CFA

L I S R E L 8.70

BY

Karl G. Jöreskog & Dag Sörbom

This program is published exclusively by

Scientific Software International, Inc.
7383 N. Lincoln Avenue, Suite 100
Lincolnwood, IL 60712, U.S.A.
Phone: (800)247-6113, (847)675-0720, Fax: (847)675-2140
Copyright by Scientific Software International, Inc., 1981-2004
Use of this program is subject to the terms specified in the
Universal Copyright Convention.
Website: www.ssicentral.com

The following lines were read from file E:\FILE LISREL\Bustamil\CFA KP.spj:

Raw Data from file 'E:\FILE LISREL\Bustamil\data1.PSF'

Latent Variables MEA COMP SELF IMP KP
Relationships

KP1 - KP3 = MEA

KP4 - KP6 = COMP
KP7 - KP9 = SELF
KP10 - KP12 = IMP

MEA COMP SELF IMP = KP

!psffile data1s.psf

Path Diagram
End of Problem

Sample Size = 103

Covariance Matrix

KP1 KP2 KP3 KP4 KP5 KP6

-------- -------- -------- -------- -------- --------
KP1 0.41
KP2 0.35 0.61
KP3 0.30 0.34 0.46
KP4 0.23 0.26 0.28 0.48
KP5 0.18 0.15 0.17 0.21 0.38
KP6 0.22 0.18 0.19 0.25 0.17 0.36
KP7 0.16 0.21 0.23 0.19 0.30 0.23
KP8 0.20 0.18 0.20 0.20 0.30 0.22
KP9 0.21 0.21 0.24 0.24 0.37 0.21
KP10 0.22 0.28 0.27 0.26 0.19 0.20
KP11 0.15 0.18 0.17 0.19 0.21 0.15
KP12 0.19 0.22 0.25 0.20 0.23 0.20
 Covariance Matrix

KP7 KP8 KP9 KP10 KP11 KP12

-------- -------- -------- -------- -------- --------
KP7 0.85
KP8 0.52 0.72
KP9 0.58 0.56 0.83
KP10 0.39 0.35 0.41 0.67
KP11 0.35 0.41 0.48 0.50 0.83
KP12 0.39 0.44 0.46 0.52 0.60 0.79

Number of Iterations = 24

LISREL Estimates (Maximum Likelihood)

Measurement Equations

KP1 = 0.55*MEA, Errorvar.= 0.11 , R² = 0.73

(0.026)
4.18

KP2 = 0.62*MEA, Errorvar.= 0.22 , R² = 0.63

(0.070) (0.042)
8.81 5.27

KP3 = 0.55*MEA, Errorvar.= 0.16 , R² = 0.66

(0.061) (0.032)
8.99 5.04

KP4 = 0.49*COMP, Errorvar.= 0.24 , R² = 0.51

(0.042)
5.61

KP5 = 0.45*COMP, Errorvar.= 0.18 , R² = 0.54

(0.071) (0.033)
6.39 5.40

KP6 = 0.42*COMP, Errorvar.= 0.18 , R² = 0.49

(0.068) (0.032)
6.18 5.69

KP7 = 0.72*SELF, Errorvar.= 0.32 , R² = 0.62

(0.057)
5.70

KP8 = 0.71*SELF, Errorvar.= 0.22 , R² = 0.70

(0.079) (0.043)
8.95 5.02

KP9 = 0.80*SELF, Errorvar.= 0.19 , R² = 0.77

 (0.085) (0.046)
9.34 4.22

KP10 = 0.67*IMP, Errorvar.= 0.21 , R² = 0.68

(0.040)
5.19

KP11 = 0.75*IMP, Errorvar.= 0.27 , R² = 0.68

(0.080) (0.051)
9.38 5.27

KP12 = 0.79*IMP, Errorvar.= 0.18 , R² = 0.78

(0.078) (0.044)
10.10 4.04

Structural Equations

MEA = 0.71*KP, Errorvar.= 0.50 , R² = 0.50

(0.11) (0.12)
6.43 4.04

COMP = 0.91*KP, Errorvar.= 0.16 , R² = 0.84

(0.13) (0.11)
6.82 1.44

SELF = 0.85*KP, Errorvar.= 0.28 , R² = 0.72

(0.12) (0.10)
7.33 2.80

IMP = 0.76*KP, Errorvar.= 0.42 , R² = 0.58

(0.11) (0.11)
6.87 3.78

Correlation Matrix of Independent Variables

KP
--------
1.00

Covariance Matrix of Latent Variables

MEA COMP SELF IMP KP

-------- -------- -------- -------- --------
MEA 1.00
COMP 0.65 1.00
SELF 0.60 0.78 1.00
IMP 0.54 0.69 0.64 1.00
KP 0.71 0.91 0.85 0.76 1.00

Goodness of Fit Statistics

Degrees of Freedom = 50
 Minimum Fit Function Chi-Square = 105.29 (P = 0.00)
Normal Theory Weighted Least Squares Chi-Square = 106.11 (P = 0.00)
Estimated Non-centrality Parameter (NCP) = 56.11
90 Percent Confidence Interval for NCP = (30.28 ; 89.69)

Minimum Fit Function Value = 1.03

Population Discrepancy Function Value (F0) = 0.55
90 Percent Confidence Interval for F0 = (0.30 ; 0.88)
Root Mean Square Error of Approximation (RMSEA) = 0.10
90 Percent Confidence Interval for RMSEA = (0.077 ; 0.13)
P-Value for Test of Close Fit (RMSEA < 0.05) = 0.0013

Expected Cross-Validation Index (ECVI) = 1.59

90 Percent Confidence Interval for ECVI = (1.34 ; 1.92)
ECVI for Saturated Model = 1.53
ECVI for Independence Model = 15.16

Chi-Square for Independence Model with 66 Degrees of Freedom = 1522.33

Independence AIC = 1546.33
Model AIC = 162.11
Saturated AIC = 156.00
Independence CAIC = 1589.95
Model CAIC = 263.88
Saturated CAIC = 439.51

Normed Fit Index (NFI) = 0.93

Non-Normed Fit Index (NNFI) = 0.95
Parsimony Normed Fit Index (PNFI) = 0.71
Comparative Fit Index (CFI) = 0.96
Incremental Fit Index (IFI) = 0.96
Relative Fit Index (RFI) = 0.91

Critical N (CN) = 74.78

Root Mean Square Residual (RMR) = 0.047

Standardized RMR = 0.079
Goodness of Fit Index (GFI) = 0.85
Adjusted Goodness of Fit Index (AGFI) = 0.77
Parsimony Goodness of Fit Index (PGFI) = 0.55

The Modification Indices Suggest to Add the

Path to from Decrease in Chi-Square New Estimate
KP4 MEA 10.1 0.29
KP4 SELF 15.1 -0.54
KP5 SELF 22.2 0.59
KP10 MEA 8.0 0.21
MEA COMP 18.4 2.40
MEA SELF 12.9 -1.09
COMP MEA 18.4 0.78
COMP IMP 12.9 -0.83
SELF MEA 12.9 -0.61
SELF IMP 18.4 0.92
IMP COMP 12.9 -2.17
IMP SELF 18.4 1.39

The Modification Indices Suggest to Add an Error Covariance

 Between and Decrease in Chi-Square New Estimate
COMP MEA 18.4 0.39
SELF MEA 12.9 -0.31
IMP COMP 12.9 -0.35
IMP SELF 18.4 0.39
KP6 KP4 9.7 0.09

Time used: 0.047 Seconds

L I S R E L 8.70

BY

Karl G. Jöreskog & Dag Sörbom

This program is published exclusively by

Scientific Software International, Inc.
7383 N. Lincoln Avenue, Suite 100
Lincolnwood, IL 60712, U.S.A.
Phone: (800)247-6113, (847)675-0720, Fax: (847)675-2140
Copyright by Scientific Software International, Inc., 1981-2004
Use of this program is subject to the terms specified in the
Universal Copyright Convention.
Website: www.ssicentral.com

The following lines were read from file E:\FILE LISREL\Bustamil\CFA KT.spj:

Raw Data from file 'E:\FILE LISREL\Bustamil\data1.PSF'

Latent Variables IDINF INMOV INSTI INCOS KT
Relationships

KT1 - KT8 = IDINF

KT9 - KT12 = INMOV
KT13 - KT16 = INSTI
KT17 - KT20 = INCOS

IDINF INMOV INSTI INCOS = KT

!psffile data1s.psf

Path Diagram
End of Problem

Sample Size = 103

Covariance Matrix

KT1 KT2 KT3 KT4 KT5 KT6

-------- -------- -------- -------- -------- --------
KT1 0.71
KT2 0.55 0.98
KT3 0.57 0.65 0.97
KT4 0.53 0.60 0.77 0.92
KT5 0.54 0.54 0.67 0.66 0.84
KT6 0.45 0.42 0.52 0.54 0.62 0.65
KT7 0.56 0.56 0.62 0.64 0.59 0.51
KT8 0.48 0.50 0.64 0.59 0.53 0.44
KT9 0.43 0.45 0.58 0.57 0.48 0.44
KT10 0.46 0.53 0.55 0.62 0.52 0.50
KT11 0.36 0.38 0.41 0.54 0.46 0.46
KT12 0.41 0.43 0.58 0.60 0.51 0.48
 KT13 0.47 0.43 0.50 0.54 0.46 0.47
KT14 0.44 0.45 0.56 0.57 0.51 0.42
KT15 0.45 0.38 0.53 0.52 0.45 0.39
KT16 0.46 0.42 0.59 0.57 0.49 0.43
KT17 0.49 0.47 0.68 0.67 0.56 0.46
KT18 0.56 0.55 0.74 0.63 0.56 0.45
KT19 0.45 0.53 0.58 0.63 0.53 0.45
KT20 0.53 0.58 0.76 0.77 0.61 0.42

Covariance Matrix

KT7 KT8 KT9 KT10 KT11 KT12

-------- -------- -------- -------- -------- --------
KT7 0.81
KT8 0.57 0.63
KT9 0.52 0.50 0.60
KT10 0.56 0.52 0.53 0.76
KT11 0.49 0.45 0.40 0.57 0.65
KT12 0.54 0.52 0.48 0.60 0.56 0.74
KT13 0.55 0.51 0.47 0.66 0.53 0.60
KT14 0.48 0.51 0.44 0.57 0.45 0.57
KT15 0.49 0.50 0.42 0.52 0.43 0.55
KT16 0.50 0.52 0.47 0.53 0.45 0.54
KT17 0.55 0.58 0.54 0.63 0.51 0.67
KT18 0.64 0.65 0.54 0.58 0.47 0.61
KT19 0.57 0.50 0.47 0.60 0.45 0.57
KT20 0.60 0.60 0.50 0.59 0.46 0.60

Covariance Matrix

KT13 KT14 KT15 KT16 KT17 KT18

-------- -------- -------- -------- -------- --------
KT13 0.78
KT14 0.59 0.72
KT15 0.56 0.57 0.69
KT16 0.54 0.52 0.55 0.66
KT17 0.63 0.62 0.61 0.64 0.94
KT18 0.65 0.62 0.60 0.60 0.77 0.99
KT19 0.57 0.56 0.45 0.48 0.62 0.64
KT20 0.58 0.58 0.61 0.65 0.76 0.74

Covariance Matrix

KT19 KT20
-------- --------
KT19 0.89
KT20 0.59 0.98

Number of Iterations = 17

LISREL Estimates (Maximum Likelihood)

 Measurement Equations

KT1 = 0.68*IDINF, Errorvar.= 0.25 , R² = 0.64

(0.038)
6.64

KT2 = 0.71*IDINF, Errorvar.= 0.48 , R² = 0.51

(0.088) (0.070)
8.04 6.86

KT3 = 0.86*IDINF, Errorvar.= 0.24 , R² = 0.76

(0.081) (0.038)
10.58 6.27

KT4 = 0.84*IDINF, Errorvar.= 0.21 , R² = 0.77

(0.079) (0.034)
10.69 6.22

KT5 = 0.77*IDINF, Errorvar.= 0.24 , R² = 0.71

(0.076) (0.037)
10.11 6.45

KT6 = 0.65*IDINF, Errorvar.= 0.23 , R² = 0.65

(0.069) (0.034)
9.45 6.63

KT7 = 0.77*IDINF, Errorvar.= 0.21 , R² = 0.74

(0.074) (0.033)
10.37 6.36

KT8 = 0.72*IDINF, Errorvar.= 0.11 , R² = 0.83

(0.064) (0.019)
11.34 5.78

KT9 = 0.65*INMOV, Errorvar.= 0.19 , R² = 0.69

(0.029)
6.39

KT10 = 0.79*INMOV, Errorvar.= 0.14 , R² = 0.82

(0.066) (0.024)
12.02 5.54

KT11 = 0.68*INMOV, Errorvar.= 0.19 , R² = 0.71

(0.064) (0.030)
10.59 6.32

KT12 = 0.78*INMOV, Errorvar.= 0.13 , R² = 0.83

(0.065) (0.023)
12.09 5.48

KT13 = 0.77*INSTI, Errorvar.= 0.18 , R² = 0.77

(0.029)
6.10

KT14 = 0.75*INSTI, Errorvar.= 0.17 , R² = 0.77

(0.059) (0.027)
 12.73 6.09

KT15 = 0.73*INSTI, Errorvar.= 0.16 , R² = 0.77

(0.057) (0.026)
12.70 6.10

KT16 = 0.73*INSTI, Errorvar.= 0.13 , R² = 0.80

(0.055) (0.023)
13.26 5.88

KT17 = 0.88*INCOS, Errorvar.= 0.17 , R² = 0.82

(0.031)
5.42

KT18 = 0.87*INCOS, Errorvar.= 0.23 , R² = 0.76

(0.065) (0.039)
13.37 5.96

KT19 = 0.73*INCOS, Errorvar.= 0.35 , R² = 0.60

(0.070) (0.054)
10.45 6.60

KT20 = 0.85*INCOS, Errorvar.= 0.25 , R² = 0.74

(0.066) (0.042)
12.95 6.09

Structural Equations

IDINF = 0.93*KT, Errorvar.= 0.14 , R² = 0.86

(0.10) (0.037)
9.02 3.67

INMOV = 0.96*KT, Errorvar.= 0.072 , R² = 0.93

(0.098) (0.029)
9.80 2.47

INSTI = 0.98*KT, Errorvar.= 0.041 , R² = 0.96

(0.090) (0.025)
10.85 1.63

INCOS = 0.97*KT, Errorvar.= 0.064 , R² = 0.94

(0.086) (0.029)
11.20 2.21

Correlation Matrix of Independent Variables

KT
--------
1.00

Covariance Matrix of Latent Variables

IDINF INMOV INSTI INCOS KT

 -------- -------- -------- -------- --------
IDINF 1.00
INMOV 0.89 1.00
INSTI 0.91 0.94 1.00
INCOS 0.90 0.93 0.95 1.00
KT 0.93 0.96 0.98 0.97 1.00

Goodness of Fit Statistics

Degrees of Freedom = 166

Minimum Fit Function Chi-Square = 450.41 (P = 0.0)
Normal Theory Weighted Least Squares Chi-Square = 423.13 (P = 0.0)
Estimated Non-centrality Parameter (NCP) = 257.13
90 Percent Confidence Interval for NCP = (200.26 ; 321.68)

Minimum Fit Function Value = 4.42

Population Discrepancy Function Value (F0) = 2.52
90 Percent Confidence Interval for F0 = (1.96 ; 3.15)
Root Mean Square Error of Approximation (RMSEA) = 0.12
90 Percent Confidence Interval for RMSEA = (0.11 ; 0.14)
P-Value for Test of Close Fit (RMSEA < 0.05) = 0.00

Expected Cross-Validation Index (ECVI) = 5.01

90 Percent Confidence Interval for ECVI = (4.45 ; 5.64)
ECVI for Saturated Model = 4.12
ECVI for Independence Model = 90.72

Chi-Square for Independence Model with 190 Degrees of Freedom = 9213.47

Independence AIC = 9253.47
Model AIC = 511.13
Saturated AIC = 420.00
Independence CAIC = 9326.17
Model CAIC = 671.06
Saturated CAIC = 1183.29

Normed Fit Index (NFI) = 0.95

Non-Normed Fit Index (NNFI) = 0.96
Parsimony Normed Fit Index (PNFI) = 0.83
Comparative Fit Index (CFI) = 0.97
Incremental Fit Index (IFI) = 0.97
Relative Fit Index (RFI) = 0.94

Critical N (CN) = 48.85

Root Mean Square Residual (RMR) = 0.039

Standardized RMR = 0.049
Goodness of Fit Index (GFI) = 0.71
Adjusted Goodness of Fit Index (AGFI) = 0.63
Parsimony Goodness of Fit Index (PGFI) = 0.56

The Modification Indices Suggest to Add the

Path to from Decrease in Chi-Square New Estimate
KT8 INSTI 11.5 0.40
KT8 INCOS 9.5 0.34
KT9 IDINF 23.5 0.63
KT11 INCOS 15.3 -0.78
KT13 INMOV 14.5 0.87
IDINF INSTI 8.8 -1.80
INMOV INCOS 8.8 -1.16
INSTI IDINF 8.8 -0.53
INCOS INMOV 8.8 -1.04

The Modification Indices Suggest to Add an Error Covariance

Between and Decrease in Chi-Square New Estimate
INSTI IDINF 8.8 -0.07
INCOS INMOV 8.8 -0.07
KT6 KT5 32.4 0.15
KT11 KT3 19.6 -0.10
KT11 KT6 8.7 0.07
KT12 KT11 8.6 0.06
KT13 KT3 11.5 -0.08
KT13 KT10 18.5 0.08
KT18 KT4 9.8 -0.08
KT18 KT8 9.8 0.06
KT20 KT3 8.7 0.08
KT20 KT4 13.6 0.10
KT20 KT6 12.9 -0.10
KT20 KT16 8.1 0.06

Time used: 0.078 Seconds

L I S R E L 8.70

BY

Karl G. Jöreskog & Dag Sörbom

This program is published exclusively by

Scientific Software International, Inc.
7383 N. Lincoln Avenue, Suite 100
Lincolnwood, IL 60712, U.S.A.
Phone: (800)247-6113, (847)675-0720, Fax: (847)675-2140
Copyright by Scientific Software International, Inc., 1981-2004
Use of this program is subject to the terms specified in the
Universal Copyright Convention.
Website: www.ssicentral.com

The following lines were read from file E:\FILE LISREL\Bustamil\CFA PI.spj:

Raw Data from file 'E:\FILE LISREL\Bustamil\data1.PSF'

Latent Variables IDEX IDGEN IDCHAM IDIMP PI
Relationships

PI1 PI5 PI9 PI13 PI17 PI21 = IDEX

PI2 PI6 PI10 PI14 PI18 = IDGEN
PI3 PI7 PI11 PI15 PI19 = IDCHAM
PI4 PI8 PI12 PI16 PI20 = IDIMP

IDEX IDGEN IDCHAM IDIMP = PI

SET THE ERROR COVARIANCE OF IDGEN TO 0

!psffile data1s.psf

Path Diagram
End of Problem

Sample Size = 103

Covariance Matrix

PI1 PI5 PI9 PI13 PI17 PI21

-------- -------- -------- -------- -------- --------
PI1 0.54
PI5 0.22 0.48
PI9 0.31 0.36 0.66
PI13 0.22 0.32 0.37 0.49
PI17 0.27 0.26 0.41 0.27 0.68
PI21 0.26 0.28 0.40 0.29 0.34 0.56
PI2 0.25 0.31 0.32 0.26 0.29 0.27
PI6 0.37 0.34 0.50 0.38 0.48 0.37
PI10 0.22 0.32 0.49 0.33 0.37 0.38
PI14 0.28 0.33 0.46 0.40 0.45 0.41
PI18 0.27 0.32 0.36 0.31 0.39 0.45
PI3 0.32 0.37 0.45 0.34 0.47 0.30
PI7 0.31 0.30 0.52 0.36 0.46 0.36
PI11 0.25 0.29 0.45 0.39 0.42 0.40
PI15 0.27 0.34 0.48 0.36 0.49 0.35
PI19 0.28 0.30 0.45 0.35 0.46 0.41
PI4 0.34 0.30 0.47 0.32 0.42 0.33
PI8 0.29 0.35 0.48 0.38 0.48 0.41
PI12 0.18 0.17 0.33 0.23 0.29 0.23
PI16 0.29 0.33 0.51 0.34 0.52 0.41
PI20 0.18 0.28 0.41 0.30 0.49 0.36

Covariance Matrix

PI2 PI6 PI10 PI14 PI18 PI3

-------- -------- -------- -------- -------- --------
PI2 0.48
PI6 0.35 0.82
PI10 0.29 0.40 0.56
PI14 0.31 0.47 0.45 0.68
PI18 0.33 0.40 0.41 0.48 0.66
PI3 0.37 0.59 0.36 0.45 0.36 0.87
PI7 0.32 0.61 0.43 0.51 0.40 0.58
PI11 0.27 0.54 0.44 0.51 0.41 0.56
PI15 0.28 0.59 0.44 0.48 0.43 0.57
PI19 0.32 0.49 0.40 0.49 0.49 0.56
PI4 0.30 0.63 0.38 0.46 0.36 0.53
PI8 0.33 0.60 0.45 0.46 0.44 0.52
PI12 0.17 0.37 0.29 0.30 0.24 0.30
PI16 0.28 0.53 0.43 0.48 0.43 0.48
PI20 0.28 0.47 0.42 0.49 0.43 0.49

Covariance Matrix

PI7 PI11 PI15 PI19 PI4 PI8

-------- -------- -------- -------- -------- --------
PI7 0.76
PI11 0.58 0.75
PI15 0.56 0.56 0.71
PI19 0.58 0.58 0.52 0.71
PI4 0.52 0.51 0.54 0.46 0.70
PI8 0.54 0.58 0.52 0.51 0.53 0.80
PI12 0.37 0.39 0.34 0.35 0.41 0.40
PI16 0.58 0.50 0.53 0.54 0.53 0.55
PI20 0.53 0.56 0.55 0.54 0.44 0.51

Covariance Matrix

PI12 PI16 PI20

-------- -------- --------
PI12 0.50
PI16 0.40 0.78
PI20 0.29 0.46 0.68
Number of Iterations = 22

LISREL Estimates (Maximum Likelihood)

Measurement Equations

PI1 = 0.43*IDEX, Errorvar.= 0.36 , R² = 0.34

(0.052)
6.96

PI5 = 0.49*IDEX, Errorvar.= 0.24 , R² = 0.49

(0.086) (0.036)
5.68 6.77

PI9 = 0.69*IDEX, Errorvar.= 0.19 , R² = 0.72

(0.11) (0.031)
6.38 6.09

PI13 = 0.52*IDEX, Errorvar.= 0.21 , R² = 0.56

(0.088) (0.032)
5.92 6.65

PI17 = 0.63*IDEX, Errorvar.= 0.28 , R² = 0.58

(0.10) (0.043)
5.99 6.60

PI21 = 0.56*IDEX, Errorvar.= 0.25 , R² = 0.56

(0.095) (0.037)
5.92 6.65

PI2 = 0.46*IDGEN, Errorvar.= 0.27 , R² = 0.44

(0.039)
6.94

PI6 = 0.75*IDGEN, Errorvar.= 0.26 , R² = 0.69

(0.100) (0.039)
7.50 6.57

PI10 = 0.62*IDGEN, Errorvar.= 0.18 , R² = 0.68

(0.082) (0.027)
7.46 6.59

PI14 = 0.69*IDGEN, Errorvar.= 0.21 , R² = 0.70

(0.091) (0.032)
7.55 6.54

PI18 = 0.61*IDGEN, Errorvar.= 0.29 , R² = 0.56

(0.089) (0.043)
6.88 6.81

PI3 = 0.74*IDCHAM, Errorvar.= 0.31 , R² = 0.64

(0.048)
6.57
 PI7 = 0.77*IDCHAM, Errorvar.= 0.16 , R² = 0.78
(0.072) (0.028)
10.68 5.94

PI11 = 0.76*IDCHAM, Errorvar.= 0.18 , R² = 0.76

(0.072) (0.029)
10.46 6.09

PI15 = 0.74*IDCHAM, Errorvar.= 0.17 , R² = 0.76

(0.070) (0.028)
10.48 6.07

PI19 = 0.74*IDCHAM, Errorvar.= 0.16 , R² = 0.78

(0.070) (0.026)
10.62 5.99

PI4 = 0.71*IDIMP, Errorvar.= 0.20 , R² = 0.71

(0.032)
6.21

PI8 = 0.75*IDIMP, Errorvar.= 0.23 , R² = 0.71

(0.069) (0.037)
10.84 6.23

PI12 = 0.50*IDIMP, Errorvar.= 0.25 , R² = 0.49

(0.061) (0.037)
8.21 6.79

PI16 = 0.73*IDIMP, Errorvar.= 0.24 , R² = 0.69

(0.069) (0.038)
10.62 6.31

PI20 = 0.67*IDIMP, Errorvar.= 0.23 , R² = 0.66

(0.066) (0.036)
10.21 6.43

Structural Equations

IDEX = 0.98*PI, Errorvar.= 0.032 , R² = 0.97

(0.16) (0.031)
6.23 1.03

IDGEN = 1.00*PI,, R² = 1.00

(0.13)
7.45

IDCHAM = 0.96*PI, Errorvar.= 0.087 , R² = 0.91

(0.10) (0.031)
9.19 2.85

IDIMP = 0.98*PI, Errorvar.= 0.044 , R² = 0.96

(0.096) (0.028)
10.19 1.55
 Correlation Matrix of Independent Variables

PI
--------
1.00

Covariance Matrix of Latent Variables

IDEX IDGEN IDCHAM IDIMP PI

-------- -------- -------- -------- --------
IDEX 1.00
IDGEN 0.98 1.00
IDCHAM 0.94 0.96 1.00
IDIMP 0.96 0.98 0.93 1.00
PI 0.98 1.00 0.96 0.98 1.00

W_A_R_N_I_N_G: Matrix above is not positive definite

Goodness of Fit Statistics

Degrees of Freedom = 186

Minimum Fit Function Chi-Square = 459.32 (P = 0.0)
Normal Theory Weighted Least Squares Chi-Square = 443.45 (P = 0.0)
Estimated Non-centrality Parameter (NCP) = 257.45
90 Percent Confidence Interval for NCP = (199.68 ; 322.93)

Minimum Fit Function Value = 4.50

Population Discrepancy Function Value (F0) = 2.52
90 Percent Confidence Interval for F0 = (1.96 ; 3.17)
Root Mean Square Error of Approximation (RMSEA) = 0.12
90 Percent Confidence Interval for RMSEA = (0.10 ; 0.13)
P-Value for Test of Close Fit (RMSEA < 0.05) = 0.00

Expected Cross-Validation Index (ECVI) = 5.23

90 Percent Confidence Interval for ECVI = (4.66 ; 5.87)
ECVI for Saturated Model = 4.53
ECVI for Independence Model = 79.51

Chi-Square for Independence Model with 210 Degrees of Freedom = 8067.96

Independence AIC = 8109.96
Model AIC = 533.45
Saturated AIC = 462.00
Independence CAIC = 8186.29
Model CAIC = 697.02
Saturated CAIC = 1301.62

Normed Fit Index (NFI) = 0.94

Non-Normed Fit Index (NNFI) = 0.96
Parsimony Normed Fit Index (PNFI) = 0.84
Comparative Fit Index (CFI) = 0.97
Incremental Fit Index (IFI) = 0.97
Relative Fit Index (RFI) = 0.94

Critical N (CN) = 52.92

 Root Mean Square Residual (RMR) = 0.035
Standardized RMR = 0.055
Goodness of Fit Index (GFI) = 0.71
Adjusted Goodness of Fit Index (AGFI) = 0.64
Parsimony Goodness of Fit Index (PGFI) = 0.57

The Modification Indices Suggest to Add the

Path to from Decrease in Chi-Square New Estimate
PI17 IDGEN 16.2 3.77
PI17 IDIMP 14.7 1.66
PI6 IDIMP 10.7 1.79
PI10 IDEX 12.2 2.23
PI20 IDGEN 10.8 1.99
PI20 IDCHAM 23.6 1.08
IDGEN IDEX 19.2 2.86
IDCHAM IDIMP 19.8 2.29
IDIMP IDCHAM 19.8 1.15

The Modification Indices Suggest to Add an Error Covariance

Between and Decrease in Chi-Square New Estimate
IDGEN IDEX 19.2 0.09
IDIMP IDCHAM 19.8 0.10
PI13 PI5 9.2 0.07
PI2 PI5 13.4 0.10
PI10 PI9 16.0 0.08
PI10 PI6 8.4 -0.07
PI18 PI21 19.6 0.12
PI3 PI21 8.3 -0.09
PI19 PI6 8.3 -0.07
PI19 PI18 12.7 0.08
PI4 PI6 28.7 0.14
PI12 PI4 9.8 0.08
PI20 PI1 12.4 -0.11
PI20 PI17 8.4 0.08

Time used: 0.094 Seconds

Standardized

T value
 L I S R E L 8.70

BY

Karl G. Jöreskog & Dag Sörbom

This program is published exclusively by

Scientific Software International, Inc.
7383 N. Lincoln Avenue, Suite 100
Lincolnwood, IL 60712, U.S.A.
Phone: (800)247-6113, (847)675-0720, Fax: (847)675-2140
Copyright by Scientific Software International, Inc., 1981-2004
Use of this program is subject to the terms specified in the
Universal Copyright Convention.
Website: www.ssicentral.com

The following lines were read from file E:\FILE LISREL\Bustamil\path.spj:

Raw Data from file 'E:\FILE LISREL\Bustamil\data1s.PSF'

Latent Variables KT KP PI
Relationships
IDEX IDGEN IDCHAM IDIMP = PI
MEA COMP SELF IMP = KP
IDINF INMOV INSTI INCOS = KT

KP = KT
PI = KT KP

OPTIONS SS EF

Path Diagram
End of Problem

Sample Size = 103

Covariance Matrix

MEA COMP SELF IMP IDEX IDGEN

-------- -------- -------- -------- -------- --------
MEA 1.00
COMP 0.65 1.00
SELF 0.60 0.78 1.00
IMP 0.54 0.69 0.64 1.00
IDEX 0.71 0.80 0.69 0.72 1.00
IDGEN 0.68 0.79 0.74 0.74 0.98 1.00
IDCHAM 0.69 0.77 0.73 0.74 0.94 0.96
IDIMP 0.68 0.77 0.75 0.74 0.96 0.98
IDINF 0.52 0.67 0.53 0.60 0.70 0.69
INMOV 0.58 0.61 0.50 0.58 0.70 0.70
INSTI 0.55 0.63 0.52 0.57 0.69 0.69
INCOS 0.55 0.59 0.46 0.53 0.69 0.68
 Covariance Matrix

IDCHAM IDIMP IDINF INMOV INSTI INCOS

-------- -------- -------- -------- -------- --------
IDCHAM 1.00
IDIMP 0.93 1.00
IDINF 0.70 0.68 1.00
INMOV 0.70 0.70 0.89 1.00
INSTI 0.68 0.69 0.91 0.94 1.00
INCOS 0.67 0.66 0.90 0.93 0.95 1.00

Number of Iterations = 9

LISREL Estimates (Maximum Likelihood)

Measurement Equations

MEA = 0.73*KP, Errorvar.= 0.46 , R² = 0.54

(0.071)
6.52

COMP = 0.89*KP, Errorvar.= 0.20 , R² = 0.80

(0.098) (0.041)
9.10 4.93

SELF = 0.83*KP, Errorvar.= 0.31 , R² = 0.69

(0.099) (0.052)
8.42 5.94

IMP = 0.79*KP, Errorvar.= 0.38 , R² = 0.62

(0.099) (0.061)
7.96 6.26

IDEX = 0.98*PI, Errorvar.= 0.030 , R² = 0.97

(0.0051)
5.99

IDGEN = 1.00*PI, Errorvar.= 0.0020 , R² = 1.00

(0.018) (0.0028)
54.72 0.74

IDCHAM = 0.96*PI, Errorvar.= 0.085 , R² = 0.91

(0.033) (0.012)
28.60 6.91

IDIMP = 0.98*PI, Errorvar.= 0.042 , R² = 0.96

(0.027) (0.0065)
36.83 6.44

IDINF = 0.93*KT, Errorvar.= 0.13 , R² = 0.87

 (0.075) (0.021)
12.44 6.32

INMOV = 0.96*KT, Errorvar.= 0.071 , R² = 0.93

(0.073) (0.013)
13.28 5.41

INSTI = 0.98*KT, Errorvar.= 0.042 , R² = 0.96

(0.072) (0.010)
13.68 4.12

INCOS = 0.97*KT, Errorvar.= 0.066 , R² = 0.93

(0.072) (0.013)
13.34 5.26

Structural Equations

KP = 0.71*KT, Errorvar.= 0.50 , R² = 0.50

(0.11) (0.12)
6.31 4.00

PI = 0.80*KP + 0.15*KT, Errorvar.= 0.17 , R² = 0.83

(0.11) (0.077) (0.035)
7.35 1.99 4.84

Reduced Form Equations

KP = 0.71*KT, Errorvar.= 0.50, R² = 0.50

(0.11)
6.31

PI = 0.72*KT, Errorvar.= 0.49, R² = 0.51

(0.087)
8.25

Correlation Matrix of Independent Variables

KT
--------
1.00

Covariance Matrix of Latent Variables

KP PI KT
-------- -------- --------
KP 1.00
PI 0.90 1.00
KT 0.71 0.72 1.00

Goodness of Fit Statistics

 Degrees of Freedom = 51
Minimum Fit Function Chi-Square = 99.74 (P = 0.00)
Normal Theory Weighted Least Squares Chi-Square = 94.28 (P = 0.00022)
Estimated Non-centrality Parameter (NCP) = 43.28
90 Percent Confidence Interval for NCP = (19.83 ; 74.55)

Minimum Fit Function Value = 0.98

Population Discrepancy Function Value (F0) = 0.42
90 Percent Confidence Interval for F0 = (0.19 ; 0.73)
Root Mean Square Error of Approximation (RMSEA) = 0.091
90 Percent Confidence Interval for RMSEA = (0.062 ; 0.12)
P-Value for Test of Close Fit (RMSEA < 0.05) = 0.014

Expected Cross-Validation Index (ECVI) = 1.45

90 Percent Confidence Interval for ECVI = (1.22 ; 1.76)
ECVI for Saturated Model = 1.53
ECVI for Independence Model = 34.71

Chi-Square for Independence Model with 66 Degrees of Freedom = 3516.83

Independence AIC = 3540.83
Model AIC = 148.28
Saturated AIC = 156.00
Independence CAIC = 3584.45
Model CAIC = 246.41
Saturated CAIC = 439.51

Normed Fit Index (NFI) = 0.97

Non-Normed Fit Index (NNFI) = 0.98
Parsimony Normed Fit Index (PNFI) = 0.75
Comparative Fit Index (CFI) = 0.99
Incremental Fit Index (IFI) = 0.99
Relative Fit Index (RFI) = 0.96

Critical N (CN) = 80.15

Root Mean Square Residual (RMR) = 0.032

Standardized RMR = 0.032
Goodness of Fit Index (GFI) = 0.87
Adjusted Goodness of Fit Index (AGFI) = 0.80
Parsimony Goodness of Fit Index (PGFI) = 0.57

The Modification Indices Suggest to Add an Error Covariance

Between and Decrease in Chi-Square New Estimate
IDEX SELF 13.6 -0.04
INCOS IDIMP 10.9 -0.02

Standardized Solution

LAMBDA-Y

KP PI
-------- --------
MEA 0.73 - -
 COMP 0.89 - -
SELF 0.83 - -
IMP 0.79 - -
IDEX - - 0.98
IDGEN - - 1.00
IDCHAM - - 0.96
IDIMP - - 0.98

LAMBDA-X

KT
--------
IDINF 0.93
INMOV 0.96
INSTI 0.98
INCOS 0.97

BETA

KP PI
-------- --------
KP - - - -
PI 0.80 - -

GAMMA

KT
--------
KP 0.71
PI 0.15

Correlation Matrix of ETA and KSI

KP PI KT
-------- -------- --------
KP 1.00
PI 0.90 1.00
KT 0.71 0.72 1.00

PSI
Note: This matrix is diagonal.

KP PI
-------- --------
0.50 0.17

Regression Matrix ETA on KSI (Standardized)

KT
--------
KP 0.71
PI 0.72

Total and Indirect Effects

 Total Effects of KSI on ETA

KT
--------
KP 0.71
(0.11)
6.31

PI 0.72
(0.09)
8.25

Indirect Effects of KSI on ETA

KT
--------
KP - -

PI 0.56
(0.09)
6.01

Total Effects of ETA on ETA

KP PI
-------- --------
KP - - - -

PI 0.80 - -
(0.11)
7.35

Largest Eigenvalue of B*B' (Stability Index) is 0.633

Total Effects of ETA on Y

KP PI
-------- --------
MEA 0.73 - -

COMP 0.89 - -
(0.10)
9.10

SELF 0.83 - -
(0.10)
8.42

IMP 0.79 - -
(0.10)
7.96

IDEX 0.78 0.98

 (0.11)
7.35

IDGEN 0.79 1.00

(0.11) (0.02)
7.41 54.72

IDCHAM 0.76 0.96

(0.11) (0.03)
7.24 28.60

IDIMP 0.78 0.98

(0.11) (0.03)
7.33 36.83

Indirect Effects of ETA on Y

KP PI
-------- --------
MEA - - - -

COMP - - - -

SELF - - - -

IMP - - - -

IDEX 0.78 - -
(0.11)
7.35

IDGEN 0.79 - -
(0.11)
7.41

IDCHAM 0.76 - -
(0.11)
7.24

IDIMP 0.78 - -
(0.11)
7.33

Total Effects of KSI on Y

KT
--------
MEA 0.52
(0.08)
6.31

COMP 0.63
(0.09)
7.34
 SELF 0.59
(0.08)
6.94

IMP 0.56
(0.08)
6.68

IDEX 0.71
(0.09)
8.25

IDGEN 0.72
(0.09)
8.34

IDCHAM 0.69
(0.08)
8.09

IDIMP 0.70
(0.09)
8.22

Standardized Total and Indirect Effects

Standardized Total Effects of KSI on ETA

KT
--------
KP 0.71
PI 0.72

Standardized Indirect Effects of KSI on ETA

KT
--------
KP - -
PI 0.56

Standardized Total Effects of ETA on ETA

KP PI
-------- --------
KP - - - -
PI 0.80 - -

Standardized Total Effects of ETA on Y

KP PI
-------- --------
MEA 0.73 - -
COMP 0.89 - -
 SELF 0.83 - -
IMP 0.79 - -
IDEX 0.78 0.98
IDGEN 0.79 1.00
IDCHAM 0.76 0.96
IDIMP 0.78 0.98

Standardized Indirect Effects of ETA on Y

KP PI
-------- --------
MEA - - - -
COMP - - - -
SELF - - - -
IMP - - - -
IDEX 0.78 - -
IDGEN 0.79 - -
IDCHAM 0.76 - -
IDIMP 0.78 - -

Standardized Total Effects of KSI on Y

KT
--------
MEA 0.52
COMP 0.63
SELF 0.59
IMP 0.56
IDEX 0.71
IDGEN 0.72
IDCHAM 0.69
IDIMP 0.70

Time used: 0.047 Seconds

Kesimpulan :

Berdasarkan hasil output diatas dapat disimpulkan bahwa,

KT berpengaruh terhadap KP, hal ini dapap dilihat dari nilai t value 6,31 > 1,96

KT berpengaruh terhadap PI, hal ini dapat dilihat dari nilai t value 1,99 > 1,96

KP berpengaruh terhadap PI, hal ini dapat dilihat dari nilai t value 7,35 > 1,96

Variabel KP memediasi antara KT terhadap PI, hal ini dapat dilihat dari nilai t value 6,01 > 1,96