Mplus Users Guide v6.. - Muthén & Muthén

Examples: Regression And Path AnalysisMODEL: y1 ON x1 x3;The MODEL command is used to describe the model to be estimated.The ON statement describes the linear regression of y1 on the covariatesx1 and x3. It is not necessary to refer to the means, variances, andcovariances among the x variables in the MODEL command because theparameters of the x variables are not part of the model estimation.Because the model does not impose restrictions on the parameters of thex variables, these parameters can be estimated separately as the samplevalues. The default estimator for this type of analysis is maximumlikelihood. The ESTIMATOR option of the ANALYSIS command canbe used to select a different estimator.EXAMPLE 3.2: CENSORED REGRESSIONTITLE: this is an example of a censoredregression for a censored dependentvariable with two covariatesDATA: FILE IS ex3.2.dat;VARIABLE: NAMES ARE y1-y6 x1-x4;USEVARIABLES ARE y1 x1 x3;CENSORED ARE y1 (b);ANALYSIS: ESTIMATOR = MLR;MODEL: y1 ON x1 x3;The difference between this example and Example 3.1 is that thedependent variable is a censored variable instead of a continuousvariable. The CENSORED option is used to specify which dependentvariables are treated as censored variables in the model and itsestimation, whether they are censored from above or below, and whethera censored or censored-inflated model will be estimated. In the exampleabove, y1 is a censored variable. The b in parentheses following y1indicates that y1 is censored from below, that is, has a floor effect, andthat the model is a censored regression model. The censoring limit isdetermined from the data. The default estimator for this type of analysisis a robust weighted least squares estimator. By specifyingESTIMATOR=MLR, maximum likelihood estimation with robuststandard errors is used. The ON statement describes the censoredregression of y1 on the covariates x1 and x3. An explanation of theother commands can be found in Example 3.1.23