如何检查指标变量的误差方差不小?

时间:2019-03-30 21:32:14

标签: r-lavaan

我正在学习SEM / CFA,目前正在关注Beaujean's (2014) book on using lavaan。在本章中,他谈到了CFA和必须确保模型正确/过度识别所必须使用的指标变量数量,他给出了一些经验法则。例如,“ LV(潜在变量)具有3个指示符变量,并且误差方差不会变小。”

我的要点是:我该如何检查?在运行模型之后,我能够获得误差协方差矩阵(按照本书中给出的步骤进行操作),但是我不知道如何解释它。下面,我提供了Beaujean使用的示例(这些代码来自他的书)

# convert vector of correlations into matrix
   wisc4.cor <-  lower2full(c(1,0.72,1,0.64,0.63,1,0.51,0.48,0.37,1,0.37,0.38,0.38,0.38,1))
# enter the SDs
   wisc4.sd <- c(3.01 , 3.03 , 2.99 , 2.89 , 2.98)
# name the variables
   colnames(wisc4.cor) <- rownames(wisc4.cor) <- c("Information", "Similarities", "Word.Reasoning", "Matrix.Reasoning", "Picture.Concepts")
   names(wisc4.sd) <-  c("Information", "Similarities", "Word.Reasoning", "Matrix.Reasoning", "Picture.Concepts")
# convert correlations and SDs to covarainces
   wisc4.cov <- cor2cov(wisc4.cor,wisc4.sd)
# specify single factor model
   wisc4.model<-'
   g =~ a*Information + b*Similarities + c*Word.Reasoning + d*Matrix.Reasoning + e*Picture.Concepts
'
# fit model
   wisc4.fit <- cfa(model=wisc4.model, sample.cov=wisc4.cov, sample.nobs=550,  std.lv=FALSE)
# examine parameter estimates
   summary(wisc4.fit,standardized=TRUE)
   parameterEstimates(wisc4.fit,standardized=TRUE)

#obtain the model-implied covariances of the indicator variables
   inspect(wisc4.fit, "cov.ov")

这就是我得到的:

                 Infrmt Smlrts Wrd.Rs Mtrx.R Pctr.C
Information      9.044                             
Similarities     6.551  9.164                      
Word.Reasoning   5.716  5.633  8.924               
Matrix.Reasoning 4.303  4.241  3.700  8.337        
Picture.Concepts 3.606  3.553  3.100  2.334  8.864 

我该如何解释? 非常感谢!

0 个答案:

没有答案