title:
montecarlo:
names = y1-y15;
nobs = 500;
nreps = 500;
model population:
f1 by y1-y5*.8 y6-y10@.0 y11-y15@0;
f2 by y1-y5@0 y6-y10*.8 y11-y15@0;
f3 by y1-y5@.0 y6-y10@0 y11-y15*.8;
f1-f3@1;
f1 with f2-f3*.5;
f2 with f3*.5;
y1-y15*.36;
f1 by y6*.1;
f2 by y11*.1;
f3 by y1*.1;
analysis:
estimator = ml;
process = 2;
model:
f1 by y1@.8 y2-y5*.8 y6-y15@0;
f2 by y1-y5@0 y6@.8 y7-y10*.8 y11-y15@0;
f3 by y1-y10@0 y11@.8 y12-y15*.8;
f1-f3*1 (v1-v3);
f1 with f2*.5 (c21);
f1 with f3*.5 (c31);
f2 with f3*.5 (c32);
y1-y15*.36;
model constraint:
new(r21*.5 r31*.5 r32*.5);
r21 = c21/(sqrt(v1)*sqrt(v2));
r31 = c31/(sqrt(v1)*sqrt(v3));
r32 = c32/(sqrt(v2)*sqrt(v3));
output:
tech9;