——– ——–
NOA 1. 00

KZK 0. 59 1. 00
(0. 07)
8. 45

Goodness of Fit Statistics

Degrees of Freedom = 43
Minimum Fit Function Chi-Square = 127. 61 (P = 0. 00)
Normal Theory Weighted Least Squares Chi-Square = 127. 67 (P = 0. 00)
Estimated Non-centrality Parameter (NCP) = 84. 67
90 Percent Confidence Interval for NCP = (54. 52 ; 122. 45)

Minimum Fit Function Value = 0. 65
Population Discrepancy Function Value (F0) = 0. 43
90 Percent Confidence Interval for F0 = (0. 28 ; 0. 62)
Root Mean Square Error of Approximation (RMSEA) = 0. 069
90 Percent Confidence Interval for RMSEA = (0. 050 ; 0. 090)
P-Value for Test of Close Fit (RMSEA 0. 05) = 0. 00

Expected Cross-Validation Index (ECVI) = 0. 89
90 Percent Confidence Interval for ECVI = (0. 73 ; 1. 08)
ECVI for Saturated Model = 0. 67
ECVI for Independence Model = 3. 87

Chi-Square for Independence Model with 55 Degrees of Freedom = 736. 00
Independence AIC = 758. 00
Model AIC = 173. 67
Saturated AIC = 132. 00
Independence CAIC = 805. 12
Model CAIC = 272. 18
Saturated CAIC = 414. 69

Normed Fit Index (NFI) = 0. 93
Non-Normed Fit Index (NNFI) = 0. 93
Parsimony Normed Fit Index (PNFI) = 0. 85
Comparative Fit Index (CFI) = 0. 91
Incremental Fit Index (IFI) = 0. 88
Relative Fit Index (RFI) = 0. 78

Critical N (CN) = 104. 61

Root Mean Square Residual (RMR) = 0. 079
Standardized RMR = 0. 077
Goodness of Fit Index (GFI) = 0. 92
Adjusted Goodness of Fit Index (AGFI) = 0. 93
Parsimony Goodness of Fit Index (PGFI) = 0. 58

The Modification Indices Suggest to Add an Error Covariance
Between and Decrease in Chi-Square New Estimate
q5 q1 9. 0 -0. 16
q6 q5 8. 0 0. 14
q7 q6 9. 1 0. 21
q8 q7 14. 7 0. 27

Time used: 0. 062 Seconds

خروجی مدل یابی معادلات ساختاری برای متغیرهای وابسته

DATE: 6/16/2014
TIME: 17:32

L I S R E L 8. 54

BY

Karl G. J?reskog & Dag S?rbom

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. , 1981-2002
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 C:UsersuserDesktopDependentBBB. SPJ:

Raw Data from file ‘C:UsersuserDesktopDependentAAA. psf’
Sample Size = 197
Latent Variables SAT COM RKT
Relationships
q12 = SAT
q13 = SAT
q14 = SAT
q15 = SAT
q16 = SAT
q17 = SAT
q18 = SAT
q19 = COM
q20 = COM
q21 = COM
q22 = COM
q23 = COM
q24 = RKT
q25 = RKT
q26 = RKT
q27 = RKT
Path Diagram
End of Problem

Sample Size = 197

Covariance Matrix

q12 q13 q14 q15 q16 q17
——– ——– ——– ——– ——– ——–
q12 0. 85
q13 0. 37 1. 07
q14 0. 36 0. 44 0. 88
q15 0. 44 0. 35 0. 37 1. 12
q16 0. 41 0. 32 0. 43 0. 65 1. 18
q17 0. 14 0. 22 0. 22 0. 22 0. 28 0. 90
q18 0. 29 0. 38 0. 39 0. 33 0. 43 0. 41
q19 0. 31 0. 32 0. 26 0. 24 0. 31 0. 32
q20 0. 42 0. 42 0. 43 0. 39 0. 32 0. 22
q21 0. 35 0. 40 0. 42 0. 43 0. 27 0. 22
q22 0. 29 0. 24 0. 22 0. 15 0. 21 -0. 02
q23 0. 38 0. 38 0. 34 0. 33 0. 33 0. 12
q24 0. 33 0. 54 0. 29 0. 24 0. 40 0. 17
q25 0. 36 0. 55 0. 39 0. 49 0. 64 0. 26
q26 0. 27 0. 35 0. 25 0. 39 0. 33 0. 18
q27 0. 24 0. 30 0. 22 0. 28 0. 24 0. 24

این مطلب رو هم توصیه می کنم بخونین:   پایان نامه رایگان با موضوع عملکرد کارکنان، ارزش افزوده، سابقه خدمت

Covariance Matrix

q18 q19 q20 q21 q22 q23
——– ——– ——– ——– ——– ——–
q18 1. 09
q19 0. 36 0. 85
q20 0. 32 0. 47 1. 14
q21 0. 30 0. 45 0. 89 1. 12
q22 0. 08 0. 23 0. 46 0. 42 0. 78
q23 0. 47 0. 35 0. 57 0. 53 0. 39 0. 93
q24 0. 27 0. 42 0. 61 0. 60 0. 43 0. 46
q25 0. 55 0. 45 0. 49 0. 54 0. 26 0. 44
q26 0. 35 0. 22 0. 28 0. 36 0. 20 0. 33
q27 0. 32 0. 30 0. 27 0. 38 0. 10 0. 18

Covariance Matrix
q24 q25 q26 q27
——– ——– ——– ——–
q24 1. 02
q25 0. 71 1. 26
q26 0. 36 0. 42 0. 81
q27 0. 34 0. 57 0. 33 0. 95
Number of Iterations = 12

LISREL Estimates (Maximum Likelihood)

Measurement Equations

q12 = 0. 85*SAT, Errorvar. = 0. 52 , R² = 0. 76
(0. 095) (0. 060)
8. 93 8. 77

q13 = 0. 64*SAT, Errorvar. = 0. 66 , R² = 0. 38
(0. 072) (0. 075)
8. 93 8. 77

q14 = 0. 61*SAT, Errorvar. = 0. 51 , R² = 0. 42
(0. 064) (0. 060)
9. 41 8. 60

q15 = 0. 66*SAT, Errorvar. = 0. 68 , R² = 0. 39
(0. 073) (0. 078)
9. 08 8. 72

q16 = 0. 71*SAT, Errorvar. = 0. 68 , R² = 0. 43
(0. 074) (0. 079)
9. 57 8. 54

q17 = 0. 37*SAT, Errorvar. = 0. 76 , R² = 0. 15
(0. 071) (0. 080)
5. 28 9. 57

q18 = 0. 86*SAT, Errorvar. = 0. 72 , R² = 0. 74
(0. 104) (0. 080)
8. 26 8. 98

q19 = 0. 83*COM, Errorvar. = 0. 57 , R² = 0. 69
(0. 099) (0. 061)
8. 31 9. 34

q20 = 0. 93*COM, Errorvar. = 0. 27 , R² = 0. 76
(0. 063) (0. 045)
14. 79 5. 96

q21 = 0. 91*COM, Errorvar. = 0. 29 , R² = 0. 74
(0. 063) (0. 046)
14. 45 6. 38

q22 = 0. 49*COM, Errorvar. = 0. 54 , R² = 0. 31
(0. 061) (0. 057)
8. 04 9. 39

q23 = 0. 63*COM, Errorvar. = 0. 53 , R² = 0. 43
(0. 064) (0. 059)
9. 89 9. 02

q24 = 0. 75*RKT, Errorvar. = 0. 45 , R² = 0. 56
(0. 066) (0. 058)
11. 45 7. 69

q25 = 0. 91*RKT, Errorvar. = 0. 43 , R² = 0. 66
(0. 071) (0. 066)
12. 81 6. 47

q26 = 0. 51*RKT, Errorvar. = 0. 55 , R² = 0. 32
(0. 064) (0. 061)
8. 03 9. 10

q27 = 0. 94*RKT, Errorvar. = 0. 65 , R² = 0. 81
(0. 119) (0. 072)
7. 92 9. 13

Correlation Matrix of Independent Variables

SAT COM RKT
——–

دسته‌ها: No category

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