CFA.1 {MBESS} | R Documentation |
Returns the MLE estimates and the estimated asymptotic covariance matrix of parameter estimates for one-factor confirmatory factor analysis model
CFA.1(S, N, equal.loading = FALSE, equal.error = FALSE)
S |
covariance matrix of the indicators |
N |
total sample size |
equal.loading |
logical statement indicating whether the path coefficients are the same |
equal.error |
logical statement indicating whether the manifest variables have the same error variances |
Model |
the factor analysis model specified by the user |
Factor.Loadings |
factor loadings |
Indicator.var |
the error variances of the indicator variables |
Parameter.cov |
the covariance matrix of the parameters |
Keke Lai (University of Notre Dame, Lai.15@ND.Edu)
sem
, covmat.from.cfm
# Construct covariance matrix library(sem) cov.mat<-read.moments() 1.384 1.484 2.756 1.988 2.874 4.845 2.429 3.588 4.894 6.951 3.031 4.390 6.080 7.476 10.313 tran.cov.mat <- t(cov.mat) cov.mat[upper.tri(cov.mat)] <- tran.cov.mat[upper.tri(tran.cov.mat)] CFA.1(N=300, S=cov.mat)