Output SEM SMALL (FIX)

DATE: 12/20/2011
TIME: 20:09

L I S R E L 8.51
BY
Karl G. Jreskog & Dag Srbom

This program is published exclusively by

Scientific Software International, Inc.
7383 N. Lincoln Avenue, Suite 100
Lincolnwood, IL 60712, U.S.A.
Phone: (800)247-6113, (847)675-0720, Fax: (847)675-2140
Copyright by Scientific Software International, Inc., 1981-2001
Use of this program is subject to the terms specified in the
Universal Copyright Convention.
Website: www.ssicentral.com
The following lines were read from file C:\Users\raisa\Desktop\lisrel hans\template.spj:
Raw data from file small.psf
Sample Size = 130
Latent Variables BO BD BB BP I FP
Relationships
BO1 BO2 BO3 BO4 = BO
BD1 BD2 BD3 BD4 = BD
BB1 BB2 BB3 BB4 BB5 = BB
I1 I2 I3 I4 I5 = I
BP1 BP2 BP3 BP4 = BP
FP1 FP2 FP3 FP4 = FP
!BD = BO
!BO = BB
!BP = BO I
!I = BD
!BP = BP
!FP = BP
!Set the Covariances of **** - **** to 0
!Set the Variance of **** o 1.00
!Set Error **** of **** to 0
!Set error covariance between BD4 and BD2 to free
!Set error covariance between FP2 and FP1 to free
!Set error covariance between I5 and I1 to free
!Set error covariance between I5 and I2 to free
!Set error covariance between BB5 and BB3 to free
!Set error covariance between BB5 and BB2 to free
!PSFFile ****.psf

Path Diagram
Method of Estimation: Maximum Likelihood
End of Problem
Sample Size = 130

Covariance Matrix
BO1
BO2
BO3
BO4
BD1
BD2
-------- -------- -------- -------- -------- -------BO1
0.44
BO2
0.19
0.39
BO3
0.15
0.24
0.54
BO4
0.12
0.14
0.16
0.30
BD1
0.03
0.19
0.25
0.15
0.59
BD2
0.01
0.07
-0.06
-0.02
0.20
1.16
BD3
0.25
0.16
0.13
0.09
0.33
0.28
BD4
0.07
0.10
0.12
0.08
0.26
0.59
BB1
-0.05
-0.07
-0.25
-0.10
-0.24
-0.27
BB2
-0.12
-0.28
-0.18
-0.12
-0.37
-0.32
BB3
-0.19
-0.33
-0.20
-0.09
-0.17
-0.22
BB4
-0.11
-0.19
-0.02
0.03
-0.20
-0.33
BB5
-0.11
-0.26
-0.41
-0.15
-0.39
-0.04
BP1
0.00
0.05
0.11
0.12
0.15
0.18
BP2
0.10
0.14
0.08
0.12
0.23
0.33
BP3
0.10
0.00
-0.02
0.02
0.11
0.09
BP4
-0.02
0.04
-0.06
0.05
0.06
0.40
I1
0.08
0.17
0.13
0.13
0.21
0.12
I2
-0.01
0.10
0.08
0.13
0.21
0.21
I3
0.08
0.26
0.15
0.13
0.21
0.30
I4
0.03
0.12
0.05
0.04
0.06
0.26
I5
0.10
0.13
0.03
0.04
0.08
0.09
FP1
0.10
0.11
0.21
0.03
0.08
-0.23
FP2
0.06
0.10
0.24
0.03
0.11
-0.16
FP3
0.03
0.12
0.22
0.01
0.06
-0.17
FP4
0.06
0.13
0.21
0.04
0.08
-0.11
Covariance Matrix
BD3
BD4
BB1
BB2
BB3
BB4
-------- -------- -------- -------- -------- -------BD3
0.83
BD4
0.37
0.78
BB1
-0.19
-0.42
1.29
BB2
-0.50
-0.38
0.34
0.97
BB3
-0.33
-0.06
0.19
0.71
1.02
BB4
-0.74
-0.17
0.29
0.78
0.87
2.04
BB5
-0.60
-0.21
0.75
0.69
0.59
1.22
BP1
0.19
0.12
-0.12
-0.19
-0.15
-0.13
BP2
0.38
0.24
-0.31
-0.43
-0.30
-0.62
BP3
0.38
-0.08
0.08
-0.26
-0.29
-0.68
BP4
0.19
-0.06
-0.10
-0.15
-0.29
-0.82
I1
0.27
0.12
-0.07
-0.25
-0.22
-0.23
I2
0.23
0.14
-0.03
-0.25
-0.18
-0.12
I3
0.24
0.23
-0.20
-0.35
-0.34
-0.26
I4
0.01
0.15
-0.19
-0.26
-0.25
-0.05
I5
0.11
0.17
-0.13
-0.19
-0.21
-0.11
FP1
0.28
-0.07
-0.05
-0.23
-0.08
-0.30

FP2
FP3
FP4

0.22
0.22
0.22

-0.10
-0.21
-0.21

-0.18
-0.03
-0.05

-0.25
-0.08
-0.17

-0.15
-0.15
-0.20

-0.41
-0.42
-0.55

Covariance Matrix
BB5
BP1
BP2
BP3
BP4
I1
-------- -------- -------- -------- -------- -------BB5
1.82
BP1
-0.13
0.39
BP2
-0.50
0.17
0.75
BP3
-0.50
0.16
0.51
1.05
BP4
0.05
0.22
0.43
0.33
1.97
I1
-0.29
0.18
0.15
0.22
0.21
0.27
I2
-0.19
0.31
0.14
0.13
0.14
0.22
I3
-0.32
0.15
0.16
0.08
0.20
0.23
I4
0.07
0.01
0.19
-0.05
0.45
0.05
I5
-0.03
-0.04
0.25
0.10
0.14
0.02
FP1
-0.49
0.06
0.24
0.32
0.07
0.12
FP2
-0.58
0.09
0.27
0.34
0.26
0.13
FP3
-0.56
0.09
0.31
0.42
0.21
0.11
FP4
-0.69
0.06
0.31
0.48
0.31
0.14
Covariance Matrix
I2
I3
I4
I5
FP1
FP2
-------- -------- -------- -------- -------- -------I2
0.36
I3
0.22
0.39
I4
0.02
0.22
0.61
I5
-0.03
0.11
0.32
0.42
FP1
0.02
0.01
0.04
0.06
0.89
FP2
0.05
0.05
0.02
0.05
0.69
0.73
FP3
0.08
0.06
-0.02
0.06
0.66
0.67
FP4
0.06
0.06
-0.02
0.04
0.69
0.73
Covariance Matrix
FP3
FP4
-------- -------FP3
0.92
FP4
0.83
0.91

Number of Iterations = 50
LISREL Estimates (Maximum Likelihood)
Measurement Equations

BO1 = 0.31*BO, Errorvar.= 0.35 , R = 0.22

(0.059)
(0.045)
5.26
7.71
BO2 = 0.57*BO, Errorvar.= 0.057 , R = 0.85
(0.048)
(0.029)

11.92

1.97

BO3 = 0.43*BO, Errorvar.= 0.35 , R = 0.35

(0.063)
(0.048)
6.91
7.34
BO4 = 0.26*BO, Errorvar.= 0.23 , R = 0.23
(0.049)
(0.030)
5.44
7.68
BD1 = 0.45*BD, Errorvar.= 0.39 , R = 0.34
(0.068)
(0.054)
6.62
7.16
BD2 = 0.69*BD, Errorvar.= 0.69 , R = 0.40
(0.093)
(0.10)
7.37
6.87
BD3 = 0.61*BD, Errorvar.= 0.46 , R = 0.44
(0.078)
(0.070)
7.81
6.65
BD4 = 0.63*BD, Errorvar.= 0.38 , R = 0.50
(0.074)
(0.062)
8.48
6.25
BB1 = 0.42*BB, Errorvar.= 1.12 , R = 0.13
(0.10)
(0.14)
4.06
7.87
BB2 = 0.84*BB, Errorvar.= 0.27 , R = 0.72
(0.073)
(0.052)
11.38
5.24
BB3 = 0.78*BB, Errorvar.= 0.42 , R = 0.59
(0.079)
(0.065)
9.85
6.46
BB4 = 1.03*BB, Errorvar.= 0.99 , R = 0.52
(0.11)
(0.14)
8.98
6.87
BB5 = 0.93*BB, Errorvar.= 0.96 , R = 0.47
(0.11)
(0.14)
8.49
7.06
BP1 = 0.27*BP, Errorvar.= 0.32 , R = 0.19
(0.057)
(0.041)
4.72
7.66
BP2 = 0.72*BP, Errorvar.= 0.23 , R = 0.69
(0.070)
(0.056)
10.31
4.11
BP3 = 0.69*BP, Errorvar.= 0.58 , R = 0.45
(0.087)
(0.087)
7.95
6.63

BP4 = 0.57*BP, Errorvar.= 1.65 , R = 0.16

(0.13)
(0.21)
4.38
7.72
I1 = 0.41*I, Errorvar.= 0.10 , R = 0.62
(0.039)
(0.015)
10.37
6.62
I2 = 0.39*I, Errorvar.= 0.21 , R = 0.42
(0.049)
(0.028)
7.92
7.46
I3 = 0.57*I, Errorvar.= 0.057 , R = 0.85
(0.044)
(0.017)
13.17
3.37
I4 = 0.32*I, Errorvar.= 0.51 , R = 0.17
(0.069)
(0.064)
4.63
7.88
I5 = 0.19*I, Errorvar.= 0.38 , R = 0.086
(0.058)
(0.048)
3.27
7.96
FP1 = 0.77*FP, Errorvar.= 0.30 , R = 0.66
(0.069)
(0.040)
11.20
7.52
FP2 = 0.79*FP, Errorvar.= 0.11 , R = 0.85
(0.057)
(0.017)
13.73
6.32
FP3 = 0.88*FP, Errorvar.= 0.15 , R = 0.84
(0.065)
(0.023)
13.59
6.48
FP4 = 0.93*FP, Errorvar.= 0.044 , R = 0.95
(0.061)
(0.015)
15.19
2.98

Correlation Matrix of Independent Variables

BO
BD
BB
BP
I
FP
-------- -------- -------- -------- -------- -------BO
1.00
BD

0.40
(0.10)
4.13

1.00

BB

-0.54
-0.65
(0.08) (0.07)
-6.97
-8.64

BP

0.26
0.59
-0.67
(0.10) (0.09) (0.07)

1.00

1.00

2.59

6.80

-9.41

0.72
(0.06)
12.23

0.73
(0.06)
11.29

FP

0.26
-0.02
-0.37
0.52
(0.09) (0.10) (0.08) (0.08)
2.89
-0.16
-4.37
6.65

-0.67
0.49
(0.06) (0.09)
-10.92
5.74

1.00

0.17
(0.09)
1.80

1.00

Goodness of Fit Statistics

Degrees of Freedom = 284
Minimum Fit Function Chi-Square = 1849.03 (P = 0.0)
Normal Theory Weighted Least Squares Chi-Square = 1398.02 (P = 0.0)
Estimated Non-centrality Parameter (NCP) = 1114.02
90 Percent Confidence Interval for NCP = (1001.14 ; 1234.40)
Minimum Fit Function Value = 14.33
Population Discrepancy Function Value (F0) = 8.64
90 Percent Confidence Interval for F0 = (7.76 ; 9.57)
Root Mean Square Error of Approximation (RMSEA) = 0.17
90 Percent Confidence Interval for RMSEA = (0.17 ; 0.18)
P-Value for Test of Close Fit (RMSEA < 0.05) = 0.00
Expected Cross-Validation Index (ECVI) = 11.88
90 Percent Confidence Interval for ECVI = (11.00 ; 12.81)
ECVI for Saturated Model = 5.44
ECVI for Independence Model = 26.86
Chi-Square for Independence Model with 325 Degrees of Freedom = 3413.07
Independence AIC = 3465.07
Model AIC = 1532.02
Saturated AIC = 702.00
Independence CAIC = 3565.62
Model CAIC = 1791.15
Saturated CAIC = 2059.50
Normed Fit Index (NFI) = 0.46
Non-Normed Fit Index (NNFI) = 0.42
Parsimony Normed Fit Index (PNFI) = 0.40
Comparative Fit Index (CFI) = 0.49
Incremental Fit Index (IFI) = 0.50
Relative Fit Index (RFI) = 0.38
Critical N (CN) = 24.89

Root Mean Square Residual (RMR) = 0.11

Standardized RMR = 0.13
Goodness of Fit Index (GFI) = 0.55
Adjusted Goodness of Fit Index (AGFI) = 0.44
Parsimony Goodness of Fit Index (PGFI) = 0.44
The Modification Indices Suggest to Add the
Path to from Decrease in Chi-Square New Estimate
BD1
BO
13.6
0.27

BD1
BD2
BD2
BD3
BD3
BD3
BD4
BD4
BD4
BB2
BB2
BB2
BB3
BB3
BB3
BB4
BB4
BB4
BB5
BP1
BP1
BP3
I1
I1
I2
I3

I
BO
BB
BB
BP
FP
BB
BP
FP
BD
I
FP
BO
BD
BP
BO
BP
I
FP
BD
I
BD
BP
FP
BO
BP

8.8
8.7
8.2
26.4
22.9
25.7
14.6
20.4
18.8
19.4
8.3
12.4
8.8
8.0
11.6
17.2
11.6
18.0
25.3
9.9
17.3
16.2
10.9
11.5
13.9
21.2

0.33
-0.30
0.39
-0.58
0.50
0.36
0.42
-0.45
-0.30
-0.45
-0.29
0.24
-0.26
0.31
0.39
0.54
-0.56
0.66
-0.52
0.24
0.27
-0.46
0.14
0.11
-0.27
-0.24

The Modification Indices Suggest to Add an Error Covariance

Between and Decrease in Chi-Square New Estimate
BD1
BO3
14.8
0.14
BD3
BO1
22.0
0.18
BD3
BD2
12.7
-0.23
BD4
BD2
22.5
0.29
BB1
BO3
10.1
-0.18
BB1
BD4
16.4
-0.26
BB2
BD4
10.0
-0.12
BB3
BD4
17.6
0.18
BB3
BB2
14.3
0.19
BB4
BD3
17.7
-0.29
BB5
BO3
16.3
-0.22
BB5
BD2
9.9
0.25
BB5
BD3
8.2
-0.19
BB5
BB1
18.6
0.43
BB5
BB2
8.2
-0.19
BB5
BB3
8.6
-0.21
BB5
BB4
13.6
0.38
BP1
BO2
11.4
-0.07
BP1
BO4
11.1
0.08
BP2
BO2
8.7
0.07
BP3
BD3
8.7
0.16
BP3
BD4
18.5
-0.22
BP3
BB1
16.8
0.31
BP4
BB4
15.0
-0.47
BP4
BB5
14.2
0.45
I1
BD1
8.6
0.06
I1
BD2
11.6
-0.09
I1
BD3
20.7
0.10
I1
BD4
8.6
-0.06
I1
BP1
11.6
0.06
I1
BP2
10.7
-0.06
I1
BP3
23.7
0.12

I2
I2
I2
I2
I3
I3
I3
I4
I4
I4
I4
I4
I4
I4
I4
I5
I5
I5
I5
I5
I5
FP1
FP1
FP1
FP1
FP1
FP2
FP2
FP2
FP2
FP3
FP3
FP4
FP4
FP4
FP4
FP4
FP4
FP4
FP4

BO2
BO4
BP1
I1
BO2
BD2
BD3
BD3
BB5
BP2
BP3
BP4
I1
I2
I3
BB5
BP1
BP2
I1
I2
I4
BD2
BD3
BD4
BB2
I3
BO3
BB1
BB2
FP1
BB2
FP2
BD2
BD4
BB2
BB4
BB5
BP3
FP1
FP3

11.0
10.1
75.7
31.7
15.2
13.0
10.1
12.6
18.4
9.2
9.0
18.3
17.6
13.5
18.8
7.9
16.6
25.2
13.3
18.6
47.2
9.4
7.9
9.9
16.7
10.3
10.6
12.2
26.4
39.9
12.6
14.4
11.7
11.9
16.1
13.5
8.3
11.7
18.4
24.4
Time used:

-0.06
0.07
0.21
0.09
0.06
0.10
-0.07
-0.16
0.28
0.12
-0.16
0.35
-0.09
-0.11
0.10
0.16
-0.13
0.17
-0.07
-0.11
0.27
-0.14
0.10
0.11
-0.13
-0.05
0.06
-0.12
-0.10
0.12
0.08
-0.07
0.09
-0.07
0.07
-0.11
-0.08
0.08
-0.09
0.12
0.515 Seconds

OUTPUT SETELAH INNOVATION

DATE: 12/20/2011
TIME: 21:25

L I S R E L 8.51
BY
Karl G. Jreskog & Dag Srbom

This program is published exclusively by

Scientific Software International, Inc.

7383 N. Lincoln Avenue, Suite 100

Lincolnwood, IL 60712, U.S.A.
Phone: (800)247-6113, (847)675-0720, Fax: (847)675-2140
Copyright by Scientific Software International, Inc., 1981-2001
Use of this program is subject to the terms specified in the
Universal Copyright Convention.
Website: www.ssicentral.com
The following lines were read from file C:\Users\raisa\Desktop\lisrel hans\template.spj:
Raw data from file small.psf
Sample Size = 130
Latent Variables BO BD BB BP I FP
Relationships
BO1 BO2 BO3 BO4 = BO
BD1 BD2 BD3 BD4 = BD
BB1 BB2 BB3 BB4 BB5 = BB
BP1 BP2 BP3 BP4 = BP
FP1 FP2 FP3 FP4 = FP
BD = BO
BO = BB
BP = BO
BP = BD
FP = BP
!Set the Covariances of **** - **** to 0
!Set the Variance of **** o 1.00
!Set Error **** of **** to 0
!Set error covariance between BD4 and BD2 to free
!Set error covariance between FP2 and FP1 to free
!Set error covariance between I5 and I1 to free
!Set error covariance between I5 and I2 to free
!Set error covariance between BB5 and BB3 to free
!Set error covariance between BB5 and BB2 to free
!PSFFile ****.psf
Path Diagram
Method of Estimation: Maximum Likelihood
End of Problem
Sample Size = 130

Covariance Matrix
BO1
BO2
BO3
BO4
BD1
BD2
-------- -------- -------- -------- -------- -------BO1
0.44
BO2
0.19
0.39
BO3
0.15
0.24
0.54
BO4
0.12
0.14
0.16
0.30
BD1
0.03
0.19
0.25
0.15
0.59
BD2
0.01
0.07
-0.06
-0.02
0.20
1.16
BD3
0.25
0.16
0.13
0.09
0.33
0.28
BD4
0.07
0.10
0.12
0.08
0.26
0.59

BP1
BP2
BP3
BP4
FP1
FP2
FP3
FP4
BB1
BB2
BB3
BB4
BB5

0.00
0.10
0.10
-0.02
0.10
0.06
0.03
0.06
-0.05
-0.12
-0.19
-0.11
-0.11

0.05
0.14
0.00
0.04
0.11
0.10
0.12
0.13
-0.07
-0.28
-0.33
-0.19
-0.26

0.11
0.08
-0.02
-0.06
0.21
0.24
0.22
0.21
-0.25
-0.18
-0.20
-0.02
-0.41

0.12
0.12
0.02
0.05
0.03
0.03
0.01
0.04
-0.10
-0.12
-0.09
0.03
-0.15

0.15
0.23
0.11
0.06
0.08
0.11
0.06
0.08
-0.24
-0.37
-0.17
-0.20
-0.39

0.18
0.33
0.09
0.40
-0.23
-0.16
-0.17
-0.11
-0.27
-0.32
-0.22
-0.33
-0.04

Covariance Matrix
BD3
BD4
BP1
BP2
BP3
BP4
-------- -------- -------- -------- -------- -------BD3
0.83
BD4
0.37
0.78
BP1
0.19
0.12
0.39
BP2
0.38
0.24
0.17
0.75
BP3
0.38
-0.08
0.16
0.51
1.05
BP4
0.19
-0.06
0.22
0.43
0.33
1.97
FP1
0.28
-0.07
0.06
0.24
0.32
0.07
FP2
0.22
-0.10
0.09
0.27
0.34
0.26
FP3
0.22
-0.21
0.09
0.31
0.42
0.21
FP4
0.22
-0.21
0.06
0.31
0.48
0.31
BB1
-0.19
-0.42
-0.12
-0.31
0.08
-0.10
BB2
-0.50
-0.38
-0.19
-0.43
-0.26
-0.15
BB3
-0.33
-0.06
-0.15
-0.30
-0.29
-0.29
BB4
-0.74
-0.17
-0.13
-0.62
-0.68
-0.82
BB5
-0.60
-0.21
-0.13
-0.50
-0.50
0.05
Covariance Matrix
FP1
FP2
FP3
FP4
BB1
BB2
-------- -------- -------- -------- -------- -------FP1
0.89
FP2
0.69
0.73
FP3
0.66
0.67
0.92
FP4
0.69
0.73
0.83
0.91
BB1
-0.05
-0.18
-0.03
-0.05
1.29
BB2
-0.23
-0.25
-0.08
-0.17
0.34
0.97
BB3
-0.08
-0.15
-0.15
-0.20
0.19
0.71
BB4
-0.30
-0.41
-0.42
-0.55
0.29
0.78
BB5
-0.49
-0.58
-0.56
-0.69
0.75
0.69
Covariance Matrix
BB3
BB4
BB5
-------- -------- -------BB3
1.02
BB4
0.87
2.04
BB5
0.59
1.22
1.82

Number of Iterations = 59

LISREL Estimates (Maximum Likelihood)

Measurement Equations

BO1 = 0.35*BO, Errorvar.= 0.32 , R = 0.27

(0.044)
7.29
BO2 = 0.50*BO, Errorvar.= 0.14 , R = 0.64
(0.094)
(0.031)
5.29
4.46
BO3 = 0.45*BO, Errorvar.= 0.33 , R = 0.38
(0.095)
(0.049)
4.76
6.77
BO4 = 0.28*BO, Errorvar.= 0.22 , R = 0.26
(0.066)
(0.031)
4.24
7.33
BD1 = 0.49*BD, Errorvar.= 0.35 , R = 0.41
(0.053)
6.52
BD2 = 0.53*BD, Errorvar.= 0.88 , R = 0.24
(0.12)
(0.12)
4.60
7.34
BD3 = 0.69*BD, Errorvar.= 0.36 , R = 0.57
(0.11)
(0.070)
6.17
5.14
BD4 = 0.56*BD, Errorvar.= 0.47 , R = 0.40
(0.100)
(0.071)
5.58
6.58
BP1 = 0.24*BP, Errorvar.= 0.33 , R = 0.15
(0.042)
7.78
BP2 = 0.78*BP, Errorvar.= 0.14 , R = 0.82
(0.19)
(0.066)
4.13
2.06
BP3 = 0.66*BP, Errorvar.= 0.62 , R = 0.41
(0.17)
(0.092)
3.96
6.75
BP4 = 0.54*BP, Errorvar.= 1.67 , R = 0.15
(0.17)
(0.22)
3.13
7.78
FP1 = 0.77*FP, Errorvar.= 0.29 , R = 0.67
(0.039)
7.47

FP2 = 0.79*FP, Errorvar.= 0.10 , R = 0.86

(0.058)
(0.017)
13.72
6.15
FP3 = 0.88*FP, Errorvar.= 0.15 , R = 0.84
(0.065)
(0.023)
13.50
6.41
FP4 = 0.93*FP, Errorvar.= 0.050 , R = 0.95
(0.062)
(0.015)
14.87
3.22

BB1 = 0.39*BB, Errorvar.= 1.14 , R = 0.12

(0.10)
(0.14)
3.78
7.87
BB2 = 0.83*BB, Errorvar.= 0.28 , R = 0.71
(0.075)
(0.057)
11.14
4.93
BB3 = 0.82*BB, Errorvar.= 0.35 , R = 0.66
(0.078)
(0.063)
10.54
5.58
BB4 = 1.00*BB, Errorvar.= 1.04 , R = 0.49
(0.12)
(0.15)
8.58
6.86
BB5 = 0.89*BB, Errorvar.= 1.02 , R = 0.44
(0.11)
(0.14)
8.02
7.07

Structural Equations

BO = - 0.65*BB, Errorvar.= 0.57 , R = 0.43

(0.14)
(0.21)
-4.61
2.70
BD = 0.60*BO, Errorvar.= 0.64 , R = 0.36
(0.16)
(0.20)
3.87
3.26
BP = 0.10*BO + 0.56*BD, Errorvar.= 0.61 , R = 0.39
(0.14) (0.20)
(0.29)
0.74
2.82
2.09
FP = 0.46*BP, Errorvar.= 0.79 , R = 0.21
(0.14)
(0.14)
3.35
5.48

Reduced Form Equations

BO = - 0.65*BB, Errorvar.= 0.57, R = 0.43
(0.14)

-4.61
BD = - 0.39*BB, Errorvar.= 0.85, R = 0.15
(0.096)
-4.09
BP = - 0.28*BB, Errorvar.= 0.92, R = 0.081
(0.10)
-2.84
FP = - 0.13*BB, Errorvar.= 0.98, R = 0.017
(0.044)
-2.98

Correlation Matrix of Independent Variables

BB
-------1.00

Covariance Matrix of Latent Variables

BO
BD
BP
FP
BB
-------- -------- -------- -------- -------BO
1.00
BD
0.60
1.00
BP
0.44
0.62
1.00
FP
0.20
0.29
0.46
1.00
BB
-0.65
-0.39
-0.28
-0.13
1.00

Goodness of Fit Statistics

Degrees of Freedom = 184
Minimum Fit Function Chi-Square = 1028.82 (P = 0.0)
Normal Theory Weighted Least Squares Chi-Square = 844.47 (P = 0.0)
Estimated Non-centrality Parameter (NCP) = 660.47
90 Percent Confidence Interval for NCP = (573.96 ; 754.51)
Minimum Fit Function Value = 7.98
Population Discrepancy Function Value (F0) = 5.12
90 Percent Confidence Interval for F0 = (4.45 ; 5.85)
Root Mean Square Error of Approximation (RMSEA) = 0.17
90 Percent Confidence Interval for RMSEA = (0.16 ; 0.18)
P-Value for Test of Close Fit (RMSEA < 0.05) = 0.00
Expected Cross-Validation Index (ECVI) = 7.27
90 Percent Confidence Interval for ECVI = (6.60 ; 8.00)
ECVI for Saturated Model = 3.58
ECVI for Independence Model = 17.58
Chi-Square for Independence Model with 210 Degrees of Freedom = 2225.34
Independence AIC = 2267.34
Model AIC = 938.47
Saturated AIC = 462.00
Independence CAIC = 2348.56
Model CAIC = 1120.24

Saturated CAIC = 1355.40

Normed Fit Index (NFI) = 0.54
Non-Normed Fit Index (NNFI) = 0.52
Parsimony Normed Fit Index (PNFI) = 0.47
Comparative Fit Index (CFI) = 0.58
Incremental Fit Index (IFI) = 0.59
Relative Fit Index (RFI) = 0.47
Critical N (CN) = 30.03

Root Mean Square Residual (RMR) = 0.16

Standardized RMR = 0.15
Goodness of Fit Index (GFI) = 0.62
Adjusted Goodness of Fit Index (AGFI) = 0.52
Parsimony Goodness of Fit Index (PGFI) = 0.49
The Modification Indices Suggest to Add the
Path to from Decrease in Chi-Square New Estimate
BO2
BD
9.1
-0.25
BD1
BO
9.6
0.30
BD2
BO
9.0
-0.42
BD2
FP
11.4
-0.31
BD3
FP
9.3
0.21
BD4
BP
9.5
-0.34
BD4
FP
33.3
-0.41
BP2
BD
9.0
0.44
BP3
FP
11.8
0.32
BO
BD
31.1
-1.16
BO
BP
32.0
-0.91
BD
FP
13.8
-0.48
BD
BB
31.1
-0.85
BP
BB
15.1
-0.52
The Modification Indices Suggest to Add an Error Covariance
Between and Decrease in Chi-Square New Estimate
BD
BO
31.1
-0.74
BP
BO
15.1
-0.46
FP
BD
13.8
-0.38
BD1
BO1
15.0
-0.13
BD1
BO3
13.2
0.13
BD2
BO3
7.9
-0.15
BD3
BO1
18.1
0.16
BD4
BD2
38.5
0.42
BP1
BO4
9.8
0.08
BP2
BD4
10.5
0.13
BP3
BD3
14.5
0.20
BP3
BD4
20.8
-0.25
FP1
BD2
9.8
-0.15
FP2
FP1
38.5
0.12
FP3
FP2
19.3
-0.09
FP4
BD4
11.0
-0.07
FP4
BP3
13.6
0.09
FP4
FP1
19.5
-0.09
FP4
FP3
33.8
0.14
BB1
BD4
15.8
-0.28
BB1
BP2
8.3
-0.16
BB1
BP3
15.7
0.31
BB1
FP2
11.4
-0.12

BB2
BB2
BB2
BB2
BB2
BB3
BB3
BB3
BB4
BB4
BB4
BB4
BB4
BB4
BB4
BB5
BB5
BB5
BB5
BB5
BB5

BD4
FP1
FP2
FP3
FP4
BO2
BD4
BB1
BO3
BO4
BD1
BD3
BP3
BP4
FP4
BO3
BD2
BP4
BB1
BB3
BB4

14.6
15.7
24.4
12.7
17.8
12.2
11.7
8.6
9.4
7.9
10.0
21.5
9.3
16.5
13.2
13.5
10.6
10.8
20.7
15.2
18.3
Time used:

-0.16
-0.13
-0.10
0.08
0.08
-0.10
0.15
-0.20
0.18
0.13
0.19
-0.31
-0.24
-0.51
-0.12
-0.21
0.30
0.40
0.47
-0.29
0.47
0.281 Seconds

OUTPUT SETELAH INNOVATION (medium)

DATE: 12/20/2011
TIME: 14:26

L I S R E L 8.51
BY
Karl G. Jreskog & Dag Srbom

This program is published exclusively by

Scientific Software International, Inc.
7383 N. Lincoln Avenue, Suite 100
Lincolnwood, IL 60712, U.S.A.
Phone: (800)247-6113, (847)675-0720, Fax: (847)675-2140
Copyright by Scientific Software International, Inc., 1981-2001
Use of this program is subject to the terms specified in the
Universal Copyright Convention.
Website: www.ssicentral.com
The following lines were read from file C:\Users\raisa\Desktop\lisrel hans\template.spj:
Raw data from file cobacoba.psf
Sample Size = 132
Latent Variables BO BD BB BP I FP
Relationships
BO1 BO2 BO3 BO4 = BO

BD1 BD2 BD3 BD4 = BD

BB1 BB2 BB3 BB4 BB5 = BB
BP1 BP2 BP3 BP4 = BP
FP1 FP2 FP3 FP4 = FP
BD = BO
BO = BB
BP = BO
BP = BD
FP = BP
!Set the Covariances of **** - **** to 0
!Set the Variance of **** o 1.00
!Set Error **** of **** to 0
!Set error covariance between BD4 and BD2 to free
!Set error covariance between FP2 and FP1 to free
!Set error covariance between I5 and I1 to free
!Set error covariance between I5 and I2 to free
!Set error covariance between BB5 and BB3 to free
!Set error covariance between BB5 and BB2 to free
!PSFFile ****.psf
Path Diagram
Method of Estimation: Maximum Likelihood
End of Problem
Sample Size = 132

Covariance Matrix
BO1
BO2
BO3
BO4
BD1
BD2
-------- -------- -------- -------- -------- -------BO1
0.53
BO2
0.31
0.59
BO3
0.23
0.26
0.49
BO4
0.34
0.27
0.30
0.49
BD1
0.09
0.21
0.18
0.16
0.69
BD2
0.01
0.32
0.12
0.04
0.39
1.19
BD3
0.28
0.28
0.17
0.21
0.29
0.31
BD4
0.08
0.20
0.18
0.08
0.43
0.66
BP1
-0.01
0.21
0.08
0.01
0.10
0.39
BP2
0.07
0.29
0.11
0.07
0.22
0.43
BP3
0.11
0.16
0.03
0.08
0.07
0.12
BP4
-0.04
-0.05
-0.08
-0.06
0.01
-0.07
FP1
0.13
0.16
0.16
0.04
0.05
0.01
FP2
0.12
0.26
0.18
0.06
0.15
0.11
FP3
0.05
0.21
0.11
-0.01
0.09
0.09
FP4
0.10
0.23
0.10
0.05
0.09
0.11
BB1
-0.01
0.02
-0.04
0.09
-0.21
-0.14
BB2
-0.18
-0.23
-0.10
-0.15
-0.27
-0.01
BB3
-0.30
-0.25
-0.11
-0.21
-0.05
0.08
BB4
-0.15
-0.14
-0.04
-0.05
-0.14
-0.24
BB5
-0.20
-0.04
-0.15
-0.13
-0.08
-0.05
Covariance Matrix

BD3
BD4
BP1
BP2
BP3
BP4
-------- -------- -------- -------- -------- -------BD3
0.72
BD4
0.36
0.93
BP1
0.21
0.20
0.96
BP2
0.31
0.29
0.83
0.87
BP3
0.27
0.09
0.51
0.48
0.79
BP4
0.08
0.00
-0.12
-0.15
-0.01
2.10
FP1
0.18
-0.05
0.25
0.36
0.37
-0.04
FP2
0.14
0.09
0.32
0.39
0.34
0.04
FP3
0.15
0.00
0.29
0.38
0.42
0.03
FP4
0.13
-0.03
0.29
0.34
0.42
0.07
BB1
-0.03
-0.32
-0.17
-0.16
-0.02
0.11
BB2
-0.28
-0.22
-0.05
-0.18
-0.11
0.03
BB3
-0.30
-0.01
-0.08
-0.09
-0.15
0.04
BB4
-0.26
-0.22
-0.17
-0.12
-0.10
0.23
BB5
-0.25
-0.12
-0.07
-0.06
0.00
0.13
Covariance Matrix
FP1
FP2
FP3
FP4
BB1
BB2
-------- -------- -------- -------- -------- -------FP1
0.95
FP2
0.72
0.83
FP3
0.76
0.74
0.96
FP4
0.66
0.70
0.77
0.82
BB1
-0.10
-0.24
-0.13
-0.13
1.30
BB2
-0.18
-0.25
-0.10
-0.10
0.33
1.29
BB3
0.03
-0.04
0.00
0.01
0.39
0.73
BB4
0.11
-0.03
-0.02
-0.02
0.58
0.48
BB5
-0.12
-0.19
-0.13
-0.16
0.73
0.59
Covariance Matrix
BB3
BB4
BB5
-------- -------- -------BB3
1.18
BB4
0.87
1.82
BB5
0.78
1.19
1.68

Number of Iterations = 26
LISREL Estimates (Maximum Likelihood)
Measurement Equations

BO1 = 0.55*BO, Errorvar.= 0.22 , R = 0.58

(0.038)
5.92
BO2 = 0.53*BO, Errorvar.= 0.30 , R = 0.48
(0.072)
(0.046)
7.41
6.64
BO3 = 0.48*BO, Errorvar.= 0.26 , R = 0.48

(0.066)
7.38

(0.039)
6.67

BO4 = 0.57*BO, Errorvar.= 0.17 , R = 0.66

(0.068)
(0.033)
8.46
4.99
BD1 = 0.55*BD, Errorvar.= 0.39 , R = 0.43
(0.059)
6.70
BD2 = 0.78*BD, Errorvar.= 0.58 , R = 0.51
(0.12)
(0.094)
6.54
6.12
BD3 = 0.50*BD, Errorvar.= 0.47 , R = 0.35
(0.089)
(0.066)
5.65
7.12
BD4 = 0.77*BD, Errorvar.= 0.34 , R = 0.63
(0.11)
(0.070)
6.92
4.91
BP1 = 0.87*BP, Errorvar.= 0.21 , R = 0.78
(0.039)
5.38
BP2 = 0.96*BP, Errorvar.= -0.045 , R = 1.05
(0.056)
(0.037)
17.16
-1.23
W_A_R_N_I_N_G : Error variance is negative.
BP3 = 0.48*BP, Errorvar.= 0.56 , R = 0.29
(0.067)
(0.069)
7.14
8.13
BP4 = - 0.17*BP, Errorvar.= 2.07 , R = 0.014
(0.12)
(0.26)
-1.43
8.10
FP1 = 0.83*FP, Errorvar.= 0.26 , R = 0.73
(0.037)
7.00
FP2 = 0.84*FP, Errorvar.= 0.12 , R = 0.85
(0.057)
(0.022)
14.78
5.69
FP3 = 0.90*FP, Errorvar.= 0.14 , R = 0.85
(0.061)
(0.025)
14.83
5.64
FP4 = 0.84*FP, Errorvar.= 0.12 , R = 0.85
(0.056)
(0.021)
14.83
5.63

BB1 = 0.57*BB, Errorvar.= 0.97 , R = 0.25

(0.10)
(0.13)
5.72
7.60
BB2 = 0.62*BB, Errorvar.= 0.90 , R = 0.30
(0.099)
(0.12)
6.34
7.47
BB3 = 0.82*BB, Errorvar.= 0.50 , R = 0.57
(0.087)
(0.083)
9.48
6.08
BB4 = 1.05*BB, Errorvar.= 0.72 , R = 0.60
(0.11)
(0.12)
9.82
5.78
BB5 = 1.05*BB, Errorvar.= 0.56 , R = 0.66
(0.10)
(0.11)
10.46
5.12

Structural Equations

BO = - 0.28*BB, Errorvar.= 0.92 , R = 0.080

(0.10)
(0.20)
-2.73
4.67
BD = 0.40*BO, Errorvar.= 0.84 , R = 0.16
(0.11)
(0.22)
3.51
3.77
BP = 0.048*BO + 0.49*BD, Errorvar.= 0.74 , R = 0.26
(0.093) (0.11)
(0.12)
0.52
4.30
6.24
FP = 0.45*BP, Errorvar.= 0.80 , R = 0.20
(0.084)
(0.13)
5.34
6.01

Reduced Form Equations

BO = - 0.28*BB, Errorvar.= 0.92, R = 0.080
(0.10)
-2.73
BD = - 0.11*BB, Errorvar.= 0.99, R = 0.013
(0.050)
-2.23
BP = - 0.069*BB, Errorvar.= 1.00, R = 0.0047
(0.036)
-1.93
FP = - 0.031*BB, Errorvar.= 1.00, R = 0.00095
(0.017)
-1.83

Correlation Matrix of Independent Variables

BB
-------1.00

Covariance Matrix of Latent Variables

BO
BD
BP
FP
BB
-------- -------- -------- -------- -------BO
1.00
BD
0.40
1.00
BP
0.24
0.51
1.00
FP
0.11
0.23
0.45
1.00
BB
-0.28
-0.11
-0.07
-0.03
1.00

Goodness of Fit Statistics

Degrees of Freedom = 184
Minimum Fit Function Chi-Square = 544.57 (P = 0.0)
Normal Theory Weighted Least Squares Chi-Square = 485.79 (P = 0.0)
Estimated Non-centrality Parameter (NCP) = 301.79
90 Percent Confidence Interval for NCP = (240.30 ; 370.95)
Minimum Fit Function Value = 4.16
Population Discrepancy Function Value (F0) = 2.30
90 Percent Confidence Interval for F0 = (1.83 ; 2.83)
Root Mean Square Error of Approximation (RMSEA) = 0.11
90 Percent Confidence Interval for RMSEA = (0.100 ; 0.12)
P-Value for Test of Close Fit (RMSEA < 0.05) = 0.00
Expected Cross-Validation Index (ECVI) = 4.43
90 Percent Confidence Interval for ECVI = (3.96 ; 4.95)
ECVI for Saturated Model = 3.53
ECVI for Independence Model = 15.39
Chi-Square for Independence Model with 210 Degrees of Freedom = 1974.05
Independence AIC = 2016.05
Model AIC = 579.79
Saturated AIC = 462.00
Independence CAIC = 2097.59
Model CAIC = 762.28
Saturated CAIC = 1358.93
Normed Fit Index (NFI) = 0.72
Non-Normed Fit Index (NNFI) = 0.77
Parsimony Normed Fit Index (PNFI) = 0.63
Comparative Fit Index (CFI) = 0.80
Incremental Fit Index (IFI) = 0.80
Relative Fit Index (RFI) = 0.69
Critical N (CN) = 56.70

Root Mean Square Residual (RMR) = 0.097

Standardized RMR = 0.11

Goodness of Fit Index (GFI) = 0.74
Adjusted Goodness of Fit Index (AGFI) = 0.67
Parsimony Goodness of Fit Index (PGFI) = 0.59
The Modification Indices Suggest to Add the
Path to from Decrease in Chi-Square New Estimate
BO2
BD
14.1
0.25
BO2
BP
19.3
0.23
BO2
FP
12.5
0.19
BD3
BO
18.4
0.34
BP1
BD
9.8
-0.18
BP2
BD
12.5
0.21
BP3
FP
16.1
0.30
The Modification Indices Suggest to Add an Error Covariance
Between and Decrease in Chi-Square New Estimate
BO3
BO1
8.4
-0.09
BO4
BO2
8.6
-0.10
BD2
BO2
12.1
0.15
BD3
BO1
13.9
0.13
BD4
BD2
10.9
0.26
BP1
BD1
8.0
-0.07
BP3
BD3
7.9
0.13
BP3
BP1
12.4
0.12
BP3
BP2
19.1
-0.17
FP3
FP2
10.8
-0.08
FP4
BP3
9.8
0.08
FP4
FP1
8.9
-0.07
BB1
BD3
10.9
0.21
BB1
BD4
10.8
-0.20
BB2
BP1
12.3
0.12
BB2
BP2
9.7
-0.09
BB2
FP2
9.1
-0.11
BB3
BD3
13.1
-0.18
BB3
BB2
22.7
0.35
BB4
BB2
10.7
-0.30
BB5
BO2
11.5
0.16
BB5
BB3
14.7
-0.37
BB5
BB4
11.6
0.43
Time used:

0.265 Seconds

DATE: 12/20/2011
TIME: 4:21
L I S R E L 8.51
BY
Karl G. Jreskog & Dag Srbom

This program is published exclusively by

Scientific Software International, Inc.
7383 N. Lincoln Avenue, Suite 100
Lincolnwood, IL 60712, U.S.A.
Phone: (800)247-6113, (847)675-0720, Fax: (847)675-2140
Copyright by Scientific Software International, Inc., 1981-2001
Use of this program is subject to the terms specified in the
Universal Copyright Convention.
Website: www.ssicentral.com
The following lines were read from file C:\Users\raisa\Desktop\lisrel hans\template.spj:
Raw data from file cobacoba.psf
Sample Size = 132
Latent Variables BO BD BB BP I FP
Relationships
BO1 BO2 BO3 BO4 = BO
BD1 BD2 BD3 BD4 = BD
BB1 BB2 BB3 BB4 BB5 = BB
BP1 BP2 BP3 BP4 = BP
I1 I2 I3 I4 I5 = I
FP1 FP2 FP3 FP4 = FP
BD = BO
BO = BB
BP = BO I
I = BD
BP = I
FP = BP

!Set the Covariances of **** - **** to 0

!Set the Variance of **** o 1.00
!Set Error **** of **** to 0
!Set error covariance between BD4 and BD2 to free
!Set error covariance between FP2 and FP1 to free
!Set error covariance between I5 and I1 to free
!Set error covariance between I5 and I2 to free
!Set error covariance between BB5 and BB3 to free
!Set error covariance between BB5 and BB2 to free
!PSFFile ****.psf
Path Diagram
Method of Estimation: Maximum Likelihood
End of Problem
Sample Size = 132

Covariance Matrix
BO1
BO2
BO3
BO4
BD1
BD2
-------- -------- -------- -------- -------- -------BO1
0.53
BO2
0.31
0.59
BO3
0.23
0.26
0.49
BO4
0.34
0.27
0.30
0.49
BD1
0.09
0.21
0.18
0.16
0.69
BD2
0.01
0.32
0.12
0.04
0.39
1.19
BD3
0.28
0.28
0.17
0.21
0.29
0.31
BD4
0.08
0.20
0.18
0.08
0.43
0.66
BP1
-0.01
0.21
0.08
0.01
0.10
0.39
BP2
0.07
0.29
0.11
0.07
0.22
0.43
BP3
0.11
0.16
0.03
0.08
0.07
0.12
BP4
-0.04
-0.05
-0.08
-0.06
0.01
-0.07
I1
0.20
0.06
0.04
0.09
0.12
0.01
I2
0.04
0.14
0.09
0.14
0.16
0.15
I3
0.29
0.34
0.14
0.22
0.22
0.27
I4
0.09
0.12
0.02
0.06
0.12
0.17
I5
0.04
0.12
0.01
0.03
0.18
0.19
FP1
0.13
0.16
0.16
0.04
0.05
0.01
FP2
0.12
0.26
0.18
0.06
0.15
0.11
FP3
0.05
0.21
0.11
-0.01
0.09
0.09
FP4
0.10
0.23
0.10
0.05
0.09
0.11
BB1
-0.01
0.02
-0.04
0.09
-0.21
-0.14
BB2
-0.18
-0.23
-0.10
-0.15
-0.27
-0.01
BB3
-0.30
-0.25
-0.11
-0.21
-0.05
0.08
BB4
-0.15
-0.14
-0.04
-0.05
-0.14
-0.24
BB5
-0.20
-0.04
-0.15
-0.13
-0.08
-0.05
Covariance Matrix
BD3
BD4
BP1
BP2
BP3
BP4
-------- -------- -------- -------- -------- -------BD3
0.72
BD4
0.36
0.93

BP1
BP2
BP3
BP4
I1
I2
I3
I4
I5
FP1
FP2
FP3
FP4
BB1
BB2
BB3
BB4
BB5

0.21
0.31
0.27
0.08
0.16
0.18
0.16
0.06
0.10
0.18
0.14
0.15
0.13
-0.03
-0.28
-0.30
-0.26
-0.25

0.20
0.29
0.09
0.00
0.11
0.20
0.22
0.13
0.19
-0.05
0.09
0.00
-0.03
-0.32
-0.22
-0.01
-0.22
-0.12

0.96
0.83
0.51
-0.12
0.00
-0.04
0.09
0.17
0.25
0.25
0.32
0.29
0.29
-0.17
-0.05
-0.08
-0.17
-0.07

0.87
0.48
-0.15
0.08
0.02
0.17
0.28
0.29
0.36
0.39
0.38
0.34
-0.16
-0.18
-0.09
-0.12
-0.06

0.79
-0.01
0.08
0.00
0.03
0.04
0.15
0.37
0.34
0.42
0.42
-0.02
-0.11
-0.15
-0.10
0.00

2.10
0.04
-0.03
0.00
0.09
0.08
-0.04
0.04
0.03
0.07
0.11
0.03
0.04
0.23
0.13

Covariance Matrix
I1
I2
I3
I4
I5
FP1
-------- -------- -------- -------- -------- -------I1
0.47
I2
0.14
0.43
I3
0.31
0.26
0.84
I4
0.23
0.10
0.47
0.78
I5
0.12
0.15
0.33
0.39
0.64
FP1
0.13
-0.05
0.10
0.24
0.18
0.95
FP2
0.13
0.03
0.22
0.26
0.20
0.72
FP3
0.11
0.02
0.17
0.24
0.19
0.76
FP4
0.13
-0.02
0.17
0.19
0.16
0.66
BB1
-0.11
-0.01
-0.24
-0.16
-0.19
-0.10
BB2
-0.19
-0.15
-0.24
-0.08
-0.19
-0.18
BB3
-0.17
-0.06
-0.16
-0.04
-0.01
0.03
BB4
-0.06
0.02
-0.06
0.06
0.00
0.11
BB5
-0.21
-0.08
-0.12
0.03
0.04
-0.12
Covariance Matrix
FP2
FP3
FP4
BB1
BB2
BB3
-------- -------- -------- -------- -------- -------FP2
0.83
FP3
0.74
0.96
FP4
0.70
0.77
0.82
BB1
-0.24
-0.13
-0.13
1.30
BB2
-0.25
-0.10
-0.10
0.33
1.29
BB3
-0.04
0.00
0.01
0.39
0.73
1.18
BB4
-0.03
-0.02
-0.02
0.58
0.48
0.87
BB5
-0.19
-0.13
-0.16
0.73
0.59
0.78
Covariance Matrix
BB4
BB5
-------- -------BB4
1.82
BB5
1.19
1.68

Number of Iterations = 37
LISREL Estimates (Maximum Likelihood)
Measurement Equations

BO1 = 0.55*BO, Errorvar.= 0.23 , R = 0.57

(0.038)
5.99
BO2 = 0.54*BO, Errorvar.= 0.30 , R = 0.49
(0.072)
(0.045)
7.46
6.56
BO3 = 0.49*BO, Errorvar.= 0.26 , R = 0.48
(0.066)
(0.038)
7.35
6.65
BO4 = 0.57*BO, Errorvar.= 0.17 , R = 0.65
(0.068)
(0.033)
8.35
5.16
BD1 = 0.57*BD, Errorvar.= 0.37 , R = 0.46
(0.058)
6.48
BD2 = 0.75*BD, Errorvar.= 0.62 , R = 0.48
(0.12)
(0.097)
6.51
6.34
BD3 = 0.50*BD, Errorvar.= 0.48 , R = 0.34
(0.088)
(0.067)
5.66
7.13
BD4 = 0.77*BD, Errorvar.= 0.34 , R = 0.64
(0.11)
(0.071)
7.05
4.80
BP1 = 0.87*BP, Errorvar.= 0.19 , R = 0.80
(0.040)
4.83
BP2 = 0.94*BP, Errorvar.= -0.024 , R = 1.03
(0.056)
(0.038)
16.75
-0.63
W_A_R_N_I_N_G : Error variance is negative.
BP3 = 0.50*BP, Errorvar.= 0.55 , R = 0.31
(0.067)
(0.068)
7.38
8.05
BP4 = - 0.17*BP, Errorvar.= 2.07 , R = 0.014
(0.12)
(0.26)
-1.36
8.10

I1 = 0.36*I, Errorvar.= 0.34 , R = 0.28

(0.046)
7.38
I2 = 0.29*I, Errorvar.= 0.34 , R = 0.20
(0.074)
(0.045)
3.98
7.63
I3 = 0.72*I, Errorvar.= 0.32 , R = 0.62
(0.13)
(0.064)
5.48
4.99
I4 = 0.64*I, Errorvar.= 0.38 , R = 0.52
(0.12)
(0.063)
5.31
6.02
I5 = 0.51*I, Errorvar.= 0.38 , R = 0.41
(0.10)
(0.056)
5.00
6.79
FP1 = 0.83*FP, Errorvar.= 0.26 , R = 0.72
(0.037)
7.00
FP2 = 0.84*FP, Errorvar.= 0.12 , R = 0.85
(0.057)
(0.022)
14.75
5.69
FP3 = 0.90*FP, Errorvar.= 0.14 , R = 0.85
(0.061)
(0.025)
14.79
5.64
FP4 = 0.83*FP, Errorvar.= 0.12 , R = 0.85
(0.056)
(0.021)
14.81
5.62

BB1 = 0.57*BB, Errorvar.= 0.97 , R = 0.25

(0.10)
(0.13)
5.72
7.60
BB2 = 0.63*BB, Errorvar.= 0.90 , R = 0.30
(0.099)
(0.12)
6.34
7.46
BB3 = 0.82*BB, Errorvar.= 0.50 , R = 0.57
(0.087)
(0.083)
9.48
6.08
BB4 = 1.05*BB, Errorvar.= 0.72 , R = 0.60
(0.11)
(0.12)
9.82
5.78
BB5 = 1.05*BB, Errorvar.= 0.56 , R = 0.66
(0.10)
(0.11)
10.46
5.13

Structural Equations

BO = - 0.29*BB, Errorvar.= 0.92 , R = 0.082

(0.10)
(0.20)
-2.76
4.62
BD = 0.44*BO, Errorvar.= 0.80 , R = 0.20
(0.11)
(0.21)
3.89
3.86
BP = 0.14*BO + 0.35*I, Errorvar.= 0.84 , R = 0.16
(0.091) (0.11)
(0.13)
1.49
3.21
6.33
I = 0.50*BD, Errorvar.= 0.75 , R = 0.25
(0.14)
(0.26)
3.67
2.86
FP = 0.45*BP, Errorvar.= 0.80 , R = 0.20
(0.085)
(0.13)
5.30
5.98

Reduced Form Equations

BO = - 0.29*BB, Errorvar.= 0.92, R = 0.082
(0.10)
-2.76
BD = - 0.13*BB, Errorvar.= 0.98, R = 0.016
(0.054)
-2.34
BP = - 0.061*BB, Errorvar.= 1.00, R = 0.0037
(0.034)
-1.82
I = - 0.063*BB, Errorvar.= 1.00, R = 0.0040
(0.030)
-2.08
FP = - 0.027*BB, Errorvar.= 1.00, R = 0.00075
(0.016)
-1.73

Correlation Matrix of Independent Variables

BB
-------1.00

Covariance Matrix of Latent Variables

BO
BD
BP
I
FP
BB
-------- -------- -------- -------- -------- -------BO
1.00

BD
0.44
1.00
BP
0.21
0.23
1.00
I
0.22
0.50
0.38
1.00
FP
0.10
0.11
0.45
0.17
BB
-0.29
-0.13
-0.06
-0.06

1.00
-0.03

1.00

Goodness of Fit Statistics

Degrees of Freedom = 293
Minimum Fit Function Chi-Square = 849.41 (P = 0.0)
Normal Theory Weighted Least Squares Chi-Square = 737.59 (P = 0.0)
Estimated Non-centrality Parameter (NCP) = 444.59
90 Percent Confidence Interval for NCP = (368.41 ; 528.44)
Minimum Fit Function Value = 6.48
Population Discrepancy Function Value (F0) = 3.39
90 Percent Confidence Interval for F0 = (2.81 ; 4.03)
Root Mean Square Error of Approximation (RMSEA) = 0.11
90 Percent Confidence Interval for RMSEA = (0.098 ; 0.12)
P-Value for Test of Close Fit (RMSEA < 0.05) = 0.00
Expected Cross-Validation Index (ECVI) = 6.52
90 Percent Confidence Interval for ECVI = (5.93 ; 7.16)
ECVI for Saturated Model = 5.36
ECVI for Independence Model = 19.04
Chi-Square for Independence Model with 325 Degrees of Freedom = 2442.58
Independence AIC = 2494.58
Model AIC = 853.59
Saturated AIC = 702.00
Independence CAIC = 2595.53
Model CAIC = 1078.79
Saturated CAIC = 2064.86
Normed Fit Index (NFI) = 0.65
Non-Normed Fit Index (NNFI) = 0.71
Parsimony Normed Fit Index (PNFI) = 0.59
Comparative Fit Index (CFI) = 0.74
Incremental Fit Index (IFI) = 0.74
Relative Fit Index (RFI) = 0.61
Critical N (CN) = 55.32

Root Mean Square Residual (RMR) = 0.096

Standardized RMR = 0.11
Goodness of Fit Index (GFI) = 0.70
Adjusted Goodness of Fit Index (AGFI) = 0.64
Parsimony Goodness of Fit Index (PGFI) = 0.58
The Modification Indices Suggest to Add the
Path to from Decrease in Chi-Square New Estimate
BO2
BD
10.8
0.23
BO2
BP
17.9
0.23
BO2
I
9.3
0.18
BO2
FP
12.0
0.19
BD3
BO
17.0
0.34
BD4
BO
8.2
-0.25
BP1
BD
10.6
-0.14

BP1
I
BP2
BD
BP2
I
BP3
FP
I3
BO
I3
BP
I4
BD
BD
BP
BP
BD
I
BP

11.6
20.8
10.2
15.5
16.4
8.9
8.2
12.4
15.8
10.0

-0.16
0.18
0.15
0.30
0.28
-0.21
-0.25
0.41
0.49
-0.67

The Modification Indices Suggest to Add an Error Covariance

Between and Decrease in Chi-Square New Estimate
BP
BD
15.8
0.39
I
BP
15.8
-0.74
BO4
BO1
8.5
0.10
BO4
BO2
8.7
-0.10
BD2
BO2
13.5
0.16
BD3
BO1
11.8
0.12
BD4
BD2
16.7
0.33
BP2
BP1
8.0
0.44
BP3
BD3
8.2
0.13
BP3
BP1
10.5
0.12
BP3
BP2
18.1
-0.17
I1
BO1
18.5
0.12
I1
BO2
8.7
-0.09
I1
BD2
10.8
-0.15
I2
BO1
9.2
-0.09
I4
I2
12.6
-0.14
I5
I4
8.0
0.14
FP3
FP2
10.7
-0.08
FP4
BP3
9.6
0.08
FP4
FP1
8.9
-0.07
BB1
BD3
11.0
0.21
BB1
BD4
10.0
-0.20
BB2
BP1
12.5
0.13
BB2
BP2
9.3
-0.09
BB2
FP2
9.2
-0.11
BB3
BD3
12.3
-0.18
BB3
BB2
22.6
0.35
BB4
BD2
8.3
-0.21
BB4
BB2
10.7
-0.30
BB5
BO2
11.7
0.16
BB5
BB3
14.5
-0.37
BB5
BB4
11.6
0.43
Time used:

0.312 Seconds