Message-ID: <5025F655.9070504@gmail.com>
Date: 2012-08-11T06:06:13Z
From: yrosseel
Subject: covariance estimate in function sem (Lavaan)
In-Reply-To: <1343682056222-4638454.post@n4.nabble.com>
On 07/30/2012 11:00 PM, Luna wrote:
> Dear R users,
> I have a hard time interpreting the covariances in the parameter estimates
> output (standardized), even in the example documented (PoliticalDemocracy).
> Can anyone tell me if the estimated covariances are residual covariances
> (unexplained by the model), or the covariances of the observable variables?
They are *residual* covariances.
> I haved checked the data and it does not look like the covariances of the
> observable variables, however when I tried to find out using simulated data
> ( with correlated residuals) the estimates did not seem to be the covariance
> of the residuals either (much much underestimated). Can anyone help?
How did you simulate your data? It is rather tricky to generate data
under a known CFA/SEM model with pre-specified residual (co)variances.
Yves Rosseel.
http://lavaan.org