Documentation Example 33 for PROC CALIS
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/* S A S S A M P L E L I B R A R Y */
/* */
/* NAME: CALEX406 */
/* TITLE: Documentation Example 33 for PROC CALIS */
/* PRODUCT: STAT */
/* SYSTEM: ALL */
/* KEYS: factor analysis, longitudinal data, COSAN */
/* PROCS: CALIS */
/* DATA: */
/* */
/* SUPPORT: yiyung UPDATE: November 11, 2009 */
/* REF: PROC CALIS, Example 33 */
/* MISC: */
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Title "Swaminathan's Longitudinal Factor Model, Data: McDONALD(1980)";
Title2 "Constructed Singular Correlation Matrix, GLS & ML not possible";
data Mcdon(TYPE=CORR);
_TYPE_ = 'CORR'; INPUT _NAME_ $ obs1-obs9;
datalines;
obs1 1.000 . . . . . . . .
obs2 .100 1.000 . . . . . . .
obs3 .250 .400 1.000 . . . . . .
obs4 .720 .108 .270 1.000 . . . . .
obs5 .135 .740 .380 .180 1.000 . . . .
obs6 .270 .318 .800 .360 .530 1.000 . . .
obs7 .650 .054 .135 .730 .090 .180 1.000 . .
obs8 .108 .690 .196 .144 .700 .269 .200 1.000 .
obs9 .189 .202 .710 .252 .336 .760 .350 .580 1.000
;
proc calis data=Mcdon method=ls nobs=100 corr;
cosan
var = obs1-obs9,
F1(6,GEN) * F2(6,DIA) * F3(6,DIA) * L(6,LOW) * F3(6,DIA,INV)
* F2(6,DIA,INV) * P(6,DIA) + U(9,SYM);
matrix F1
[1 , @1] = x1-x3,
[2 , @2] = x4-x5,
[4 , @3] = x6-x8,
[5 , @4] = x9-x10,
[7 , @5] = x11-x13,
[8 , @6] = x14-x15;
matrix F2
[1,1]= 2 * 1. x16 x17 x16 x17;
matrix F3
[1,1]= 4 * 1. x18 x19;
matrix L
[1,1]= 6 * 1.,
[3,1]= 4 * 1.,
[5,1]= 2 * 1.;
matrix P
[1,1]= 2 * 1. x20-x23;
matrix U
[1,1]= x24-x32,
[4,1]= x33-x38,
[7,1]= x39-x41;
bounds 0. <= x24-x32,
-1. <= x16-x19 <= 1.;
/* SAS programming statements for dependent parameters */
x20 = 1. - x16 * x16;
x21 = 1. - x17 * x17;
x22 = 1. - x18 * x18;
x23 = 1. - x19 * x19;
run;