Mplus Users Guide v6.. - Muthén & Muthén

CHAPTER 9In the between part of the model, the first BY statement specifies that fbis measured by the random intercepts u1, u2, u3, u4, u5, and u6. Themetric of the factor is set automatically by the program by fixing the firstfactor loading to one. This option can be overridden. The residualvariances of the factor indicators are estimated and the residuals are notcorrelated as the default. Unlike maximum likelihood estimation,weighted least squares estimation of between-level residual variancesdoes not require numerical integration in estimating the model. Thesecond BY statement specifies that f is measured by the cluster-levelfactor indicators y1, y2, y3, and y4. The residual variances of the factorindicators are estimated and the residuals are not correlated as thedefault. The first ON statement describes the linear regression of fb onthe cluster-level covariate w and the factor f. The second ON statementdescribes the linear regression of f on the cluster-level covariate w. Theresidual variances of the factors are estimated as the default. Theintercepts of the factors are fixed at zero as the default.The SWMATRIX option of the SAVEDATA command is used withTYPE=TWOLEVEL and weighted least squares estimation to specifythe name and location of the file that contains the within- and betweenlevelsample statistics and their corresponding estimated asymptoticcovariance matrix. It is recommended to save this information and use itin subsequent analyses along with the raw data to reduce computationaltime during model estimation. An explanation of the other commandscan be found in Example 9.1.262