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Stuebi
Calcite | Level 5

I have conducted structural equation modeling (SEM) on a dataset using a PATH routine in PROC CALIS.  The report produces estimates of path coefficients between variables and the associated standard errors, but in addition I would like to obtain the correlations between coefficient estimates.   (Note:  this is not the same thing as the covariance matrix, showing interrelationships between the variables.)  Does anyone know the options and syntax necessary to produce correlations between coefficient estimates?

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SASCom1
SAS Employee

Is the OUTEST = option in PROC CALIS statement what you are looking for? see below:

 

https://go.documentation.sas.com/doc/en/pgmsascdc/9.4_3.5/statug/statug_calis_syntax13.htm#statug.ca...

 

OUTEST=SAS-data-set

creates an output data set that contains the parameter estimates, their gradient, Hessian matrix, and boundary and linear constraints. For METHOD=ML, METHOD=GLS, and METHOD=WLS, the OUTEST= data set also contains the information matrix, the approximate covariance matrix of the parameter estimates ((generalized) inverse of information matrix), and approximate standard errors. 

 

For more details on this data set, see:

https://go.documentation.sas.com/doc/en/pgmsascdc/9.4_3.5/statug/statug_calis_details07.htm#statug.c...

 

The _TYPE_ = COV corresponds to covariance matrix of the parameter estimates.