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Annexe

Tableaux des résultats correspondant à l'exemple de la page 5, utilisant RAM :

         
 Stability of Alienation, Example in EQS and LISREL Guide          
                                                  

          Covariance Structure Analysis: Pattern and Initial Values

               RAM Model Statement
         -------------------------------
              Matrix         Rows & Cols          Matrix Type
 Term   1-----------------------------------------------------------
           1    _IDE_          6       9    IDENTITY
           2    _A_            9       9    GENERAL        IMINUSINV
           3    _P_            9       9    SYMMETRIC

           Stability of Alienation, Example in EQS and LISREL Guide          
                                                  

          Covariance Structure Analysis: Pattern and Initial Values

                            RAM Pattern and Values
            ------------------------------------------------------
              Term &
              Matrix     Row & Column    Parameter      Estimate
            ------------------------------------------------------
             1      2       1       7        .            1.000000
                           V1      F1
             1      2       2       7        .            0.833000
                           V2      F1
             1      2       3       8        .            1.000000
                           V3      F2
           Stability of Alienation, Example in EQS and LISREL Guide          
                                                 

          Covariance Structure Analysis: Pattern and Initial Values

                            RAM Pattern and Values
            ------------------------------------------------------
              Term &
              Matrix     Row & Column    Parameter      Estimate
            ------------------------------------------------------
             1      2       4       8        .            0.833000
                           V4      F2
             1      2       5       9        .            1.000000
                           V5      F3
             1      2       6       9    LAMB             0.500000
                           V6      F3
           Stability of Alienation, Example in EQS and LISREL Guide          
                                                  

          Covariance Structure Analysis: Pattern and Initial Values

                            RAM Pattern and Values
            ------------------------------------------------------
              Term &
              Matrix     Row & Column    Parameter      Estimate
            ------------------------------------------------------
             1      2       7       9    GAM1            -0.500000
                           F1      F3
             1      2       8       7    BETA             0.500000
                           F2      F1
             1      2       8       9    GAM2            -0.500000
                           F2      F3
           Stability of Alienation, Example in EQS and LISREL Guide          
                                                  

          Covariance Structure Analysis: Pattern and Initial Values

                            RAM Pattern and Values
            ------------------------------------------------------
              Term &
              Matrix     Row & Column    Parameter      Estimate
            ------------------------------------------------------
             1      3       1       1    THE1             3.000000
                           E1      E1
             1      3       2       2    THE2             3.000000
                           E2      E2
             1      3       3       1    THE5             0.200000
                           E3      E1
           Stability of Alienation, Example in EQS and LISREL Guide          
                                                  

          Covariance Structure Analysis: Pattern and Initial Values

                            RAM Pattern and Values
            ------------------------------------------------------
              Term &
              Matrix     Row & Column    Parameter      Estimate
            ------------------------------------------------------
             1      3       3       3    THE1             3.000000
                           E3      E3
             1      3       4       2    THE5             0.200000
                           E4      E2
             1      3       4       4    THE2             3.000000
                           E4      E4
           Stability of Alienation, Example in EQS and LISREL Guide          
                                                 

          Covariance Structure Analysis: Pattern and Initial Values

                            RAM Pattern and Values
            ------------------------------------------------------
              Term &
              Matrix     Row & Column    Parameter      Estimate
            ------------------------------------------------------
             1      3       5       5    THE3             3.000000
                           E5      E5
             1      3       6       6    THE4             3.000000
                           E6      E6
             1      3       7       7    PSI1             4.000000
                           D1      D1
           Stability of Alienation, Example in EQS and LISREL Guide          
                                                  

          Covariance Structure Analysis: Pattern and Initial Values

                            RAM Pattern and Values
            ------------------------------------------------------
              Term &
              Matrix     Row & Column    Parameter      Estimate
            ------------------------------------------------------
             1      3       8       8    PSI2             4.000000
                           D2      D2
             1      3       9       9    PHI              6.000000
                           D3      D3


           Stability of Alienation, Example in EQS and LISREL Guide          
                                               

         Covariance Structure Analysis: Maximum Likelihood Estimation

                   932 Observations       Model Terms          1
                     6 Variables          Model Matrices       3
                    21 Informations       Parameters          12

 VARIABLE              Mean           Std Dev

 V1                       0        3.44005814      Anomia (1967)
 V2                       0        3.06006536      Anomia (1971)
 V3                       0        3.54005650      Education
 V4                       0        3.16006329      Powerlessness (1967)
 V5                       0        3.10000000      Powerlessness (1971)
 V6                       0       21.21999057      Occupational Status Index
           Stability of Alienation, Example in EQS and LISREL Guide         
                                                  

         Covariance Structure Analysis: Maximum Likelihood Estimation

                                 Covariances

                V1             V2             V3

 V1    11.83400000     6.94700000     6.81900000   Anomia (1967)
 V2     6.94700000     9.36400000     5.09100000   Anomia (1971)
 V3     6.81900000     5.09100000    12.53200000   Education
 V4     4.78300000     5.02800000     7.49500000   Powerlessness (1967)
 V5    -3.83900000    -3.88900000    -3.84100000   Powerlessness (1971)
 V6   -21.89900000   -18.83100000   -21.74800000   Occupational Status Index
           Stability of Alienation, Example in EQS and LISREL Guide         
                                                  

         Covariance Structure Analysis: Maximum Likelihood Estimation

                                 Covariances

                V4             V5             V6

 V1     4.78300000    -3.83900000    -21.8990000   Anomia (1967)
 V2     5.02800000    -3.88900000    -18.8310000   Anomia (1971)
 V3     7.49500000    -3.84100000    -21.7480000   Education
 V4     9.98600000    -3.62500000    -18.7750000   Powerlessness (1967)
 V5    -3.62500000     9.61000000     35.5220000   Powerlessness (1971)
 V6   -18.77500000    35.52200000    450.2880000   Occupational Status Index
                     Determinant = 6080570 (Ln = 15.621)
           Stability of Alienation, Example in EQS and LISREL Guide         
                                                  

         Covariance Structure Analysis: Maximum Likelihood Estimation

                         Vector of Initial Estimates

        LAMB          1    0.50000  Matrix Entry: _A_[6:9]
        GAM1          2   -0.50000  Matrix Entry: _A_[7:9]
        BETA          3    0.50000  Matrix Entry: _A_[8:7]
        GAM2          4   -0.50000  Matrix Entry: _A_[8:9]
        THE1          5    3.00000  Matrix Entry: _P_[1:1] _P_[3:3]
        THE2          6    3.00000  Matrix Entry: _P_[2:2] _P_[4:4]
        THE5          7    0.20000  Matrix Entry: _P_[3:1] _P_[4:2]
        THE3          8    3.00000  Matrix Entry: _P_[5:5]
        THE4          9    3.00000  Matrix Entry: _P_[6:6]
        PSI1         10    4.00000  Matrix Entry: _P_[7:7]
           Stability of Alienation, Example in EQS and LISREL Guide         
                                                  

         Covariance Structure Analysis: Maximum Likelihood Estimation

        PSI2         11    4.00000  Matrix Entry: _P_[8:8]
        PHI          12    6.00000  Matrix Entry: _P_[9:9]

           Stability of Alienation, Example in EQS and LISREL Guide         
                                                  

         Covariance Structure Analysis: Maximum Likelihood Estimation

            Predetermined Elements of the Predicted Moment Matrix

                V1             V2             V3

 V1              .              .              .   Anomia (1967)
 V2              .              .              .   Anomia (1971)
 V3              .              .              .   Education
 V4              .              .              .   Powerlessness (1967)
 V5              .              .              .   Powerlessness (1971)
 V6              .              .              .   Occupational Status Index
           Stability of Alienation, Example in EQS and LISREL Guide         
                                                  

         Covariance Structure Analysis: Maximum Likelihood Estimation

            Predetermined Elements of the Predicted Moment Matrix

                V4             V5             V6

 V1              .              .              .   Anomia (1967)
 V2              .              .              .   Anomia (1971)
 V3              .              .              .   Education
 V4              .              .              .   Powerlessness (1967)
 V5              .              .              .   Powerlessness (1971)
 V6              .              .              .   Occupational Status Index
                        Sum of Squared Differences = 0
           Stability of Alienation, Example in EQS and LISREL Guide         
                                                  

         Covariance Structure Analysis: Maximum Likelihood Estimation

                         Newton-Raphson Minimization
                          Algorithm for Hessian= 1
                           Maximum Iterations= 50
                         Maximum Function Calls= 125
                 Maximum Absolute Gradient Criterion= 0.001
           Number of Estimates= 12 Lower Bounds= 0 Upper Bounds= 0
Minimization Start: Active Constraints= 0 Criterion= 119.333
Maximum Gradient Element= 74.017

 Iter  nfun act    mincrit   maxgrad  difcrit    ridge rhoratio
    1     2   0    0.82689    1.3507    118.5        0  0.00771
    2     3   0    0.09859    0.2330   0.7283        0   0.3579
           Stability of Alienation, Example in EQS and LISREL Guide         
                                                

         Covariance Structure Analysis: Maximum Likelihood Estimation

    3     4   0    0.01581  0.006841   0.0828        0   0.6424
    4     5   0    0.01449  0.000286  0.00132        0   0.5211
Minimization Results: Iterations= 4 Function Calls= 5 Derivative Calls= 5
Active Constraints= 0 Criterion= 0.0145 Maximum Gradient Element= 0.000286
Ridge= 0

NOTE: Convergence criterion satisfied.
           Stability of Alienation, Example in EQS and LISREL Guide         
                                                 

         Covariance Structure Analysis: Maximum Likelihood Estimation

                            Predicted Model Matrix

                V1             V2             V3

 V1    11.90782705     6.91048074     6.82960592   Anomia (1967)
 V2     6.91048074     9.34828500     4.93504725   Anomia (1971)
 V3     6.82960592     4.93504725    12.61958155   Education
 V4     4.93504725     5.01607381     7.50337223   Powerlessness (1967)
 V5    -4.17092670    -3.47438194    -4.06664939   Powerlessness (1971)
 V6   -22.37313101   -18.63681813   -21.81378056   Occupational Status Index
           Stability of Alienation, Example in EQS and LISREL Guide         
                                                 

         Covariance Structure Analysis: Maximum Likelihood Estimation

                            Predicted Model Matrix

                V4             V5             V6

 V1     4.93504725    -4.17092670    -22.3731310   Anomia (1967)
 V2     5.01607381    -3.47438194    -18.6368181   Anomia (1971)
 V3     7.50337223    -4.06664939    -21.8137806   Education
 V4     9.84216362    -3.38751895    -18.1708792   Powerlessness (1967)
 V5    -3.38751895     9.61000000     35.5180613   Powerlessness (1971)
 V6   -18.17087921    35.51806130    450.2671667   Occupational Status Index
                     Determinant = 6169544 (Ln = 15.635)
           Stability of Alienation, Example in EQS and LISREL Guide         
                                                

         Covariance Structure Analysis: Maximum Likelihood Estimation

                               Residual Matrix

                V1             V2             V3

 V1   -.0738270546   0.0365192612   -.0106059159   Anomia (1967)
 V2   0.0365192612   0.0157149963   0.1559527544   Anomia (1971)
 V3   -.0106059159   0.1559527544   -.0875815489   Education
 V4   -.1520472456   0.0119261938   -.0083722325   Powerlessness (1967)
 V5   0.3319266974   -.4146180610   0.2256493950   Powerlessness (1971)
 V6   0.4741310142   -.1941818651   0.0657805584   Occupational Status Index
           Stability of Alienation, Example in EQS and LISREL Guide         
                                                 

         Covariance Structure Analysis: Maximum Likelihood Estimation

                               Residual Matrix

                V4             V5             V6

 V1   -.1520472456   0.3319266974   0.4741310142   Anomia (1967)
 V2   0.0119261938   -.4146180610   -.1941818651   Anomia (1971)
 V3   -.0083722325   0.2256493950   0.0657805584   Education
 V4   0.1438363821   -.2374810540   -.6041207948   Powerlessness (1967)
 V5   -.2374810540   0.0000000000   0.0039386982   Powerlessness (1971)
 V6   -.6041207948   0.0039386982   0.0208332652   Occupational Status Index
                     Average Absolute Residual = 0.1557
               Average Off-diagonal Absolute Residual = 0.1952
           Stability of Alienation, Example in EQS and LISREL Guide         
                                                 

         Covariance Structure Analysis: Maximum Likelihood Estimation

                          Normalized Residual Matrix

                V1           V2           V3

   V1      -0.1338       0.0884      -0.0231      Anomia (1967)
   V2       0.0884       0.0363       0.3991      Anomia (1971)
   V3      -0.0231       0.3991      -0.1498      Education
   V4      -0.3901       0.0336      -0.0190      Powerlessness (1967)
   V5       0.8826      -1.2539       0.5868      Powerlessness (1971)
   V6       0.1890      -0.0878       0.0256      Occupational Status Index
           Stability of Alienation, Example in EQS and LISREL Guide         
                                                  

         Covariance Structure Analysis: Maximum Likelihood Estimation

                          Normalized Residual Matrix

                V4           V5           V6

   V1      -0.3901       0.8826       0.1890      Anomia (1967)
   V2       0.0336      -1.2539      -0.0878      Anomia (1971)
   V3      -0.0190       0.5868       0.0256      Education
   V4       0.3155      -0.7040      -0.2673      Powerlessness (1967)
   V5      -0.7040       0.0000       0.0016      Powerlessness (1971)
   V6      -0.2673       0.0016       0.0010      Occupational Status Index
                    Average Normalized Residual = 0.2661
              Average Off-diagonal Normalized Residual = 0.3301
           Stability of Alienation, Example in EQS and LISREL Guide         
                                                 

         Covariance Structure Analysis: Maximum Likelihood Estimation

                Rank Order of 10 Largest Normalized Residuals

         V5,V2     V5,V1     V5,V4     V5,V3     V3,V2     V4,V1     V4,V4
       -1.2539    0.8826   -0.7040    0.5868    0.3991   -0.3901    0.3155

                             V6,V4     V6,V1     V3,V3
                           -0.2673    0.1890   -0.1498

           Stability of Alienation, Example in EQS and LISREL Guide         
                                                 

         Covariance Structure Analysis: Maximum Likelihood Estimation

                    Distribution of Normalized Residuals
                       (Each * represents 1 residuals)

                  -1.50000 -   -1.25000  1   4.76% | *
                  -1.25000 -   -1.00000  0   0.00% |
                  -1.00000 -   -0.75000  0   0.00% |
                  -0.75000 -   -0.50000  1   4.76% | *
                  -0.50000 -   -0.25000  2   9.52% | **
                  -0.25000 -          0  5  23.81% | *****
                         0 -    0.25000  8  38.10% | ********
                   0.25000 -    0.50000  2   9.52% | **
                   0.50000 -    0.75000  1   4.76% | *
           Stability of Alienation, Example in EQS and LISREL Guide         
                                                  

         Covariance Structure Analysis: Maximum Likelihood Estimation

                   0.75000 -    1.00000  1   4.76% | *

           Stability of Alienation, Example in EQS and LISREL Guide         
                                                  

         Covariance Structure Analysis: Maximum Likelihood Estimation

         Fit criterion . . . . . . . . . . . . . . . . . .     0.0145
         Goodness of Fit Index (GFI) . . . . . . . . . . .     0.9953
         GFI Adjusted for Degrees of Freedom (AGFI)  . . .     0.9890
         Root Mean Square Residual (RMR) . . . . . . . . .     0.2294
         Chi-square = 13.4860       df = 9       Prob>chi**2 = 0.1418
         Null Model Chi-square:     df = 15                 2131.4327
         Bentler's Comparative Fit Index . . . . . . . . .     0.9979
         Normal Theory Reweighted LS Chi-square  . . . . .    13.2870
         Akaike's Information Criterion  . . . . . . . . .    -4.5140
         Consistent Information Criterion  . . . . . . . .   -57.0500
         Schwarz's Bayesian Criterion  . . . . . . . . . .   -48.0500
         McDonald's (1989) Centrality. . . . . . . . . . .     0.9976
           Stability of Alienation, Example in EQS and LISREL Guide         
                                                

         Covariance Structure Analysis: Maximum Likelihood Estimation

         Bentler & Bonett's (1980) Non-normed Index. . . .     0.9965
         Bentler & Bonett's (1980) Normed Index. . . . . .     0.9937
         James, Mulaik, & Brett (1982) Parsimonious Index.     0.5962
         Z-Test of Wilson & Hilferty (1931)  . . . . . . .     1.0756
         Bollen (1986) Normed Index Rho1 . . . . . . . . .     0.9895
         Bollen (1988) Non-normed Index Delta2 . . . . . .     0.9979
         Hoelter's (1983) Critical N . . . . . . . . . . .       1169

           Stability of Alienation, Example in EQS and LISREL Guide         
                                                 

         Covariance Structure Analysis: Maximum Likelihood Estimation

                            RAM Pattern and Values
   ------------------------------------------------------------------------
    Term &                                         Standard
    Matrix Row & Column Parameter    Estimate        Error        t Value
   ------------------------------------------------------------------------
    1    2     1     7      .          1.000000             0         0.000
              V1    F1
    1    2     2     7      .          0.833000             0         0.000
              V2    F1
    1    2     3     8      .          1.000000             0         0.000
              V3    F2
           Stability of Alienation, Example in EQS and LISREL Guide         
                                                 

         Covariance Structure Analysis: Maximum Likelihood Estimation

                            RAM Pattern and Values
   ------------------------------------------------------------------------
    Term &                                         Standard
    Matrix Row & Column Parameter    Estimate        Error        t Value
   ------------------------------------------------------------------------
    1    2     4     8      .          0.833000             0         0.000
              V4    F2
    1    2     5     9      .          1.000000             0         0.000
              V5    F3
    1    2     6     9  LAMB           5.364067      0.433175        12.383
              V6    F3
           Stability of Alienation, Example in EQS and LISREL Guide         
                                                 

         Covariance Structure Analysis: Maximum Likelihood Estimation

                            RAM Pattern and Values
   ------------------------------------------------------------------------
    Term &                                         Standard
    Matrix Row & Column Parameter    Estimate        Error        t Value
   ------------------------------------------------------------------------
    1    2     7     9  GAM1          -0.629909      0.056305       -11.188
              F1    F3
    1    2     8     7  BETA           0.593235      0.046771        12.684
              F2    F1
    1    2     8     9  GAM2          -0.240476      0.054843        -4.385
              F2    F3
           Stability of Alienation, Example in EQS and LISREL Guide         
                                                

         Covariance Structure Analysis: Maximum Likelihood Estimation

                            RAM Pattern and Values
   ------------------------------------------------------------------------
    Term &                                         Standard
    Matrix Row & Column Parameter    Estimate        Error        t Value
   ------------------------------------------------------------------------
    1    3     1     1  THE1           3.611932      0.200887        17.980
              E1    E1
    1    3     2     2  THE2           3.591855      0.164340        21.856
              E2    E2
    1    3     3     1  THE5           0.905179      0.121595         7.444
              E3    E1
           Stability of Alienation, Example in EQS and LISREL Guide         
                                                  

         Covariance Structure Analysis: Maximum Likelihood Estimation

                            RAM Pattern and Values
   ------------------------------------------------------------------------
    Term &                                         Standard
    Matrix Row & Column Parameter    Estimate        Error        t Value
   ------------------------------------------------------------------------
    1    3     3     3  THE1           3.611932      0.200887        17.980
              E3    E3
    1    3     4     2  THE5           0.905179      0.121595         7.444
              E4    E2
    1    3     4     4  THE2           3.591855      0.164340        21.856
              E4    E4
           Stability of Alienation, Example in EQS and LISREL Guide         
                                                 

         Covariance Structure Analysis: Maximum Likelihood Estimation

                            RAM Pattern and Values
   ------------------------------------------------------------------------
    Term &                                         Standard
    Matrix Row & Column Parameter    Estimate        Error        t Value
   ------------------------------------------------------------------------
    1    3     5     5  THE3           2.988520      0.498665         5.993
              E5    E5
    1    3     6     6  THE4         259.745900     18.297112        14.196
              E6    E6
    1    3     7     7  PSI1           5.668593      0.422769        13.408
              D1    D1
           Stability of Alienation, Example in EQS and LISREL Guide         
                                                

         Covariance Structure Analysis: Maximum Likelihood Estimation

                            RAM Pattern and Values
   ------------------------------------------------------------------------
    Term &                                         Standard
    Matrix Row & Column Parameter    Estimate        Error        t Value
   ------------------------------------------------------------------------
    1    3     8     8  PSI2           4.515138      0.335193        13.470
              D2    D2
    1    3     9     9  PHI            6.621480      0.639152        10.360
              D3    D3


           Stability of Alienation, Example in EQS and LISREL Guide         
                                                  

         Covariance Structure Analysis: Maximum Likelihood Estimation

                          Standardized Coefficients
                  -----------------------------------------
                  Row & Column    Parameter      Estimate
                  -----------------------------------------
                     1       7                     0.834671
                    V1      F1
                     2       7                     0.784713
                    V2      F1
                     3       8                     0.844857
                    V3      F2
           Stability of Alienation, Example in EQS and LISREL Guide         
                                               

         Covariance Structure Analysis: Maximum Likelihood Estimation

                          Standardized Coefficients
                  -----------------------------------------
                  Row & Column    Parameter      Estimate
                  -----------------------------------------
                     4       8                     0.796903
                    V4      F2
                     5       9                     0.830072
                    V5      F3
                     6       9    LAMB             0.650484
                    V6      F3
           Stability of Alienation, Example in EQS and LISREL Guide         
                                                

         Covariance Structure Analysis: Maximum Likelihood Estimation

                          Standardized Coefficients
                  -----------------------------------------
                  Row & Column    Parameter      Estimate
                  -----------------------------------------
                     7       9    GAM1            -0.562760
                    F1      F3
                     8       7    BETA             0.569315
                    F2      F1
                     8       9    GAM2            -0.206179
                    F2      F3

           Stability of Alienation, Example in EQS and LISREL Guide         
                                                

         Covariance Structure Analysis: Maximum Likelihood Estimation

                       Variances of Endogenous Variables
                  ------------------------------------------
                   Variable       Estimate        R-squared
                  ------------------------------------------
                     1    E1       11.907827        0.696676
                     2    E2        9.348285        0.615774
                     3    E3       12.619582        0.713784
                     4    E4        9.842164        0.635054
                     5    E5        9.610000        0.689020
                     6    E6      450.267167        0.423129
                     7    D1        8.295895        0.316699
                     8    D2        9.007650        0.498744
           Stability of Alienation, Example in EQS and LISREL Guide         
                                                  

         Covariance Structure Analysis: Maximum Likelihood Estimation

                    Correlations among Exogenous Variables
               ------------------------------------------------
               Row & Column       Parameter          Estimate
               ------------------------------------------------
                  3       1    E3    E1    THE5        0.250608
                  4       2    E4    E2    THE5        0.252009

           Stability of Alienation, Example in EQS and LISREL Guide         
                                                

         Covariance Structure Analysis: Maximum Likelihood Estimation

                    Predicted Moments of Latent Variables

                             F1                F2                F3

           F1       8.295895245       5.924426465      -4.170926697
           F2       5.924426465       9.007649739      -4.066649395
           F3      -4.170926697      -4.066649395       6.621479579
           Stability of Alienation, Example in EQS and LISREL Guide         
                                                

         Covariance Structure Analysis: Maximum Likelihood Estimation

           Predicted Moments between Manifest and Latent Variables

                             F1                F2                F3

           V1        8.29589524        5.92442647       -4.17092670
           V2        6.91048074        4.93504725       -3.47438194
           V3        5.92442647        9.00764974       -4.06664939
           V4        4.93504725        7.50337223       -3.38751895
           V5       -4.17092670       -4.06664939        6.62147958
           V6      -22.37313101      -21.81378056       35.51806130
           Stability of Alienation, Example in EQS and LISREL Guide         
                                                 

         Covariance Structure Analysis: Maximum Likelihood Estimation

              Total Effects on Exogenous by Endogenous Variables

                             F1                F2                F3

           V1       1.000000000       0.000000000      -0.629908565
           V2       0.833000000       0.000000000      -0.524713834
           V3       0.593235271       1.000000000      -0.614160226
           V4       0.494164981       0.833000000      -0.511595468
           V5       0.000000000       0.000000000       1.000000000
           V6       0.000000000       0.000000000       5.364067182
           F1       0.000000000       0.000000000      -0.629908565
           F2       0.593235271       0.000000000      -0.614160226
           Stability of Alienation, Example in EQS and LISREL Guide         
                                                 

         Covariance Structure Analysis: Maximum Likelihood Estimation

            Indirect Effects on Exogenous by Endogenous Variables

                             F1                F2                F3

           V1      0.0000000000                 0      -.6299085647
           V2      0.0000000000                 0      -.5247138344
           V3      0.5932352708                 0      -.6141602261
           V4      0.4941649806                 0      -.5115954683
           V5      0.0000000000                 0      0.0000000000
           V6      0.0000000000                 0      0.0000000000
           F1      0.0000000000                 0      0.0000000000
           F2      0.0000000000                 0      -.3736839779
           Stability of Alienation, Example in EQS and LISREL Guide         
                                                 

         Covariance Structure Analysis: Maximum Likelihood Estimation

                Latent Variable Score Regression Coefficients

                F1             F2             F3

 V1   0.3798501384   -.2089915382   -.0521100177   Anomia (1967)
 V2   0.3182691706   -.1756168559   -.0436167266   Anomia (1971)
 V3   0.0276072399   0.3893199656   -.0399102832   Education
 V4   0.0226581495   0.3265010728   -.0333784053   Powerlessness (1967)
 V5   0.2439524457   0.1023049114   0.5064559867   Powerlessness (1971)
 V6   0.0150559066   0.0063139076   0.0312567231   Occupational Status Index

           Stability of Alienation, Example in EQS and LISREL Guide         
                                                

         Covariance Structure Analysis: Maximum Likelihood Estimation

              Lagrange Multiplier and Wald Test Indices _P_[9:9]
                               Symmetric Matrix
                  Univariate Tests for Constant Constraints
                 ------------------------------------------
                 |  Lagrange Multiplier  or  Wald Index   |
                 ------------------------------------------
                 |  Probability  | Approx Change of Value |
                 ------------------------------------------

                          E1                     E2                     E3

   E1        323.277  [THE1]          0.158                 55.417  [THE5]
           Stability of Alienation, Example in EQS and LISREL Guide         
                                                

         Covariance Structure Analysis: Maximum Likelihood Estimation

              Lagrange Multiplier and Wald Test Indices _P_[9:9]
                               Symmetric Matrix
              Univariate Tests for Constant Constraints (Contd.)

                          E1                     E2                     E3

                                      0.691   0.090

   E2          0.158                477.695  [THE2]          0.584
               0.691   0.090                                 0.445   0.233
           Stability of Alienation, Example in EQS and LISREL Guide         
                                                

         Covariance Structure Analysis: Maximum Likelihood Estimation

              Lagrange Multiplier and Wald Test Indices _P_[9:9]
                               Symmetric Matrix
              Univariate Tests for Constant Constraints (Contd.)

                          E1                     E2                     E3

   E3         55.417  [THE5]          0.584                323.277  [THE1]
                                      0.445   0.233

   E4          1.224                 55.417  [THE5]          0.151
               0.269  -0.326                                 0.698  -0.090
           Stability of Alienation, Example in EQS and LISREL Guide         
                                                  

         Covariance Structure Analysis: Maximum Likelihood Estimation

              Lagrange Multiplier and Wald Test Indices _P_[9:9]
                               Symmetric Matrix
              Univariate Tests for Constant Constraints (Contd.)

                          E1                     E2                     E3

   E5          5.835                  7.337                  1.600
               0.016   0.520          0.007  -0.506          0.206   0.271

   E6          0.745                  1.418                  0.102
               0.388  -1.259          0.234   1.543          0.750  -0.459
           Stability of Alienation, Example in EQS and LISREL Guide         
                                                 

         Covariance Structure Analysis: Maximum Likelihood Estimation

              Lagrange Multiplier and Wald Test Indices _P_[9:9]
                               Symmetric Matrix
              Univariate Tests for Constant Constraints (Contd.)

                          E1                     E2                     E3

   D1          0.467                  0.461                  1.193
               0.494   0.228          0.497  -0.190          0.275   0.299

   D2          0.001                  0.000                  0.648
               0.981   0.001          0.986  -0.001          0.421  -0.281
           Stability of Alienation, Example in EQS and LISREL Guide         
                                                 

         Covariance Structure Analysis: Maximum Likelihood Estimation

              Lagrange Multiplier and Wald Test Indices _P_[9:9]
                               Symmetric Matrix
              Univariate Tests for Constant Constraints (Contd.)

                          E1                     E2                     E3

   D3          3.421                  3.393                  0.575
               0.064   0.508          0.065  -0.424          0.448   0.209
           Stability of Alienation, Example in EQS and LISREL Guide         
                                                  

         Covariance Structure Analysis: Maximum Likelihood Estimation

              Lagrange Multiplier and Wald Test Indices _P_[9:9]
                               Symmetric Matrix
              Univariate Tests for Constant Constraints (Contd.)

                          E4                     E5                     E6

   E1          1.224                  5.835                  0.745
               0.269  -0.326          0.016   0.520          0.388  -1.259

   E2         55.417  [THE5]          7.337                  1.418
                                      0.007  -0.506          0.234   1.543
           Stability of Alienation, Example in EQS and LISREL Guide         
                                                

         Covariance Structure Analysis: Maximum Likelihood Estimation

              Lagrange Multiplier and Wald Test Indices _P_[9:9]
                               Symmetric Matrix
              Univariate Tests for Constant Constraints (Contd.)

                          E4                     E5                     E6

   E3          0.151                  1.600                  0.102
               0.698  -0.090          0.206   0.271          0.750  -0.459

   E4        477.695  [THE2]          1.202                  0.003
                                      0.273  -0.204          0.958   0.070
           Stability of Alienation, Example in EQS and LISREL Guide         
                                                  

         Covariance Structure Analysis: Maximum Likelihood Estimation

              Lagrange Multiplier and Wald Test Indices _P_[9:9]
                               Symmetric Matrix
              Univariate Tests for Constant Constraints (Contd.)

                          E4                     E5                     E6

   E5          1.202                 35.917  [THE3]           sing
               0.273  -0.204                                  .       .

   E6          0.003                   sing                201.527  [THE4]
               0.958   0.070           .       .
           Stability of Alienation, Example in EQS and LISREL Guide         
                                                

         Covariance Structure Analysis: Maximum Likelihood Estimation

              Lagrange Multiplier and Wald Test Indices _P_[9:9]
                               Symmetric Matrix
              Univariate Tests for Constant Constraints (Contd.)

                          E4                     E5                     E6

   D1          1.189                  0.076                  0.092
               0.276  -0.249          0.783  -0.279          0.762   1.495

   D2          0.635                  0.105                  0.108
               0.426   0.234          0.746   0.106          0.742  -0.571
           Stability of Alienation, Example in EQS and LISREL Guide         
                                                  

         Covariance Structure Analysis: Maximum Likelihood Estimation

              Lagrange Multiplier and Wald Test Indices _P_[9:9]
                               Symmetric Matrix
              Univariate Tests for Constant Constraints (Contd.)

                          E4                     E5                     E6

   D3          0.581                   sing                   sing
               0.446  -0.174           .       .              .       .
           Stability of Alienation, Example in EQS and LISREL Guide         
                                               

         Covariance Structure Analysis: Maximum Likelihood Estimation

              Lagrange Multiplier and Wald Test Indices _P_[9:9]
                               Symmetric Matrix
              Univariate Tests for Constant Constraints (Contd.)

                          D1                     D2                     D3

   E1          0.467                  0.001                  3.421
               0.494   0.228          0.981   0.001          0.064   0.508

   E2          0.461                  0.000                  3.393
               0.497  -0.190          0.986  -0.001          0.065  -0.424
           Stability of Alienation, Example in EQS and LISREL Guide         
                                                 

         Covariance Structure Analysis: Maximum Likelihood Estimation

              Lagrange Multiplier and Wald Test Indices _P_[9:9]
                               Symmetric Matrix
              Univariate Tests for Constant Constraints (Contd.)

                          D1                     D2                     D3

   E3          1.193                  0.648                  0.575
               0.275   0.299          0.421  -0.281          0.448   0.209

   E4          1.189                  0.635                  0.581
               0.276  -0.249          0.426   0.234          0.446  -0.174
           Stability of Alienation, Example in EQS and LISREL Guide         
                                               

         Covariance Structure Analysis: Maximum Likelihood Estimation

              Lagrange Multiplier and Wald Test Indices _P_[9:9]
                               Symmetric Matrix
              Univariate Tests for Constant Constraints (Contd.)

                          D1                     D2                     D3

   E5          0.076                  0.105                   sing
               0.783  -0.279          0.746   0.106           .       .

   E6          0.092                  0.108                   sing
               0.762   1.495          0.742  -0.571           .       .
           Stability of Alienation, Example in EQS and LISREL Guide         
                                                

         Covariance Structure Analysis: Maximum Likelihood Estimation

              Lagrange Multiplier and Wald Test Indices _P_[9:9]
                               Symmetric Matrix
              Univariate Tests for Constant Constraints (Contd.)

                          D1                     D2                     D3

   D1        179.781  [PSI1]           sing                   sing
                                       .       .              .       .

   D2           sing                181.448  [PSI2]           sing
                .       .                                     .       .
           Stability of Alienation, Example in EQS and LISREL Guide         
                                               

         Covariance Structure Analysis: Maximum Likelihood Estimation

              Lagrange Multiplier and Wald Test Indices _P_[9:9]
                               Symmetric Matrix
              Univariate Tests for Constant Constraints (Contd.)

                          D1                     D2                     D3

   D3           sing                   sing                107.325  [PHI ]
                .       .              .       .
           Stability of Alienation, Example in EQS and LISREL Guide         
                                                 

         Covariance Structure Analysis: Maximum Likelihood Estimation

             Rank order of 10 largest Lagrange multipliers in _P_

                 E5 : E2             E5 : E1             D3 : E1
             7.3366 : 0.007      5.8351 : 0.016      3.4212 : 0.064

                 D3 : E2             E5 : E3             E6 : E2
             3.3926 : 0.065      1.6004 : 0.206      1.4181 : 0.234

                 E4 : E1             E5 : E4             D1 : E3
             1.2241 : 0.269      1.2024 : 0.273      1.1929 : 0.275

                                     D1 : E4
           Stability of Alienation, Example in EQS and LISREL Guide         
                                                

         Covariance Structure Analysis: Maximum Likelihood Estimation

                                 1.1891 : 0.276


           Stability of Alienation, Example in EQS and LISREL Guide         
                                                 

         Covariance Structure Analysis: Maximum Likelihood Estimation

              Lagrange Multiplier and Wald Test Indices _A_[9:9]
                                General Matrix
                     Identity-Minus-Inverse Model Matrix
                  Univariate Tests for Constant Constraints
                 ------------------------------------------
                 |  Lagrange Multiplier  or  Wald Index   |
                 ------------------------------------------
                 |  Probability  | Approx Change of Value |
                 ------------------------------------------

                          V1                     V2                     V3

           Stability of Alienation, Example in EQS and LISREL Guide         
                                                 

         Covariance Structure Analysis: Maximum Likelihood Estimation

   V1           sing                  0.172                  0.047
              Lagrange Multiplier and Wald Test Indices _A_[9:9]
                                General Matrix
                     Identity-Minus-Inverse Model Matrix
              Univariate Tests for Constant Constraints (Contd.)

                          V1                     V2                     V3

                .       .             0.678  -0.016          0.828  -0.006

   V2          0.616                   sing                  0.638
               0.432   0.022           .       .             0.425   0.018
           Stability of Alienation, Example in EQS and LISREL Guide         
                                                

         Covariance Structure Analysis: Maximum Likelihood Estimation

              Lagrange Multiplier and Wald Test Indices _A_[9:9]
                                General Matrix
                     Identity-Minus-Inverse Model Matrix
              Univariate Tests for Constant Constraints (Contd.)

                          V1                     V2                     V3

   V3          0.396                  0.303                   sing
               0.529   0.018          0.582   0.018           .       .

   V4          0.452                  0.254                  0.000
               0.501  -0.016          0.615  -0.014          0.997  -0.000
           Stability of Alienation, Example in EQS and LISREL Guide         
                                                

         Covariance Structure Analysis: Maximum Likelihood Estimation

              Lagrange Multiplier and Wald Test Indices _A_[9:9]
                                General Matrix
                     Identity-Minus-Inverse Model Matrix
              Univariate Tests for Constant Constraints (Contd.)

                          V1                     V2                     V3

   V5          5.526                  8.539                  2.753
               0.019   0.124          0.003  -0.146          0.097   0.078

   V6          0.441                  1.418                  0.322
               0.507  -0.219          0.234   0.393          0.571  -0.160
           Stability of Alienation, Example in EQS and LISREL Guide         
                                                

         Covariance Structure Analysis: Maximum Likelihood Estimation

              Lagrange Multiplier and Wald Test Indices _A_[9:9]
                                General Matrix
                     Identity-Minus-Inverse Model Matrix
              Univariate Tests for Constant Constraints (Contd.)

                          V1                     V2                     V3

   F1          1.079                  1.065                  1.618
               0.299   0.098          0.302  -0.082          0.203   0.099

   F2          0.014                  0.019                  0.517
               0.904  -0.010          0.891   0.009          0.472  -0.063
           Stability of Alienation, Example in EQS and LISREL Guide         
                                               

         Covariance Structure Analysis: Maximum Likelihood Estimation

              Lagrange Multiplier and Wald Test Indices _A_[9:9]
                                General Matrix
                     Identity-Minus-Inverse Model Matrix
              Univariate Tests for Constant Constraints (Contd.)

                          V1                     V2                     V3

   F3          4.487                  4.395                  1.597
               0.034   0.166          0.036  -0.139          0.206   0.100
           Stability of Alienation, Example in EQS and LISREL Guide         
                                                

         Covariance Structure Analysis: Maximum Likelihood Estimation

              Lagrange Multiplier and Wald Test Indices _A_[9:9]
                                General Matrix
                     Identity-Minus-Inverse Model Matrix
              Univariate Tests for Constant Constraints (Contd.)

                          V4                     V5                     V6

   V1          0.805                  5.445                  0.124
               0.369  -0.028          0.020   0.070          0.724   0.001

   V2          0.013                  5.873                  0.027
               0.909   0.003          0.015  -0.061          0.869  -0.001
           Stability of Alienation, Example in EQS and LISREL Guide         
                                                 

         Covariance Structure Analysis: Maximum Likelihood Estimation

              Lagrange Multiplier and Wald Test Indices _A_[9:9]
                                General Matrix
                     Identity-Minus-Inverse Model Matrix
              Univariate Tests for Constant Constraints (Contd.)

                          V4                     V5                     V6

   V3          0.153                  1.153                  0.028
               0.696  -0.015          0.283   0.032          0.866   0.001

   V4           sing                  0.990                  0.147
                .       .             0.320  -0.025          0.702  -0.001
           Stability of Alienation, Example in EQS and LISREL Guide         
                                                

         Covariance Structure Analysis: Maximum Likelihood Estimation

              Lagrange Multiplier and Wald Test Indices _A_[9:9]
                                General Matrix
                     Identity-Minus-Inverse Model Matrix
              Univariate Tests for Constant Constraints (Contd.)

                          V4                     V5                     V6

   V5          2.113                   sing                   sing
               0.146  -0.067           .       .              .       .

   V6          0.018                   sing                   sing
               0.893   0.043           .       .              .       .
           Stability of Alienation, Example in EQS and LISREL Guide         
                                                  

         Covariance Structure Analysis: Maximum Likelihood Estimation

              Lagrange Multiplier and Wald Test Indices _A_[9:9]
                                General Matrix
                     Identity-Minus-Inverse Model Matrix
              Univariate Tests for Constant Constraints (Contd.)

                          V4                     V5                     V6

   F1          1.610                  0.056                  0.100
               0.204  -0.083          0.813  -0.093          0.752   0.006

   F2          0.500                  0.099                  0.110
               0.479   0.052          0.753   0.036          0.740  -0.002
           Stability of Alienation, Example in EQS and LISREL Guide         
                                                 

         Covariance Structure Analysis: Maximum Likelihood Estimation

              Lagrange Multiplier and Wald Test Indices _A_[9:9]
                                General Matrix
                     Identity-Minus-Inverse Model Matrix
              Univariate Tests for Constant Constraints (Contd.)

                          V4                     V5                     V6

   F3          1.604                   sing                   sing
               0.205  -0.084           .       .              .       .
           Stability of Alienation, Example in EQS and LISREL Guide         
                                                

         Covariance Structure Analysis: Maximum Likelihood Estimation

              Lagrange Multiplier and Wald Test Indices _A_[9:9]
                                General Matrix
                     Identity-Minus-Inverse Model Matrix
              Univariate Tests for Constant Constraints (Contd.)

                          F1                     F2                     F3

   V1          0.423                  0.473                  3.421
               0.515  -0.026          0.492  -0.024          0.064   0.077

   V2          0.421                  0.474                  3.393
               0.516   0.021          0.491   0.020          0.065  -0.064
           Stability of Alienation, Example in EQS and LISREL Guide         
                                                

         Covariance Structure Analysis: Maximum Likelihood Estimation

              Lagrange Multiplier and Wald Test Indices _A_[9:9]
                                General Matrix
                     Identity-Minus-Inverse Model Matrix
              Univariate Tests for Constant Constraints (Contd.)

                          F1                     F2                     F3

   V3          0.161                  0.090                  0.575
               0.688   0.014          0.764  -0.011          0.448   0.032

   V4          0.159                  0.089                  0.581
               0.690  -0.012          0.765   0.009          0.446  -0.026
           Stability of Alienation, Example in EQS and LISREL Guide         
                                                  

         Covariance Structure Analysis: Maximum Likelihood Estimation

              Lagrange Multiplier and Wald Test Indices _A_[9:9]
                                General Matrix
                     Identity-Minus-Inverse Model Matrix
              Univariate Tests for Constant Constraints (Contd.)

                          F1                     F2                     F3

   V5          0.074                  0.119                   sing
               0.786  -0.049          0.730   0.033           .       .

   V6          0.087                  0.119                153.343  [LAMB]
               0.768   0.264          0.731  -0.177
           Stability of Alienation, Example in EQS and LISREL Guide         
                                                

         Covariance Structure Analysis: Maximum Likelihood Estimation

              Lagrange Multiplier and Wald Test Indices _A_[9:9]
                                General Matrix
                     Identity-Minus-Inverse Model Matrix
              Univariate Tests for Constant Constraints (Contd.)

                          F1                     F2                     F3

   F1           sing                   sing                125.160  [GAM1]
                .       .              .       .

   F2        160.878  [BETA]           sing                 19.227  [GAM2]
                                       .       .
           Stability of Alienation, Example in EQS and LISREL Guide         
                                                

         Covariance Structure Analysis: Maximum Likelihood Estimation

              Lagrange Multiplier and Wald Test Indices _A_[9:9]
                                General Matrix
                     Identity-Minus-Inverse Model Matrix
              Univariate Tests for Constant Constraints (Contd.)

                          F1                     F2                     F3

   F3           sing                   sing                   sing
                .       .              .       .              .       .
           Stability of Alienation, Example in EQS and LISREL Guide         
                                                 

         Covariance Structure Analysis: Maximum Likelihood Estimation

             Rank order of 10 largest Lagrange multipliers in _A_

                 V5 : V2             V2 : V5             V5 : V1
             8.5394 : 0.003      5.8730 : 0.015      5.5256 : 0.019

                 V1 : V5             F3 : V1             F3 : V2
             5.4446 : 0.020      4.4875 : 0.034      4.3947 : 0.036

                 V1 : F3             V2 : F3             V5 : V3
             3.4212 : 0.064      3.3926 : 0.065      2.7532 : 0.097

                                     V5 : V4
           Stability of Alienation, Example in EQS and LISREL Guide         
                                                  

         Covariance Structure Analysis: Maximum Likelihood Estimation

                                 2.1129 : 0.146



           Stability of Alienation, Example in EQS and LISREL Guide         
                                                

         Covariance Structure Analysis: Maximum Likelihood Estimation

                     Univariate Lagrange Multiplier Test
                      For Releasing Equality Constraints
             ---------------------------------------------------
              Chi-Square     Prob    Parameter       Equal to
             ---------------------------------------------------
                 0.021204    0.8842   _P_[1:1]    =   _P_[3:3]
                 0.695390    0.4043   _P_[2:2]    =   _P_[4:4]
                 1.346886    0.2458   _P_[3:1]    =   _P_[4:2]
Ces tableaux correspondent aux sorties suivantes

1.
Liste des matrices et leurs propriétés. A chaque matrice est associé un nombre (1, 2 ou 3).

2.
Liste des coefficients et des paramètres intervenant dans le modèle, de leur position dans la matrice précisée par 1, 2 ou 3, et de leurs valeurs initiales.

3.
Nombre d'observations, nombre de variables manifestes n, nombre d'informations indépendantes dans la matrice des données(n(n+1)/2). Nombre de termes dans le modèle COSAN, nombre de matrices. Nombre de paramètres à estimer.

4.
Liste des variables manifestes, de leurs moyennes et de leurs écarts types.

5.
Matrice de covariance entrée.

6.
Vecteur des paramètres. Valeurs initiales de ces paramètres. Position de ces paramètres dans les matrices A et P.

7.
Eléments prédéterminés dans la matrice.

8.
Renseignements sur l'optimisation :

9.
Matrice de covariance C conforme au modèle.

10.
matrice S-C.

11.
matrice des résidus normalisés :

$\frac{(s_{ij}-c_{ij})}{((c_{ii}c_{jj} + c_{ij}^2)/N)^{1/2}}$(N=nombre d'observations).

12.
Les dix plus grands résidus en valeurs absolues.

13.
Distribution des résidus : nombre de résidus compris entre -1.5 et -1.25 etc... et leur pourcentage.

14.
Critères d'adéquation du modèle.

15.
Estimations des coefficients et paramètres, erreurs standards et
t-value=estimation/erreur standard. Ceci peut être utilisé pour tester si la vraie valeur du paramètre est nulle; les paramètres dont les t-value sont plus grandes que 2 sont jugés non nuls.

16.
Coefficients standardisés; leur position dans la matrice A. Soient aij le coefficient et aijs le coefficient standardisé; on a $a_{ij}s=a_{ij}(\sigma_{jj}/ \sigma_{ii})^{1/2}$ $ \sigma_{ii}$est la variance de la variable dépendante et $\sigma_{jj}$ est la variance de la variable indépendante, ces variances étant déterminées par le modèle.

17.
Liste des erreurs, variances des variables endogènes;
R2=1-variance de l'erreur/variance de la variable endogène.

18.
Coefficients de la matrice de corrélation entre les variables exogènes et leur position dans la matrice. Par exemple

\begin{displaymath}0.250608\,=\,\theta _{5}/ \theta _{1}\,=\,corr(E3,E1)\end{displaymath}

.

19.
Matrice de covariance des variables latentes selon le modèle.

20.
Covariances entre variables latentes et variables manifestes selon le modèle.

21.
Effets totaux des variables latentes sur les variables dépendantes.

22.
Effets indirects des variables latentes sur les variables dépendantes.

23.
Coefficients de régression des variables manifestes sur les scores des variables latentes?

next up previous contents
Next: Remarques Up: Procédure CALIS de SAS Previous: OUTEST
Joseph Saint Pierre
1998-12-09