Output from calis32.sas	Source 0 Graphs

                  TEST32: Vocabulary Test Data, LORD (1957)                  1
            Confirmatory Factor Analysis, JOERESKOG (1978, p. 452)
                    Hypothesis 1, JOERESKOG (1978, p. 452)

          Covariance Structure Analysis: Pattern and Initial Values

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

 TERM   1-----------------------------------------------------------
           1    _F_            4       2    GENERAL
           2    _P_            2       2    SYMMETRIC
 TERM   2-----------------------------------------------------------
           3    _U_            4       4    SYMMETRIC

                      Initial Parameter Matrix _P_[2:2]
                               Symmetric Matrix
                            Constant Model Matrix

                                    FCOR1       FCOR2

                        FCOR1        1.00        1.00
                        FCOR2        1.00        1.00

                      Initial Parameter Matrix _F_[4:2]
                           Lower Triangular Matrix

                                   FACT1           FACT2

                      X1         .  [Z1]          .0
                      X2         .  [Z1]          .0
                      Y1          .0             .  [Z3]
                      Y2          .0             .  [Z3]

                      Initial Parameter Matrix _U_[4:4]
                               Diagonal Matrix

                 UVAR1             UVAR2             UVAR3             UVAR4

  X1         .  [EPS1]          .0                .0                .0
  X2          .0               .  [EPS1]          .0                .0
  Y1          .0                .0               .  [EPS3]          .0
  Y2          .0                .0                .0               .  [EPS3]

                  TEST32: Vocabulary Test Data, LORD (1957)                  2
            Confirmatory Factor Analysis, JOERESKOG (1978, p. 452)
                    Hypothesis 1, JOERESKOG (1978, p. 452)

         Covariance Structure Analysis: Maximum Likelihood Estimation

                   649 Observations       Model Terms          2
                     4 Variables          Model Matrices       3
                    10 Informations       Parameters           4

                 VARIABLE              Mean           Std Dev

                 X1                       0       9.295047068
                 X2                       0       9.287798447
                 Y1                       0       9.863315872
                 Y2                       0       9.890358942

                                 Covariances

                    X1                X2                Y1                Y2

  X1       86.39790000       57.77510000       56.86510000       58.89860000
  X2       57.77510000       86.26320000       59.31770000       59.66830000
  Y1       56.86510000       59.31770000       97.28500000       73.82010000
  Y2       58.89860000       59.66830000       73.82010000       97.81920000
                     Determinant = 7377416 (Ln = 15.814)

            Some initial estimates computed by McDonald's method.

                         Vector of Initial Estimates

          Z1            1    8.48839  Matrix Entry: _F_[1:1] _F_[2:1]
          Z3            2    9.25668  Matrix Entry: _F_[3:2] _F_[4:2]
          EPS1          3   14.27773  Matrix Entry: _U_[1:1] _U_[2:2]
          EPS3          4   11.86602  Matrix Entry: _U_[3:3] _U_[4:4]

            Predetermined Elements of the Predicted Moment Matrix

                    X1                X2                Y1                Y2

  X1                 .                 .                 .                 .
  X2                 .                 .                 .                 .
  Y1                 .                 .                 .                 .
  Y2                 .                 .                 .                 .
                        Sum of Squared Differences = 0

                  TEST32: Vocabulary Test Data, LORD (1957)                  3
            Confirmatory Factor Analysis, JOERESKOG (1978, p. 452)
                    Hypothesis 1, JOERESKOG (1978, p. 452)

         Covariance Structure Analysis: Maximum Likelihood Estimation

                       Levenberg-Marquardt Optimization
                        Scaling Update of More (1978)
                       Number of Parameter Estimates 4
                    Number of Functions (Observations) 10

Optimization Start: Active Constraints= 0  Criterion= 1.541
Maximum Gradient Element= 0.155 Radius= 1.000

        Iter rest nfun act   optcrit  difcrit maxgrad  lambda     rho

           1    0    2   0    0.2988   1.2425  0.0374   1.338   0.646
           2    0    4   0    0.0580   0.2409 0.00451       0   0.796
           3    0    5   0    0.0576 0.000314  0.0005       0   1.201
           4    0    6   0    0.0576 0.000021 0.00015       0   1.308
           5    0    7   0    0.0576 1.943E-6 0.00004       0   1.306
           6    0    8   0    0.0576 1.819E-7 0.00001       0   1.306
           7    0    9   0    0.0576 1.698E-8 4.15E-6       0   1.306

Optimization Results: Iterations= 7 Function Calls= 10 Jacobian Calls= 8
Active Constraints= 0  Criterion= 0.057613719
Maximum Gradient Element= 4.15251E-6 Lambda= 0 Rho= 1.306 Radius= 0.0008185

NOTE:  ABSGCONV convergence criterion satisfied.

                  TEST32: Vocabulary Test Data, LORD (1957)                  4
            Confirmatory Factor Analysis, JOERESKOG (1978, p. 452)
                    Hypothesis 1, JOERESKOG (1978, p. 452)

         Covariance Structure Analysis: Maximum Likelihood Estimation

                            Predicted Model Matrix

                    X1                X2                Y1                Y2

  X1       86.33055005       51.64193499       60.66599376       60.66599376
  X2       51.64193499       86.33055005       60.66599376       60.66599376
  Y1       60.66599376       60.66599376       97.55210003       71.26694226
  Y2       60.66599376       60.66599376       71.26694226       97.55210003
                     Determinant = 7814939 (Ln = 15.872)

                  TEST32: Vocabulary Test Data, LORD (1957)                  5
            Confirmatory Factor Analysis, JOERESKOG (1978, p. 452)
                    Hypothesis 1, JOERESKOG (1978, p. 452)

         Covariance Structure Analysis: Maximum Likelihood Estimation

         Fit criterion . . . . . . . . . . . . . . . . . .     0.0576
         Goodness of Fit Index (GFI) . . . . . . . . . . .     0.9705
         GFI Adjusted for Degrees of Freedom (AGFI). . . .     0.9509
         Root Mean Square Residual (RMR) . . . . . . . . .     2.5430
         Parsimonious GFI (Mulaik, 1989) . . . . . . . . .     0.9705
         Chi-square = 37.3337       df = 6       Prob>chi**2 = 0.0001
         Null Model Chi-square:     df = 6                  1466.5524
         RMSEA Estimate  . . . . . .  0.0898  90%C.I.[0.0635, 0.1184]
         Probability of Close Fit  . . . . . . . . . . . .     0.0076
         ECVI Estimate . . . . . . .  0.0701  90%C.I.[0.0458, 0.1059]
         Bentler's Comparative Fit Index . . . . . . . . .     0.9785
         Normal Theory Reweighted LS Chi-square  . . . . .    39.3380
         Akaike's Information Criterion. . . . . . . . . .    25.3337
         Bozdogan's (1987) CAIC. . . . . . . . . . . . . .    -7.5189
         Schwarz's Bayesian Criterion. . . . . . . . . . .    -1.5189
         McDonald's (1989) Centrality. . . . . . . . . . .     0.9761
         Bentler & Bonett's (1980) Non-normed Index. . . .     0.9785
         Bentler & Bonett's (1980) NFI . . . . . . . . . .     0.9745
         James, Mulaik, & Brett (1982) Parsimonious NFI. .     0.9745
         Z-Test of Wilson & Hilferty (1931). . . . . . . .     4.5535
         Bollen (1986) Normed Index Rho1 . . . . . . . . .     0.9745
         Bollen (1988) Non-normed Index Delta2 . . . . . .     0.9785
         Hoelter's (1983) Critical N . . . . . . . . . . .        220

                               Residual Matrix

                    X1                X2                Y1                Y2

  X1       0.067349946       6.133165014      -3.800893761      -1.767393761
  X2       6.133165014      -0.067350054      -1.348293761      -0.997693761
  Y1      -3.800893761      -1.348293761      -0.267100033       2.553157735
  Y2      -1.767393761      -0.997693761       2.553157735       0.267099967
                      Average Absolute Residual = 1.727
                Average Off-diagonal Absolute Residual = 2.767

                      Rank Order of 5 Largest Residuals

                   X2,X1     Y1,X1     Y2,Y1     Y2,X1     Y1,X2
                  6.1332   -3.8009    2.5532   -1.7674   -1.3483

                  TEST32: Vocabulary Test Data, LORD (1957)                  6
            Confirmatory Factor Analysis, JOERESKOG (1978, p. 452)
                    Hypothesis 1, JOERESKOG (1978, p. 452)

         Covariance Structure Analysis: Maximum Likelihood Estimation

                 Asymptotically Standardized Residual Matrix

                    X1                X2                Y1                Y2

  X1       0.024781925       6.122637633      -1.873792731      -0.871302854
  X2       6.122637633      -0.024781964      -0.664691835      -0.491850453
  Y1      -1.873792731      -0.664691835      -0.102069370       6.125900219
  Y2      -0.871302854      -0.491850453       6.125900219       0.102069345
                    Average Standardized Residual = 1.64
              Average Off-diagonal Standardized Residual = 2.692

        Rank Order of 5 Largest Asymptotically Standardized Residuals

                   Y2,Y1     X2,X1     Y1,X1     Y2,X1     Y1,X2
                  6.1259    6.1226   -1.8738   -0.8713   -0.6647

                  TEST32: Vocabulary Test Data, LORD (1957)                  7
            Confirmatory Factor Analysis, JOERESKOG (1978, p. 452)
                    Hypothesis 1, JOERESKOG (1978, p. 452)

         Covariance Structure Analysis: Maximum Likelihood Estimation

            Distribution of Asymptotically Standardized Residuals
                       (Each * represents 1 residuals)

                     -2.00000 -   -1.75000  1  10.00% | *
                     -1.75000 -   -1.50000  0   0.00% |
                     -1.50000 -   -1.25000  0   0.00% |
                     -1.25000 -   -1.00000  0   0.00% |
                     -1.00000 -   -0.75000  1  10.00% | *
                     -0.75000 -   -0.50000  1  10.00% | *
                     -0.50000 -   -0.25000  1  10.00% | *
                     -0.25000 -          0  2  20.00% | **
                            0 -    0.25000  2  20.00% | **
                      0.25000 -    0.50000  0   0.00% |
                      0.50000 -    0.75000  0   0.00% |
                      0.75000 -    1.00000  0   0.00% |
                      1.00000 -    1.25000  0   0.00% |
                      1.25000 -    1.50000  0   0.00% |
                      1.50000 -    1.75000  0   0.00% |
                      1.75000 -    2.00000  0   0.00% |
                      2.00000 -    2.25000  0   0.00% |
                      2.25000 -    2.50000  0   0.00% |
                      2.50000 -    2.75000  0   0.00% |
                      2.75000 -    3.00000  0   0.00% |
                      3.00000 -    3.25000  0   0.00% |
                      3.25000 -    3.50000  0   0.00% |
                      3.50000 -    3.75000  0   0.00% |
                      3.75000 -    4.00000  0   0.00% |
                      4.00000 -    4.25000  0   0.00% |
                      4.25000 -    4.50000  0   0.00% |
                      4.50000 -    4.75000  0   0.00% |
                      4.75000 -    5.00000  0   0.00% |
                      5.00000 -    5.25000  0   0.00% |
                      5.25000 -    5.50000  0   0.00% |
                      5.50000 -    5.75000  0   0.00% |
                      5.75000 -    6.00000  0   0.00% |
                      6.00000 -    6.25000  2  20.00% | **

                     Estimated Parameter Matrix _P_[2:2]
                               Symmetric Matrix
                            Constant Model Matrix

                     *** Constant or Unchanged Matrix ***

                  TEST32: Vocabulary Test Data, LORD (1957)                  8
            Confirmatory Factor Analysis, JOERESKOG (1978, p. 452)
                    Hypothesis 1, JOERESKOG (1978, p. 452)

         Covariance Structure Analysis: Maximum Likelihood Estimation

                     Estimated Parameter Matrix _F_[4:2]
                         Standard Errors and t Values
                           Lower Triangular Matrix

                                   FACT1                  FACT2

               X1        7.1862     [Z1]        0.
                         0.2660  27.0180        0.       0.

               X2        7.1862     [Z1]        0.
                         0.2660  27.0180        0.       0.

               Y1        0.                     8.4420     [Z3]
                         0.       0.            0.2800  30.1494

               Y2        0.                     8.4420     [Z3]
                         0.       0.            0.2800  30.1494

                     Estimated Parameter Matrix _U_[4:4]
                         Standard Errors and t Values
                               Diagonal Matrix

                                   UVAR1                   UVAR2

              X1        34.6886   [EPS1]         0.
                         1.6463  21.0701         0.       0.

              X2         0.                     34.6886   [EPS1]
                         0.       0.             1.6463  21.0701

              Y1         0.                      0.
                         0.       0.             0.       0.

              Y2         0.                      0.
                         0.       0.             0.       0.

                  TEST32: Vocabulary Test Data, LORD (1957)                  9
            Confirmatory Factor Analysis, JOERESKOG (1978, p. 452)
                    Hypothesis 1, JOERESKOG (1978, p. 452)

         Covariance Structure Analysis: Maximum Likelihood Estimation

                     Estimated Parameter Matrix _U_[4:4]
                         Standard Errors and t Values
                               Diagonal Matrix

                                   UVAR3                   UVAR4

              X1         0.                      0.
                         0.       0.             0.       0.

              X2         0.                      0.
                         0.       0.             0.       0.

              Y1        26.2852   [EPS3]         0.
                         1.3995  18.7812         0.       0.

              Y2         0.                     26.2852   [EPS3]
                         0.       0.             1.3995  18.7812

                  TEST32: Vocabulary Test Data, LORD (1957)                 10
            Confirmatory Factor Analysis, JOERESKOG (1978, p. 452)
                    Hypothesis 1, JOERESKOG (1978, p. 452)

         Covariance Structure Analysis: Maximum Likelihood Estimation

                         Standardized Factor Loadings

                                   FACT1             FACT2

                    X1      0.7734264128      0.0000000000
                    X2      0.7734264128      0.0000000000
                    Y1      0.0000000000      0.8547237097
                    Y2      0.0000000000      0.8547237097

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

           1    X1          34.688615       86.330550        0.598188
           2    X2          34.688615       86.330550        0.598188
           3    Y1          26.285158       97.552100        0.730553
           4    Y2          26.285158       97.552100        0.730553

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

               2       1    FCOR2    FCOR1                1.000000

                     Factor Score Regression Coefficients

                                   FACT1             FACT2

                    X1      0.0031342894      0.0031342894
                    X2      0.0031342894      0.0031342894
                    Y1      0.0028103118      0.0028103118
                    Y2      0.0028103118      0.0028103118

                  TEST32: Vocabulary Test Data, LORD (1957)                 11
            Confirmatory Factor Analysis, JOERESKOG (1978, p. 452)
                    Hypothesis 1, JOERESKOG (1978, p. 452)

         Covariance Structure Analysis: Maximum Likelihood Estimation

              Lagrange Multiplier and Wald Test Indices _P_[2:2]
                               Symmetric Matrix
                            Constant Model Matrix
                  Univariate Tests for Constant Constraints
                 ------------------------------------------
                 |  Lagrange Multiplier  or  Wald Index   |
                 ------------------------------------------
                 |  Probability  | Approx Change of Value |
                 ------------------------------------------

                                    FCOR1                FCOR2

               FCOR1        37.499               37.501
                             0.000  0.220         0.000 -0.110

               FCOR2        37.501               37.504
                             0.000 -0.110         0.000  0.220

             Rank order of 3 largest Lagrange multipliers in _P_

              FCOR2 : FCOR2       FCOR2 : FCOR1       FCOR1 : FCOR1
            37.5036 : 0.000     37.5015 : 0.000     37.4993 : 0.000

              Lagrange Multiplier and Wald Test Indices _F_[4:2]
                           Lower Triangular Matrix
                  Univariate Tests for Constant Constraints
                 ------------------------------------------
                 |  Lagrange Multiplier  or  Wald Index   |
                 ------------------------------------------
                 |  Probability  | Approx Change of Value |
                 ------------------------------------------

                                   FACT1                 FACT2

                X1        729.974   [Z1]          0.120
                                                  0.729 -0.120

                X2        729.974   [Z1]          0.120
                                                  0.729  0.120

                Y1          0.069               908.987   [Z3]
                            0.793 -0.079

                Y2          0.069               908.987   [Z3]
                            0.792  0.079

                  TEST32: Vocabulary Test Data, LORD (1957)                 12
            Confirmatory Factor Analysis, JOERESKOG (1978, p. 452)
                    Hypothesis 1, JOERESKOG (1978, p. 452)

         Covariance Structure Analysis: Maximum Likelihood Estimation

             Rank order of 4 largest Lagrange multipliers in _F_

                 X1 : FACT2          X2 : FACT2          Y2 : FACT1
             0.1201 : 0.729      0.1198 : 0.729      0.0692 : 0.792

                                     Y1 : FACT1
                                 0.0690 : 0.793

              Lagrange Multiplier and Wald Test Indices _U_[4:4]
                               Diagonal Matrix
                  Univariate Tests for Constant Constraints
                 ------------------------------------------
                 |  Lagrange Multiplier  or  Wald Index   |
                 ------------------------------------------
                 |  Probability  | Approx Change of Value |
                 ------------------------------------------

                UVAR1              UVAR2              UVAR3              UVAR4

X1    443.949  [EPS1]     37.493             11.326              2.914
                           0.000  11.352      0.001  -5.150      0.088  -2.612

X2     37.493            443.949  [EPS1]      2.827              3.435
        0.000  11.352                         0.093  -2.573      0.064  -2.836

Y1     11.326              2.827            352.733  [EPS3]     37.515
        0.001  -5.150      0.093  -2.573                         0.000  15.666

Y2      2.914              3.435             37.515            352.733  [EPS3]
        0.088  -2.612      0.064  -2.836      0.000  15.666

             Rank order of 6 largest Lagrange multipliers in _U_

                 Y2 : UVAR3          X2 : UVAR1          Y1 : UVAR1
            37.5151 : 0.000     37.4930 : 0.000     11.3257 : 0.001

                 Y2 : UVAR2          Y2 : UVAR1          Y1 : UVAR2
             3.4353 : 0.064      2.9138 : 0.088      2.8273 : 0.093

                  TEST32: Vocabulary Test Data, LORD (1957)                 13
            Confirmatory Factor Analysis, JOERESKOG (1978, p. 452)
                    Hypothesis 1, JOERESKOG (1978, p. 452)

         Covariance Structure Analysis: Maximum Likelihood Estimation

                     Univariate Lagrange Multiplier Test
                      For Releasing Equality Constraints
        -------------------------------------------------------------
         Chi-Square    Prob          Change       Parameter  Equal to
        -------------------------------------------------------------

            0.119951   0.7291  -0.0602 =   0.0597  _F_[1:1]= _F_[2:1]
            0.069132   0.7926  -0.0396 =   0.0397  _F_[3:2]= _F_[4:2]
            0.552416   0.4573   1.2260 =  -1.2246  _U_[1:1]= _U_[2:2]
            0.242176   0.6226   0.7802 =  -0.7821  _U_[3:3]= _U_[4:4]

                  TEST32: Vocabulary Test Data, LORD (1957)                 14
            Confirmatory Factor Analysis, JOERESKOG (1978, p. 452)
                    Hypothesis 1, JOERESKOG (1978, p. 452)

          Covariance Structure Analysis: Pattern and Initial Values

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

 TERM   1-----------------------------------------------------------
           1    F              4       2    GENERAL
           2    PHI            2       2    SYMMETRIC
 TERM   2-----------------------------------------------------------
           3    U              4       4    DIAGONAL

                      Initial Parameter Matrix PHI[2:2]
                               Symmetric Matrix
                            Constant Model Matrix

                                     COL1        COL2

                         ROW1        1.00        1.00
                         ROW2        1.00        1.00

                       Initial Parameter Matrix F[4:2]
                           Lower Triangular Matrix

                                    COL1            COL2

                      X1         .  [Z1]          .0
                      X2         .  [Z1]          .0
                      Y1          .0             .  [Z3]
                      Y2          .0             .  [Z3]

                       Initial Parameter Matrix U[4:4]
                               Diagonal Matrix

                  COL1              COL2              COL3              COL4

  X1         .  [EPS1]          .0                .0                .0
  X2          .0               .  [EPS1]          .0                .0
  Y1          .0                .0               .  [EPS3]          .0
  Y2          .0                .0                .0               .  [EPS3]

                  TEST32: Vocabulary Test Data, LORD (1957)                 15
            Confirmatory Factor Analysis, JOERESKOG (1978, p. 452)
                    Hypothesis 1, JOERESKOG (1978, p. 452)

         Covariance Structure Analysis: Maximum Likelihood Estimation

                   649 Observations       Model Terms          2
                     4 Variables          Model Matrices       3
                    10 Informations       Parameters           4

                 VARIABLE              Mean           Std Dev

                 X1                       0       9.295047068
                 X2                       0       9.287798447
                 Y1                       0       9.863315872
                 Y2                       0       9.890358942

                                 Covariances

                    X1                X2                Y1                Y2

  X1       86.39790000       57.77510000       56.86510000       58.89860000
  X2       57.77510000       86.26320000       59.31770000       59.66830000
  Y1       56.86510000       59.31770000       97.28500000       73.82010000
  Y2       58.89860000       59.66830000       73.82010000       97.81920000
                     Determinant = 7377416 (Ln = 15.814)

                         Vector of Initial Estimates

          Z1            1    0.50000  Matrix Entry: F[1:1] F[2:1]
          Z3            2    0.50000  Matrix Entry: F[3:2] F[4:2]
          EPS1          3   50.00000  Matrix Entry: U[1:1] U[2:2]
          EPS3          4   50.00000  Matrix Entry: U[3:3] U[4:4]

            Predetermined Elements of the Predicted Moment Matrix

                    X1                X2                Y1                Y2

  X1                 .                 .                 .                 .
  X2                 .                 .                 .                 .
  Y1                 .                 .                 .                 .
  Y2                 .                 .                 .                 .
                        Sum of Squared Differences = 0

                  TEST32: Vocabulary Test Data, LORD (1957)                 16
            Confirmatory Factor Analysis, JOERESKOG (1978, p. 452)
                    Hypothesis 1, JOERESKOG (1978, p. 452)

         Covariance Structure Analysis: Maximum Likelihood Estimation

                       Levenberg-Marquardt Optimization
                        Scaling Update of More (1978)
                       Number of Parameter Estimates 4
                    Number of Functions (Observations) 10

Optimization Start: Active Constraints= 0  Criterion= 3.101
Maximum Gradient Element= 0.183 Radius= 1.000

        Iter rest nfun act   optcrit  difcrit maxgrad  lambda     rho

           1    0    2   0    1.0340   2.0674  0.0494   3.713   0.455
           2    0    4   0    0.1144   0.9196  0.0288       0   1.660
           3    0    5   0    0.0584   0.0560 0.00583       0   1.246
           4    0    6   0    0.0576 0.000744 0.00054       0   1.086
           5    0    7   0    0.0576 0.000019 0.00014       0   1.307
           6    0    8   0    0.0576 1.774E-6 0.00004       0   1.306
           7    0    9   0    0.0576  1.66E-7 0.00001       0   1.306
           8    0   10   0    0.0576  1.55E-8 3.97E-6       0   1.306

Optimization Results: Iterations= 8 Function Calls= 11 Jacobian Calls= 9
Active Constraints= 0  Criterion= 0.057613719
Maximum Gradient Element= 3.96691E-6 Lambda= 0 Rho= 1.306 Radius= 0.0003641

NOTE:  ABSGCONV convergence criterion satisfied.

                  TEST32: Vocabulary Test Data, LORD (1957)                 17
            Confirmatory Factor Analysis, JOERESKOG (1978, p. 452)
                    Hypothesis 1, JOERESKOG (1978, p. 452)

         Covariance Structure Analysis: Maximum Likelihood Estimation

                            Predicted Model Matrix

                    X1                X2                Y1                Y2

  X1       86.33055005       51.64186952       60.66598097       60.66598097
  X2       51.64186952       86.33055005       60.66598097       60.66598097
  Y1       60.66598097       60.66598097       97.55210003       71.26700254
  Y2       60.66598097       60.66598097       71.26700254       97.55210003
                     Determinant = 7814939 (Ln = 15.872)

                  TEST32: Vocabulary Test Data, LORD (1957)                 18
            Confirmatory Factor Analysis, JOERESKOG (1978, p. 452)
                    Hypothesis 1, JOERESKOG (1978, p. 452)

         Covariance Structure Analysis: Maximum Likelihood Estimation

         Fit criterion . . . . . . . . . . . . . . . . . .     0.0576
         Goodness of Fit Index (GFI) . . . . . . . . . . .     0.9705
         GFI Adjusted for Degrees of Freedom (AGFI). . . .     0.9509
         Root Mean Square Residual (RMR) . . . . . . . . .     2.5430
         Parsimonious GFI (Mulaik, 1989) . . . . . . . . .     0.9705
         Chi-square = 37.3337       df = 6       Prob>chi**2 = 0.0001
         Null Model Chi-square:     df = 6                  1466.5524
         RMSEA Estimate  . . . . . .  0.0898  90%C.I.[0.0635, 0.1184]
         Probability of Close Fit  . . . . . . . . . . . .     0.0076
         ECVI Estimate . . . . . . .  0.0701  90%C.I.[0.0458, 0.1059]
         Bentler's Comparative Fit Index . . . . . . . . .     0.9785
         Normal Theory Reweighted LS Chi-square  . . . . .    39.3380
         Akaike's Information Criterion. . . . . . . . . .    25.3337
         Bozdogan's (1987) CAIC. . . . . . . . . . . . . .    -7.5189
         Schwarz's Bayesian Criterion. . . . . . . . . . .    -1.5189
         McDonald's (1989) Centrality. . . . . . . . . . .     0.9761
         Bentler & Bonett's (1980) Non-normed Index. . . .     0.9785
         Bentler & Bonett's (1980) NFI . . . . . . . . . .     0.9745
         James, Mulaik, & Brett (1982) Parsimonious NFI. .     0.9745
         Z-Test of Wilson & Hilferty (1931). . . . . . . .     4.5535
         Bollen (1986) Normed Index Rho1 . . . . . . . . .     0.9745
         Bollen (1988) Non-normed Index Delta2 . . . . . .     0.9785
         Hoelter's (1983) Critical N . . . . . . . . . . .        220

                               Residual Matrix

                    X1                X2                Y1                Y2

  X1       0.067349951       6.133230476      -3.800880966      -1.767380966
  X2       6.133230476      -0.067350049      -1.348280966      -0.997680966
  Y1      -3.800880966      -1.348280966      -0.267100030       2.553097459
  Y2      -1.767380966      -0.997680966       2.553097459       0.267099970
                      Average Absolute Residual = 1.727
                Average Off-diagonal Absolute Residual = 2.767

                      Rank Order of 5 Largest Residuals

                   X2,X1     Y1,X1     Y2,Y1     Y2,X1     Y1,X2
                  6.1332   -3.8009    2.5531   -1.7674   -1.3483

                  TEST32: Vocabulary Test Data, LORD (1957)                 19
            Confirmatory Factor Analysis, JOERESKOG (1978, p. 452)
                    Hypothesis 1, JOERESKOG (1978, p. 452)

         Covariance Structure Analysis: Maximum Likelihood Estimation

                 Asymptotically Standardized Residual Matrix

                    X1                X2                Y1                Y2

  X1       0.024781909       6.122679434      -1.873786249      -0.871296466
  X2       6.122679434      -0.024781945      -0.664685466      -0.491844099
  Y1      -1.873786249      -0.664685466      -0.102069468       6.125796197
  Y2      -0.871296466      -0.491844099       6.125796197       0.102069445
                    Average Standardized Residual = 1.64
              Average Off-diagonal Standardized Residual = 2.692

        Rank Order of 5 Largest Asymptotically Standardized Residuals

                   Y2,Y1     X2,X1     Y1,X1     Y2,X1     Y1,X2
                  6.1258    6.1227   -1.8738   -0.8713   -0.6647

                  TEST32: Vocabulary Test Data, LORD (1957)                 20
            Confirmatory Factor Analysis, JOERESKOG (1978, p. 452)
                    Hypothesis 1, JOERESKOG (1978, p. 452)

         Covariance Structure Analysis: Maximum Likelihood Estimation

            Distribution of Asymptotically Standardized Residuals
                       (Each * represents 1 residuals)

                     -2.00000 -   -1.75000  1  10.00% | *
                     -1.75000 -   -1.50000  0   0.00% |
                     -1.50000 -   -1.25000  0   0.00% |
                     -1.25000 -   -1.00000  0   0.00% |
                     -1.00000 -   -0.75000  1  10.00% | *
                     -0.75000 -   -0.50000  1  10.00% | *
                     -0.50000 -   -0.25000  1  10.00% | *
                     -0.25000 -          0  2  20.00% | **
                            0 -    0.25000  2  20.00% | **
                      0.25000 -    0.50000  0   0.00% |
                      0.50000 -    0.75000  0   0.00% |
                      0.75000 -    1.00000  0   0.00% |
                      1.00000 -    1.25000  0   0.00% |
                      1.25000 -    1.50000  0   0.00% |
                      1.50000 -    1.75000  0   0.00% |
                      1.75000 -    2.00000  0   0.00% |
                      2.00000 -    2.25000  0   0.00% |
                      2.25000 -    2.50000  0   0.00% |
                      2.50000 -    2.75000  0   0.00% |
                      2.75000 -    3.00000  0   0.00% |
                      3.00000 -    3.25000  0   0.00% |
                      3.25000 -    3.50000  0   0.00% |
                      3.50000 -    3.75000  0   0.00% |
                      3.75000 -    4.00000  0   0.00% |
                      4.00000 -    4.25000  0   0.00% |
                      4.25000 -    4.50000  0   0.00% |
                      4.50000 -    4.75000  0   0.00% |
                      4.75000 -    5.00000  0   0.00% |
                      5.00000 -    5.25000  0   0.00% |
                      5.25000 -    5.50000  0   0.00% |
                      5.50000 -    5.75000  0   0.00% |
                      5.75000 -    6.00000  0   0.00% |
                      6.00000 -    6.25000  2  20.00% | **

                     Estimated Parameter Matrix PHI[2:2]
                               Symmetric Matrix
                            Constant Model Matrix

                     *** Constant or Unchanged Matrix ***

                  TEST32: Vocabulary Test Data, LORD (1957)                 21
            Confirmatory Factor Analysis, JOERESKOG (1978, p. 452)
                    Hypothesis 1, JOERESKOG (1978, p. 452)

         Covariance Structure Analysis: Maximum Likelihood Estimation

                      Estimated Parameter Matrix F[4:2]
                         Standard Errors and t Values
                           Lower Triangular Matrix

                                    COL1                   COL2

               X1        7.1862     [Z1]        0.
                         0.2660  27.0180        0.       0.

               X2        7.1862     [Z1]        0.
                         0.2660  27.0180        0.       0.

               Y1        0.                     8.4420     [Z3]
                         0.       0.            0.2800  30.1494

               Y2        0.                     8.4420     [Z3]
                         0.       0.            0.2800  30.1494

                      Estimated Parameter Matrix U[4:4]
                         Standard Errors and t Values
                               Diagonal Matrix

                                    COL1                    COL2

              X1        34.6887   [EPS1]         0.
                         1.6463  21.0701         0.       0.

              X2         0.                     34.6887   [EPS1]
                         0.       0.             1.6463  21.0701

              Y1         0.                      0.
                         0.       0.             0.       0.

              Y2         0.                      0.
                         0.       0.             0.       0.

                  TEST32: Vocabulary Test Data, LORD (1957)                 22
            Confirmatory Factor Analysis, JOERESKOG (1978, p. 452)
                    Hypothesis 1, JOERESKOG (1978, p. 452)

         Covariance Structure Analysis: Maximum Likelihood Estimation

                      Estimated Parameter Matrix U[4:4]
                         Standard Errors and t Values
                               Diagonal Matrix

                                    COL3                    COL4

              X1         0.                      0.
                         0.       0.             0.       0.

              X2         0.                      0.
                         0.       0.             0.       0.

              Y1        26.2851   [EPS3]         0.
                         1.3995  18.7812         0.       0.

              Y2         0.                     26.2851   [EPS3]
                         0.       0.             1.3995  18.7812

                  TEST32: Vocabulary Test Data, LORD (1957)                 23
            Confirmatory Factor Analysis, JOERESKOG (1978, p. 452)
                    Hypothesis 1, JOERESKOG (1978, p. 452)

         Covariance Structure Analysis: Maximum Likelihood Estimation

              Lagrange Multiplier and Wald Test Indices PHI[2:2]
                               Symmetric Matrix
                            Constant Model Matrix
                  Univariate Tests for Constant Constraints
                 ------------------------------------------
                 |  Lagrange Multiplier  or  Wald Index   |
                 ------------------------------------------
                 |  Probability  | Approx Change of Value |
                 ------------------------------------------

                                     COL1                 COL2

                ROW1        37.499               37.501
                             0.000  0.220         0.000 -0.110

                ROW2        37.501               37.503
                             0.000 -0.110         0.000  0.220

             Rank order of 3 largest Lagrange multipliers in PHI

               ROW2 : COL2         ROW2 : COL1         ROW1 : COL1
            37.5034 : 0.000     37.5013 : 0.000     37.4993 : 0.000

               Lagrange Multiplier and Wald Test Indices F[4:2]
                           Lower Triangular Matrix
                  Univariate Tests for Constant Constraints
                 ------------------------------------------
                 |  Lagrange Multiplier  or  Wald Index   |
                 ------------------------------------------
                 |  Probability  | Approx Change of Value |
                 ------------------------------------------

                                    COL1                  COL2

                X1        729.973   [Z1]          0.120
                                                  0.729 -0.120

                X2        729.973   [Z1]          0.120
                                                  0.729  0.120

                Y1          0.069               908.988   [Z3]
                            0.793 -0.079

                Y2          0.069               908.988   [Z3]
                            0.792  0.079

                  TEST32: Vocabulary Test Data, LORD (1957)                 24
            Confirmatory Factor Analysis, JOERESKOG (1978, p. 452)
                    Hypothesis 1, JOERESKOG (1978, p. 452)

         Covariance Structure Analysis: Maximum Likelihood Estimation

              Rank order of 4 largest Lagrange multipliers in F

                 X1 : COL2           X2 : COL2           Y2 : COL1
             0.1201 : 0.729      0.1198 : 0.729      0.0692 : 0.792

                                     Y1 : COL1
                                 0.0690 : 0.793

               Lagrange Multiplier and Wald Test Indices U[4:4]
                               Diagonal Matrix
                  Univariate Tests for Constant Constraints
                 ------------------------------------------
                 |  Lagrange Multiplier  or  Wald Index   |
                 ------------------------------------------
                 |  Probability  | Approx Change of Value |
                 ------------------------------------------

                 COL1               COL2               COL3               COL4

X1    443.950  [EPS1]     37.493             11.326              2.914
                           0.000  11.352      0.001  -5.150      0.088  -2.612

X2     37.493            443.950  [EPS1]      2.827              3.435
        0.000  11.352                         0.093  -2.573      0.064  -2.836

Y1     11.326              2.827            352.733  [EPS3]     37.514
        0.001  -5.150      0.093  -2.573                         0.000  15.666

Y2      2.914              3.435             37.514            352.733  [EPS3]
        0.088  -2.612      0.064  -2.836      0.000  15.666

              Rank order of 6 largest Lagrange multipliers in U

                 Y2 : COL3           X2 : COL1           Y1 : COL1
            37.5144 : 0.000     37.4932 : 0.000     11.3257 : 0.001

                 Y2 : COL2           Y2 : COL1           Y1 : COL2
             3.4353 : 0.064      2.9138 : 0.088      2.8273 : 0.093

                  TEST32: Vocabulary Test Data, LORD (1957)                 25
            Confirmatory Factor Analysis, JOERESKOG (1978, p. 452)
                    Hypothesis 1, JOERESKOG (1978, p. 452)

         Covariance Structure Analysis: Maximum Likelihood Estimation

                      Univariate Lagrange Multiplier Test
                      For Releasing Equality Constraints
         ------------------------------------------------------------
          Chi-Square    Prob          Change       Parameter Equal to
         ------------------------------------------------------------

             0.119951   0.7291  -0.0601 =   0.0597  F[1:1]  = F[2:1]
             0.069131   0.7926  -0.0396 =   0.0397  F[3:2]  = F[4:2]
             0.552415   0.4573   1.2260 =  -1.2246  U[1:1]  = U[2:2]
             0.242177   0.6226   0.7803 =  -0.7821  U[3:3]  = U[4:4]

                  TEST32: Vocabulary Test Data, LORD (1957)                 26
            Confirmatory Factor Analysis, JOERESKOG (1978, p. 452)
                    Hypothesis 1, JOERESKOG (1978, p. 452)

          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

                  TEST32: Vocabulary Test Data, LORD (1957)                 27
            Confirmatory Factor Analysis, JOERESKOG (1978, p. 452)
                    Hypothesis 1, JOERESKOG (1978, p. 452)

          Covariance Structure Analysis: Pattern and Initial Values

                         Manifest Variable Equations
                              Initial Estimates

                      X1      =     .    *F1 + 1.0000 E1
                                          Z1

                      X2      =     .    *F1 + 1.0000 E2
                                          Z1

                      Y1      =     .    *F2 + 1.0000 E3
                                          Z3

                      Y2      =     .    *F2 + 1.0000 E4
                                          Z3

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

                    F1                           1.000000
                    F2                           1.000000
                    E1          EPS1                    .
                    E2          EPS1                    .
                    E3          EPS3                    .
                    E4          EPS3                    .

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

                       F2    F1                1.000000

                  TEST32: Vocabulary Test Data, LORD (1957)                 28
            Confirmatory Factor Analysis, JOERESKOG (1978, p. 452)
                    Hypothesis 1, JOERESKOG (1978, p. 452)

         Covariance Structure Analysis: Maximum Likelihood Estimation

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

                 VARIABLE              Mean           Std Dev

                 X1                       0       9.295047068
                 X2                       0       9.287798447
                 Y1                       0       9.863315872
                 Y2                       0       9.890358942

                                 Covariances

                    X1                X2                Y1                Y2

  X1       86.39790000       57.77510000       56.86510000       58.89860000
  X2       57.77510000       86.26320000       59.31770000       59.66830000
  Y1       56.86510000       59.31770000       97.28500000       73.82010000
  Y2       58.89860000       59.66830000       73.82010000       97.81920000
                     Determinant = 7377416 (Ln = 15.814)

       Some initial estimates computed by instrumental variable method.

                         Vector of Initial Estimates

    Z1            1    7.60115  Matrix Entry: _GAMMA_[1:1] _GAMMA_[2:1]
    Z3            2    8.59190  Matrix Entry: _GAMMA_[3:2] _GAMMA_[4:2]
    EPS1          3   28.55302  Matrix Entry: _PHI_[3:3] _PHI_[4:4]
    EPS3          4   23.73136  Matrix Entry: _PHI_[5:5] _PHI_[6:6]

            Predetermined Elements of the Predicted Moment Matrix

                    X1                X2                Y1                Y2

  X1                 .                 .                 .                 .
  X2                 .                 .                 .                 .
  Y1                 .                 .                 .                 .
  Y2                 .                 .                 .                 .
                        Sum of Squared Differences = 0

                  TEST32: Vocabulary Test Data, LORD (1957)                 29
            Confirmatory Factor Analysis, JOERESKOG (1978, p. 452)
                    Hypothesis 1, JOERESKOG (1978, p. 452)

         Covariance Structure Analysis: Maximum Likelihood Estimation

                       Levenberg-Marquardt Optimization
                        Scaling Update of More (1978)
                       Number of Parameter Estimates 4
                    Number of Functions (Observations) 10

Optimization Start: Active Constraints= 0  Criterion= 0.098
Maximum Gradient Element= 0.017 Radius= 1.000

        Iter rest nfun act   optcrit  difcrit maxgrad  lambda     rho

           1    0    2   0    0.0578   0.0404 0.00198       0   0.910
           2    0    3   0    0.0576 0.000208 0.00046       0   1.311
           3    0    4   0    0.0576  0.00002 0.00014       0   1.308
           4    0    5   0    0.0576 1.859E-6 0.00004       0   1.306
           5    0    6   0    0.0576  1.74E-7 0.00001       0   1.306
           6    0    7   0    0.0576 1.625E-8 4.06E-6       0   1.306

Optimization Results: Iterations= 6 Function Calls= 8 Jacobian Calls= 7
Active Constraints= 0  Criterion= 0.057613719
Maximum Gradient Element= 4.06159E-6 Lambda= 0 Rho= 1.306 Radius= 0.0004213

NOTE:  ABSGCONV convergence criterion satisfied.

                  TEST32: Vocabulary Test Data, LORD (1957)                 30
            Confirmatory Factor Analysis, JOERESKOG (1978, p. 452)
                    Hypothesis 1, JOERESKOG (1978, p. 452)

         Covariance Structure Analysis: Maximum Likelihood Estimation

                            Predicted Model Matrix

                    X1                X2                Y1                Y2

  X1       86.33055005       51.64190292       60.66598749       60.66598749
  X2       51.64190292       86.33055005       60.66598749       60.66598749
  Y1       60.66598749       60.66598749       97.55210003       71.26697179
  Y2       60.66598749       60.66598749       71.26697179       97.55210003
                     Determinant = 7814939 (Ln = 15.872)

                  TEST32: Vocabulary Test Data, LORD (1957)                 31
            Confirmatory Factor Analysis, JOERESKOG (1978, p. 452)
                    Hypothesis 1, JOERESKOG (1978, p. 452)

         Covariance Structure Analysis: Maximum Likelihood Estimation

         Fit criterion . . . . . . . . . . . . . . . . . .     0.0576
         Goodness of Fit Index (GFI) . . . . . . . . . . .     0.9705
         GFI Adjusted for Degrees of Freedom (AGFI). . . .     0.9509
         Root Mean Square Residual (RMR) . . . . . . . . .     2.5430
         Parsimonious GFI (Mulaik, 1989) . . . . . . . . .     0.9705
         Chi-square = 37.3337       df = 6       Prob>chi**2 = 0.0001
         Null Model Chi-square:     df = 6                  1466.5524
         RMSEA Estimate  . . . . . .  0.0898  90%C.I.[0.0635, 0.1184]
         Probability of Close Fit  . . . . . . . . . . . .     0.0076
         ECVI Estimate . . . . . . .  0.0701  90%C.I.[0.0458, 0.1059]
         Bentler's Comparative Fit Index . . . . . . . . .     0.9785
         Normal Theory Reweighted LS Chi-square  . . . . .    39.3380
         Akaike's Information Criterion. . . . . . . . . .    25.3337
         Bozdogan's (1987) CAIC. . . . . . . . . . . . . .    -7.5189
         Schwarz's Bayesian Criterion. . . . . . . . . . .    -1.5189
         McDonald's (1989) Centrality. . . . . . . . . . .     0.9761
         Bentler & Bonett's (1980) Non-normed Index. . . .     0.9785
         Bentler & Bonett's (1980) NFI . . . . . . . . . .     0.9745
         James, Mulaik, & Brett (1982) Parsimonious NFI. .     0.9745
         Z-Test of Wilson & Hilferty (1931). . . . . . . .     4.5535
         Bollen (1986) Normed Index Rho1 . . . . . . . . .     0.9745
         Bollen (1988) Non-normed Index Delta2 . . . . . .     0.9785
         Hoelter's (1983) Critical N . . . . . . . . . . .        220

WARNING: The central parameter matrix _PHI_ has probably 1 zero eigenvalue(s).

                               Residual Matrix

                    X1                X2                Y1                Y2

  X1       0.067349949       6.133197083      -3.800887493      -1.767387493
  X2       6.133197083      -0.067350051      -1.348287493      -0.997687493
  Y1      -3.800887493      -1.348287493      -0.267100032       2.553128207
  Y2      -1.767387493      -0.997687493       2.553128207       0.267099968
                      Average Absolute Residual = 1.727
                Average Off-diagonal Absolute Residual = 2.767

                      Rank Order of 5 Largest Residuals

                   X2,X1     Y1,X1     Y2,Y1     Y2,X1     Y1,X2
                  6.1332   -3.8009    2.5531   -1.7674   -1.3483

                  TEST32: Vocabulary Test Data, LORD (1957)                 32
            Confirmatory Factor Analysis, JOERESKOG (1978, p. 452)
                    Hypothesis 1, JOERESKOG (1978, p. 452)

         Covariance Structure Analysis: Maximum Likelihood Estimation

                 Asymptotically Standardized Residual Matrix

                    X1                X2                Y1                Y2

  X1       0.024781917       6.122658111      -1.873789556      -0.871299725
  X2       6.122658111      -0.024781955      -0.664688715      -0.491847340
  Y1      -1.873789556      -0.664688715      -0.102069418       6.125849260
  Y2      -0.871299725      -0.491847340       6.125849260       0.102069394
                    Average Standardized Residual = 1.64
              Average Off-diagonal Standardized Residual = 2.692

        Rank Order of 5 Largest Asymptotically Standardized Residuals

                   Y2,Y1     X2,X1     Y1,X1     Y2,X1     Y1,X2
                  6.1258    6.1227   -1.8738   -0.8713   -0.6647

                  TEST32: Vocabulary Test Data, LORD (1957)                 33
            Confirmatory Factor Analysis, JOERESKOG (1978, p. 452)
                    Hypothesis 1, JOERESKOG (1978, p. 452)

         Covariance Structure Analysis: Maximum Likelihood Estimation

            Distribution of Asymptotically Standardized Residuals
                       (Each * represents 1 residuals)

                     -2.00000 -   -1.75000  1  10.00% | *
                     -1.75000 -   -1.50000  0   0.00% |
                     -1.50000 -   -1.25000  0   0.00% |
                     -1.25000 -   -1.00000  0   0.00% |
                     -1.00000 -   -0.75000  1  10.00% | *
                     -0.75000 -   -0.50000  1  10.00% | *
                     -0.50000 -   -0.25000  1  10.00% | *
                     -0.25000 -          0  2  20.00% | **
                            0 -    0.25000  2  20.00% | **
                      0.25000 -    0.50000  0   0.00% |
                      0.50000 -    0.75000  0   0.00% |
                      0.75000 -    1.00000  0   0.00% |
                      1.00000 -    1.25000  0   0.00% |
                      1.25000 -    1.50000  0   0.00% |
                      1.50000 -    1.75000  0   0.00% |
                      1.75000 -    2.00000  0   0.00% |
                      2.00000 -    2.25000  0   0.00% |
                      2.25000 -    2.50000  0   0.00% |
                      2.50000 -    2.75000  0   0.00% |
                      2.75000 -    3.00000  0   0.00% |
                      3.00000 -    3.25000  0   0.00% |
                      3.25000 -    3.50000  0   0.00% |
                      3.50000 -    3.75000  0   0.00% |
                      3.75000 -    4.00000  0   0.00% |
                      4.00000 -    4.25000  0   0.00% |
                      4.25000 -    4.50000  0   0.00% |
                      4.50000 -    4.75000  0   0.00% |
                      4.75000 -    5.00000  0   0.00% |
                      5.00000 -    5.25000  0   0.00% |
                      5.25000 -    5.50000  0   0.00% |
                      5.50000 -    5.75000  0   0.00% |
                      5.75000 -    6.00000  0   0.00% |
                      6.00000 -    6.25000  2  20.00% | **

                  TEST32: Vocabulary Test Data, LORD (1957)                 34
            Confirmatory Factor Analysis, JOERESKOG (1978, p. 452)
                    Hypothesis 1, JOERESKOG (1978, p. 452)

         Covariance Structure Analysis: Maximum Likelihood Estimation

                         Manifest Variable Equations

                     X1      =     7.1862*F1 +  1.0000 E1
                     Std Err       0.2660 Z1
                     t Value      27.0180

                     X2      =     7.1862*F1 +  1.0000 E2
                     Std Err       0.2660 Z1
                     t Value      27.0180

                     Y1      =     8.4420*F2 +  1.0000 E3
                     Std Err       0.2800 Z3
                     t Value      30.1494

                     Y2      =     8.4420*F2 +  1.0000 E4
                     Std Err       0.2800 Z3
                     t Value      30.1494

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

    F1                           1.000000               0           0.000
    F2                           1.000000               0           0.000
    E1          EPS1            34.688647        1.646345          21.070
    E2          EPS1            34.688647        1.646345          21.070
    E3          EPS3            26.285128        1.399545          18.781
    E4          EPS3            26.285128        1.399545          18.781

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

       F2    F1                1.000000               0           0.000

                  TEST32: Vocabulary Test Data, LORD (1957)                 35
            Confirmatory Factor Analysis, JOERESKOG (1978, p. 452)
                    Hypothesis 1, JOERESKOG (1978, p. 452)

         Covariance Structure Analysis: Maximum Likelihood Estimation

                   Equations with Standardized Coefficients

                      X1      =    0.7734*F1 + 0.6339 E1
                                          Z1

                      X2      =    0.7734*F1 + 0.6339 E2
                                          Z1

                      Y1      =    0.8547*F2 + 0.5191 E3
                                          Z3

                      Y2      =    0.8547*F2 + 0.5191 E4
                                          Z3

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

             1    X1       34.688647       86.330550        0.598188
             2    X2       34.688647       86.330550        0.598188
             3    Y1       26.285128       97.552100        0.730553
             4    Y2       26.285128       97.552100        0.730553

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

                       F2    F1                1.000000

                    Predicted Moments of Latent Variables

                                      F1                F2

                    F1       1.000000000       1.000000000
                    F2       1.000000000       1.000000000

                  TEST32: Vocabulary Test Data, LORD (1957)                 36
            Confirmatory Factor Analysis, JOERESKOG (1978, p. 452)
                    Hypothesis 1, JOERESKOG (1978, p. 452)

         Covariance Structure Analysis: Maximum Likelihood Estimation

           Predicted Moments between Manifest and Latent Variables

                                      F1                F2

                    X1       7.186230091       7.186230091
                    X2       7.186230091       7.186230091
                    Y1       8.441976770       8.441976770
                    Y2       8.441976770       8.441976770

                Latent Variable Score Regression Coefficients

                                      F1                F2

                    X1      0.0220385544      0.0220385544
                    X2      0.0220385544      0.0220385544
                    Y1      0.0341667288      0.0341667288
                    Y2      0.0341667288      0.0341667288

              Total Effects of Exogenous on Endogenous Variables

                                      F1                F2

                    X1       7.186230091       0.000000000
                    X2       7.186230091       0.000000000
                    Y1       0.000000000       8.441976770
                    Y2       0.000000000       8.441976770

            Indirect Effects of Exogenous on Endogenous Variables

                                      F1                F2

                    X1                 0                 0
                    X2                 0                 0
                    Y1                 0                 0
                    Y2                 0                 0

                  TEST32: Vocabulary Test Data, LORD (1957)                 37
            Confirmatory Factor Analysis, JOERESKOG (1978, p. 452)
                    Hypothesis 1, JOERESKOG (1978, p. 452)

         Covariance Structure Analysis: Maximum Likelihood Estimation

             Lagrange Multiplier and Wald Test Indices _PHI_[6:6]
                               Symmetric Matrix
                  Univariate Tests for Constant Constraints
                 ------------------------------------------
                 |  Lagrange Multiplier  or  Wald Index   |
                 ------------------------------------------
                 |  Probability  | Approx Change of Value |
                 ------------------------------------------

                          F1                     F2                     E1

   F1         37.499                 37.501                 21.389
               0.000   0.220          0.000  -0.110          0.000   0.793

   F2         37.501                 37.503                 21.473
               0.000  -0.110          0.000   0.220          0.000  -0.767

   E1         21.389                 21.473                443.949  [EPS1]
               0.000   0.793          0.000  -0.767

   E2         12.349                 10.429                 37.493
               0.000   0.602          0.001  -0.535          0.000  11.352

   E3         15.615                 13.301                 11.326
               0.000  -0.659          0.000   0.583          0.001  -5.150

   E4          7.772                  7.900                  2.914
               0.005  -0.465          0.005   0.449          0.088  -2.612


                          E2                     E3                     E4

   F1         12.349                 15.615                  7.772
               0.000   0.602          0.000  -0.659          0.005  -0.465

   F2         10.429                 13.301                  7.900
               0.001  -0.535          0.000   0.583          0.005   0.449

   E1         37.493                 11.326                  2.914
               0.000  11.352          0.001  -5.150          0.088  -2.612

   E2        443.949  [EPS1]          2.827                  3.435
                                      0.093  -2.573          0.064  -2.836

   E3          2.827                352.733  [EPS3]         37.515
               0.093  -2.573                                 0.000  15.666

   E4          3.435                 37.515                352.733  [EPS3]
               0.064  -2.836          0.000  15.666

                  TEST32: Vocabulary Test Data, LORD (1957)                 38
            Confirmatory Factor Analysis, JOERESKOG (1978, p. 452)
                    Hypothesis 1, JOERESKOG (1978, p. 452)

         Covariance Structure Analysis: Maximum Likelihood Estimation

            Rank order of 10 largest Lagrange multipliers in _PHI_

                 E4 : E3             F2 : F2             F2 : F1
            37.5148 : 0.000     37.5035 : 0.000     37.5014 : 0.000

                 F1 : F1             E2 : E1             E1 : F2
            37.4993 : 0.000     37.4931 : 0.000     21.4730 : 0.000

                 E1 : F1             E3 : F1             E3 : F2
            21.3891 : 0.000     15.6148 : 0.000     13.3009 : 0.000

                                     E2 : F1
                                12.3485 : 0.000

            Lagrange Multiplier and Wald Test Indices _GAMMA_[4:2]
                                General Matrix
                  Univariate Tests for Constant Constraints
                 ------------------------------------------
                 |  Lagrange Multiplier  or  Wald Index   |
                 ------------------------------------------
                 |  Probability  | Approx Change of Value |
                 ------------------------------------------

                                      F1                    F2

                X1        729.973   [Z1]          0.120
                                                  0.729 -0.120

                X2        729.973   [Z1]          0.120
                                                  0.729  0.120

                Y1          0.069               908.988   [Z3]
                            0.793 -0.079

                Y2          0.069               908.988   [Z3]
                            0.792  0.079

           Rank order of 4 largest Lagrange multipliers in _GAMMA_

                 X1 : F2             X2 : F2             Y2 : F1
             0.1201 : 0.729      0.1198 : 0.729      0.0692 : 0.792

                                     Y1 : F1
                                 0.0690 : 0.793

                  TEST32: Vocabulary Test Data, LORD (1957)                 39
            Confirmatory Factor Analysis, JOERESKOG (1978, p. 452)
                    Hypothesis 1, JOERESKOG (1978, p. 452)

         Covariance Structure Analysis: Maximum Likelihood Estimation

                      Univariate Lagrange Multiplier Test
                      For Releasing Equality Constraints
         ------------------------------------------------------------
          Chi-Square    Prob          Change       Parameter Equal to
         ------------------------------------------------------------

             0.119951   0.7291  -0.0602 =   0.0597  [X1:F1] = [X2:F1]
             0.069131   0.7926  -0.0396 =   0.0397  [Y1:F2] = [Y2:F2]
             0.552415   0.4573   1.2260 =  -1.2246  [E1:E1] = [E2:E2]
             0.242176   0.6226   0.7803 =  -0.7821  [E3:E3] = [E4:E4]

                  TEST32: Vocabulary Test Data, LORD (1957)                 40
            Confirmatory Factor Analysis, JOERESKOG (1978, p. 452)
                    Hypothesis 2, JOERESKOG (1978, p. 452)

          Covariance Structure Analysis: Pattern and Initial Values

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

 TERM   1-----------------------------------------------------------
           1    _F_            4       2    GENERAL
           2    _P_            2       2    SYMMETRIC
 TERM   2-----------------------------------------------------------
           3    _U_            4       4    SYMMETRIC

                      Initial Parameter Matrix _P_[2:2]
                               Symmetric Matrix

                                    FCOR1           FCOR2

                    FCOR1        1.00             .  [RO]
                    FCOR2         .  [RO]        1.00

                      Initial Parameter Matrix _F_[4:2]
                           Lower Triangular Matrix

                                   FACT1           FACT2

                      X1         .  [Z1]          .0
                      X2         .  [Z1]          .0
                      Y1          .0             .  [Z3]
                      Y2          .0             .  [Z3]

                      Initial Parameter Matrix _U_[4:4]
                               Diagonal Matrix

                 UVAR1             UVAR2             UVAR3             UVAR4

  X1         .  [EPS1]          .0                .0                .0
  X2          .0               .  [EPS1]          .0                .0
  Y1          .0                .0               .  [EPS3]          .0
  Y2          .0                .0                .0               .  [EPS3]

                  TEST32: Vocabulary Test Data, LORD (1957)                 41
            Confirmatory Factor Analysis, JOERESKOG (1978, p. 452)
                    Hypothesis 2, JOERESKOG (1978, p. 452)

     Covariance Structure Analysis: ULS and Maximum Likelihood Estimation

                   649 Observations       Model Terms          2
                     4 Variables          Model Matrices       3
                    10 Informations       Parameters           5

                 VARIABLE              Mean           Std Dev

                 X1                       0       9.295047068
                 X2                       0       9.287798447
                 Y1                       0       9.863315872
                 Y2                       0       9.890358942

                                 Covariances

                    X1                X2                Y1                Y2

  X1       86.39790000       57.77510000       56.86510000       58.89860000
  X2       57.77510000       86.26320000       59.31770000       59.66830000
  Y1       56.86510000       59.31770000       97.28500000       73.82010000
  Y2       58.89860000       59.66830000       73.82010000       97.81920000
                     Determinant = 7377416 (Ln = 15.814)

            Some initial estimates computed by McDonald's method.

                         Vector of Initial Estimates

          Z1            1    8.48839  Matrix Entry: _F_[1:1] _F_[2:1]
          Z3            2    9.25668  Matrix Entry: _F_[3:2] _F_[4:2]
          RO            3    0.74690  Matrix Entry: _P_[2:1]
          EPS1          4   14.27773  Matrix Entry: _U_[1:1] _U_[2:2]
          EPS3          5   11.86602  Matrix Entry: _U_[3:3] _U_[4:4]

            Predetermined Elements of the Predicted Moment Matrix

                    X1                X2                Y1                Y2

  X1                 .                 .                 .                 .
  X2                 .                 .                 .                 .
  Y1                 .                 .                 .                 .
  Y2                 .                 .                 .                 .
                        Sum of Squared Differences = 0

                  TEST32: Vocabulary Test Data, LORD (1957)                 42
            Confirmatory Factor Analysis, JOERESKOG (1978, p. 452)
                    Hypothesis 2, JOERESKOG (1978, p. 452)

           Covariance Structure Analysis: Least-Squares Estimation

                       Levenberg-Marquardt Optimization
                        Scaling Update of More (1978)
                       Number of Parameter Estimates 5
                    Number of Functions (Observations) 10

Optimization Start: Active Constraints= 0  Criterion= 349.456
Maximum Gradient Element= 484.759 Radius= 26219.533

        Iter rest nfun act   optcrit  difcrit maxgrad  lambda     rho

           1    0    2   0   11.8258    337.6   628.5       0   0.980
           2    0    3   0    4.8015   7.0243   7.307       0   1.000
           3    0    4   0    4.8007 0.000792 0.00018       0   1.000
           4    0    5   0    4.8007 4.57E-13 371E-14       0   1.002

Optimization Results: Iterations= 4 Function Calls= 6 Jacobian Calls= 5
Active Constraints= 0  Criterion= 4.8007041
Maximum Gradient Element= 3.71225E-12 Lambda= 0 Rho= 1.002 Radius= 3.559E-6

NOTE:  GCONV convergence criterion satisfied.

                  TEST32: Vocabulary Test Data, LORD (1957)                 43
            Confirmatory Factor Analysis, JOERESKOG (1978, p. 452)
                    Hypothesis 2, JOERESKOG (1978, p. 452)

           Covariance Structure Analysis: Least-Squares Estimation

                            Predicted Model Matrix

                    X1                X2                Y1                Y2

  X1       86.33055000       57.77510000       58.68742500       58.68742500
  X2       57.77510000       86.33055000       58.68742500       58.68742500
  Y1       58.68742500       58.68742500       97.55210000       73.82010000
  Y2       58.68742500       58.68742500       73.82010000       97.55210000
                     Determinant = 7399462 (Ln = 15.817)

                  TEST32: Vocabulary Test Data, LORD (1957)                 44
            Confirmatory Factor Analysis, JOERESKOG (1978, p. 452)
                    Hypothesis 2, JOERESKOG (1978, p. 452)

           Covariance Structure Analysis: Least-Squares Estimation

         Fit criterion . . . . . . . . . . . . . . . . . .     4.8007
         Goodness of Fit Index (GFI) . . . . . . . . . . .     0.9999
         GFI Adjusted for Degrees of Freedom (AGFI). . . .     0.9998
         Root Mean Square Residual (RMR) . . . . . . . . .     0.6983
         Parsimonious GFI (Mulaik, 1989) . . . . . . . . .     0.8332

                               Residual Matrix

                    X1                X2                Y1                Y2

  X1       0.067350000       0.000000000      -1.822325000       0.211175000
  X2       0.000000000      -0.067350000       0.630275000       0.980875000
  Y1      -1.822325000       0.630275000      -0.267100000       0.000000000
  Y2       0.211175000       0.980875000       0.000000000       0.267100000
                     Average Absolute Residual = 0.4314
               Average Off-diagonal Absolute Residual = 0.6074

                      Rank Order of 5 Largest Residuals

                   Y1,X1     Y2,X2     Y1,X2     Y2,Y2     Y1,Y1
                 -1.8223    0.9809    0.6303    0.2671   -0.2671

                    Variance Standardized Residual Matrix

                    X1                X2                Y1                Y2

  X1      0.0007795328      0.0000000000      -.0198770211      0.0022970945
  X2      0.0000000000      -.0007807501      0.0068800938      0.0106779733
  Y1      -.0198770211      0.0068800938      -.0027455415      0.0000000000
  Y2      0.0022970945      0.0106779733      0.0000000000      0.0027305478
                  Average Standardized Residual = 0.004677
            Average Off-diagonal Standardized Residual = 0.006622

           Rank Order of 5 Largest Variance Standardized Residuals

                   Y1,X1     Y2,X2     Y1,X2     Y1,Y1     Y2,Y2
                 -0.0199    0.0107  0.006880 -0.002746  0.002731

                  TEST32: Vocabulary Test Data, LORD (1957)                 45
            Confirmatory Factor Analysis, JOERESKOG (1978, p. 452)
                    Hypothesis 2, JOERESKOG (1978, p. 452)

           Covariance Structure Analysis: Least-Squares Estimation

               Distribution of Variance Standardized Residuals
                       (Each * represents 1 residuals)

                    -0.02037 -   -0.01528  1  10.00% | *
                    -0.01528 -   -0.01018  0   0.00% |
                    -0.01018 -   -0.00509  0   0.00% |
                    -0.00509 -          0  2  20.00% | **
                           0 -    0.00509  5  50.00% | *****
                     0.00509 -    0.01018  1  10.00% | *
                     0.01018 -    0.01528  1  10.00% | *

                     Estimated Parameter Matrix _P_[2:2]
                               Symmetric Matrix

                                    FCOR1             FCOR2

                  FCOR1        1.0000            0.8986[RO]
                  FCOR2        0.8986[RO]        1.0000

                     Estimated Parameter Matrix _F_[4:2]
                           Lower Triangular Matrix

                                   FACT1             FACT2

                    X1        7.6010[Z1]        0.
                    X2        7.6010[Z1]        0.
                    Y1        0.                8.5919[Z3]
                    Y2        0.                8.5919[Z3]

                     Estimated Parameter Matrix _U_[4:4]
                               Diagonal Matrix

                UVAR1              UVAR2              UVAR3              UVAR4

X1      28.5554[EPS1]       0.                 0.                 0.
X2       0.                28.5554[EPS1]       0.                 0.
Y1       0.                 0.                23.7320[EPS3]       0.
Y2       0.                 0.                 0.                23.7320[EPS3]

                  TEST32: Vocabulary Test Data, LORD (1957)                 46
            Confirmatory Factor Analysis, JOERESKOG (1978, p. 452)
                    Hypothesis 2, JOERESKOG (1978, p. 452)

           Covariance Structure Analysis: Least-Squares Estimation

                         Standardized Factor Loadings

                                   FACT1             FACT2

                    X1      0.8180655402      0.0000000000
                    X2      0.8180655402      0.0000000000
                    Y1      0.0000000000      0.8698993436
                    Y2      0.0000000000      0.8698993436

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

           1    X1          28.555450       86.330550        0.669231
           2    X2          28.555450       86.330550        0.669231
           3    Y1          23.732000       97.552100        0.756725
           4    Y2          23.732000       97.552100        0.756725

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

               2       1    FCOR2    FCOR1    RO          0.898643

                     Factor Score Regression Coefficients

                                   FACT1             FACT2

                    X1      0.0044362131      0.0021870286
                    X2      0.0044362131      0.0021870286
                    Y1      0.0015231726      0.0035781603
                    Y2      0.0015231726      0.0035781603

                  TEST32: Vocabulary Test Data, LORD (1957)                 47
            Confirmatory Factor Analysis, JOERESKOG (1978, p. 452)
                    Hypothesis 2, JOERESKOG (1978, p. 452)

         Covariance Structure Analysis: Maximum Likelihood Estimation

                       Levenberg-Marquardt Optimization
                        Scaling Update of More (1978)
                       Number of Parameter Estimates 5
                    Number of Functions (Observations) 10

Optimization Start: Active Constraints= 0  Criterion= 0.003
Maximum Gradient Element= 0.000 Radius= 1.000

        Iter rest nfun act   optcrit  difcrit maxgrad  lambda     rho

Optimization Results: Iterations= 0 Function Calls= 2 Jacobian Calls= 1
Active Constraints= 0  Criterion= 0.0029838497
Maximum Gradient Element= 1.75952E-15 Lambda= 0 Rho= 1.002 Radius= 1

NOTE:  ABSGCONV convergence criterion satisfied.

                  TEST32: Vocabulary Test Data, LORD (1957)                 48
            Confirmatory Factor Analysis, JOERESKOG (1978, p. 452)
                    Hypothesis 2, JOERESKOG (1978, p. 452)

         Covariance Structure Analysis: Maximum Likelihood Estimation

                            Predicted Model Matrix

                    X1                X2                Y1                Y2

  X1       86.33055000       57.77510000       58.68742500       58.68742500
  X2       57.77510000       86.33055000       58.68742500       58.68742500
  Y1       58.68742500       58.68742500       97.55210000       73.82010000
  Y2       58.68742500       58.68742500       73.82010000       97.55210000
                     Determinant = 7399462 (Ln = 15.817)

                  TEST32: Vocabulary Test Data, LORD (1957)                 49
            Confirmatory Factor Analysis, JOERESKOG (1978, p. 452)
                    Hypothesis 2, JOERESKOG (1978, p. 452)

         Covariance Structure Analysis: Maximum Likelihood Estimation

         Fit criterion . . . . . . . . . . . . . . . . . .     0.0030
         Goodness of Fit Index (GFI) . . . . . . . . . . .     0.9985
         GFI Adjusted for Degrees of Freedom (AGFI). . . .     0.9970
         Root Mean Square Residual (RMR) . . . . . . . . .     0.6983
         Parsimonious GFI (Mulaik, 1989) . . . . . . . . .     0.8321
         Chi-square = 1.9335        df = 5       Prob>chi**2 = 0.8583
         Null Model Chi-square:     df = 6                  1466.5524
         RMSEA Estimate  . . . . . . . . . 0.0000  90%C.I.[., 0.0293]
         Probability of Close Fit  . . . . . . . . . . . .     0.9936
         ECVI Estimate . . . . . . . . . . 0.0185  90%C.I.[., 0.0276]
         Bentler's Comparative Fit Index . . . . . . . . .     1.0000
         Normal Theory Reweighted LS Chi-square  . . . . .     1.9568
         Akaike's Information Criterion. . . . . . . . . .    -8.0665
         Bozdogan's (1987) CAIC. . . . . . . . . . . . . .   -35.4436
         Schwarz's Bayesian Criterion. . . . . . . . . . .   -30.4436
         McDonald's (1989) Centrality. . . . . . . . . . .     1.0024
         Bentler & Bonett's (1980) Non-normed Index. . . .     1.0025
         Bentler & Bonett's (1980) NFI . . . . . . . . . .     0.9987
         James, Mulaik, & Brett (1982) Parsimonious NFI. .     0.8322
         Z-Test of Wilson & Hilferty (1931). . . . . . . .    -1.0768
         Bollen (1986) Normed Index Rho1 . . . . . . . . .     0.9984
         Bollen (1988) Non-normed Index Delta2 . . . . . .     1.0021
         Hoelter's (1983) Critical N . . . . . . . . . . .       3712

                               Residual Matrix

                    X1                X2                Y1                Y2

  X1       0.067350000       0.000000000      -1.822325000       0.211175000
  X2       0.000000000      -0.067350000       0.630275000       0.980875000
  Y1      -1.822325000       0.630275000      -0.267100000       0.000000000
  Y2       0.211175000       0.980875000       0.000000000       0.267100000
                     Average Absolute Residual = 0.4314
               Average Off-diagonal Absolute Residual = 0.6074

                      Rank Order of 5 Largest Residuals

                   Y1,X1     Y2,X2     Y1,X2     Y2,Y2     Y1,Y1
                 -1.8223    0.9809    0.6303    0.2671   -0.2671

                  TEST32: Vocabulary Test Data, LORD (1957)                 50
            Confirmatory Factor Analysis, JOERESKOG (1978, p. 452)
                    Hypothesis 2, JOERESKOG (1978, p. 452)

         Covariance Structure Analysis: Maximum Likelihood Estimation

                 Asymptotically Standardized Residual Matrix

                    X1                X2                Y1                Y2

  X1      0.0267263773      0.0000000000      -.9784404931      0.1133838207
  X2      0.0000000000      -.0267263773      0.3384064762      0.5266501961
  Y1      -.9784404931      0.3384064762      -.1066164052      0.0000000000
  Y2      0.1133838207      0.5266501961      0.0000000000      0.1066164052
                   Average Standardized Residual = 0.2224
             Average Off-diagonal Standardized Residual = 0.3261

        Rank Order of 5 Largest Asymptotically Standardized Residuals

                   Y1,X1     Y2,X2     Y1,X2     Y2,X1     Y2,Y2
                 -0.9784    0.5267    0.3384    0.1134    0.1066

            Distribution of Asymptotically Standardized Residuals
                       (Each * represents 1 residuals)

                    -1.00000 -   -0.75000  1  10.00% | *
                    -0.75000 -   -0.50000  0   0.00% |
                    -0.50000 -   -0.25000  0   0.00% |
                    -0.25000 -          0  2  20.00% | **
                           0 -    0.25000  5  50.00% | *****
                     0.25000 -    0.50000  1  10.00% | *
                     0.50000 -    0.75000  1  10.00% | *

                     Estimated Parameter Matrix _P_[2:2]
                         Standard Errors and t Values
                               Symmetric Matrix

                                    FCOR1                  FCOR2

             FCOR1        1.0000                 0.8986     [RO]
                          0.       0.            0.0187  48.1801

             FCOR2        0.8986     [RO]        1.0000
                          0.0187  48.1801        0.       0.

                  TEST32: Vocabulary Test Data, LORD (1957)                 51
            Confirmatory Factor Analysis, JOERESKOG (1978, p. 452)
                    Hypothesis 2, JOERESKOG (1978, p. 452)

         Covariance Structure Analysis: Maximum Likelihood Estimation

                     Estimated Parameter Matrix _F_[4:2]
                         Standard Errors and t Values
                           Lower Triangular Matrix

                                   FACT1                  FACT2

               X1        7.6010     [Z1]        0.
                         0.2684  28.3158        0.       0.

               X2        7.6010     [Z1]        0.
                         0.2684  28.3158        0.       0.

               Y1        0.                     8.5919     [Z3]
                         0.       0.            0.2797  30.7215

               Y2        0.                     8.5919     [Z3]
                         0.       0.            0.2797  30.7215

                     Estimated Parameter Matrix _U_[4:4]
                         Standard Errors and t Values
                               Diagonal Matrix

                                   UVAR1                   UVAR2

              X1        28.5554   [EPS1]         0.
                         1.5864  18.0000         0.       0.

              X2         0.                     28.5554   [EPS1]
                         0.       0.             1.5864  18.0000

              Y1         0.                      0.
                         0.       0.             0.       0.

              Y2         0.                      0.
                         0.       0.             0.       0.

                  TEST32: Vocabulary Test Data, LORD (1957)                 52
            Confirmatory Factor Analysis, JOERESKOG (1978, p. 452)
                    Hypothesis 2, JOERESKOG (1978, p. 452)

         Covariance Structure Analysis: Maximum Likelihood Estimation

                     Estimated Parameter Matrix _U_[4:4]
                         Standard Errors and t Values
                               Diagonal Matrix

                                   UVAR3                   UVAR4

              X1         0.                      0.
                         0.       0.             0.       0.

              X2         0.                      0.
                         0.       0.             0.       0.

              Y1        23.7320   [EPS3]         0.
                         1.3184  18.0000         0.       0.

              Y2         0.                     23.7320   [EPS3]
                         0.       0.             1.3184  18.0000

                  TEST32: Vocabulary Test Data, LORD (1957)                 53
            Confirmatory Factor Analysis, JOERESKOG (1978, p. 452)
                    Hypothesis 2, JOERESKOG (1978, p. 452)

         Covariance Structure Analysis: Maximum Likelihood Estimation

                         Standardized Factor Loadings

                                   FACT1             FACT2

                    X1      0.8180655402      0.0000000000
                    X2      0.8180655402      0.0000000000
                    Y1      0.0000000000      0.8698993436
                    Y2      0.0000000000      0.8698993436

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

           1    X1          28.555450       86.330550        0.669231
           2    X2          28.555450       86.330550        0.669231
           3    Y1          23.732000       97.552100        0.756725
           4    Y2          23.732000       97.552100        0.756725

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

               2       1    FCOR2    FCOR1    RO          0.898643

                     Factor Score Regression Coefficients

                                   FACT1             FACT2

                    X1      0.0044362131      0.0021870286
                    X2      0.0044362131      0.0021870286
                    Y1      0.0015231726      0.0035781603
                    Y2      0.0015231726      0.0035781603

                  TEST32: Vocabulary Test Data, LORD (1957)                 54
            Confirmatory Factor Analysis, JOERESKOG (1978, p. 452)
                    Hypothesis 2, JOERESKOG (1978, p. 452)

         Covariance Structure Analysis: Maximum Likelihood Estimation

              Lagrange Multiplier and Wald Test Indices _P_[2:2]
                               Symmetric Matrix
                  Univariate Tests for Constant Constraints
                 ------------------------------------------
                 |  Lagrange Multiplier  or  Wald Index   |
                 ------------------------------------------
                 |  Probability  | Approx Change of Value |
                 ------------------------------------------

                                    FCOR1                  FCOR2

             FCOR1            SING               2321.323   [RO]
                              .      .

             FCOR2        2321.323   [RO]            SING
                                                     .      .

              Lagrange Multiplier and Wald Test Indices _F_[4:2]
                           Lower Triangular Matrix
                  Univariate Tests for Constant Constraints
                 ------------------------------------------
                 |  Lagrange Multiplier  or  Wald Index   |
                 ------------------------------------------
                 |  Probability  | Approx Change of Value |
                 ------------------------------------------

                                   FACT1                 FACT2

                X1        801.785   [Z1]          0.205
                                                  0.651 -0.143

                X2        801.785   [Z1]          0.205
                                                  0.651  0.143

                Y1          0.150               943.808   [Z3]
                            0.699 -0.113

                Y2          0.150               943.808   [Z3]
                            0.699  0.113

             Rank order of 4 largest Lagrange multipliers in _F_

                 X1 : FACT2          X2 : FACT2          Y1 : FACT1
             0.2050 : 0.651      0.2050 : 0.651      0.1497 : 0.699

                                     Y2 : FACT1
                                 0.1497 : 0.699

                  TEST32: Vocabulary Test Data, LORD (1957)                 55
            Confirmatory Factor Analysis, JOERESKOG (1978, p. 452)
                    Hypothesis 2, JOERESKOG (1978, p. 452)

         Covariance Structure Analysis: Maximum Likelihood Estimation

              Lagrange Multiplier and Wald Test Indices _U_[4:4]
                               Diagonal Matrix
                  Univariate Tests for Constant Constraints
                 ------------------------------------------
                 |  Lagrange Multiplier  or  Wald Index   |
                 ------------------------------------------
                 |  Probability  | Approx Change of Value |
                 ------------------------------------------

                UVAR1              UVAR2              UVAR3              UVAR4

X1     324.000 [EPS1]        SING              1.789              0.323
                             .      .          0.181 -2.061       0.570  0.876

X2        SING            324.000 [EPS1]       0.451              0.010
          .      .                             0.502  1.034       0.922  0.151

Y1       1.789              0.451            324.000 [EPS3]        SING
         0.181 -2.061       0.502  1.034                           .      .

Y2       0.323              0.010               SING            324.000 [EPS3]
         0.570  0.876       0.922  0.151        .      .

             Rank order of 4 largest Lagrange multipliers in _U_

                 Y1 : UVAR1          Y1 : UVAR2          Y2 : UVAR1
             1.7894 : 0.181      0.4505 : 0.502      0.3235 : 0.570

                                     Y2 : UVAR2
                                0.00955 : 0.922

                  TEST32: Vocabulary Test Data, LORD (1957)                 56
            Confirmatory Factor Analysis, JOERESKOG (1978, p. 452)
                    Hypothesis 2, JOERESKOG (1978, p. 452)

         Covariance Structure Analysis: Maximum Likelihood Estimation

                     Univariate Lagrange Multiplier Test
                      For Releasing Equality Constraints
        -------------------------------------------------------------
         Chi-Square    Prob          Change       Parameter  Equal to
        -------------------------------------------------------------

            0.047575   0.8273  -0.0348 =   0.0348  _F_[1:1]= _F_[2:1]
            0.049417   0.8241  -0.0319 =   0.0319  _F_[3:2]= _F_[4:2]
            0.488258   0.4847   1.1708 =  -1.1708  _U_[1:1]= _U_[2:2]
            0.178518   0.6726   0.7038 =  -0.7038  _U_[3:3]= _U_[4:4]

                  TEST32: Vocabulary Test Data, LORD (1957)                 57
            Confirmatory Factor Analysis, JOERESKOG (1978, p. 452)
                    Hypothesis 2, JOERESKOG (1978, p. 452)

          Covariance Structure Analysis: Pattern and Initial Values

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

 TERM   1-----------------------------------------------------------
           1    F              4       2    GENERAL
           2    PHI            2       2    SYMMETRIC
 TERM   2-----------------------------------------------------------
           3    U              4       4    DIAGONAL

                      Initial Parameter Matrix PHI[2:2]
                               Symmetric Matrix

                                     COL1            COL2

                     ROW1        1.00             .  [RO]
                     ROW2         .  [RO]        1.00

                       Initial Parameter Matrix F[4:2]
                           Lower Triangular Matrix

                                    COL1            COL2

                      X1         .  [Z1]          .0
                      X2         .  [Z1]          .0
                      Y1          .0             .  [Z3]
                      Y2          .0             .  [Z3]

                       Initial Parameter Matrix U[4:4]
                               Diagonal Matrix

                  COL1              COL2              COL3              COL4

  X1         .  [EPS1]          .0                .0                .0
  X2          .0               .  [EPS1]          .0                .0
  Y1          .0                .0               .  [EPS3]          .0
  Y2          .0                .0                .0               .  [EPS3]

                  TEST32: Vocabulary Test Data, LORD (1957)                 58
            Confirmatory Factor Analysis, JOERESKOG (1978, p. 452)
                    Hypothesis 2, JOERESKOG (1978, p. 452)

     Covariance Structure Analysis: ULS and Maximum Likelihood Estimation

                   649 Observations       Model Terms          2
                     4 Variables          Model Matrices       3
                    10 Informations       Parameters           5

                 VARIABLE              Mean           Std Dev

                 X1                       0       9.295047068
                 X2                       0       9.287798447
                 Y1                       0       9.863315872
                 Y2                       0       9.890358942

                                 Covariances

                    X1                X2                Y1                Y2

  X1       86.39790000       57.77510000       56.86510000       58.89860000
  X2       57.77510000       86.26320000       59.31770000       59.66830000
  Y1       56.86510000       59.31770000       97.28500000       73.82010000
  Y2       58.89860000       59.66830000       73.82010000       97.81920000
                     Determinant = 7377416 (Ln = 15.814)

                         Vector of Initial Estimates

          Z1            1    0.50000  Matrix Entry: F[1:1] F[2:1]
          Z3            2    0.50000  Matrix Entry: F[3:2] F[4:2]
          RO            3    0.50000  Matrix Entry: PHI[2:1]
          EPS1          4   50.00000  Matrix Entry: U[1:1] U[2:2]
          EPS3          5   50.00000  Matrix Entry: U[3:3] U[4:4]

            Predetermined Elements of the Predicted Moment Matrix

                    X1                X2                Y1                Y2

  X1                 .                 .                 .                 .
  X2                 .                 .                 .                 .
  Y1                 .                 .                 .                 .
  Y2                 .                 .                 .                 .
                        Sum of Squared Differences = 0

                  TEST32: Vocabulary Test Data, LORD (1957)                 59
            Confirmatory Factor Analysis, JOERESKOG (1978, p. 452)
                    Hypothesis 2, JOERESKOG (1978, p. 452)

           Covariance Structure Analysis: Least-Squares Estimation

                       Levenberg-Marquardt Optimization
                        Scaling Update of More (1978)
                       Number of Parameter Estimates 5
                    Number of Functions (Observations) 10

Optimization Start: Active Constraints= 0  Criterion= 25984.023
Maximum Gradient Element= 358.869 Radius= 1015.632

        Iter rest nfun act   optcrit  difcrit maxgrad  lambda     rho

           1    0    4   0     11002  14981.9  5181.8  26.567   5.234
           2    0    5   0      8884   2118.3  2753.6   3.882   0.980
           3    0    6   0      6859   2025.0   404.7   0.522   0.994
           4    0    7   0      5928    931.0  1190.4  0.0984   1.072
           5    0    8   0      5090    838.4  2608.8  0.0543   0.487
           6    0    9   0      1907   3182.8   767.8  0.0594   1.063
           7    0   11   0      1395    512.0   602.1   0.171   1.039
           8    0   12   0  648.7229    746.0   886.5  0.0599   1.034
           9    0   13   0  268.7526    380.0  4107.0       0   0.590
          10    0   14   0    5.2242    263.5   168.2       0   0.998
          11    0   15   0    4.8007   0.4235   0.110       0   1.000
          12    0   16   0    4.8007  1.78E-7 2.01E-8       0   1.000

Optimization Results: Iterations= 12 Function Calls= 17 Jacobian Calls= 13
Active Constraints= 0  Criterion= 4.8007041
Maximum Gradient Element= 2.00796E-8 Lambda= 0 Rho= 1 Radius= 0.001313

NOTE:  ABSGCONV convergence criterion satisfied.

                  TEST32: Vocabulary Test Data, LORD (1957)                 60
            Confirmatory Factor Analysis, JOERESKOG (1978, p. 452)
                    Hypothesis 2, JOERESKOG (1978, p. 452)

           Covariance Structure Analysis: Least-Squares Estimation

                            Predicted Model Matrix

                    X1                X2                Y1                Y2

  X1       86.33055000       57.77510000       58.68742500       58.68742500
  X2       57.77510000       86.33055000       58.68742500       58.68742500
  Y1       58.68742500       58.68742500       97.55210000       73.82010000
  Y2       58.68742500       58.68742500       73.82010000       97.55210000
                     Determinant = 7399462 (Ln = 15.817)

                  TEST32: Vocabulary Test Data, LORD (1957)                 61
            Confirmatory Factor Analysis, JOERESKOG (1978, p. 452)
                    Hypothesis 2, JOERESKOG (1978, p. 452)

           Covariance Structure Analysis: Least-Squares Estimation

         Fit criterion . . . . . . . . . . . . . . . . . .     4.8007
         Goodness of Fit Index (GFI) . . . . . . . . . . .     0.9999
         GFI Adjusted for Degrees of Freedom (AGFI). . . .     0.9998
         Root Mean Square Residual (RMR) . . . . . . . . .     0.6983
         Parsimonious GFI (Mulaik, 1989) . . . . . . . . .     0.8332

                               Residual Matrix

                    X1                X2                Y1                Y2

  X1       0.067350000       0.000000000      -1.822325000       0.211175000
  X2       0.000000000      -0.067350000       0.630275000       0.980875000
  Y1      -1.822325000       0.630275000      -0.267100000       0.000000000
  Y2       0.211175000       0.980875000       0.000000000       0.267100000
                     Average Absolute Residual = 0.4314
               Average Off-diagonal Absolute Residual = 0.6074

                      Rank Order of 5 Largest Residuals

                   Y1,X1     Y2,X2     Y1,X2     Y2,Y2     Y1,Y1
                 -1.8223    0.9809    0.6303    0.2671   -0.2671

                    Variance Standardized Residual Matrix

                    X1                X2                Y1                Y2

  X1      0.0007795328      0.0000000000      -.0198770211      0.0022970945
  X2      0.0000000000      -.0007807501      0.0068800938      0.0106779733
  Y1      -.0198770211      0.0068800938      -.0027455415      0.0000000000
  Y2      0.0022970945      0.0106779733      0.0000000000      0.0027305478
                  Average Standardized Residual = 0.004677
            Average Off-diagonal Standardized Residual = 0.006622

           Rank Order of 5 Largest Variance Standardized Residuals

                   Y1,X1     Y2,X2     Y1,X2     Y1,Y1     Y2,Y2
                 -0.0199    0.0107  0.006880 -0.002746  0.002731

                  TEST32: Vocabulary Test Data, LORD (1957)                 62
            Confirmatory Factor Analysis, JOERESKOG (1978, p. 452)
                    Hypothesis 2, JOERESKOG (1978, p. 452)

           Covariance Structure Analysis: Least-Squares Estimation

               Distribution of Variance Standardized Residuals
                       (Each * represents 1 residuals)

                    -0.02037 -   -0.01528  1  10.00% | *
                    -0.01528 -   -0.01018  0   0.00% |
                    -0.01018 -   -0.00509  0   0.00% |
                    -0.00509 -          0  2  20.00% | **
                           0 -    0.00509  5  50.00% | *****
                     0.00509 -    0.01018  1  10.00% | *
                     0.01018 -    0.01528  1  10.00% | *

                     Estimated Parameter Matrix PHI[2:2]
                               Symmetric Matrix

                                     COL1              COL2

                   ROW1        1.0000            0.8986[RO]
                   ROW2        0.8986[RO]        1.0000

                      Estimated Parameter Matrix F[4:2]
                           Lower Triangular Matrix

                                    COL1              COL2

                    X1        7.6010[Z1]        0.
                    X2        7.6010[Z1]        0.
                    Y1        0.                8.5919[Z3]
                    Y2        0.                8.5919[Z3]

                      Estimated Parameter Matrix U[4:4]
                               Diagonal Matrix

                 COL1               COL2               COL3               COL4

X1      28.5554[EPS1]       0.                 0.                 0.
X2       0.                28.5554[EPS1]       0.                 0.
Y1       0.                 0.                23.7320[EPS3]       0.
Y2       0.                 0.                 0.                23.7320[EPS3]

                  TEST32: Vocabulary Test Data, LORD (1957)                 63
            Confirmatory Factor Analysis, JOERESKOG (1978, p. 452)
                    Hypothesis 2, JOERESKOG (1978, p. 452)

         Covariance Structure Analysis: Maximum Likelihood Estimation

                       Levenberg-Marquardt Optimization
                        Scaling Update of More (1978)
                       Number of Parameter Estimates 5
                    Number of Functions (Observations) 10

Optimization Start: Active Constraints= 0  Criterion= 0.003
Maximum Gradient Element= 0.000 Radius= 1.000

        Iter rest nfun act   optcrit  difcrit maxgrad  lambda     rho

Optimization Results: Iterations= 0 Function Calls= 2 Jacobian Calls= 1
Active Constraints= 0  Criterion= 0.0029838497
Maximum Gradient Element= 6.63303E-12 Lambda= 0 Rho= 1 Radius= 1

NOTE:  ABSGCONV convergence criterion satisfied.

                  TEST32: Vocabulary Test Data, LORD (1957)                 64
            Confirmatory Factor Analysis, JOERESKOG (1978, p. 452)
                    Hypothesis 2, JOERESKOG (1978, p. 452)

         Covariance Structure Analysis: Maximum Likelihood Estimation

                            Predicted Model Matrix

                    X1                X2                Y1                Y2

  X1       86.33055000       57.77510000       58.68742500       58.68742500
  X2       57.77510000       86.33055000       58.68742500       58.68742500
  Y1       58.68742500       58.68742500       97.55210000       73.82010000
  Y2       58.68742500       58.68742500       73.82010000       97.55210000
                     Determinant = 7399462 (Ln = 15.817)

                  TEST32: Vocabulary Test Data, LORD (1957)                 65
            Confirmatory Factor Analysis, JOERESKOG (1978, p. 452)
                    Hypothesis 2, JOERESKOG (1978, p. 452)

         Covariance Structure Analysis: Maximum Likelihood Estimation

         Fit criterion . . . . . . . . . . . . . . . . . .     0.0030
         Goodness of Fit Index (GFI) . . . . . . . . . . .     0.9985
         GFI Adjusted for Degrees of Freedom (AGFI). . . .     0.9970
         Root Mean Square Residual (RMR) . . . . . . . . .     0.6983
         Parsimonious GFI (Mulaik, 1989) . . . . . . . . .     0.8321
         Chi-square = 1.9335        df = 5       Prob>chi**2 = 0.8583
         Null Model Chi-square:     df = 6                  1466.5524
         RMSEA Estimate  . . . . . . . . . 0.0000  90%C.I.[., 0.0293]
         Probability of Close Fit  . . . . . . . . . . . .     0.9936
         ECVI Estimate . . . . . . . . . . 0.0185  90%C.I.[., 0.0276]
         Bentler's Comparative Fit Index . . . . . . . . .     1.0000
         Normal Theory Reweighted LS Chi-square  . . . . .     1.9568
         Akaike's Information Criterion. . . . . . . . . .    -8.0665
         Bozdogan's (1987) CAIC. . . . . . . . . . . . . .   -35.4436
         Schwarz's Bayesian Criterion. . . . . . . . . . .   -30.4436
         McDonald's (1989) Centrality. . . . . . . . . . .     1.0024
         Bentler & Bonett's (1980) Non-normed Index. . . .     1.0025
         Bentler & Bonett's (1980) NFI . . . . . . . . . .     0.9987
         James, Mulaik, & Brett (1982) Parsimonious NFI. .     0.8322
         Z-Test of Wilson & Hilferty (1931). . . . . . . .    -1.0768
         Bollen (1986) Normed Index Rho1 . . . . . . . . .     0.9984
         Bollen (1988) Non-normed Index Delta2 . . . . . .     1.0021
         Hoelter's (1983) Critical N . . . . . . . . . . .       3712

                               Residual Matrix

                    X1                X2                Y1                Y2

  X1       0.067350000       0.000000000      -1.822325000       0.211175000
  X2       0.000000000      -0.067350000       0.630275000       0.980875000
  Y1      -1.822325000       0.630275000      -0.267100000       0.000000000
  Y2       0.211175000       0.980875000       0.000000000       0.267100000
                     Average Absolute Residual = 0.4314
               Average Off-diagonal Absolute Residual = 0.6074

                      Rank Order of 5 Largest Residuals

                   Y1,X1     Y2,X2     Y1,X2     Y2,Y2     Y1,Y1
                 -1.8223    0.9809    0.6303    0.2671   -0.2671

                  TEST32: Vocabulary Test Data, LORD (1957)                 66
            Confirmatory Factor Analysis, JOERESKOG (1978, p. 452)
                    Hypothesis 2, JOERESKOG (1978, p. 452)

         Covariance Structure Analysis: Maximum Likelihood Estimation

                 Asymptotically Standardized Residual Matrix

                    X1                X2                Y1                Y2

  X1      0.0267263773      0.0000000000      -.9784404931      0.1133838208
  X2      0.0000000000      -.0267263773      0.3384064762      0.5266501961
  Y1      -.9784404931      0.3384064762      -.1066164052      0.0000000000
  Y2      0.1133838208      0.5266501961      0.0000000000      0.1066164052
                   Average Standardized Residual = 0.2224
             Average Off-diagonal Standardized Residual = 0.3261

        Rank Order of 5 Largest Asymptotically Standardized Residuals

                   Y1,X1     Y2,X2     Y1,X2     Y2,X1     Y2,Y2
                 -0.9784    0.5267    0.3384    0.1134    0.1066

            Distribution of Asymptotically Standardized Residuals
                       (Each * represents 1 residuals)

                    -1.00000 -   -0.75000  1  10.00% | *
                    -0.75000 -   -0.50000  0   0.00% |
                    -0.50000 -   -0.25000  0   0.00% |
                    -0.25000 -          0  2  20.00% | **
                           0 -    0.25000  5  50.00% | *****
                     0.25000 -    0.50000  1  10.00% | *
                     0.50000 -    0.75000  1  10.00% | *

                     Estimated Parameter Matrix PHI[2:2]
                         Standard Errors and t Values
                               Symmetric Matrix

                                     COL1                   COL2

              ROW1        1.0000                 0.8986     [RO]
                          0.       0.            0.0187  48.1801

              ROW2        0.8986     [RO]        1.0000
                          0.0187  48.1801        0.       0.

                  TEST32: Vocabulary Test Data, LORD (1957)                 67
            Confirmatory Factor Analysis, JOERESKOG (1978, p. 452)
                    Hypothesis 2, JOERESKOG (1978, p. 452)

         Covariance Structure Analysis: Maximum Likelihood Estimation

                      Estimated Parameter Matrix F[4:2]
                         Standard Errors and t Values
                           Lower Triangular Matrix

                                    COL1                   COL2

               X1        7.6010     [Z1]        0.
                         0.2684  28.3158        0.       0.

               X2        7.6010     [Z1]        0.
                         0.2684  28.3158        0.       0.

               Y1        0.                     8.5919     [Z3]
                         0.       0.            0.2797  30.7215

               Y2        0.                     8.5919     [Z3]
                         0.       0.            0.2797  30.7215

                      Estimated Parameter Matrix U[4:4]
                         Standard Errors and t Values
                               Diagonal Matrix

                                    COL1                    COL2

              X1        28.5554   [EPS1]         0.
                         1.5864  18.0000         0.       0.

              X2         0.                     28.5554   [EPS1]
                         0.       0.             1.5864  18.0000

              Y1         0.                      0.
                         0.       0.             0.       0.

              Y2         0.                      0.
                         0.       0.             0.       0.

                  TEST32: Vocabulary Test Data, LORD (1957)                 68
            Confirmatory Factor Analysis, JOERESKOG (1978, p. 452)
                    Hypothesis 2, JOERESKOG (1978, p. 452)

         Covariance Structure Analysis: Maximum Likelihood Estimation

                      Estimated Parameter Matrix U[4:4]
                         Standard Errors and t Values
                               Diagonal Matrix

                                    COL3                    COL4

              X1         0.                      0.
                         0.       0.             0.       0.

              X2         0.                      0.
                         0.       0.             0.       0.

              Y1        23.7320   [EPS3]         0.
                         1.3184  18.0000         0.       0.

              Y2         0.                     23.7320   [EPS3]
                         0.       0.             1.3184  18.0000

                  TEST32: Vocabulary Test Data, LORD (1957)                 69
            Confirmatory Factor Analysis, JOERESKOG (1978, p. 452)
                    Hypothesis 2, JOERESKOG (1978, p. 452)

         Covariance Structure Analysis: Maximum Likelihood Estimation

              Lagrange Multiplier and Wald Test Indices PHI[2:2]
                               Symmetric Matrix
                  Univariate Tests for Constant Constraints
                 ------------------------------------------
                 |  Lagrange Multiplier  or  Wald Index   |
                 ------------------------------------------
                 |  Probability  | Approx Change of Value |
                 ------------------------------------------

                                     COL1                   COL2

              ROW1            SING               2321.323   [RO]
                              .      .

              ROW2        2321.323   [RO]            SING
                                                     .      .

               Lagrange Multiplier and Wald Test Indices F[4:2]
                           Lower Triangular Matrix
                  Univariate Tests for Constant Constraints
                 ------------------------------------------
                 |  Lagrange Multiplier  or  Wald Index   |
                 ------------------------------------------
                 |  Probability  | Approx Change of Value |
                 ------------------------------------------

                                    COL1                  COL2

                X1        801.785   [Z1]          0.205
                                                  0.651 -0.143

                X2        801.785   [Z1]          0.205
                                                  0.651  0.143

                Y1          0.150               943.808   [Z3]
                            0.699 -0.113

                Y2          0.150               943.808   [Z3]
                            0.699  0.113

              Rank order of 4 largest Lagrange multipliers in F

                 X2 : COL2           X1 : COL2           Y2 : COL1
             0.2050 : 0.651      0.2050 : 0.651      0.1497 : 0.699

                                     Y1 : COL1
                                 0.1497 : 0.699

                  TEST32: Vocabulary Test Data, LORD (1957)                 70
            Confirmatory Factor Analysis, JOERESKOG (1978, p. 452)
                    Hypothesis 2, JOERESKOG (1978, p. 452)

         Covariance Structure Analysis: Maximum Likelihood Estimation

               Lagrange Multiplier and Wald Test Indices U[4:4]
                               Diagonal Matrix
                  Univariate Tests for Constant Constraints
                 ------------------------------------------
                 |  Lagrange Multiplier  or  Wald Index   |
                 ------------------------------------------
                 |  Probability  | Approx Change of Value |
                 ------------------------------------------

                 COL1               COL2               COL3               COL4

X1     324.000 [EPS1]        SING              1.789              0.323
                             .      .          0.181 -2.061       0.570  0.876

X2        SING            324.000 [EPS1]       0.451              0.010
          .      .                             0.502  1.034       0.922  0.151

Y1       1.789              0.451            324.000 [EPS3]        SING
         0.181 -2.061       0.502  1.034                           .      .

Y2       0.323              0.010               SING            324.000 [EPS3]
         0.570  0.876       0.922  0.151        .      .

              Rank order of 4 largest Lagrange multipliers in U

                 Y1 : COL1           Y1 : COL2           Y2 : COL1
             1.7894 : 0.181      0.4505 : 0.502      0.3235 : 0.570

                                     Y2 : COL2
                                0.00955 : 0.922

                  TEST32: Vocabulary Test Data, LORD (1957)                 71
            Confirmatory Factor Analysis, JOERESKOG (1978, p. 452)
                    Hypothesis 2, JOERESKOG (1978, p. 452)

         Covariance Structure Analysis: Maximum Likelihood Estimation

                      Univariate Lagrange Multiplier Test
                      For Releasing Equality Constraints
         ------------------------------------------------------------
          Chi-Square    Prob          Change       Parameter Equal to
         ------------------------------------------------------------

             0.047575   0.8273  -0.0348 =   0.0348  F[1:1]  = F[2:1]
             0.049417   0.8241  -0.0319 =   0.0319  F[3:2]  = F[4:2]
             0.488258   0.4847   1.1708 =  -1.1708  U[1:1]  = U[2:2]
             0.178518   0.6726   0.7038 =  -0.7038  U[3:3]  = U[4:4]

                  TEST32: Vocabulary Test Data, LORD (1957)                 72
            Confirmatory Factor Analysis, JOERESKOG (1978, p. 452)
                    Hypothesis 2, JOERESKOG (1978, p. 452)

          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

                  TEST32: Vocabulary Test Data, LORD (1957)                 73
            Confirmatory Factor Analysis, JOERESKOG (1978, p. 452)
                    Hypothesis 2, JOERESKOG (1978, p. 452)

          Covariance Structure Analysis: Pattern and Initial Values

                         Manifest Variable Equations
                              Initial Estimates

                      X1      =     .    *F1 + 1.0000 E1
                                          Z1

                      X2      =     .    *F1 + 1.0000 E2
                                          Z1

                      Y1      =     .    *F2 + 1.0000 E3
                                          Z3

                      Y2      =     .    *F2 + 1.0000 E4
                                          Z3

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

                    F1                           1.000000
                    F2                           1.000000
                    E1          EPS1                    .
                    E2          EPS1                    .
                    E3          EPS3                    .
                    E4          EPS3                    .

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

                       F2    F1    RO                 .

                  TEST32: Vocabulary Test Data, LORD (1957)                 74
            Confirmatory Factor Analysis, JOERESKOG (1978, p. 452)
                    Hypothesis 2, JOERESKOG (1978, p. 452)

     Covariance Structure Analysis: ULS and Maximum Likelihood Estimation

                   649 Observations       Model Terms          1
                     4 Variables          Model Matrices       4
                    10 Informations       Parameters           5

                 VARIABLE              Mean           Std Dev

                 X1                       0       9.295047068
                 X2                       0       9.287798447
                 Y1                       0       9.863315872
                 Y2                       0       9.890358942

                                 Covariances

                    X1                X2                Y1                Y2

  X1       86.39790000       57.77510000       56.86510000       58.89860000
  X2       57.77510000       86.26320000       59.31770000       59.66830000
  Y1       56.86510000       59.31770000       97.28500000       73.82010000
  Y2       58.89860000       59.66830000       73.82010000       97.81920000
                     Determinant = 7377416 (Ln = 15.814)

       Some initial estimates computed by instrumental variable method.

                         Vector of Initial Estimates

    Z1            1    7.60115  Matrix Entry: _GAMMA_[1:1] _GAMMA_[2:1]
    Z3            2    8.59190  Matrix Entry: _GAMMA_[3:2] _GAMMA_[4:2]
    RO            3    0.89868  Matrix Entry: _PHI_[2:1]
    EPS1          4   28.55302  Matrix Entry: _PHI_[3:3] _PHI_[4:4]
    EPS3          5   23.73136  Matrix Entry: _PHI_[5:5] _PHI_[6:6]

            Predetermined Elements of the Predicted Moment Matrix

                    X1                X2                Y1                Y2

  X1                 .                 .                 .                 .
  X2                 .                 .                 .                 .
  Y1                 .                 .                 .                 .
  Y2                 .                 .                 .                 .
                        Sum of Squared Differences = 0

                  TEST32: Vocabulary Test Data, LORD (1957)                 75
            Confirmatory Factor Analysis, JOERESKOG (1978, p. 452)
                    Hypothesis 2, JOERESKOG (1978, p. 452)

           Covariance Structure Analysis: Least-Squares Estimation

                       Levenberg-Marquardt Optimization
                        Scaling Update of More (1978)
                       Number of Parameter Estimates 5
                    Number of Functions (Observations) 10

Optimization Start: Active Constraints= 0  Criterion= 4.801
Maximum Gradient Element= 2.087 Radius= 385.837

        Iter rest nfun act   optcrit  difcrit maxgrad  lambda     rho

           1    0    2   0    4.8007  0.00007 0.00004       0   1.000
           2    0    3   0    4.8007 2.04E-14 122E-14       0   0.995

Optimization Results: Iterations= 2 Function Calls= 4 Jacobian Calls= 3
Active Constraints= 0  Criterion= 4.8007041
Maximum Gradient Element= 1.22098E-12 Lambda= 0 Rho= 0.9951 Radius= 3.38E-7

NOTE:  GCONV convergence criterion satisfied.

                  TEST32: Vocabulary Test Data, LORD (1957)                 76
            Confirmatory Factor Analysis, JOERESKOG (1978, p. 452)
                    Hypothesis 2, JOERESKOG (1978, p. 452)

           Covariance Structure Analysis: Least-Squares Estimation

                            Predicted Model Matrix

                    X1                X2                Y1                Y2

  X1       86.33055000       57.77510000       58.68742500       58.68742500
  X2       57.77510000       86.33055000       58.68742500       58.68742500
  Y1       58.68742500       58.68742500       97.55210000       73.82010000
  Y2       58.68742500       58.68742500       73.82010000       97.55210000
                     Determinant = 7399462 (Ln = 15.817)

                  TEST32: Vocabulary Test Data, LORD (1957)                 77
            Confirmatory Factor Analysis, JOERESKOG (1978, p. 452)
                    Hypothesis 2, JOERESKOG (1978, p. 452)

           Covariance Structure Analysis: Least-Squares Estimation

         Fit criterion . . . . . . . . . . . . . . . . . .     4.8007
         Goodness of Fit Index (GFI) . . . . . . . . . . .     0.9999
         GFI Adjusted for Degrees of Freedom (AGFI). . . .     0.9998
         Root Mean Square Residual (RMR) . . . . . . . . .     0.6983
         Parsimonious GFI (Mulaik, 1989) . . . . . . . . .     0.8332

                               Residual Matrix

                    X1                X2                Y1                Y2

  X1       0.067350000       0.000000000      -1.822325000       0.211175000
  X2       0.000000000      -0.067350000       0.630275000       0.980875000
  Y1      -1.822325000       0.630275000      -0.267100000       0.000000000
  Y2       0.211175000       0.980875000       0.000000000       0.267100000
                     Average Absolute Residual = 0.4314
               Average Off-diagonal Absolute Residual = 0.6074

                      Rank Order of 5 Largest Residuals

                   Y1,X1     Y2,X2     Y1,X2     Y2,Y2     Y1,Y1
                 -1.8223    0.9809    0.6303    0.2671   -0.2671

                    Variance Standardized Residual Matrix

                    X1                X2                Y1                Y2

  X1      0.0007795328      0.0000000000      -.0198770211      0.0022970945
  X2      0.0000000000      -.0007807501      0.0068800938      0.0106779733
  Y1      -.0198770211      0.0068800938      -.0027455415      0.0000000000
  Y2      0.0022970945      0.0106779733      0.0000000000      0.0027305478
                  Average Standardized Residual = 0.004677
            Average Off-diagonal Standardized Residual = 0.006622

           Rank Order of 5 Largest Variance Standardized Residuals

                   Y1,X1     Y2,X2     Y1,X2     Y1,Y1     Y2,Y2
                 -0.0199    0.0107  0.006880 -0.002746  0.002731

                  TEST32: Vocabulary Test Data, LORD (1957)                 78
            Confirmatory Factor Analysis, JOERESKOG (1978, p. 452)
                    Hypothesis 2, JOERESKOG (1978, p. 452)

           Covariance Structure Analysis: Least-Squares Estimation

               Distribution of Variance Standardized Residuals
                       (Each * represents 1 residuals)

                    -0.02037 -   -0.01528  1  10.00% | *
                    -0.01528 -   -0.01018  0   0.00% |
                    -0.01018 -   -0.00509  0   0.00% |
                    -0.00509 -          0  2  20.00% | **
                           0 -    0.00509  5  50.00% | *****
                     0.00509 -    0.01018  1  10.00% | *
                     0.01018 -    0.01528  1  10.00% | *

                  TEST32: Vocabulary Test Data, LORD (1957)                 79
            Confirmatory Factor Analysis, JOERESKOG (1978, p. 452)
                    Hypothesis 2, JOERESKOG (1978, p. 452)

           Covariance Structure Analysis: Least-Squares Estimation

                         Manifest Variable Equations

                      X1      =    7.6010*F1 + 1.0000 E1
                                          Z1

                      X2      =    7.6010*F1 + 1.0000 E2
                                          Z1

                      Y1      =    8.5919*F2 + 1.0000 E3
                                          Z3

                      Y2      =    8.5919*F2 + 1.0000 E4
                                          Z3

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

                    F1                           1.000000
                    F2                           1.000000
                    E1          EPS1            28.555450
                    E2          EPS1            28.555450
                    E3          EPS3            23.732000
                    E4          EPS3            23.732000

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

                       F2    F1    RO          0.898643

                  TEST32: Vocabulary Test Data, LORD (1957)                 80
            Confirmatory Factor Analysis, JOERESKOG (1978, p. 452)
                    Hypothesis 2, JOERESKOG (1978, p. 452)

           Covariance Structure Analysis: Least-Squares Estimation

                   Equations with Standardized Coefficients

                      X1      =    0.8181*F1 + 0.5751 E1
                                          Z1

                      X2      =    0.8181*F1 + 0.5751 E2
                                          Z1

                      Y1      =    0.8699*F2 + 0.4932 E3
                                          Z3

                      Y2      =    0.8699*F2 + 0.4932 E4
                                          Z3

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

             1    X1       28.555450       86.330550        0.669231
             2    X2       28.555450       86.330550        0.669231
             3    Y1       23.732000       97.552100        0.756725
             4    Y2       23.732000       97.552100        0.756725

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

                       F2    F1    RO          0.898643

                    Predicted Moments of Latent Variables

                                      F1                F2

                    F1       1.000000000       0.898643396
                    F2       0.898643396       1.000000000

                  TEST32: Vocabulary Test Data, LORD (1957)                 81
            Confirmatory Factor Analysis, JOERESKOG (1978, p. 452)
                    Hypothesis 2, JOERESKOG (1978, p. 452)

           Covariance Structure Analysis: Least-Squares Estimation

           Predicted Moments between Manifest and Latent Variables

                                      F1                F2

                    X1       7.600993356       6.830582482
                    X2       7.600993356       6.830582482
                    Y1       7.721020431       8.591862429
                    Y2       7.721020431       8.591862429

                Latent Variable Score Regression Coefficients

                                      F1                F2

                    X1      0.0362991938      0.0148461999
                    X2      0.0362991938      0.0148461999
                    Y1      0.0201923532      0.0399673456
                    Y2      0.0201923532      0.0399673456

              Total Effects of Exogenous on Endogenous Variables

                                      F1                F2

                    X1       7.600993356       0.000000000
                    X2       7.600993356       0.000000000
                    Y1       0.000000000       8.591862429
                    Y2       0.000000000       8.591862429

            Indirect Effects of Exogenous on Endogenous Variables

                                      F1                F2

                    X1                 0                 0
                    X2                 0                 0
                    Y1                 0                 0
                    Y2                 0                 0

                  TEST32: Vocabulary Test Data, LORD (1957)                 82
            Confirmatory Factor Analysis, JOERESKOG (1978, p. 452)
                    Hypothesis 2, JOERESKOG (1978, p. 452)

         Covariance Structure Analysis: Maximum Likelihood Estimation

                       Levenberg-Marquardt Optimization
                        Scaling Update of More (1978)
                       Number of Parameter Estimates 5
                    Number of Functions (Observations) 10

Optimization Start: Active Constraints= 0  Criterion= 0.003
Maximum Gradient Element= 0.000 Radius= 1.000

        Iter rest nfun act   optcrit  difcrit maxgrad  lambda     rho

Optimization Results: Iterations= 0 Function Calls= 2 Jacobian Calls= 1
Active Constraints= 0  Criterion= 0.0029838497
Maximum Gradient Element= 1.72235E-15 Lambda= 0 Rho= 0.9951 Radius= 1

NOTE:  ABSGCONV convergence criterion satisfied.

                  TEST32: Vocabulary Test Data, LORD (1957)                 83
            Confirmatory Factor Analysis, JOERESKOG (1978, p. 452)
                    Hypothesis 2, JOERESKOG (1978, p. 452)

         Covariance Structure Analysis: Maximum Likelihood Estimation

                            Predicted Model Matrix

                    X1                X2                Y1                Y2

  X1       86.33055000       57.77510000       58.68742500       58.68742500
  X2       57.77510000       86.33055000       58.68742500       58.68742500
  Y1       58.68742500       58.68742500       97.55210000       73.82010000
  Y2       58.68742500       58.68742500       73.82010000       97.55210000
                     Determinant = 7399462 (Ln = 15.817)

                  TEST32: Vocabulary Test Data, LORD (1957)                 84
            Confirmatory Factor Analysis, JOERESKOG (1978, p. 452)
                    Hypothesis 2, JOERESKOG (1978, p. 452)

         Covariance Structure Analysis: Maximum Likelihood Estimation

         Fit criterion . . . . . . . . . . . . . . . . . .     0.0030
         Goodness of Fit Index (GFI) . . . . . . . . . . .     0.9985
         GFI Adjusted for Degrees of Freedom (AGFI). . . .     0.9970
         Root Mean Square Residual (RMR) . . . . . . . . .     0.6983
         Parsimonious GFI (Mulaik, 1989) . . . . . . . . .     0.8321
         Chi-square = 1.9335        df = 5       Prob>chi**2 = 0.8583
         Null Model Chi-square:     df = 6                  1466.5524
         RMSEA Estimate  . . . . . . . . . 0.0000  90%C.I.[., 0.0293]
         Probability of Close Fit  . . . . . . . . . . . .     0.9936
         ECVI Estimate . . . . . . . . . . 0.0185  90%C.I.[., 0.0276]
         Bentler's Comparative Fit Index . . . . . . . . .     1.0000
         Normal Theory Reweighted LS Chi-square  . . . . .     1.9568
         Akaike's Information Criterion. . . . . . . . . .    -8.0665
         Bozdogan's (1987) CAIC. . . . . . . . . . . . . .   -35.4436
         Schwarz's Bayesian Criterion. . . . . . . . . . .   -30.4436
         McDonald's (1989) Centrality. . . . . . . . . . .     1.0024
         Bentler & Bonett's (1980) Non-normed Index. . . .     1.0025
         Bentler & Bonett's (1980) NFI . . . . . . . . . .     0.9987
         James, Mulaik, & Brett (1982) Parsimonious NFI. .     0.8322
         Z-Test of Wilson & Hilferty (1931). . . . . . . .    -1.0768
         Bollen (1986) Normed Index Rho1 . . . . . . . . .     0.9984
         Bollen (1988) Non-normed Index Delta2 . . . . . .     1.0021
         Hoelter's (1983) Critical N . . . . . . . . . . .       3712

                               Residual Matrix

                    X1                X2                Y1                Y2

  X1       0.067350000       0.000000000      -1.822325000       0.211175000
  X2       0.000000000      -0.067350000       0.630275000       0.980875000
  Y1      -1.822325000       0.630275000      -0.267100000       0.000000000
  Y2       0.211175000       0.980875000       0.000000000       0.267100000
                     Average Absolute Residual = 0.4314
               Average Off-diagonal Absolute Residual = 0.6074

                      Rank Order of 5 Largest Residuals

                   Y1,X1     Y2,X2     Y1,X2     Y2,Y2     Y1,Y1
                 -1.8223    0.9809    0.6303    0.2671   -0.2671

                  TEST32: Vocabulary Test Data, LORD (1957)                 85
            Confirmatory Factor Analysis, JOERESKOG (1978, p. 452)
                    Hypothesis 2, JOERESKOG (1978, p. 452)

         Covariance Structure Analysis: Maximum Likelihood Estimation

                 Asymptotically Standardized Residual Matrix

                    X1                X2                Y1                Y2

  X1      0.0267263773      0.0000000000      -.9784404931      0.1133838207
  X2      0.0000000000      -.0267263773      0.3384064762      0.5266501961
  Y1      -.9784404931      0.3384064762      -.1066164052      0.0000000000
  Y2      0.1133838207      0.5266501961      0.0000000000      0.1066164052
                   Average Standardized Residual = 0.2224
             Average Off-diagonal Standardized Residual = 0.3261

        Rank Order of 5 Largest Asymptotically Standardized Residuals

                   Y1,X1     Y2,X2     Y1,X2     Y2,X1     Y2,Y2
                 -0.9784    0.5267    0.3384    0.1134    0.1066

            Distribution of Asymptotically Standardized Residuals
                       (Each * represents 1 residuals)

                    -1.00000 -   -0.75000  1  10.00% | *
                    -0.75000 -   -0.50000  0   0.00% |
                    -0.50000 -   -0.25000  0   0.00% |
                    -0.25000 -          0  2  20.00% | **
                           0 -    0.25000  5  50.00% | *****
                     0.25000 -    0.50000  1  10.00% | *
                     0.50000 -    0.75000  1  10.00% | *

                  TEST32: Vocabulary Test Data, LORD (1957)                 86
            Confirmatory Factor Analysis, JOERESKOG (1978, p. 452)
                    Hypothesis 2, JOERESKOG (1978, p. 452)

         Covariance Structure Analysis: Maximum Likelihood Estimation

                         Manifest Variable Equations

                     X1      =     7.6010*F1 +  1.0000 E1
                     Std Err       0.2684 Z1
                     t Value      28.3158

                     X2      =     7.6010*F1 +  1.0000 E2
                     Std Err       0.2684 Z1
                     t Value      28.3158

                     Y1      =     8.5919*F2 +  1.0000 E3
                     Std Err       0.2797 Z3
                     t Value      30.7215

                     Y2      =     8.5919*F2 +  1.0000 E4
                     Std Err       0.2797 Z3
                     t Value      30.7215

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

    F1                           1.000000               0           0.000
    F2                           1.000000               0           0.000
    E1          EPS1            28.555450        1.586414          18.000
    E2          EPS1            28.555450        1.586414          18.000
    E3          EPS3            23.732000        1.318444          18.000
    E4          EPS3            23.732000        1.318444          18.000

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

       F2    F1    RO          0.898643        0.018652          48.180

                  TEST32: Vocabulary Test Data, LORD (1957)                 87
            Confirmatory Factor Analysis, JOERESKOG (1978, p. 452)
                    Hypothesis 2, JOERESKOG (1978, p. 452)

         Covariance Structure Analysis: Maximum Likelihood Estimation

                   Equations with Standardized Coefficients

                      X1      =    0.8181*F1 + 0.5751 E1
                                          Z1

                      X2      =    0.8181*F1 + 0.5751 E2
                                          Z1

                      Y1      =    0.8699*F2 + 0.4932 E3
                                          Z3

                      Y2      =    0.8699*F2 + 0.4932 E4
                                          Z3

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

             1    X1       28.555450       86.330550        0.669231
             2    X2       28.555450       86.330550        0.669231
             3    Y1       23.732000       97.552100        0.756725
             4    Y2       23.732000       97.552100        0.756725

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

                       F2    F1    RO          0.898643

                    Predicted Moments of Latent Variables

                                      F1                F2

                    F1       1.000000000       0.898643396
                    F2       0.898643396       1.000000000

                  TEST32: Vocabulary Test Data, LORD (1957)                 88
            Confirmatory Factor Analysis, JOERESKOG (1978, p. 452)
                    Hypothesis 2, JOERESKOG (1978, p. 452)

         Covariance Structure Analysis: Maximum Likelihood Estimation

           Predicted Moments between Manifest and Latent Variables

                                      F1                F2

                    X1       7.600993356       6.830582482
                    X2       7.600993356       6.830582482
                    Y1       7.721020431       8.591862429
                    Y2       7.721020431       8.591862429

                Latent Variable Score Regression Coefficients

                                      F1                F2

                    X1      0.0362991938      0.0148461999
                    X2      0.0362991938      0.0148461999
                    Y1      0.0201923532      0.0399673456
                    Y2      0.0201923532      0.0399673456

              Total Effects of Exogenous on Endogenous Variables

                                      F1                F2

                    X1       7.600993356       0.000000000
                    X2       7.600993356       0.000000000
                    Y1       0.000000000       8.591862429
                    Y2       0.000000000       8.591862429

            Indirect Effects of Exogenous on Endogenous Variables

                                      F1                F2

                    X1                 0                 0
                    X2                 0                 0
                    Y1                 0                 0
                    Y2                 0                 0

                  TEST32: Vocabulary Test Data, LORD (1957)                 89
            Confirmatory Factor Analysis, JOERESKOG (1978, p. 452)
                    Hypothesis 2, JOERESKOG (1978, p. 452)

         Covariance Structure Analysis: Maximum Likelihood Estimation

             Lagrange Multiplier and Wald Test Indices _PHI_[6:6]
                               Symmetric Matrix
                  Univariate Tests for Constant Constraints
                 ------------------------------------------
                 |  Lagrange Multiplier  or  Wald Index   |
                 ------------------------------------------
                 |  Probability  | Approx Change of Value |
                 ------------------------------------------

                          F1                     F2                     E1

   F1            SING               2321.323 [RO  ]           0.488
                 .      .                                     0.485  0.154

   F2        2321.323 [RO  ]            SING                  0.831
                                        .      .              0.362 -0.194

   E1           0.488                  0.831                324.000 [EPS1]
                0.485  0.154           0.362 -0.194

   E2           0.488                  0.831                   SING
                0.485 -0.154           0.362  0.194            .      .

   E3           0.436                  0.179                  1.789
                0.509 -0.133           0.673  0.082           0.181 -2.061

   E4           0.436                  0.179                  0.323
                0.509  0.133           0.673 -0.082           0.570  0.876


                          E2                     E3                     E4

   F1           0.488                  0.436                  0.436
                0.485 -0.154           0.509 -0.133           0.509  0.133

   F2           0.831                  0.179                  0.179
                0.362  0.194           0.673  0.082           0.673 -0.082

   E1            SING                  1.789                  0.323
                 .      .              0.181 -2.061           0.570  0.876

   E2         324.000 [EPS1]           0.451                  0.010
                                       0.502  1.034           0.922  0.151

   E3           0.451                324.000 [EPS3]            SING
                0.502  1.034                                   .      .

   E4           0.010                   SING                324.000 [EPS3]
                0.922  0.151            .      .

                  TEST32: Vocabulary Test Data, LORD (1957)                 90
            Confirmatory Factor Analysis, JOERESKOG (1978, p. 452)
                    Hypothesis 2, JOERESKOG (1978, p. 452)

         Covariance Structure Analysis: Maximum Likelihood Estimation

            Rank order of 10 largest Lagrange multipliers in _PHI_

                 E3 : E1             E1 : F2             E2 : F2
             1.7894 : 0.181      0.8313 : 0.362      0.8313 : 0.362

                 E1 : F1             E2 : F1             E3 : E2
             0.4883 : 0.485      0.4883 : 0.485      0.4505 : 0.502

                 E3 : F1             E4 : F1             E4 : E1
             0.4364 : 0.509      0.4364 : 0.509      0.3235 : 0.570

                                     E3 : F2
                                 0.1785 : 0.673

            Lagrange Multiplier and Wald Test Indices _GAMMA_[4:2]
                                General Matrix
                  Univariate Tests for Constant Constraints
                 ------------------------------------------
                 |  Lagrange Multiplier  or  Wald Index   |
                 ------------------------------------------
                 |  Probability  | Approx Change of Value |
                 ------------------------------------------

                                      F1                    F2

                X1        801.785   [Z1]          0.205
                                                  0.651 -0.143

                X2        801.785   [Z1]          0.205
                                                  0.651  0.143

                Y1          0.150               943.808   [Z3]
                            0.699 -0.113

                Y2          0.150               943.808   [Z3]
                            0.699  0.113

           Rank order of 4 largest Lagrange multipliers in _GAMMA_

                 X1 : F2             X2 : F2             Y1 : F1
             0.2050 : 0.651      0.2050 : 0.651      0.1497 : 0.699

                                     Y2 : F1
                                 0.1497 : 0.699

                  TEST32: Vocabulary Test Data, LORD (1957)                 91
            Confirmatory Factor Analysis, JOERESKOG (1978, p. 452)
                    Hypothesis 2, JOERESKOG (1978, p. 452)

         Covariance Structure Analysis: Maximum Likelihood Estimation

                      Univariate Lagrange Multiplier Test
                      For Releasing Equality Constraints
         ------------------------------------------------------------
          Chi-Square    Prob          Change       Parameter Equal to
         ------------------------------------------------------------

             0.047575   0.8273  -0.0348 =   0.0348  [X1:F1] = [X2:F1]
             0.049417   0.8241  -0.0319 =   0.0319  [Y1:F2] = [Y2:F2]
             0.488258   0.4847   1.1708 =  -1.1708  [E1:E1] = [E2:E2]
             0.178518   0.6726   0.7038 =  -0.7038  [E3:E3] = [E4:E4]

                  TEST32: Vocabulary Test Data, LORD (1957)                 92
            Confirmatory Factor Analysis, JOERESKOG (1978, p. 452)
                    Hypothesis 3, JOERESKOG (1978, p. 452)

          Covariance Structure Analysis: Pattern and Initial Values

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

 TERM   1-----------------------------------------------------------
           1    _F_            4       2    GENERAL
           2    _P_            2       2    SYMMETRIC
 TERM   2-----------------------------------------------------------
           3    _U_            4       4    SYMMETRIC

                      Initial Parameter Matrix _P_[2:2]
                               Symmetric Matrix
                            Constant Model Matrix

                                    FCOR1       FCOR2

                        FCOR1        1.00        1.00
                        FCOR2        1.00        1.00

                      Initial Parameter Matrix _F_[4:2]
                           Lower Triangular Matrix

                                   FACT1           FACT2

                      X1         .  [Z1]          .0
                      X2         .  [Z2]          .0
                      Y1          .0             .  [Z3]
                      Y2          .0             .  [Z4]

                      Initial Parameter Matrix _U_[4:4]
                               Diagonal Matrix

                 UVAR1             UVAR2             UVAR3             UVAR4

  X1         .  [EPS1]          .0                .0                .0
  X2          .0               .  [EPS2]          .0                .0
  Y1          .0                .0               .  [EPS3]          .0
  Y2          .0                .0                .0               .  [EPS4]

                  TEST32: Vocabulary Test Data, LORD (1957)                 93
            Confirmatory Factor Analysis, JOERESKOG (1978, p. 452)
                    Hypothesis 3, JOERESKOG (1978, p. 452)

         Covariance Structure Analysis: Maximum Likelihood Estimation

                   649 Observations       Model Terms          2
                     4 Variables          Model Matrices       3
                    10 Informations       Parameters           8

                 VARIABLE              Mean           Std Dev

                 X1                       0       9.295047068
                 X2                       0       9.287798447
                 Y1                       0       9.863315872
                 Y2                       0       9.890358942

                                 Covariances

                    X1                X2                Y1                Y2

  X1       86.39790000       57.77510000       56.86510000       58.89860000
  X2       57.77510000       86.26320000       59.31770000       59.66830000
  Y1       56.86510000       59.31770000       97.28500000       73.82010000
  Y2       58.89860000       59.66830000       73.82010000       97.81920000
                     Determinant = 7377416 (Ln = 15.814)

            Some initial estimates computed by McDonald's method.

                         Vector of Initial Estimates

             Z1            1    8.49170  Matrix Entry: _F_[1:1]
             Z2            2    8.48508  Matrix Entry: _F_[2:1]
             Z3            3    9.24400  Matrix Entry: _F_[3:2]
             Z4            4    9.26935  Matrix Entry: _F_[4:2]
             EPS1          5   14.28885  Matrix Entry: _U_[1:1]
             EPS2          6   14.26658  Matrix Entry: _U_[2:2]
             EPS3          7   11.83337  Matrix Entry: _U_[3:3]
             EPS4          8   11.89835  Matrix Entry: _U_[4:4]

            Predetermined Elements of the Predicted Moment Matrix

                    X1                X2                Y1                Y2

  X1                 .                 .                 .                 .
  X2                 .                 .                 .                 .
  Y1                 .                 .                 .                 .
  Y2                 .                 .                 .                 .
                        Sum of Squared Differences = 0

                  TEST32: Vocabulary Test Data, LORD (1957)                 94
            Confirmatory Factor Analysis, JOERESKOG (1978, p. 452)
                    Hypothesis 3, JOERESKOG (1978, p. 452)

         Covariance Structure Analysis: Maximum Likelihood Estimation

                       Levenberg-Marquardt Optimization
                        Scaling Update of More (1978)
                       Number of Parameter Estimates 8
                    Number of Functions (Observations) 10

Optimization Start: Active Constraints= 0  Criterion= 1.541
Maximum Gradient Element= 0.081 Radius= 1.000

        Iter rest nfun act   optcrit  difcrit maxgrad  lambda     rho

           1    0    2   0    0.2751   1.2662  0.0219   1.345   0.636
           2    0    4   0    0.0563   0.2188 0.00257       0   0.808
           3    0    5   0    0.0559 0.000423 0.00034       0   1.207
           4    0    6   0    0.0559  0.00003 0.00009       0   1.301
           5    0    7   0    0.0559 2.806E-6 0.00003       0   1.303
           6    0    8   0    0.0559  2.63E-7 8.27E-6       0   1.304

Optimization Results: Iterations= 6 Function Calls= 9 Jacobian Calls= 7
Active Constraints= 0  Criterion= 0.055878809
Maximum Gradient Element= 8.27446E-6 Lambda= 0 Rho= 1.304 Radius= 0.0047

NOTE:  ABSGCONV convergence criterion satisfied.

                  TEST32: Vocabulary Test Data, LORD (1957)                 95
            Confirmatory Factor Analysis, JOERESKOG (1978, p. 452)
                    Hypothesis 3, JOERESKOG (1978, p. 452)

         Covariance Structure Analysis: Maximum Likelihood Estimation

                            Predicted Model Matrix

                    X1                X2                Y1                Y2

  X1       86.39790092       51.64564678       59.49111336       60.46546987
  X2       51.64564678       86.26320075       60.86742432       61.86432230
  Y1       59.49111336       60.86742432       97.28500041       71.26210322
  Y2       60.46546987       61.86432230       71.26210322       97.81920061
                     Determinant = 7801393 (Ln = 15.870)

                  TEST32: Vocabulary Test Data, LORD (1957)                 96
            Confirmatory Factor Analysis, JOERESKOG (1978, p. 452)
                    Hypothesis 3, JOERESKOG (1978, p. 452)

         Covariance Structure Analysis: Maximum Likelihood Estimation

         Fit criterion . . . . . . . . . . . . . . . . . .     0.0559
         Goodness of Fit Index (GFI) . . . . . . . . . . .     0.9714
         GFI Adjusted for Degrees of Freedom (AGFI). . . .     0.8570
         Root Mean Square Residual (RMR) . . . . . . . . .     2.4635
         Parsimonious GFI (Mulaik, 1989) . . . . . . . . .     0.3238
         Chi-square = 36.2095       df = 2       Prob>chi**2 = 0.0001
         Null Model Chi-square:     df = 6                  1466.5524
         RMSEA Estimate  . . . . . .  0.1625  90%C.I.[0.1187, 0.2108]
         Probability of Close Fit  . . . . . . . . . . . .     0.0000
         ECVI Estimate . . . . . . .  0.0808  90%C.I.[0.0561, 0.1170]
         Bentler's Comparative Fit Index . . . . . . . . .     0.9766
         Normal Theory Reweighted LS Chi-square  . . . . .    38.1439
         Akaike's Information Criterion. . . . . . . . . .    32.2095
         Bozdogan's (1987) CAIC. . . . . . . . . . . . . .    21.2586
         Schwarz's Bayesian Criterion. . . . . . . . . . .    23.2586
         McDonald's (1989) Centrality. . . . . . . . . . .     0.9740
         Bentler & Bonett's (1980) Non-normed Index. . . .     0.9297
         Bentler & Bonett's (1980) NFI . . . . . . . . . .     0.9753
         James, Mulaik, & Brett (1982) Parsimonious NFI. .     0.3251
         Z-Test of Wilson & Hilferty (1931). . . . . . . .     5.2108
         Bollen (1986) Normed Index Rho1 . . . . . . . . .     0.9259
         Bollen (1988) Non-normed Index Delta2 . . . . . .     0.9766
         Hoelter's (1983) Critical N . . . . . . . . . . .        109

                               Residual Matrix

                    X1                X2                Y1                Y2

  X1      -0.000000916       6.129453223      -2.626013365      -1.566869871
  X2       6.129453223       0.000000000      -1.549724320      -2.196022303
  Y1      -2.626013365      -1.549724320       0.000000000       2.557996783
  Y2      -1.566869871      -2.196022303       2.557996783       0.000000000
                      Average Absolute Residual = 1.663
                Average Off-diagonal Absolute Residual = 2.771

                      Rank Order of 5 Largest Residuals

                   X2,X1     Y1,X1     Y2,Y1     Y2,X2     Y2,X1
                  6.1295   -2.6260    2.5580   -2.1960   -1.5669

                  TEST32: Vocabulary Test Data, LORD (1957)                 97
            Confirmatory Factor Analysis, JOERESKOG (1978, p. 452)
                    Hypothesis 3, JOERESKOG (1978, p. 452)

         Covariance Structure Analysis: Maximum Likelihood Estimation

                 Asymptotically Standardized Residual Matrix

                    X1                X2                Y1                Y2

  X1       0.000000000       6.129683715      -3.565481795      -2.310841084
  X2       6.129683715       0.000000000      -2.310555458      -3.566058039
  Y1      -3.565481795      -2.310555458       0.000000000       6.142554074
  Y2      -2.310841084      -3.566058039       6.142554074       0.000000000
                    Average Standardized Residual = 2.403
              Average Off-diagonal Standardized Residual = 4.004

        Rank Order of 5 Largest Asymptotically Standardized Residuals

                   Y2,Y1     X2,X1     Y2,X2     Y1,X1     Y2,X1
                  6.1426    6.1297   -3.5661   -3.5655   -2.3108

                  TEST32: Vocabulary Test Data, LORD (1957)                 98
            Confirmatory Factor Analysis, JOERESKOG (1978, p. 452)
                    Hypothesis 3, JOERESKOG (1978, p. 452)

         Covariance Structure Analysis: Maximum Likelihood Estimation

            Distribution of Asymptotically Standardized Residuals
                       (Each * represents 1 residuals)

                    -3.75000 -   -3.50000  2  20.00% | **
                    -3.50000 -   -3.25000  0   0.00% |
                    -3.25000 -   -3.00000  0   0.00% |
                    -3.00000 -   -2.75000  0   0.00% |
                    -2.75000 -   -2.50000  0   0.00% |
                    -2.50000 -   -2.25000  2  20.00% | **
                    -2.25000 -   -2.00000  0   0.00% |
                    -2.00000 -   -1.75000  0   0.00% |
                    -1.75000 -   -1.50000  0   0.00% |
                    -1.50000 -   -1.25000  0   0.00% |
                    -1.25000 -   -1.00000  0   0.00% |
                    -1.00000 -   -0.75000  0   0.00% |
                    -0.75000 -   -0.50000  0   0.00% |
                    -0.50000 -   -0.25000  0   0.00% |
                    -0.25000 -          0  0   0.00% |
                           0 -    0.25000  4  40.00% | ****
                     0.25000 -    0.50000  0   0.00% |
                     0.50000 -    0.75000  0   0.00% |
                     0.75000 -    1.00000  0   0.00% |
                     1.00000 -    1.25000  0   0.00% |
                     1.25000 -    1.50000  0   0.00% |
                     1.50000 -    1.75000  0   0.00% |
                     1.75000 -    2.00000  0   0.00% |
                     2.00000 -    2.25000  0   0.00% |
                     2.25000 -    2.50000  0   0.00% |
                     2.50000 -    2.75000  0   0.00% |
                     2.75000 -    3.00000  0   0.00% |
                     3.00000 -    3.25000  0   0.00% |
                     3.25000 -    3.50000  0   0.00% |
                     3.50000 -    3.75000  0   0.00% |
                     3.75000 -    4.00000  0   0.00% |
                     4.00000 -    4.25000  0   0.00% |
                     4.25000 -    4.50000  0   0.00% |
                     4.50000 -    4.75000  0   0.00% |
                     4.75000 -    5.00000  0   0.00% |
                     5.00000 -    5.25000  0   0.00% |
                     5.25000 -    5.50000  0   0.00% |
                     5.50000 -    5.75000  0   0.00% |
                     5.75000 -    6.00000  0   0.00% |
                     6.00000 -    6.25000  2  20.00% | **

                  TEST32: Vocabulary Test Data, LORD (1957)                 99
            Confirmatory Factor Analysis, JOERESKOG (1978, p. 452)
                    Hypothesis 3, JOERESKOG (1978, p. 452)

         Covariance Structure Analysis: Maximum Likelihood Estimation

                     Estimated Parameter Matrix _P_[2:2]
                               Symmetric Matrix
                            Constant Model Matrix

                     *** Constant or Unchanged Matrix ***

                     Estimated Parameter Matrix _F_[4:2]
                         Standard Errors and t Values
                           Lower Triangular Matrix

                                   FACT1                  FACT2

               X1        7.1048     [Z1]        0.
                         0.3218  22.0804        0.       0.

               X2        7.2691     [Z2]        0.
                         0.3183  22.8400        0.       0.

               Y1        0.                     8.3734     [Z3]
                         0.       0.            0.3254  25.7312

               Y2        0.                     8.5105     [Z4]
                         0.       0.            0.3241  26.2597

                     Estimated Parameter Matrix _U_[4:4]
                         Standard Errors and t Values
                               Diagonal Matrix

                                   UVAR1                   UVAR2

              X1        35.9200   [EPS1]         0.
                         2.4146  14.8760         0.       0.

              X2         0.                     33.4227   [EPS2]
                         0.       0.             2.3103  14.4666

              Y1         0.                      0.
                         0.       0.             0.       0.

              Y2         0.                      0.
                         0.       0.             0.       0.

                  TEST32: Vocabulary Test Data, LORD (1957)                100
            Confirmatory Factor Analysis, JOERESKOG (1978, p. 452)
                    Hypothesis 3, JOERESKOG (1978, p. 452)

         Covariance Structure Analysis: Maximum Likelihood Estimation

                     Estimated Parameter Matrix _U_[4:4]
                         Standard Errors and t Values
                               Diagonal Matrix

                                   UVAR3                   UVAR4

              X1         0.                      0.
                         0.       0.             0.       0.

              X2         0.                      0.
                         0.       0.             0.       0.

              Y1        27.1712   [EPS3]         0.
                         2.2462  12.0963         0.       0.

              Y2         0.                     25.3900   [EPS4]
                         0.       0.             2.2084  11.4970

                  TEST32: Vocabulary Test Data, LORD (1957)                101
            Confirmatory Factor Analysis, JOERESKOG (1978, p. 452)
                    Hypothesis 3, JOERESKOG (1978, p. 452)

         Covariance Structure Analysis: Maximum Likelihood Estimation

                         Standardized Factor Loadings

                                   FACT1             FACT2

                    X1      0.7643615824      0.0000000000
                    X2      0.7826552269      0.0000000000
                    Y1      0.0000000000      0.8489433441
                    Y2      0.0000000000      0.8604882233

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

           1    X1          35.920046       86.397901        0.584249
           2    X2          33.422746       86.263201        0.612549
           3    Y1          27.171233       97.285000        0.720705
           4    Y2          25.389953       97.819201        0.740440

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

               2       1    FCOR2    FCOR1                1.000000

                     Factor Score Regression Coefficients

                                   FACT1             FACT2

                    X1      0.0029801059      0.0029801059
                    X2      0.0032951318      0.0032951318
                    Y1      0.0027329576      0.0027329576
                    Y2      0.0028796731      0.0028796731

                  TEST32: Vocabulary Test Data, LORD (1957)                102
            Confirmatory Factor Analysis, JOERESKOG (1978, p. 452)
                    Hypothesis 3, JOERESKOG (1978, p. 452)

         Covariance Structure Analysis: Maximum Likelihood Estimation

              Lagrange Multiplier and Wald Test Indices _P_[2:2]
                               Symmetric Matrix
                            Constant Model Matrix
                  Univariate Tests for Constant Constraints
                 ------------------------------------------
                 |  Lagrange Multiplier  or  Wald Index   |
                 ------------------------------------------
                 |  Probability  | Approx Change of Value |
                 ------------------------------------------

                                    FCOR1                FCOR2

               FCOR1        37.623               37.631
                             0.000  0.220         0.000 -0.110

               FCOR2        37.631               37.640
                             0.000 -0.110         0.000  0.220

             Rank order of 3 largest Lagrange multipliers in _P_

              FCOR2 : FCOR2       FCOR2 : FCOR1       FCOR1 : FCOR1
            37.6398 : 0.000     37.6314 : 0.000     37.6230 : 0.000

              Lagrange Multiplier and Wald Test Indices _F_[4:2]
                           Lower Triangular Matrix
                  Univariate Tests for Constant Constraints
                 ------------------------------------------
                 |  Lagrange Multiplier  or  Wald Index   |
                 ------------------------------------------
                 |  Probability  | Approx Change of Value |
                 ------------------------------------------

                                   FACT1                 FACT2

                X1        487.545   [Z1]           SING
                                                   .      .

                X2        521.666   [Z2]           SING
                                                   .      .

                Y1           SING               662.094   [Z3]
                             .      .

                Y2           SING               689.572   [Z4]
                             .      .

                  TEST32: Vocabulary Test Data, LORD (1957)                103
            Confirmatory Factor Analysis, JOERESKOG (1978, p. 452)
                    Hypothesis 3, JOERESKOG (1978, p. 452)

         Covariance Structure Analysis: Maximum Likelihood Estimation

              Lagrange Multiplier and Wald Test Indices _U_[4:4]
                               Diagonal Matrix
                  Univariate Tests for Constant Constraints
                 ------------------------------------------
                 |  Lagrange Multiplier  or  Wald Index   |
                 ------------------------------------------
                 |  Probability  | Approx Change of Value |
                 ------------------------------------------

                UVAR1              UVAR2              UVAR3              UVAR4

X1    221.295  [EPS1]     37.598             12.708              5.336
                           0.000  11.364      0.000  -7.290      0.021  -4.794

X2     37.598            209.283  [EPS2]      5.336             12.710
        0.000  11.364                         0.021  -4.826      0.000  -7.580

Y1     12.708              5.336            146.321  [EPS3]     37.685
        0.000  -7.290      0.021  -4.826                         0.000  15.681

Y2      5.336             12.710             37.685            132.180  [EPS4]
        0.021  -4.794      0.000  -7.580      0.000  15.681

             Rank order of 6 largest Lagrange multipliers in _U_

                 Y2 : UVAR3          X2 : UVAR1          Y2 : UVAR2
            37.6852 : 0.000     37.5980 : 0.000     12.7100 : 0.000

                 Y1 : UVAR1          Y1 : UVAR2          Y2 : UVAR1
            12.7079 : 0.000      5.3358 : 0.021      5.3355 : 0.021

                  TEST32: Vocabulary Test Data, LORD (1957)                104
            Confirmatory Factor Analysis, JOERESKOG (1978, p. 452)
                    Hypothesis 3, JOERESKOG (1978, p. 452)

          Covariance Structure Analysis: Pattern and Initial Values

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

 TERM   1-----------------------------------------------------------
           1    F              4       2    GENERAL
           2    PHI            2       2    SYMMETRIC
 TERM   2-----------------------------------------------------------
           3    U              4       4    DIAGONAL

                      Initial Parameter Matrix PHI[2:2]
                               Symmetric Matrix
                            Constant Model Matrix

                                     COL1        COL2

                         ROW1        1.00        1.00
                         ROW2        1.00        1.00

                       Initial Parameter Matrix F[4:2]
                           Lower Triangular Matrix

                                    COL1            COL2

                      X1         .  [Z1]          .0
                      X2         .  [Z2]          .0
                      Y1          .0             .  [Z3]
                      Y2          .0             .  [Z4]

                       Initial Parameter Matrix U[4:4]
                               Diagonal Matrix

                  COL1              COL2              COL3              COL4

  X1         .  [EPS1]          .0                .0                .0
  X2          .0               .  [EPS2]          .0                .0
  Y1          .0                .0               .  [EPS3]          .0
  Y2          .0                .0                .0               .  [EPS4]

                  TEST32: Vocabulary Test Data, LORD (1957)                105
            Confirmatory Factor Analysis, JOERESKOG (1978, p. 452)
                    Hypothesis 3, JOERESKOG (1978, p. 452)

         Covariance Structure Analysis: Maximum Likelihood Estimation

                   649 Observations       Model Terms          2
                     4 Variables          Model Matrices       3
                    10 Informations       Parameters           8

                 VARIABLE              Mean           Std Dev

                 X1                       0       9.295047068
                 X2                       0       9.287798447
                 Y1                       0       9.863315872
                 Y2                       0       9.890358942

                                 Covariances

                    X1                X2                Y1                Y2

  X1       86.39790000       57.77510000       56.86510000       58.89860000
  X2       57.77510000       86.26320000       59.31770000       59.66830000
  Y1       56.86510000       59.31770000       97.28500000       73.82010000
  Y2       58.89860000       59.66830000       73.82010000       97.81920000
                     Determinant = 7377416 (Ln = 15.814)

                         Vector of Initial Estimates

             Z1            1    0.50000  Matrix Entry: F[1:1]
             Z2            2    0.50000  Matrix Entry: F[2:1]
             Z3            3    0.50000  Matrix Entry: F[3:2]
             Z4            4    0.50000  Matrix Entry: F[4:2]
             EPS1          5   50.00000  Matrix Entry: U[1:1]
             EPS2          6   50.00000  Matrix Entry: U[2:2]
             EPS3          7   50.00000  Matrix Entry: U[3:3]
             EPS4          8   50.00000  Matrix Entry: U[4:4]

            Predetermined Elements of the Predicted Moment Matrix

                    X1                X2                Y1                Y2

  X1                 .                 .                 .                 .
  X2                 .                 .                 .                 .
  Y1                 .                 .                 .                 .
  Y2                 .                 .                 .                 .
                        Sum of Squared Differences = 0

                  TEST32: Vocabulary Test Data, LORD (1957)                106
            Confirmatory Factor Analysis, JOERESKOG (1978, p. 452)
                    Hypothesis 3, JOERESKOG (1978, p. 452)

         Covariance Structure Analysis: Maximum Likelihood Estimation

                       Levenberg-Marquardt Optimization
                        Scaling Update of More (1978)
                       Number of Parameter Estimates 8
                    Number of Functions (Observations) 10

Optimization Start: Active Constraints= 0  Criterion= 3.101
Maximum Gradient Element= 0.092 Radius= 1.000

        Iter rest nfun act   optcrit  difcrit maxgrad  lambda     rho

           1    0    2   0    1.1441   1.9573  0.0248   3.919   0.402
           2    0    3   0    0.5524   0.5917  0.0258   0.240   1.333
           3    0    4   0    0.0964   0.4560  0.0134       0   1.665
           4    0    5   0    0.0563   0.0401 0.00219       0   1.206
           5    0    6   0    0.0559 0.000391  0.0002       0   1.085
           6    0    7   0    0.0559 0.000011 0.00005       0   1.306
           7    0    8   0    0.0559 1.001E-6 0.00002       0   1.306
           8    0    9   0    0.0559 9.393E-8 5.01E-6       0   1.306

Optimization Results: Iterations= 8 Function Calls= 10 Jacobian Calls= 9
Active Constraints= 0  Criterion= 0.055878792
Maximum Gradient Element= 5.00893E-6 Lambda= 0 Rho= 1.306 Radius= 0.0008842

NOTE:  ABSGCONV convergence criterion satisfied.

                  TEST32: Vocabulary Test Data, LORD (1957)                107
            Confirmatory Factor Analysis, JOERESKOG (1978, p. 452)
                    Hypothesis 3, JOERESKOG (1978, p. 452)

         Covariance Structure Analysis: Maximum Likelihood Estimation

                            Predicted Model Matrix

                    X1                X2                Y1                Y2

  X1       86.39790030       51.64333255       59.49079992       60.46494639
  X2       51.64333255       86.26320029       60.86705346       61.86373572
  Y1       59.49079992       60.86705346       97.28500019       71.26424540
  Y2       60.46494639       61.86373572       71.26424540       97.81920017
                     Determinant = 7801392 (Ln = 15.870)

                  TEST32: Vocabulary Test Data, LORD (1957)                108
            Confirmatory Factor Analysis, JOERESKOG (1978, p. 452)
                    Hypothesis 3, JOERESKOG (1978, p. 452)

         Covariance Structure Analysis: Maximum Likelihood Estimation

         Fit criterion . . . . . . . . . . . . . . . . . .     0.0559
         Goodness of Fit Index (GFI) . . . . . . . . . . .     0.9714
         GFI Adjusted for Degrees of Freedom (AGFI). . . .     0.8571
         Root Mean Square Residual (RMR) . . . . . . . . .     2.4637
         Parsimonious GFI (Mulaik, 1989) . . . . . . . . .     0.3238
         Chi-square = 36.2095       df = 2       Prob>chi**2 = 0.0001
         Null Model Chi-square:     df = 6                  1466.5524
         RMSEA Estimate  . . . . . .  0.1625  90%C.I.[0.1187, 0.2108]
         Probability of Close Fit  . . . . . . . . . . . .     0.0000
         ECVI Estimate . . . . . . .  0.0808  90%C.I.[0.0561, 0.1170]
         Bentler's Comparative Fit Index . . . . . . . . .     0.9766
         Normal Theory Reweighted LS Chi-square  . . . . .    38.1423
         Akaike's Information Criterion. . . . . . . . . .    32.2095
         Bozdogan's (1987) CAIC. . . . . . . . . . . . . .    21.2586
         Schwarz's Bayesian Criterion. . . . . . . . . . .    23.2586
         McDonald's (1989) Centrality. . . . . . . . . . .     0.9740
         Bentler & Bonett's (1980) Non-normed Index. . . .     0.9297
         Bentler & Bonett's (1980) NFI . . . . . . . . . .     0.9753
         James, Mulaik, & Brett (1982) Parsimonious NFI. .     0.3251
         Z-Test of Wilson & Hilferty (1931). . . . . . . .     5.2108
         Bollen (1986) Normed Index Rho1 . . . . . . . . .     0.9259
         Bollen (1988) Non-normed Index Delta2 . . . . . .     0.9766
         Hoelter's (1983) Critical N . . . . . . . . . . .        109

                               Residual Matrix

                    X1                X2                Y1                Y2

  X1       0.000000000       6.131767451      -2.625699920      -1.566346385
  X2       6.131767451       0.000000000      -1.549353456      -2.195435717
  Y1      -2.625699920      -1.549353456       0.000000000       2.555854604
  Y2      -1.566346385      -2.195435717       2.555854604       0.000000000
                      Average Absolute Residual = 1.662
                Average Off-diagonal Absolute Residual = 2.771

                      Rank Order of 5 Largest Residuals

                   X2,X1     Y1,X1     Y2,Y1     Y2,X2     Y2,X1
                  6.1318   -2.6257    2.5559   -2.1954   -1.5663

                  TEST32: Vocabulary Test Data, LORD (1957)                109
            Confirmatory Factor Analysis, JOERESKOG (1978, p. 452)
                    Hypothesis 3, JOERESKOG (1978, p. 452)

         Covariance Structure Analysis: Maximum Likelihood Estimation

                 Asymptotically Standardized Residual Matrix

                    X1                X2                Y1                Y2

  X1       0.000000000       6.131160645      -3.565158155      -2.310104703
  X2       6.131160645       0.000000000      -2.310043838      -3.565119127
  Y1      -3.565158155      -2.310043838       0.000000000       6.138850383
  Y2      -2.310104703      -3.565119127       6.138850383       0.000000000
                    Average Standardized Residual = 2.402
              Average Off-diagonal Standardized Residual = 4.003

        Rank Order of 5 Largest Asymptotically Standardized Residuals

                   Y2,Y1     X2,X1     Y1,X1     Y2,X2     Y2,X1
                  6.1389    6.1312   -3.5652   -3.5651   -2.3101

                  TEST32: Vocabulary Test Data, LORD (1957)                110
            Confirmatory Factor Analysis, JOERESKOG (1978, p. 452)
                    Hypothesis 3, JOERESKOG (1978, p. 452)

         Covariance Structure Analysis: Maximum Likelihood Estimation

            Distribution of Asymptotically Standardized Residuals
                       (Each * represents 1 residuals)

                    -3.75000 -   -3.50000  2  20.00% | **
                    -3.50000 -   -3.25000  0   0.00% |
                    -3.25000 -   -3.00000  0   0.00% |
                    -3.00000 -   -2.75000  0   0.00% |
                    -2.75000 -   -2.50000  0   0.00% |
                    -2.50000 -   -2.25000  2  20.00% | **
                    -2.25000 -   -2.00000  0   0.00% |
                    -2.00000 -   -1.75000  0   0.00% |
                    -1.75000 -   -1.50000  0   0.00% |
                    -1.50000 -   -1.25000  0   0.00% |
                    -1.25000 -   -1.00000  0   0.00% |
                    -1.00000 -   -0.75000  0   0.00% |
                    -0.75000 -   -0.50000  0   0.00% |
                    -0.50000 -   -0.25000  0   0.00% |
                    -0.25000 -          0  0   0.00% |
                           0 -    0.25000  4  40.00% | ****
                     0.25000 -    0.50000  0   0.00% |
                     0.50000 -    0.75000  0   0.00% |
                     0.75000 -    1.00000  0   0.00% |
                     1.00000 -    1.25000  0   0.00% |
                     1.25000 -    1.50000  0   0.00% |
                     1.50000 -    1.75000  0   0.00% |
                     1.75000 -    2.00000  0   0.00% |
                     2.00000 -    2.25000  0   0.00% |
                     2.25000 -    2.50000  0   0.00% |
                     2.50000 -    2.75000  0   0.00% |
                     2.75000 -    3.00000  0   0.00% |
                     3.00000 -    3.25000  0   0.00% |
                     3.25000 -    3.50000  0   0.00% |
                     3.50000 -    3.75000  0   0.00% |
                     3.75000 -    4.00000  0   0.00% |
                     4.00000 -    4.25000  0   0.00% |
                     4.25000 -    4.50000  0   0.00% |
                     4.50000 -    4.75000  0   0.00% |
                     4.75000 -    5.00000  0   0.00% |
                     5.00000 -    5.25000  0   0.00% |
                     5.25000 -    5.50000  0   0.00% |
                     5.50000 -    5.75000  0   0.00% |
                     5.75000 -    6.00000  0   0.00% |
                     6.00000 -    6.25000  2  20.00% | **

                  TEST32: Vocabulary Test Data, LORD (1957)                111
            Confirmatory Factor Analysis, JOERESKOG (1978, p. 452)
                    Hypothesis 3, JOERESKOG (1978, p. 452)

         Covariance Structure Analysis: Maximum Likelihood Estimation

                     Estimated Parameter Matrix PHI[2:2]
                               Symmetric Matrix
                            Constant Model Matrix

                     *** Constant or Unchanged Matrix ***

                      Estimated Parameter Matrix F[4:2]
                         Standard Errors and t Values
                           Lower Triangular Matrix

                                    COL1                   COL2

               X1        7.1046     [Z1]        0.
                         0.3218  22.0798        0.       0.

               X2        7.2690     [Z2]        0.
                         0.3183  22.8393        0.       0.

               Y1        0.                     8.3735     [Z3]
                         0.       0.            0.3254  25.7319

               Y2        0.                     8.5107     [Z4]
                         0.       0.            0.3241  26.2603

                      Estimated Parameter Matrix U[4:4]
                         Standard Errors and t Values
                               Diagonal Matrix

                                    COL1                    COL2

              X1        35.9223   [EPS1]         0.
                         2.4147  14.8764         0.       0.

              X2         0.                     33.4252   [EPS2]
                         0.       0.             2.3104  14.4672

              Y1         0.                      0.
                         0.       0.             0.       0.

              Y2         0.                      0.
                         0.       0.             0.       0.

                  TEST32: Vocabulary Test Data, LORD (1957)                112
            Confirmatory Factor Analysis, JOERESKOG (1978, p. 452)
                    Hypothesis 3, JOERESKOG (1978, p. 452)

         Covariance Structure Analysis: Maximum Likelihood Estimation

                      Estimated Parameter Matrix U[4:4]
                         Standard Errors and t Values
                               Diagonal Matrix

                                    COL3                    COL4

              X1         0.                      0.
                         0.       0.             0.       0.

              X2         0.                      0.
                         0.       0.             0.       0.

              Y1        27.1689   [EPS3]         0.
                         2.2462  12.0957         0.       0.

              Y2         0.                     25.3880   [EPS4]
                         0.       0.             2.2083  11.4964

                  TEST32: Vocabulary Test Data, LORD (1957)                113
            Confirmatory Factor Analysis, JOERESKOG (1978, p. 452)
                    Hypothesis 3, JOERESKOG (1978, p. 452)

         Covariance Structure Analysis: Maximum Likelihood Estimation

              Lagrange Multiplier and Wald Test Indices PHI[2:2]
                               Symmetric Matrix
                            Constant Model Matrix
                  Univariate Tests for Constant Constraints
                 ------------------------------------------
                 |  Lagrange Multiplier  or  Wald Index   |
                 ------------------------------------------
                 |  Probability  | Approx Change of Value |
                 ------------------------------------------

                                     COL1                 COL2

                ROW1        37.621               37.626
                             0.000  0.220         0.000 -0.110

                ROW2        37.626               37.631
                             0.000 -0.110         0.000  0.220

             Rank order of 3 largest Lagrange multipliers in PHI

               ROW2 : COL2         ROW2 : COL1         ROW1 : COL1
            37.6310 : 0.000     37.6260 : 0.000     37.6210 : 0.000

               Lagrange Multiplier and Wald Test Indices F[4:2]
                           Lower Triangular Matrix
                  Univariate Tests for Constant Constraints
                 ------------------------------------------
                 |  Lagrange Multiplier  or  Wald Index   |
                 ------------------------------------------
                 |  Probability  | Approx Change of Value |
                 ------------------------------------------

                                    COL1                  COL2

                X1        487.517   [Z1]           SING
                                                   .      .

                X2        521.634   [Z2]           SING
                                                   .      .

                Y1           SING               662.129   [Z3]
                             .      .

                Y2           SING               689.602   [Z4]
                             .      .

                  TEST32: Vocabulary Test Data, LORD (1957)                114
            Confirmatory Factor Analysis, JOERESKOG (1978, p. 452)
                    Hypothesis 3, JOERESKOG (1978, p. 452)

         Covariance Structure Analysis: Maximum Likelihood Estimation

               Lagrange Multiplier and Wald Test Indices U[4:4]
                               Diagonal Matrix
                  Univariate Tests for Constant Constraints
                 ------------------------------------------
                 |  Lagrange Multiplier  or  Wald Index   |
                 ------------------------------------------
                 |  Probability  | Approx Change of Value |
                 ------------------------------------------

                 COL1               COL2               COL3               COL4

X1    221.308  [EPS1]     37.606             12.707              5.334
                           0.000  11.364      0.000  -7.289      0.021  -4.794

X2     37.606            209.299  [EPS2]      5.335             12.707
        0.000  11.364                         0.021  -4.825      0.000  -7.580

Y1     12.707              5.335            146.307  [EPS3]     37.658
        0.000  -7.289      0.021  -4.825                         0.000  15.682

Y2      5.334             12.707             37.658            132.168  [EPS4]
        0.021  -4.794      0.000  -7.580      0.000  15.682

              Rank order of 6 largest Lagrange multipliers in U

                 Y2 : COL3           X2 : COL1           Y1 : COL1
            37.6583 : 0.000     37.6061 : 0.000     12.7070 : 0.000

                 Y2 : COL2           Y1 : COL2           Y2 : COL1
            12.7066 : 0.000      5.3346 : 0.021      5.3339 : 0.021

                  TEST32: Vocabulary Test Data, LORD (1957)                115
            Confirmatory Factor Analysis, JOERESKOG (1978, p. 452)
                    Hypothesis 3, JOERESKOG (1978, p. 452)

          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

                  TEST32: Vocabulary Test Data, LORD (1957)                116
            Confirmatory Factor Analysis, JOERESKOG (1978, p. 452)
                    Hypothesis 3, JOERESKOG (1978, p. 452)

          Covariance Structure Analysis: Pattern and Initial Values

                         Manifest Variable Equations
                              Initial Estimates

                      X1      =     .    *F1 + 1.0000 E1
                                          Z1

                      X2      =     .    *F1 + 1.0000 E2
                                          Z2

                      Y1      =     .    *F2 + 1.0000 E3
                                          Z3

                      Y2      =     .    *F2 + 1.0000 E4
                                          Z4

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

                    F1                           1.000000
                    F2                           1.000000
                    E1          EPS1                    .
                    E2          EPS2                    .
                    E3          EPS3                    .
                    E4          EPS4                    .

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

                       F2    F1                1.000000

                  TEST32: Vocabulary Test Data, LORD (1957)                117
            Confirmatory Factor Analysis, JOERESKOG (1978, p. 452)
                    Hypothesis 3, JOERESKOG (1978, p. 452)

         Covariance Structure Analysis: Maximum Likelihood Estimation

                   649 Observations       Model Terms          1
                     4 Variables          Model Matrices       4
                    10 Informations       Parameters           8

                 VARIABLE              Mean           Std Dev

                 X1                       0       9.295047068
                 X2                       0       9.287798447
                 Y1                       0       9.863315872
                 Y2                       0       9.890358942

                                 Covariances

                    X1                X2                Y1                Y2

  X1       86.39790000       57.77510000       56.86510000       58.89860000
  X2       57.77510000       86.26320000       59.31770000       59.66830000
  Y1       56.86510000       59.31770000       97.28500000       73.82010000
  Y2       58.89860000       59.66830000       73.82010000       97.81920000
                     Determinant = 7377416 (Ln = 15.814)

       Some initial estimates computed by instrumental variable method.

                         Vector of Initial Estimates

           Z1            1    7.55181  Matrix Entry: _GAMMA_[1:1]
           Z2            2    7.65050  Matrix Entry: _GAMMA_[2:1]
           Z3            3    8.56658  Matrix Entry: _GAMMA_[3:2]
           Z4            4    8.61722  Matrix Entry: _GAMMA_[4:2]
           EPS1          5   29.36808  Matrix Entry: _PHI_[3:3]
           EPS2          6   27.73308  Matrix Entry: _PHI_[4:4]
           EPS3          7   23.89865  Matrix Entry: _PHI_[5:5]
           EPS4          8   23.56278  Matrix Entry: _PHI_[6:6]

            Predetermined Elements of the Predicted Moment Matrix

                    X1                X2                Y1                Y2

  X1                 .                 .                 .                 .
  X2                 .                 .                 .                 .
  Y1                 .                 .                 .                 .
  Y2                 .                 .                 .                 .
                        Sum of Squared Differences = 0

                  TEST32: Vocabulary Test Data, LORD (1957)                118
            Confirmatory Factor Analysis, JOERESKOG (1978, p. 452)
                    Hypothesis 3, JOERESKOG (1978, p. 452)

         Covariance Structure Analysis: Maximum Likelihood Estimation

                       Levenberg-Marquardt Optimization
                        Scaling Update of More (1978)
                       Number of Parameter Estimates 8
                    Number of Functions (Observations) 10

Optimization Start: Active Constraints= 0  Criterion= 0.097
Maximum Gradient Element= 0.010 Radius= 1.000

        Iter rest nfun act   optcrit  difcrit maxgrad  lambda     rho

           1    0    2   0    0.0561   0.0407 0.00112       0   0.906
           2    0    3   0    0.0559 0.000224 0.00028       0   1.257
           3    0    4   0    0.0559 0.000021 0.00008       0   1.281
           4    0    5   0    0.0559  1.92E-6 0.00002       0   1.292
           5    0    6   0    0.0559 1.789E-7 6.96E-6       0   1.298

Optimization Results: Iterations= 5 Function Calls= 7 Jacobian Calls= 6
Active Constraints= 0  Criterion= 0.055878801
Maximum Gradient Element= 6.95742E-6 Lambda= 0 Rho= 1.298 Radius= 0.001388

NOTE:  ABSGCONV convergence criterion satisfied.

                  TEST32: Vocabulary Test Data, LORD (1957)                119
            Confirmatory Factor Analysis, JOERESKOG (1978, p. 452)
                    Hypothesis 3, JOERESKOG (1978, p. 452)

         Covariance Structure Analysis: Maximum Likelihood Estimation

                            Predicted Model Matrix

                    X1                X2                Y1                Y2

  X1       86.39790065       51.64461738       59.49082580       60.46528318
  X2       51.64461738       86.26320048       60.86720481       61.86420722
  Y1       59.49082580       60.86720481       97.28500023       71.26304660
  Y2       60.46528318       61.86420722       71.26304660       97.81920048
                     Determinant = 7801393 (Ln = 15.870)

                  TEST32: Vocabulary Test Data, LORD (1957)                120
            Confirmatory Factor Analysis, JOERESKOG (1978, p. 452)
                    Hypothesis 3, JOERESKOG (1978, p. 452)

         Covariance Structure Analysis: Maximum Likelihood Estimation

         Fit criterion . . . . . . . . . . . . . . . . . .     0.0559
         Goodness of Fit Index (GFI) . . . . . . . . . . .     0.9714
         GFI Adjusted for Degrees of Freedom (AGFI). . . .     0.8570
         Root Mean Square Residual (RMR) . . . . . . . . .     2.4636
         Parsimonious GFI (Mulaik, 1989) . . . . . . . . .     0.3238
         Chi-square = 36.2095       df = 2       Prob>chi**2 = 0.0001
         Null Model Chi-square:     df = 6                  1466.5524
         RMSEA Estimate  . . . . . .  0.1625  90%C.I.[0.1187, 0.2108]
         Probability of Close Fit  . . . . . . . . . . . .     0.0000
         ECVI Estimate . . . . . . .  0.0808  90%C.I.[0.0561, 0.1170]
         Bentler's Comparative Fit Index . . . . . . . . .     0.9766
         Normal Theory Reweighted LS Chi-square  . . . . .    38.1432
         Akaike's Information Criterion. . . . . . . . . .    32.2095
         Bozdogan's (1987) CAIC. . . . . . . . . . . . . .    21.2586
         Schwarz's Bayesian Criterion. . . . . . . . . . .    23.2586
         McDonald's (1989) Centrality. . . . . . . . . . .     0.9740
         Bentler & Bonett's (1980) Non-normed Index. . . .     0.9297
         Bentler & Bonett's (1980) NFI . . . . . . . . . .     0.9753
         James, Mulaik, & Brett (1982) Parsimonious NFI. .     0.3251
         Z-Test of Wilson & Hilferty (1931). . . . . . . .     5.2108
         Bollen (1986) Normed Index Rho1 . . . . . . . . .     0.9259
         Bollen (1988) Non-normed Index Delta2 . . . . . .     0.9766
         Hoelter's (1983) Critical N . . . . . . . . . . .        109

WARNING: The central parameter matrix _PHI_ has probably 1 zero eigenvalue(s).

                               Residual Matrix

                    X1                X2                Y1                Y2

  X1       0.000000000       6.130482617      -2.625725802      -1.566683177
  X2       6.130482617       0.000000000      -1.549504812      -2.195907220
  Y1      -2.625725802      -1.549504812       0.000000000       2.557053402
  Y2      -1.566683177      -2.195907220       2.557053402       0.000000000
                      Average Absolute Residual = 1.663
                Average Off-diagonal Absolute Residual = 2.771

                      Rank Order of 5 Largest Residuals

                   X2,X1     Y1,X1     Y2,Y1     Y2,X2     Y2,X1
                  6.1305   -2.6257    2.5571   -2.1959   -1.5667

                  TEST32: Vocabulary Test Data, LORD (1957)                121
            Confirmatory Factor Analysis, JOERESKOG (1978, p. 452)
                    Hypothesis 3, JOERESKOG (1978, p. 452)

         Covariance Structure Analysis: Maximum Likelihood Estimation

                 Asymptotically Standardized Residual Matrix

                    X1                X2                Y1                Y2

  X1       0.000000000       6.130342711      -3.565090493      -2.310598968
  X2       6.130342711       0.000000000      -2.310230342      -3.565928158
  Y1      -3.565090493      -2.310230342       0.000000000       6.140930096
  Y2      -2.310598968      -3.565928158       6.140930096       0.000000000
                    Average Standardized Residual = 2.402
              Average Off-diagonal Standardized Residual = 4.004

        Rank Order of 5 Largest Asymptotically Standardized Residuals

                   Y2,Y1     X2,X1     Y2,X2     Y1,X1     Y2,X1
                  6.1409    6.1303   -3.5659   -3.5651   -2.3106

                  TEST32: Vocabulary Test Data, LORD (1957)                122
            Confirmatory Factor Analysis, JOERESKOG (1978, p. 452)
                    Hypothesis 3, JOERESKOG (1978, p. 452)

         Covariance Structure Analysis: Maximum Likelihood Estimation

            Distribution of Asymptotically Standardized Residuals
                       (Each * represents 1 residuals)

                    -3.75000 -   -3.50000  2  20.00% | **
                    -3.50000 -   -3.25000  0   0.00% |
                    -3.25000 -   -3.00000  0   0.00% |
                    -3.00000 -   -2.75000  0   0.00% |
                    -2.75000 -   -2.50000  0   0.00% |
                    -2.50000 -   -2.25000  2  20.00% | **
                    -2.25000 -   -2.00000  0   0.00% |
                    -2.00000 -   -1.75000  0   0.00% |
                    -1.75000 -   -1.50000  0   0.00% |
                    -1.50000 -   -1.25000  0   0.00% |
                    -1.25000 -   -1.00000  0   0.00% |
                    -1.00000 -   -0.75000  0   0.00% |
                    -0.75000 -   -0.50000  0   0.00% |
                    -0.50000 -   -0.25000  0   0.00% |
                    -0.25000 -          0  0   0.00% |
                           0 -    0.25000  4  40.00% | ****
                     0.25000 -    0.50000  0   0.00% |
                     0.50000 -    0.75000  0   0.00% |
                     0.75000 -    1.00000  0   0.00% |
                     1.00000 -    1.25000  0   0.00% |
                     1.25000 -    1.50000  0   0.00% |
                     1.50000 -    1.75000  0   0.00% |
                     1.75000 -    2.00000  0   0.00% |
                     2.00000 -    2.25000  0   0.00% |
                     2.25000 -    2.50000  0   0.00% |
                     2.50000 -    2.75000  0   0.00% |
                     2.75000 -    3.00000  0   0.00% |
                     3.00000 -    3.25000  0   0.00% |
                     3.25000 -    3.50000  0   0.00% |
                     3.50000 -    3.75000  0   0.00% |
                     3.75000 -    4.00000  0   0.00% |
                     4.00000 -    4.25000  0   0.00% |
                     4.25000 -    4.50000  0   0.00% |
                     4.50000 -    4.75000  0   0.00% |
                     4.75000 -    5.00000  0   0.00% |
                     5.00000 -    5.25000  0   0.00% |
                     5.25000 -    5.50000  0   0.00% |
                     5.50000 -    5.75000  0   0.00% |
                     5.75000 -    6.00000  0   0.00% |
                     6.00000 -    6.25000  2  20.00% | **

                  TEST32: Vocabulary Test Data, LORD (1957)                123
            Confirmatory Factor Analysis, JOERESKOG (1978, p. 452)
                    Hypothesis 3, JOERESKOG (1978, p. 452)

         Covariance Structure Analysis: Maximum Likelihood Estimation

                         Manifest Variable Equations

                     X1      =     7.1047*F1 +  1.0000 E1
                     Std Err       0.3218 Z1
                     t Value      22.0801

                     X2      =     7.2691*F1 +  1.0000 E2
                     Std Err       0.3183 Z2
                     t Value      22.8397

                     Y1      =     8.3734*F2 +  1.0000 E3
                     Std Err       0.3254 Z3
                     t Value      25.7314

                     Y2      =     8.5106*F2 +  1.0000 E4
                     Std Err       0.3241 Z4
                     t Value      26.2600

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

    F1                           1.000000               0           0.000
    F2                           1.000000               0           0.000
    E1          EPS1            35.921114        2.414672          14.876
    E2          EPS2            33.423734        2.310368          14.467
    E3          EPS3            27.170428        2.246207          12.096
    E4          EPS4            25.388868        2.208372          11.497

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

       F2    F1                1.000000               0           0.000

                  TEST32: Vocabulary Test Data, LORD (1957)                124
            Confirmatory Factor Analysis, JOERESKOG (1978, p. 452)
                    Hypothesis 3, JOERESKOG (1978, p. 452)

         Covariance Structure Analysis: Maximum Likelihood Estimation

                   Equations with Standardized Coefficients

                      X1      =    0.7644*F1 + 0.6448 E1
                                          Z1

                      X2      =    0.7826*F1 + 0.6225 E2
                                          Z2

                      Y1      =    0.8489*F2 + 0.5285 E3
                                          Z3

                      Y2      =    0.8605*F2 + 0.5095 E4
                                          Z4

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

             1    X1       35.921114       86.397901        0.584236
             2    X2       33.423734       86.263200        0.612538
             3    Y1       27.170428       97.285000        0.720713
             4    Y2       25.388868       97.819200        0.740451

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

                       F2    F1                1.000000

                    Predicted Moments of Latent Variables

                                      F1                F2

                    F1       1.000000000       1.000000000
                    F2       1.000000000       1.000000000

                  TEST32: Vocabulary Test Data, LORD (1957)                125
            Confirmatory Factor Analysis, JOERESKOG (1978, p. 452)
                    Hypothesis 3, JOERESKOG (1978, p. 452)

         Covariance Structure Analysis: Maximum Likelihood Estimation

           Predicted Moments between Manifest and Latent Variables

                                      F1                F2

                    X1       7.104701757       7.104701757
                    X2       7.269076049       7.269076049
                    Y1       8.373444493       8.373444493
                    Y2       8.510601182       8.510601182

                Latent Variable Score Regression Coefficients

                                      F1                F2

                    X1      0.0209975428      0.0209975428
                    X2      0.0230885502      0.0230885502
                    Y1      0.0327174982      0.0327174982
                    Y2      0.0355868310      0.0355868310

              Total Effects of Exogenous on Endogenous Variables

                                      F1                F2

                    X1       7.104701757       0.000000000
                    X2       7.269076049       0.000000000
                    Y1       0.000000000       8.373444493
                    Y2       0.000000000       8.510601182

            Indirect Effects of Exogenous on Endogenous Variables

                                      F1                F2

                    X1                 0                 0
                    X2                 0                 0
                    Y1                 0                 0
                    Y2                 0                 0

                  TEST32: Vocabulary Test Data, LORD (1957)                126
            Confirmatory Factor Analysis, JOERESKOG (1978, p. 452)
                    Hypothesis 3, JOERESKOG (1978, p. 452)

         Covariance Structure Analysis: Maximum Likelihood Estimation

             Lagrange Multiplier and Wald Test Indices _PHI_[6:6]
                               Symmetric Matrix
                  Univariate Tests for Constant Constraints
                 ------------------------------------------
                 |  Lagrange Multiplier  or  Wald Index   |
                 ------------------------------------------
                 |  Probability  | Approx Change of Value |
                 ------------------------------------------

                          F1                     F2                     E1

   F1         37.622                 37.629                 37.620
               0.000   0.220          0.000  -0.110          0.000   1.563

   F2         37.629                 37.636                 37.627
               0.000  -0.110          0.000   0.220          0.000  -1.563

   E1         37.620                 37.627                221.301  [EPS1]
               0.000   1.563          0.000  -1.563

   E2         37.624                 37.632                 37.602
               0.000   1.600          0.000  -1.600          0.000  11.364

   E3         37.626                 37.633                 12.706
               0.000  -1.843          0.000   1.843          0.000  -7.289

   E4         37.633                 37.639                  5.335
               0.000  -1.873          0.000   1.873          0.021  -4.794


                          E2                     E3                     E4

   F1         37.624                 37.626                 37.633
               0.000   1.600          0.000  -1.843          0.000  -1.873

   F2         37.632                 37.633                 37.639
               0.000  -1.600          0.000   1.843          0.000   1.873

   E1         37.602                 12.706                  5.335
               0.000  11.364          0.000  -7.289          0.021  -4.794

   E2        209.290  [EPS2]          5.335                 12.710
                                      0.021  -4.826          0.000  -7.580

   E3          5.335                146.316  [EPS3]         37.673
               0.021  -4.826                                 0.000  15.681

   E4         12.710                 37.673                132.173  [EPS4]
               0.000  -7.580          0.000  15.681

                  TEST32: Vocabulary Test Data, LORD (1957)                127
            Confirmatory Factor Analysis, JOERESKOG (1978, p. 452)
                    Hypothesis 3, JOERESKOG (1978, p. 452)

         Covariance Structure Analysis: Maximum Likelihood Estimation

            Rank order of 10 largest Lagrange multipliers in _PHI_

                 E4 : E3             E4 : F2             F2 : F2
            37.6733 : 0.000     37.6386 : 0.000     37.6360 : 0.000

                 E3 : F2             E4 : F1             E2 : F2
            37.6335 : 0.000     37.6325 : 0.000     37.6316 : 0.000

                 F2 : F1             E1 : F2             E3 : F1
            37.6291 : 0.000     37.6267 : 0.000     37.6257 : 0.000

                                     E2 : F1
                                37.6244 : 0.000

            Lagrange Multiplier and Wald Test Indices _GAMMA_[4:2]
                                General Matrix
                  Univariate Tests for Constant Constraints
                 ------------------------------------------
                 |  Lagrange Multiplier  or  Wald Index   |
                 ------------------------------------------
                 |  Probability  | Approx Change of Value |
                 ------------------------------------------

                                      F1                    F2

                X1        487.532   [Z1]           SING
                                                   .      .

                X2        521.653   [Z2]           SING
                                                   .      .

                Y1           SING               662.106   [Z3]
                             .      .

                Y2           SING               689.588   [Z4]
                             .      .