMRE1Z 1.000
VDMRE2Z 0.453 1.000
Residuals for Covariances
VDMRE1Z VDMRE2Z
________ ________
VDMRE1Z 0.000
VDMRE2Z 0.000 0.000
Residuals for Correlations
VDMRE1Z VDMRE2Z
________ ________
VDMRE1Z 0.000
VDMRE2Z 0.000 0.000
Standardized Residuals (z-scores) for Covariances
VDMRE1Z VDMRE2Z
________ ________
VDMRE1Z 0.000
VDMRE2Z 0.000 0.000
Normalized Residuals for Covariances
VDMRE1Z VDMRE2Z
________ ________
VDMRE1Z 0.000
VDMRE2Z 0.000 0.000
MODEL MODIFICATION INDICES
NOTE: Modification indices for direct effects of observed dependent variables
regressed on covariates may not be included. To include these, request
MODINDICES (ALL).
Minimum M.I. value for printing the modification index 0.000
M.I. E.P.C. Std E.P.C. StdYX E.P.C.
No modification indices above the minimum value.
Beginning Time: 09:10:51
Ending Time: 09:10:51
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) 1998-2018 Muthen & Muthen