The CALIS Procedure
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Overview
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Getting Started
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SyntaxClasses of Statements in PROC CALISSingle-Group Analysis SyntaxMultiple-Group Multiple-Model Analysis SyntaxPROC CALIS StatementBOUNDS StatementBY StatementCOSAN StatementCOV StatementDETERM StatementEFFPART StatementFACTOR StatementFITINDEX StatementFREQ StatementGROUP StatementLINCON StatementLINEQS StatementLISMOD StatementLMTESTS StatementMATRIX StatementMEAN StatementMODEL StatementMSTRUCT StatementNLINCON StatementNLOPTIONS StatementOUTFILES StatementPARAMETERS StatementPARTIAL StatementPATH StatementPATHDIAGRAM StatementPCOV StatementPVAR StatementRAM StatementREFMODEL StatementRENAMEPARM StatementSAS Programming StatementsSIMTESTS StatementSTD StatementSTRUCTEQ StatementTESTFUNC StatementVAR StatementVARIANCE StatementVARNAMES StatementWEIGHT Statement
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DetailsInput Data SetsOutput Data SetsDefault Analysis Type and Default ParameterizationThe COSAN ModelThe FACTOR ModelThe LINEQS ModelThe LISMOD Model and SubmodelsThe MSTRUCT ModelThe PATH ModelThe RAM ModelNaming Variables and ParametersSetting Constraints on ParametersAutomatic Variable SelectionPath Diagrams: Layout Algorithms, Default Settings, and CustomizationEstimation CriteriaRelationships among Estimation CriteriaGradient, Hessian, Information Matrix, and Approximate Standard ErrorsCounting the Degrees of FreedomAssessment of FitCase-Level Residuals, Outliers, Leverage Observations, and Residual DiagnosticsLatent Variable ScoresTotal, Direct, and Indirect EffectsStandardized SolutionsModification IndicesMissing Values and the Analysis of Missing PatternsMeasures of Multivariate KurtosisInitial EstimatesUse of Optimization TechniquesComputational ProblemsDisplayed OutputODS Table NamesODS Graphics
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ExamplesEstimating Covariances and CorrelationsEstimating Covariances and Means SimultaneouslyTesting Uncorrelatedness of VariablesTesting Covariance PatternsTesting Some Standard Covariance Pattern HypothesesLinear Regression ModelMultivariate Regression ModelsMeasurement Error ModelsTesting Specific Measurement Error ModelsMeasurement Error Models with Multiple PredictorsMeasurement Error Models Specified As Linear EquationsConfirmatory Factor ModelsConfirmatory Factor Models: Some VariationsResidual Diagnostics and Robust EstimationThe Full Information Maximum Likelihood MethodComparing the ML and FIML EstimationPath Analysis: Stability of AlienationSimultaneous Equations with Mean Structures and Reciprocal PathsFitting Direct Covariance StructuresConfirmatory Factor Analysis: Cognitive AbilitiesTesting Equality of Two Covariance Matrices Using a Multiple-Group AnalysisTesting Equality of Covariance and Mean Matrices between Independent GroupsIllustrating Various General Modeling LanguagesTesting Competing Path Models for the Career Aspiration DataFitting a Latent Growth Curve ModelHigher-Order and Hierarchical Factor ModelsLinear Relations among Factor LoadingsMultiple-Group Model for Purchasing BehaviorFitting the RAM and EQS Models by the COSAN Modeling LanguageSecond-Order Confirmatory Factor AnalysisLinear Relations among Factor Loadings: COSAN Model SpecificationOrdinal Relations among Factor LoadingsLongitudinal Factor Analysis
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NLOPTIONS Statement
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NLOPTIONS options;
Many options that are available in SAS/OR PROC NLP can be specified for the optimization subroutines in PROC CALIS by using the NLOPTIONS statement. The NLOPTIONS statement provides more displayed and file output control on the results of the optimization process, and it permits the same set of termination criteria as in PROC NLP. These are more technical options that you might not need to specify in most cases.
Several statistical procedures support the use of NLOPTIONS statement. The syntax of NLOPTIONS statement is common to all these procedures and can be found in the section NLOPTIONS Statement in Chapter 19: Shared Concepts and Topics.
See the section Use of Optimization Techniques for more information about the use of optimization techniques in PROC CALIS.