Hi all, I am trying to run a two-factor CFA model where all items cross-load. proc calis data = data modification;
lineqs
V1 = L11 F1 + L12 F2 + eV1,
V2 = L21 F1 + L22 F2 + eV2,
V3 = L31 F1 + L32 F2 + eV3,
V4 = L41 F1 + L42 F2 + eV4,
V5 = L51 F1 + L52 F2 + eV5,
V6 = L61 F1 + L62 F2 + eV6,
V7 = L71 F1 + L72 F2 + eV7,
V8 = L81 F1 + L82 F2 + eV8,
V9 = L91 F1 + L92 F2 + eV9,
V10 = L101 + L102 F2 + eV10;
variance
F1 = 1, F2 = 1,
eV1 - eV10 = vareV1 - vareV10;
var V1 - V10;
run; However, I get the following error message: "NOTE: The Moore-Penrose inverse is used in computing the covariance matrix for parameter estimates. WARNING: Standard errors and t values might not be accurate with the use of the Moore-Penrose inverse. WARNING: Lagrange multiplier statistics and Wald statistics might not be accurate with the use of the Moore-Penrose inverse in computing the covariance matrix for parameter estimates." Why does it happen?
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