[R] Help with factanal and missing values

[John Fox]

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.

I hope that this helps,
 John 

> -----Original Message-----
> From: Antonio Prioglio [mailto:a.prioglio at city.ac.uk] 
> Sent: Tuesday, July 13, 2004 1:53 PM
> To: John Fox
> Cc: r-help at stat.math.ethz.ch
> Subject: RE: [R] Help with factanal and missing values
> 
> On Tue, 13 Jul 2004, John Fox wrote:
> > > Could you give an example on how to do CFA with sem?
> > 
> > Among the examples in ?sem is a second-order CFA.
> 
> Ok, sorry I forgot about the Thurstone example as I was 
> focusing on Path Analysis example when reading the sem doc.
> 
> I understand this is a model taken from another source.
> 
> In the model specification I notice a F4->F1, F4->F2, F4->F3.
> 
> This is something I do not understand.
> 
> In a "normal" case where one is iterested in the factorial 
> validity of the indicator variables, would it be appropiate 
> to use the same specification just omitting the above links?
> 
> Saluti,
> Antonio Prioglio
> 
> --
> We are what we repeatedly do. Excellence, then, is not an 
> act, but a habit.
> 							Aristoteles
> 
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