Dear Daniel, Oh, I see I forgot to comment on your second specification in my last reply:
> -----Original Message----- > From: [email protected] [mailto:[email protected]] > On Behalf Of David Purves > Sent: Wednesday, January 23, 2013 10:23 AM > To: John Fox > Cc: [email protected] > Subject: Re: [R] CFA with lavaan or with SEM > . . . > > model.1 <- specifyEquations() > f1 = gam11*a + gam12*b + gam13*c + gam14*d + gam15*e + gam16*g > f1 = 1* f1 > First, this is backwards: the observed variables depend on the factor, and not vice-versa; e.g., a = gam11*f1. Second, the factor has an error-variance parameter; it doesn't depend on itself: V(f1) = 1. As I mentioned in my previous message, it's easier to use cfa() for this kind of model. Best, John ______________________________________________ [email protected] mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
