Mplus VERSION 8.8
MUTHEN & MUTHEN
04/19/2022 10:27 PM
INPUT INSTRUCTIONS
Title: this is an example of two-level regression
analysis for a continuous dependent
variable with a random intercept and a random residual
variance
MONTECARLO: NAMES ARE y x w xm z;
NOBS = 20000;
NREP = 1;
NCSIZES = 1;
CSIZES = 200(100);
WITHIN = x;
BETWEEN = w xm z;
SAVE = ex9.28.dat;
MODEL POPULATION:
%WITHIN%
x*1;
y ON x*.7;
logv | y;
%BETWEEN%
w-z*1;
y*0.3;
[logv*0]; logv*.1;
y ON w*.5 xm*.3;
logv ON w*.3 xm*.1;
y WITH logv*.1;
z ON y*.5 logv*.2;
ANALYSIS: TYPE = TWOLEVEL RANDOM;
ESTIMATOR = BAYES;
PROCESSORS = 2;
BITERATIONS = (2000);
MODEL:
%WITHIN%
y ON x*.7;
logv | y;
%BETWEEN%
y*0.3;
[logv*0]; logv*.1;
y ON w*.5 xm*.3;
logv ON w*.3 xm*.1;
y WITH logv*.1;
z ON y*.5 logv*.2;
OUTPUT:
TECH8;
INPUT READING TERMINATED NORMALLY
this is an example of two-level regression
analysis for a continuous dependent
variable with a random intercept and a random residual
variance
SUMMARY OF ANALYSIS
Number of groups 1
Number of observations 20000
Number of replications
Requested 1
Completed 1
Value of seed 0
Number of dependent variables 2
Number of independent variables 3
Number of continuous latent variables 1
Observed dependent variables
Continuous
Z Y
Observed independent variables
X W XM
Continuous latent variables
LOGV
Variables with special functions
Within variables
X
Between variables
W XM Z
Estimator BAYES
Specifications for Bayesian Estimation
Point estimate MEDIAN
Number of Markov chain Monte Carlo (MCMC) chains 2
Random seed for the first chain 0
Starting value information UNPERTURBED
Algorithm used for Markov chain Monte Carlo GIBBS(PX1)
Convergence criterion 0.500D-01
Maximum number of iterations 50000
K-th iteration used for thinning 1
SUMMARY OF DATA FOR THE FIRST REPLICATION
Cluster information
Size (s) Number of clusters of Size s
100 200
MODEL FIT INFORMATION
Number of Free Parameters 14
Information Criteria
Deviance (DIC)
Mean 58003.515
Std Dev 0.000
Number of successful computations 1
Proportions Percentiles
Expected Observed Expected Observed
0.990 0.000 58003.515 58003.515
0.980 0.000 58003.515 58003.515
0.950 0.000 58003.515 58003.515
0.900 0.000 58003.515 58003.515
0.800 0.000 58003.515 58003.515
0.700 0.000 58003.515 58003.515
0.500 0.000 58003.515 58003.515
0.300 0.000 58003.515 58003.515
0.200 0.000 58003.515 58003.515
0.100 0.000 58003.515 58003.515
0.050 0.000 58003.515 58003.515
0.020 0.000 58003.515 58003.515
0.010 0.000 58003.515 58003.515
Estimated Number of Parameters (pD)
Mean 347.547
Std Dev 0.000
Number of successful computations 1
Proportions Percentiles
Expected Observed Expected Observed
0.990 0.000 347.547 347.547
0.980 0.000 347.547 347.547
0.950 0.000 347.547 347.547
0.900 0.000 347.547 347.547
0.800 0.000 347.547 347.547
0.700 0.000 347.547 347.547
0.500 0.000 347.547 347.547
0.300 0.000 347.547 347.547
0.200 0.000 347.547 347.547
0.100 0.000 347.547 347.547
0.050 0.000 347.547 347.547
0.020 0.000 347.547 347.547
0.010 0.000 347.547 347.547
MODEL RESULTS
ESTIMATES S. E. M. S. E. 95% % Sig
Population Average Std. Dev. Average Cover Coeff
Within Level
Y ON
X 0.700 0.6995 0.0000 0.0067 0.0000 1.000 1.000
Between Level
LOGV ON
W 0.300 0.3149 0.0000 0.0231 0.0002 1.000 1.000
XM 0.100 0.0893 0.0000 0.0262 0.0001 1.000 1.000
Z ON
LOGV 0.200 0.1222 0.0000 0.2913 0.0060 1.000 0.000
Y ON
W 0.500 0.5509 0.0000 0.0397 0.0026 1.000 1.000
XM 0.300 0.2979 0.0000 0.0436 0.0000 1.000 1.000
Z ON
Y 0.500 0.7245 0.0000 0.1549 0.0504 1.000 1.000
Y WITH
LOGV 0.100 0.0992 0.0000 0.0163 0.0000 1.000 1.000
Intercepts
Z 0.000 -0.0122 0.0000 0.0697 0.0002 1.000 0.000
Y 0.000 0.0393 0.0000 0.0402 0.0015 1.000 0.000
LOGV 0.000 -0.0013 0.0000 0.0249 0.0000 1.000 0.000
Residual Variances
Z 0.500 0.9861 0.0000 0.1013 0.2363 0.000 1.000
Y 0.300 0.3027 0.0000 0.0323 0.0000 1.000 1.000
LOGV 0.100 0.1000 0.0000 0.0122 0.0000 1.000 1.000
CORRELATIONS AND MEAN SQUARE ERROR OF THE TRUE FACTOR VALUES AND THE FACTOR SCORES
CORRELATIONS MEAN SQUARE ERROR
Average Std. Dev. Average Std. Dev.
LOGV 0.960 0.000 0.127 0.000
Y 0.992 0.000 0.102 0.000
TECHNICAL 1 OUTPUT
PARAMETER SPECIFICATION FOR WITHIN
NU
Y X
________ ________
0 0
LAMBDA
Y X
________ ________
Y 0 0
X 0 0
THETA
Y X
________ ________
Y 0
X 0 0
ALPHA
Y X
________ ________
0 0
BETA
Y X
________ ________
Y 0 1
X 0 0
PSI
Y X
________ ________
Y 0
X 0 0
PARAMETER SPECIFICATION FOR BETWEEN
NU
Z Y W XM
________ ________ ________ ________
0 0 0 0
LAMBDA
LOGV Z Y W XM
________ ________ ________ ________ ________
Z 0 0 0 0 0
Y 0 0 0 0 0
W 0 0 0 0 0
XM 0 0 0 0 0
THETA
Z Y W XM
________ ________ ________ ________
Z 0
Y 0 0
W 0 0 0
XM 0 0 0 0
ALPHA
LOGV Z Y W XM
________ ________ ________ ________ ________
2 3 4 0 0
BETA
LOGV Z Y W XM
________ ________ ________ ________ ________
LOGV 0 0 0 5 6
Z 7 0 8 0 0
Y 0 0 0 9 10
W 0 0 0 0 0
XM 0 0 0 0 0
PSI
LOGV Z Y W XM
________ ________ ________ ________ ________
LOGV 11
Z 0 12
Y 13 0 14
W 0 0 0 0
XM 0 0 0 0 0
STARTING VALUES FOR WITHIN
NU
Y X
________ ________
0.000 0.000
LAMBDA
Y X
________ ________
Y 1.000 0.000
X 0.000 1.000
THETA
Y X
________ ________
Y 0.000
X 0.000 0.000
ALPHA
Y X
________ ________
0.000 0.000
BETA
Y X
________ ________
Y 0.000 0.700
X 0.000 0.000
PSI
Y X
________ ________
Y 0.000
X 0.000 0.500
STARTING VALUES FOR BETWEEN
NU
Z Y W XM
________ ________ ________ ________
0.000 0.000 0.000 0.000
LAMBDA
LOGV Z Y W XM
________ ________ ________ ________ ________
Z 0.000 1.000 0.000 0.000 0.000
Y 0.000 0.000 1.000 0.000 0.000
W 0.000 0.000 0.000 1.000 0.000
XM 0.000 0.000 0.000 0.000 1.000
THETA
Z Y W XM
________ ________ ________ ________
Z 0.000
Y 0.000 0.000
W 0.000 0.000 0.000
XM 0.000 0.000 0.000 0.000
ALPHA
LOGV Z Y W XM
________ ________ ________ ________ ________
0.000 0.000 0.000 0.000 0.000
BETA
LOGV Z Y W XM
________ ________ ________ ________ ________
LOGV 0.000 0.000 0.000 0.300 0.100
Z 0.200 0.000 0.500 0.000 0.000
Y 0.000 0.000 0.000 0.500 0.300
W 0.000 0.000 0.000 0.000 0.000
XM 0.000 0.000 0.000 0.000 0.000
PSI
LOGV Z Y W XM
________ ________ ________ ________ ________
LOGV 0.100
Z 0.000 0.500
Y 0.100 0.000 0.300
W 0.000 0.000 0.000 0.500
XM 0.000 0.000 0.000 0.000 0.500
POPULATION VALUES FOR WITHIN
NU
Y X
________ ________
0.000 0.000
LAMBDA
Y X
________ ________
Y 1.000 0.000
X 0.000 1.000
THETA
Y X
________ ________
Y 0.000
X 0.000 0.000
ALPHA
Y X
________ ________
0.000 0.000
BETA
Y X
________ ________
Y 0.000 0.700
X 0.000 0.000
PSI
Y X
________ ________
Y 0.000
X 0.000 1.000
POPULATION VALUES FOR BETWEEN
NU
Z Y W XM
________ ________ ________ ________
0.000 0.000 0.000 0.000
LAMBDA
LOGV Z Y W XM
________ ________ ________ ________ ________
Z 0.000 1.000 0.000 0.000 0.000
Y 0.000 0.000 1.000 0.000 0.000
W 0.000 0.000 0.000 1.000 0.000
XM 0.000 0.000 0.000 0.000 1.000
THETA
Z Y W XM
________ ________ ________ ________
Z 0.000
Y 0.000 0.000
W 0.000 0.000 0.000
XM 0.000 0.000 0.000 0.000
ALPHA
LOGV Z Y W XM
________ ________ ________ ________ ________
0.000 0.000 0.000 0.000 0.000
BETA
LOGV Z Y W XM
________ ________ ________ ________ ________
LOGV 0.000 0.000 0.000 0.300 0.100
Z 0.200 0.000 0.500 0.000 0.000
Y 0.000 0.000 0.000 0.500 0.300
W 0.000 0.000 0.000 0.000 0.000
XM 0.000 0.000 0.000 0.000 0.000
PSI
LOGV Z Y W XM
________ ________ ________ ________ ________
LOGV 0.100
Z 0.000 1.000
Y 0.100 0.000 0.300
W 0.000 0.000 0.000 1.000
XM 0.000 0.000 0.000 0.000 1.000
PRIORS FOR ALL PARAMETERS PRIOR MEAN PRIOR VARIANCE PRIOR STD. DEV.
Parameter 1~N(0.000,infinity) 0.0000 infinity infinity
Parameter 2~N(0.000,infinity) 0.0000 infinity infinity
Parameter 3~N(0.000,infinity) 0.0000 infinity infinity
Parameter 4~N(0.000,infinity) 0.0000 infinity infinity
Parameter 5~N(0.000,infinity) 0.0000 infinity infinity
Parameter 6~N(0.000,infinity) 0.0000 infinity infinity
Parameter 7~N(0.000,infinity) 0.0000 infinity infinity
Parameter 8~N(0.000,infinity) 0.0000 infinity infinity
Parameter 9~N(0.000,infinity) 0.0000 infinity infinity
Parameter 10~N(0.000,infinity) 0.0000 infinity infinity
Parameter 11~IW(0.000,-3) infinity infinity infinity
Parameter 12~IG(-1.000,0.000) infinity infinity infinity
Parameter 13~IW(0.000,-3) infinity infinity infinity
Parameter 14~IW(0.000,-3) infinity infinity infinity
TECHNICAL 8 OUTPUT
TECHNICAL 8 OUTPUT FOR BAYES ESTIMATION
CHAIN BSEED
1 0
2 285380
REPLICATION 1:
POTENTIAL PARAMETER WITH
ITERATION SCALE REDUCTION HIGHEST PSR
100 1.101 7
200 1.006 12
300 1.017 8
400 1.026 5
500 1.006 5
600 1.009 7
700 1.006 5
800 1.012 5
900 1.007 13
1000 1.008 5
1100 1.006 13
1200 1.003 13
1300 1.003 11
1400 1.007 11
1500 1.004 11
1600 1.001 9
1700 1.000 13
1800 1.003 13
1900 1.003 13
2000 1.005 13
SAVEDATA INFORMATION
Order of variables
Z
Y
X
W
XM
CLUSTER
Save file
ex9.28.dat
Save file format Free
Save file record length 10000
Beginning Time: 22:27:32
Ending Time: 22:27:41
Elapsed Time: 00:00:09
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