On Tue, 13 Jul 2004, John Fox wrote: > Dear Antonio, > > This example is (as stated) a second-order CFI, where each of the primary > factors, F1, F2, and F3 depends upon the second-order factor F4. To have no > second-order structure, simply define variances and (assuming that you're > specifying correlated factors) covariances among the factors. For the > Thurstone example, these would be, in addition to the variances already set > to 1, F1 <-> F2, F1 <-> F3, and F2 <-> F3.
Ok I understand the second order part in relation to F4. I'm afraid I'm a bit slow on the last part. "Fn <-> Fn NA 1" is the variance for the factor n. "Fn -> Item.a lam.z NA" is the grouping of the items to each factor "Fn <-> Fm gam.w NA" I take is the covariance among factors. Is this correct? Do I need to set variances for each item (Item.a <-> Item.a)? Saluti, Antonio Prioglio -- We are what we repeatedly do. Excellence, then, is not an act, but a habit. Aristoteles /"\ \ / ASCII RIBBON CAMPAIGN - AGAINST HTML MAIL X - AGAINST MS ATTACHMENTS / \ http://www.gnu.org/philosophy/no-word-attachments.html ______________________________________________ [EMAIL PROTECTED] mailing list https://www.stat.math.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html