Output from calis1a.sas	Source 0 Graphs

               Lord's data: H4- unconstrained two-factor model               1

          Covariance Structure Analysis: Pattern and Initial Values

              LINEQS Model Statement
         -------------------------------
              Matrix         Rows & Cols          Matrix Type

 TERM   1-----------------------------------------------------------
           1    _SEL_          4      10    SELECTION
           2    _BETA_        10      10    EQSBETA        IMINUSINV
           3    _GAMMA_       10       6    EQSGAMMA
           4    _PHI_          6       6    SYMMETRIC

     Number of endogenous variables = 4

Manifest:     X1        X2        Y1        Y2

     Number of exogenous variables = 6

Latent:       F1        F2
Error:        E1        E2        E3        E4

               Lord's data: H4- unconstrained two-factor model               2

          Covariance Structure Analysis: Pattern and Initial Values

                         Manifest Variable Equations
                              Initial Estimates

                   X1      =     .    *F1    + 1.0000 E1
                                       BETA1

                   X2      =     .    *F1    + 1.0000 E2
                                       BETA2

                   Y1      =     .    *F2    + 1.0000 E3
                                       BETA3

                   Y2      =     .    *F2    + 1.0000 E4
                                       BETA4

                      Variances of Exogenous Variables
                    -------------------------------------
                    Variable    Parameter      Estimate
                    -------------------------------------

                    F1                           1.000000
                    F2                           1.000000
                    E1          VE1                     .
                    E2          VE2                     .
                    E3          VE3                     .
                    E4          VE4                     .

                    Covariances among Exogenous Variables
                      ---------------------------------
                          Parameter          Estimate
                      ---------------------------------

                      F2    F1    RHO                 .

               Lord's data: H4- unconstrained two-factor model               3

         Covariance Structure Analysis: Maximum Likelihood Estimation

                   649 Observations       Model Terms          1
                     4 Variables          Model Matrices       4
                    10 Informations       Parameters           9

                 VARIABLE              Mean           Std Dev

                 X1                       0       9.294821139
                 X2                       0       9.287798447
                 Y1                       0       9.863315872
                 Y2                       0       9.890358942

       Some initial estimates computed by instrumental variable method.

                         Vector of Initial Estimates

           BETA1         1    7.55181  Matrix Entry: _GAMMA_[1:1]
           BETA2         2    7.65050  Matrix Entry: _GAMMA_[2:1]
           BETA3         3    8.56658  Matrix Entry: _GAMMA_[3:2]
           BETA4         4    8.61722  Matrix Entry: _GAMMA_[4:2]
           RHO           5    0.89868  Matrix Entry: _PHI_[2:1]
           VE1           6   29.36388  Matrix Entry: _PHI_[3:3]
           VE2           7   27.73308  Matrix Entry: _PHI_[4:4]
           VE3           8   23.89865  Matrix Entry: _PHI_[5:5]
           VE4           9   23.56278  Matrix Entry: _PHI_[6:6]

               Lord's data: H4- unconstrained two-factor model               4

         Covariance Structure Analysis: Maximum Likelihood Estimation

                       Levenberg-Marquardt Optimization
                        Scaling Update of More (1978)
                       Number of Parameter Estimates 9
                    Number of Functions (Observations) 10

Optimization Start: Active Constraints= 0  Criterion= 0.002
Maximum Gradient Element= 0.003 Radius= 1.000

        Iter rest nfun act   optcrit  difcrit maxgrad  lambda     rho

           1    0    2   0  0.001086 0.000735 0.00013       0   0.957
           2    0    3   0  0.001085 1.472E-6 2.32E-6       0   0.959

Optimization Results: Iterations= 2 Function Calls= 4 Jacobian Calls= 3
Active Constraints= 0  Criterion= 0.0010849082
Maximum Gradient Element= 2.31576E-6 Lambda= 0 Rho= 0.9585 Radius= 0.004911

NOTE:  ABSGCONV convergence criterion satisfied.

               Lord's data: H4- unconstrained two-factor model               5

         Covariance Structure Analysis: Maximum Likelihood Estimation

         Fit criterion . . . . . . . . . . . . . . . . . .     0.0011
         Goodness of Fit Index (GFI) . . . . . . . . . . .     0.9995
         GFI Adjusted for Degrees of Freedom (AGFI). . . .     0.9946
         Root Mean Square Residual (RMR) . . . . . . . . .     0.2720
         Parsimonious GFI (Mulaik, 1989) . . . . . . . . .     0.1666
         Chi-square = 0.7030        df = 1       Prob>chi**2 = 0.4018
         Null Model Chi-square:     df = 6                  1466.5884
         RMSEA Estimate  . . . . . . . . . 0.0000  90%C.I.[., 0.0974]
         Probability of Close Fit  . . . . . . . . . . . .     0.6854
         ECVI Estimate . . . . . . . . . . 0.0291  90%C.I.[., 0.0391]
         Bentler's Comparative Fit Index . . . . . . . . .     1.0000
         Normal Theory Reweighted LS Chi-square  . . . . .     0.7026
         Akaike's Information Criterion. . . . . . . . . .    -1.2970
         Bozdogan's (1987) CAIC. . . . . . . . . . . . . .    -6.7724
         Schwarz's Bayesian Criterion. . . . . . . . . . .    -5.7724
         McDonald's (1989) Centrality. . . . . . . . . . .     1.0002
         Bentler & Bonett's (1980) Non-normed Index. . . .     1.0012
         Bentler & Bonett's (1980) NFI . . . . . . . . . .     0.9995
         James, Mulaik, & Brett (1982) Parsimonious NFI. .     0.1666
         Z-Test of Wilson & Hilferty (1931). . . . . . . .     0.2363
         Bollen (1986) Normed Index Rho1 . . . . . . . . .     0.9971
         Bollen (1988) Non-normed Index Delta2 . . . . . .     1.0002
         Hoelter's (1983) Critical N . . . . . . . . . . .       3542

               Lord's data: H4- unconstrained two-factor model               6

         Covariance Structure Analysis: Maximum Likelihood Estimation

                         Manifest Variable Equations

                  X1      =     7.5007*F1    +  1.0000 E1
                  Std Err       0.3234 BETA1
                  t Value      23.1948

                  X2      =     7.7027*F1    +  1.0000 E2
                  Std Err       0.3206 BETA2
                  t Value      24.0237

                  Y1      =     8.5095*F2    +  1.0000 E3
                  Std Err       0.3269 BETA3
                  t Value      26.0273

                  Y2      =     8.6751*F2    +  1.0000 E4
                  Std Err       0.3256 BETA4
                  t Value      26.6431

                      Variances of Exogenous Variables
    ---------------------------------------------------------------------
                                               Standard
    Variable    Parameter      Estimate          Error          t Value
    ---------------------------------------------------------------------

    F1                           1.000000               0           0.000
    F2                           1.000000               0           0.000
    E1          VE1             30.133758        2.470144          12.199
    E2          VE2             26.932169        2.430580          11.081
    E3          VE3             24.874037        2.359840          10.541
    E4          VE4             22.562562        2.350252           9.600

                    Covariances among Exogenous Variables
      -----------------------------------------------------------------
                                             Standard
          Parameter          Estimate          Error          t Value
      -----------------------------------------------------------------

      F2    F1    RHO          0.898551        0.018649          48.181

               Lord's data: H4- unconstrained two-factor model               7

         Covariance Structure Analysis: Maximum Likelihood Estimation

                   Equations with Standardized Coefficients

                   X1      =    0.8070*F1    + 0.5906 E1
                                       BETA1

                   X2      =    0.8293*F1    + 0.5588 E2
                                       BETA2

                   Y1      =    0.8627*F2    + 0.5057 E3
                                       BETA3

                   Y2      =    0.8771*F2    + 0.4803 E4
                                       BETA4

                         Squared Multiple Correlations
          ----------------------------------------------------------
                            Error           Total
           Variable       Variance        Variance        R-squared
          ----------------------------------------------------------

             1    X1       30.133758       86.393709        0.651204
             2    X2       26.932169       86.263207        0.687791
             3    Y1       24.874037       97.285006        0.744318
             4    Y2       22.562562       97.819204        0.769344

                    Correlations among Exogenous Variables
                      ---------------------------------
                          Parameter          Estimate
                      ---------------------------------

                      F2    F1    RHO          0.898551

               Lord's data: H4- unconstrained two-factor model               8

          Covariance Structure Analysis: Pattern and Initial Values

               RAM Model Statement
         -------------------------------
              Matrix         Rows & Cols          Matrix Type

 TERM   1-----------------------------------------------------------
           1    _IDE_          4       6    IDENTITY
           2    _A_            6       6    UPPER          IMINUSINV
           3    _P_            6       6    SYMMETRIC

               Lord's data: H4- unconstrained two-factor model               9

          Covariance Structure Analysis: Pattern and Initial Values

                            RAM Pattern and Values
            ------------------------------------------------------
              Term &
              Matrix     Row & Column    Parameter      Estimate
            ------------------------------------------------------

             1      2       1       5    BETA1                   .
                           X1      F1
             1      2       2       5    BETA2                   .
                           X2      F1
             1      2       3       6    BETA3                   .
                           Y1      F2
             1      2       4       6    BETA4                   .
                           Y2      F2

             1      3       1       1    VE1                     .
                           E1      E1
             1      3       2       2    VE2                     .
                           E2      E2
             1      3       3       3    VE3                     .
                           E3      E3
             1      3       4       4    VE4                     .
                           E4      E4
             1      3       5       5        .            1.000000
                           D1      D1
             1      3       6       5    RHO                     .
                           D2      D1
             1      3       6       6        .            1.000000
                           D2      D2

               Lord's data: H4- unconstrained two-factor model              10

         Covariance Structure Analysis: Maximum Likelihood Estimation

                   649 Observations       Model Terms          1
                     4 Variables          Model Matrices       3
                    10 Informations       Parameters           9

                 VARIABLE              Mean           Std Dev

                 X1                       0       9.294821139
                 X2                       0       9.287798447
                 Y1                       0       9.863315872
                 Y2                       0       9.890358942

       Some initial estimates computed by instrumental variable method.

                         Vector of Initial Estimates

             BETA1         1    7.55181  Matrix Entry: _A_[1:5]
             BETA2         2    7.65050  Matrix Entry: _A_[2:5]
             BETA3         3    8.56658  Matrix Entry: _A_[3:6]
             BETA4         4    8.61722  Matrix Entry: _A_[4:6]
             VE1           5   29.36388  Matrix Entry: _P_[1:1]
             VE2           6   27.73308  Matrix Entry: _P_[2:2]
             VE3           7   23.89865  Matrix Entry: _P_[3:3]
             VE4           8   23.56278  Matrix Entry: _P_[4:4]
             RHO           9    0.89868  Matrix Entry: _P_[6:5]

               Lord's data: H4- unconstrained two-factor model              11

         Covariance Structure Analysis: Maximum Likelihood Estimation

                       Levenberg-Marquardt Optimization
                        Scaling Update of More (1978)
                       Number of Parameter Estimates 9
                    Number of Functions (Observations) 10

Optimization Start: Active Constraints= 0  Criterion= 0.002
Maximum Gradient Element= 0.003 Radius= 1.000

        Iter rest nfun act   optcrit  difcrit maxgrad  lambda     rho

           1    0    2   0  0.001086 0.000735 0.00013       0   0.957
           2    0    3   0  0.001085 1.472E-6 2.32E-6       0   0.959

Optimization Results: Iterations= 2 Function Calls= 4 Jacobian Calls= 3
Active Constraints= 0  Criterion= 0.0010849082
Maximum Gradient Element= 2.31576E-6 Lambda= 0 Rho= 0.9585 Radius= 0.004911

NOTE:  ABSGCONV convergence criterion satisfied.

               Lord's data: H4- unconstrained two-factor model              12

         Covariance Structure Analysis: Maximum Likelihood Estimation

         Fit criterion . . . . . . . . . . . . . . . . . .     0.0011
         Goodness of Fit Index (GFI) . . . . . . . . . . .     0.9995
         GFI Adjusted for Degrees of Freedom (AGFI). . . .     0.9946
         Root Mean Square Residual (RMR) . . . . . . . . .     0.2720
         Parsimonious GFI (Mulaik, 1989) . . . . . . . . .     0.1666
         Chi-square = 0.7030        df = 1       Prob>chi**2 = 0.4018
         Null Model Chi-square:     df = 6                  1466.5884
         RMSEA Estimate  . . . . . . . . . 0.0000  90%C.I.[., 0.0974]
         Probability of Close Fit  . . . . . . . . . . . .     0.6854
         ECVI Estimate . . . . . . . . . . 0.0291  90%C.I.[., 0.0391]
         Bentler's Comparative Fit Index . . . . . . . . .     1.0000
         Normal Theory Reweighted LS Chi-square  . . . . .     0.7026
         Akaike's Information Criterion. . . . . . . . . .    -1.2970
         Bozdogan's (1987) CAIC. . . . . . . . . . . . . .    -6.7724
         Schwarz's Bayesian Criterion. . . . . . . . . . .    -5.7724
         McDonald's (1989) Centrality. . . . . . . . . . .     1.0002
         Bentler & Bonett's (1980) Non-normed Index. . . .     1.0012
         Bentler & Bonett's (1980) NFI . . . . . . . . . .     0.9995
         James, Mulaik, & Brett (1982) Parsimonious NFI. .     0.1666
         Z-Test of Wilson & Hilferty (1931). . . . . . . .     0.2363
         Bollen (1986) Normed Index Rho1 . . . . . . . . .     0.9971
         Bollen (1988) Non-normed Index Delta2 . . . . . .     1.0002
         Hoelter's (1983) Critical N . . . . . . . . . . .       3542

               Lord's data: H4- unconstrained two-factor model              13

         Covariance Structure Analysis: Maximum Likelihood Estimation

                            RAM Pattern and Values
   ------------------------------------------------------------------------
    Term &                                         Standard
    Matrix Row & Column Parameter    Estimate        Error        t Value
   ------------------------------------------------------------------------

    1    2     1     5  BETA1          7.500663      0.323377        23.195
              X1    F1
    1    2     2     5  BETA2          7.702664      0.320628        24.024
              X2    F1
    1    2     3     6  BETA3          8.509464      0.326943        26.027
              Y1    F2
    1    2     4     6  BETA4          8.675059      0.325603        26.643
              Y2    F2

    1    3     1     1  VE1           30.133758      2.470144        12.199
              E1    E1
    1    3     2     2  VE2           26.932169      2.430580        11.081
              E2    E2
    1    3     3     3  VE3           24.874037      2.359840        10.541
              E3    E3
    1    3     4     4  VE4           22.562562      2.350252         9.600
              E4    E4
    1    3     5     5      .          1.000000             0         0.000
              D1    D1
    1    3     6     5  RHO            0.898551      0.018649        48.181
              D2    D1
    1    3     6     6      .          1.000000             0         0.000
              D2    D2

                          Standardized Coefficients
                  -----------------------------------------
                  Row & Column    Parameter      Estimate
                  -----------------------------------------

                     1       5    BETA1            0.806972
                    X1      F1
                     2       5    BETA2            0.829332
                    X2      F1
                     3       6    BETA3            0.862739
                    Y1      F2
                     4       6    BETA4            0.877123
                    Y2      F2

               Lord's data: H4- unconstrained two-factor model              14

         Covariance Structure Analysis: Maximum Likelihood Estimation

                         Squared Multiple Correlations
          ----------------------------------------------------------
                            Error           Total
           Variable       Variance        Variance        R-squared
          ----------------------------------------------------------

             1    E1       30.133758       86.393709        0.651204
             2    E2       26.932169       86.263207        0.687791
             3    E3       24.874037       97.285006        0.744318
             4    E4       22.562562       97.819204        0.769344

                    Correlations among Exogenous Variables
              -------------------------------------------------
              Row & Column        Parameter          Estimate
              -------------------------------------------------

                 6       5    D2    D1    RHO          0.898551