Fitting direct covariance structures by the MSTRUCT modeling language of the CALIS procedure.
This paper demonstrates the usefulness and flexibility of the general structural equation modelling (SEM) approach to fitting direct covariance patterns or structures (as opposed to fitting implied covariance structures from functional relationships among variables). In particular, the MSTRUCT modelling language (or syntax) of the CALIS procedure (SAS/STAT version 9.22 or later: SAS Institute, 2010) is used to illustrate the SEM approach. The MSTRUCT modelling language supports a direct covariance pattern specification of each covariance element. It also supports the input of additional independent and dependent parameters. Model tests, fit statistics, estimates, and their standard errors are then produced under the general SEM framework. By using numerical and computational examples, the following tests of basic covariance patterns are illustrated: sphericity, compound symmetry, and multiple-group covariance patterns. Specification and testing of two complex correlation structures, the circumplex pattern and the composite direct product models with or without composite errors and scales, are also illustrated by the MSTRUCT syntax. It is concluded that the SEM approach offers a general and flexible modelling of direct covariance and correlation patterns. In conjunction with the use of SAS macros, the MSTRUCT syntax provides an easy-to-use interface for specifying and fitting complex covariance and correlation structures, even when the number of variables or parameters becomes large.
SAS Institute Inc., Cary, North Carolina, USA.
Yiu-Fai
YF
Yung
Michael W
MW
Browne
Wei
W
Zhang
D000704:Analysis of Variance; D005163:Factor Analysis, Statistical; D015233:Models, Statistical; D011594:Psychometrics / Q000706:statistics & numerical data*; D012044:Regression Analysis
covariance patterns; covariance structure analysis; direct product models