clear all
ssd init exercise hardy fitness stress illness
ssd set obs 373
ssd set cov 4422.25 \ -75.81 1444 \ 954.408 97.888 1354.24 \ -222.775 -585.58 -320.528 4489 \ -332.3936 -379.8784 -666.7866 1423.294 3903.7504
ssd list
sem (illness<- fitness stress) (fitness<-exercise) (stress<-hardy), cov(exercise*hardy)
estat gof, stats(all)
estat mindices
Endogenous variables
Observed: illness fitness stress
Exogenous variables
Observed: exercise hardy
Fitting target model:
Iteration 0: log likelihood = -9944.2736
Iteration 1: log likelihood = -9944.2736
Structural equation model Number of obs = 373
Estimation method = ml
Log likelihood = -9944.2736
------------------------------------------------------------------------------------
| OIM
| Coef. Std. Err. z P>|z| [95% Conf. Interval]
-------------------+----------------------------------------------------------------
Structural |
illness <- |
fitness | -.4244997 .0804313 -5.28 0.000 -.5821422 -.2668573
stress | .286752 .0441772 6.49 0.000 .2001664 .3733377
-----------------+----------------------------------------------------------------
fitness <- |
exercise | .2158195 .0263842 8.18 0.000 .1641074 .2675316
-----------------+----------------------------------------------------------------
stress <- |
hardy | -.4055263 .0888454 -4.56 0.000 -.57966 -.2313926
-------------------+----------------------------------------------------------------
var(e.illness)| 3203.954 234.6102 2775.6 3698.416
var(e.fitness)| 1145.182 83.85616 992.0761 1321.916
var(e.stress)| 4240.134 310.4846 3673.247 4894.507
var(exercise)| 4410.394 322.952 3820.744 5091.043
var(hardy)| 1440.129 105.4537 1247.59 1662.382
-------------------+----------------------------------------------------------------
cov(exercise,hardy)| -75.60676 130.551 -0.58 0.562 -331.4821 180.2685
------------------------------------------------------------------------------------
LR test of model vs. saturated: chi2(5) = 11.11, Prob > chi2 = 0.0493
. estat gof, stats(all)
----------------------------------------------------------------------------
Fit statistic | Value Description
---------------------+------------------------------------------------------
Likelihood ratio |
chi2_ms(5) | 11.107 model vs. saturated
p > chi2 | 0.049
chi2_bs(9) | 165.608 baseline vs. saturated
p > chi2 | 0.000
---------------------+------------------------------------------------------
Population error |
RMSEA | 0.057 Root mean squared error of approximation
90% CI, lower bound | 0.003
upper bound | 0.103
pclose | 0.336 Probability RMSEA <= 0.05
---------------------+------------------------------------------------------
Information criteria |
AIC | 19908.547 Akaike's information criterion
BIC | 19947.763 Bayesian information criterion
---------------------+------------------------------------------------------
Baseline comparison |
CFI | 0.961 Comparative fit index
TLI | 0.930 Tucker-Lewis index
---------------------+------------------------------------------------------
Size of residuals |
SRMR | 0.051 Standardized root mean squared residual
CD | 0.197 Coefficient of determination
----------------------------------------------------------------------------
. estat mindices
Modification indices
----------------------------------------------------------------------
| Standard
| MI df P>MI EPC EPC
-----------------------+----------------------------------------------
Structural |
fitness <- |
illness | 4.386 1 0.04 -.125466 -.2108351
stress | 5.372 1 0.02 -.0606954 -.1105053
---------------------+----------------------------------------------
stress <- |
fitness | 5.110 1 0.02 -.2074007 -.1139156
-----------------------+----------------------------------------------
cov(e.fitness,e.stress)| 3.907 1 0.05 -225.5115 -.1023391
----------------------------------------------------------------------
EPC = expected parameter change
