137
1 因子分析と共分散構造分析 狩野 大阪大学人間科学部 [email protected] http://koko15.hus.osaka-u.ac.jp/~kano/research/tutorial.html 日本行動計量学会 春の合宿セミナー 1998.3.28-30 東京大学検見川セミナーハウス 1998.4.2 version

Gasshuku98

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  • [email protected]://koko15.hus.osaka-u.ac.jp/~kano/research/tutorial.html1998.3.28-30 1998.4.2 version

  • ---- ---- and

  • (r=-0.91)

  • (r=-0.49)

  • PRICE = YEAR E1

  • ---- ----

  • ---- ----

  • ---- ----

  • [email protected]

  • (CFA)(EFA)CFA versus EFACFAEFA

  • ---- ----

  • ---- ----

  • Sheet1

    R

    X1X2X3X4X5X6

    1

    0.4391

    0.4100.3511

    0.2880.3540.1641

    0.3290.3200.1900.5951

    0.2480.3290.1810.4700.4641

    Lawley and Maxwell (1971) 66

  • Confirmatory Factor AnalysisCFA

  • ()--------

  • F

  • F2FF2.

  • ---- SAS ----

    DATA SCHOOL(TYPE=CORR);

    _TYPE_ ='CORR'; INPUT _NAME_ $ X1-X6;

    LABEL

    X1='Gaelic' X2='English' X3='History' X4='Arithmet'

    X5='Algebra' X6='Geometry';

    CARDS;

    X1 1.000 . . . . .

    X2 0.439 1.000 . . . .

    X3 0.410 0.351 1.000 . . .

    X4 0.288 0.354 0.164 1.000 . .

    X5 0.329 0.320 0.190 0.595 1.000 .

    X6 0.248 0.329 0.181 0.470 0.464 1.000

    ;

    PROC CALIS DATA=SCHOOLE M=ML DF=219 ALL;

    LINEQS

    X1=L_11 F1 + E1,

    X2=L_21 F1 + E2,

    X3=L_31 F1 + E3,

    X4= L_42 F2 + E4,

    X5= L_52 F2 + E5,

    X6= L_62 F2 + E6;

    STD

    E1-E6 = DEL1-DEL6,

    F1-F2 = 2*1.00;

    COV

    F1 F2 = PHI12;

    RUN;

    (F2)(X2)

    LINEQS

    X1=L_11 F1 + E1,

    X2=L_21 F1+L_22 F2 + E2,

    X3=L_31 F1 + E3,

    X4= L_42 F2 + E4,

    X5= L_52 F2 + E5,

    X6= L_62 F2 + E6;

    STD

    E1-E6 = DEL1-DEL6,

    F1-F2 = 2*1.00;

    COV

    F1 F2 = PHI12;

  • ---- EQS ----

    /TITLE

    cfa with two factors

    /SPECIFICATIONS

    VARIABLES=6; CASES=220;

    METHODS=ML;

    MATRIX=COVARIANCE;

    /LABELS

    V1=Gaelic; V2=English; V3=History; V4=Arithmet; V5=Algebra; V6=Geometry;

    /EQUATIONS

    V1 = *F1 + E1;

    V2 = *F1 + E2;

    V3 = *F1 + E3;

    V4 = *F2 + E4;

    V5 = *F2 + E5;

    V6 = *F2 + E6;

    /VARIANCES

    F1 = 1.00;

    F2 = 1.00;

    E1 TO E6 = *;

    /COVARIANCES

    F2 , F1 = *;

    /MATRIX

    1.000

    0.439 1.000

    0.410 0.351 1.000

    0.288 0.354 0.164 1.000

    0.329 0.320 0.190 0.595 1.000

    0.248 0.329 0.181 0.470 0.464 1.000

    /OUTPUT

    PARAMETERS;

    STANDARD ERRORS;

    LISTING;

    /END

    (F2)(V2)

    /EQUATIONS

    V1 = *F1 + E1;

    V2 = *F1+ *F2 + E2;

    V3 = *F1 + E3;

    V4 = *F2 + E4;

    V5 = *F2 + E5;

    V6 = *F2 + E6;

    /VARIANCES

    F1 = 1.00;

    F2 = 1.00;

    E1 TO E6 = *;

    /COVARIANCES

    F2 , F1 = *;

  • No

    Yes

    LM

  • residual

    S ^

    X1X2X3X4X5X6

    11

    0.43910.4621

    0.4100.35110.3660.3581

    0.2880.3540.16410.3140.3070.2441

    0.3290.3200.1900.59510.3150.3080.2440.5891

    0.2480.3290.1810.4700.46410.2520.2470.1960.4720.4731

    S^

    0

    -0.0230

    0.044-0.0070

    -0.0260.047-0.080

    0.0140.012-0.0540.0060

    -0.0040.082-0.015-0.002-0.0090

  • residual

    S ^

    X1X2X3X4X5X6

    11

    0.43910.4621

    0.4100.35110.3660.3581

    0.2880.3540.16410.3140.3070.2441

    0.3290.3200.1900.59510.3150.3080.2440.5891

    0.2480.3290.1810.4700.46410.2520.2470.1960.4720.4731

    S^

    0

    -0.0230

    0.044-0.0070

    -0.0260.047-0.080

    0.0140.012-0.0540.0060

    -0.0040.082-0.015-0.002-0.0090

  • (1)

  • (2-1)

  • (2-2)

  • (3)

  • Exploratory Factor AnalysisEFA

  • EFA

  • ---- ----

  • Yes

    No

    Yes

    No

  • Sheet1

    (SMC)

    0.060.670.490.30

    0.190.520.410.30

    -0.090.640.360.21

    0.81-0.050.620.42

    0.750.010.570.42

    0.580.060.370.30

  • ---- ----Guttman Scree AICTucker-Lewis

  • Guttman S S S* S*S* tr(S*) []prinitDS*D tr[DS*D] Dml

  • Sheet1

    S S*

    X1X2X3X4X5X6X1X2X3X4X5X6

    1.0000.3000.3000.428783705

    0.4391.0000.4390.2970.2970.4216378975

    0.4100.3511.0000.4100.3510.2060.2060.2595965512

    0.2880.3540.1641.0000.2880.3540.1640.4200.4200.7232406575

    0.3290.3200.1900.5951.0000.3290.3200.1900.5950.4180.4180.7174812108

    0.2480.3290.1810.4700.4641.0000.2480.3290.1810.4700.4640.2950.2950.4189227538

    1.9352.9696627757

    1234556123456

    2.731.130.620.600.520.402.070.43-0.07-0.12-0.17-0.21

    Preliminary Eigenvalues: Total = 6 Average = 1Preliminary Eigenvalues: Total = 1.9354749 Average = 0.32257915

    Psi^{-1/2}S*Psi^{-1/2}

    3.200.63-0.11-0.17-0.25-0.33

    Preliminary Eigenvalues: Total = 2.96966246 Average = 0.49494374

  • SASML

    Initial Factor Method: Maximum Likelihood

    Prior Communality Estimates: SMC

    X1 X2 X3 X4 X5 X6

    0.300104 0.296586 0.206095 0.419698 0.417752 0.295240

    Preliminary Eigenvalues: Total = 2.96966246 Average = 0.49494374

    1 2 3

    Eigenvalue 3.1973 0.6268 -0.1084

    Difference 2.5705 0.7352 0.0589

    Proportion 1.0767 0.2111 -0.0365

    Cumulative 1.0767 1.2877 1.2512

    4 5 6

    Eigenvalue -0.1673 -0.2468 -0.3319

    Difference 0.0795 0.0851

    Proportion -0.0563 -0.0831 -0.1118

    Cumulative 1.1949 1.1118 1.0000

    1 factors will be retained by the PROPORTION criterion.

  • SAS prinit

    Initial Factor Method: Iterated Principal Factor Analysis

    Prior Communality Estimates: SMC

    X1 X2 X3 X4 X5 X6

    0.300104 0.296586 0.206095 0.419698 0.417752 0.295240

    Preliminary Eigenvalues: Total = 1.9354749 Average = 0.32257915

    1 2 3

    Eigenvalue 2.0729 0.4327 -0.0731

    Difference 1.6402 0.5058 0.0466

    Proportion 1.0710 0.2236 -0.0378

    Cumulative 1.0710 1.2946 1.2568

    4 5 6

    Eigenvalue -0.1197 -0.1723 -0.2051

    Difference 0.0526 0.0329

    Proportion -0.0618 -0.0890 -0.1060

    Cumulative 1.1950 1.1060 1.0000

    1 factors will be retained by the PROPORTION criterion.

    _952414904.doc

  • Scree

  • Tucker-Lewis

  • SAS

    Convergence criterion satisfied.

    Significance tests based on 220 observations:

    Test of H0: No common factors.

    vs HA: At least one common factor.

    Chi-square = 310.841 df = 15 Prob>chi**2 = 0.0001

    Test of H0: 1 Factors are sufficient.

    vs HA: More factors are needed.

    Chi-square = 51.996 df = 9 Prob>chi**2 = 0.0001

    Chi-square without Bartlett's correction = 52.840208721

    Akaike's Information Criterion = 34.840208721

    Schwarz's Bayesian Criterion = 4.2975608035

    Tucker and Lewis's Reliability Coefficient = 0.7577767173

    Variance explained by each factor

    FACTOR1

    Weighted 3.790389

    Unweighted 2.105587

    Final Communality Estimates and Variable Weights

    Total Communality: Weighted = 3.790389

    Unweighted = 2.105587

    X1 X2 X3

    Comm. 0.244586 0.288007 0.121284

    Weight 1.324012 1.404759 1.138185

    X4 X5 X6

    Comm. 0.534302 0.538613 0.378794

    Weight 2.146855 2.166915 1.609663

    Convergence criterion satisfied.

    Significance tests based on 220 observations:

    Test of H0: No common factors.

    vs HA: At least one common factor.

    Chi-square = 310.841 df = 15 Prob>chi**2 = 0.0001

    Test of H0: 2 Factors are sufficient.

    vs HA: More factors are needed.

    Chi-square = 2.335 df = 4 Prob>chi**2 = 0.6745

    Chi-square without Bartlett's correction = 2.3799173231

    Akaike's Information Criterion = -5.620082677

    Schwarz's Bayesian Criterion = -19.19459286

    Tucker and Lewis's Reliability Coefficient = 1.0211096922

    Variance explained by each factor

    FACTOR1 FACTOR2

    Weighted 4.614155 1.142786

    Unweighted 2.209431 0.605674

    Final Communality Estimates and Variable Weights

    Total Communality: Weighted = 5.756941

    Unweighted = 2.815105

    X1 X2 X3

    Comm. 0.489826 0.405929 0.356272

    Weight 1.960113 1.683306 1.553451

    X4 X5 X6

    Comm. 0.622633 0.568649 0.371796

    Weight 2.649925 2.318306 1.591840

  • PAF ULS ULSML

    SMC

    (PAF)

    SMC

    (ULS, Minres)

    (SMC)

    (ML)

    SMC

  • PAF: Principal Axis Factoring

  • sensitive

  • Sheet1

    0.230.660.230.760.230.66

    0.320.550.350.660.320.55

    0.090.59-0.000.820.090.59

    0.770.170.830.150.770.17

    0.720.220.810.180.720.21

    0.570.210.750.150.570.21

  • MLEPCA

    Graph1

    0.66026

    0.55051

    0.59078

    0.17272

    0.21538

    0.21251

    F1:

    F2:

    ML

    &A

    - &P -

    0.66917

    0.5179

    0.63733

    -0.04826

    0.01458

    0.05895

    &A

    - &P -

    F1:

    F2:

    ML

    VARIMAX

    &A

    - &P -

    VARIMAX

    0.66026

    0.55051

    0.59078

    0.17272

    0.21538

    0.21251

    &A

    - &P -

    F1:

    F2:

    ML

    0.7639433154

    0.6604353764

    0.8208939856

    0.1472704383

    0.1798931883

    0.1542368272

    F1:

    F2:

    PCA

    estimates

    0.6585608135

    0.5515547353

    0.5908296056

    0.1739603559

    0.2128607958

    0.2142428519

    F1:

    F2:

    PFA

    &A

    - &P -

    0.42856

    0.28832

    0.44996

    -0.2728

    -0.21131

    -0.13169

    &A

    - &P -

    F1:

    F2:

    ML

    Factor 1Factor 2

    X10.553320.42856

    X20.568160.28832

    X30.392180.44996

    X40.74042-0.2728

    X50.72387-0.21131

    X60.59536-0.13169

    converged in 3 iterations.PCAPAF

    VARIMAXVARIMAXVARIMAX

    Factor Matrix:

    Rotated

    Factor 1Factor 21212

    X10.232140.66026X10.225310.76394X10.230060.65856

    X20.320720.55051X20.349390.66044X20.323210.55155

    X30.085180.59078X3-0.002590.82089X30.086110.59083

    X40.769940.17272X40.833080.14727X40.766530.17396

    X50.722670.21538X50.813600.17989X50.723580.21286

    X60.571520.21251X60.749900.15424X60.573650.21424

    converged in 5 iterations.

    OBLIMIN

    Matrix:

    Pattern

    Factor 1Factor 2

    X10.056290.66917

    X20.190050.5179

    X3-0.087540.63733

    X40.8129-0.04826

    X50.746450.01458

    X60.577240.05895

    Factor Correlation Matrix:

    Factor 1 Factor 2

    Factor 1 1.00000

    Factor 2 .51606 1.00000

    &A

    - &P -

    Graph2

    0.7639433154

    0.6604353764

    0.8208939856

    0.1472704383

    0.1798931883

    0.1542368272

    F1:

    F2:

    PCA

    &A

    - &P -

    0.66917

    0.5179

    0.63733

    -0.04826

    0.01458

    0.05895

    &A

    - &P -

    F1:

    F2:

    ML

    VARIMAX

    &A

    - &P -

    VARIMAX

    0.66026

    0.55051

    0.59078

    0.17272

    0.21538

    0.21251

    &A

    - &P -

    F1:

    F2:

    ML

    0.7639433154

    0.6604353764

    0.8208939856

    0.1472704383

    0.1798931883

    0.1542368272

    F1:

    F2:

    PCA

    estimates

    0.6585608135

    0.5515547353

    0.5908296056

    0.1739603559

    0.2128607958

    0.2142428519

    F1:

    F2:

    PFA

    &A

    - &P -

    0.42856

    0.28832

    0.44996

    -0.2728

    -0.21131

    -0.13169

    &A

    - &P -

    F1:

    F2:

    ML

    Factor 1Factor 2

    X10.553320.42856

    X20.568160.28832

    X30.392180.44996

    X40.74042-0.2728

    X50.72387-0.21131

    X60.59536-0.13169

    converged in 3 iterations.PCAPAF

    VARIMAXVARIMAXVARIMAX

    Factor Matrix:

    Rotated

    Factor 1Factor 21212

    X10.232140.66026X10.225310.76394X10.230060.65856

    X20.320720.55051X20.349390.66044X20.323210.55155

    X30.085180.59078X3-0.002590.82089X30.086110.59083

    X40.769940.17272X40.833080.14727X40.766530.17396

    X50.722670.21538X50.813600.17989X50.723580.21286

    X60.571520.21251X60.749900.15424X60.573650.21424

    converged in 5 iterations.

    OBLIMIN

    Matrix:

    Pattern

    Factor 1Factor 2

    X10.056290.66917

    X20.190050.5179

    X3-0.087540.63733

    X40.8129-0.04826

    X50.746450.01458

    X60.577240.05895

    Factor Correlation Matrix:

    Factor 1 Factor 2

    Factor 1 1.00000

    Factor 2 .51606 1.00000

    &A

    - &P -

  • MLEPAF

    Graph3

    0.66026

    0.55051

    0.59078

    0.17272

    0.21538

    0.21251

    F1:

    F2:

    ML

    &A

    - &P -

    0.66917

    0.5179

    0.63733

    -0.04826

    0.01458

    0.05895

    &A

    - &P -

    F1:

    F2:

    ML

    VARIMAX

    &A

    - &P -

    VARIMAX

    0.66026

    0.55051

    0.59078

    0.17272

    0.21538

    0.21251

    &A

    - &P -

    F1:

    F2:

    ML

    0.7639433154

    0.6604353764

    0.8208939856

    0.1472704383

    0.1798931883

    0.1542368272

    F1:

    F2:

    PCA

    estimates

    0.6585608135

    0.5515547353

    0.5908296056

    0.1739603559

    0.2128607958

    0.2142428519

    F1:

    F2:

    PFA

    &A

    - &P -

    0.42856

    0.28832

    0.44996

    -0.2728

    -0.21131

    -0.13169

    &A

    - &P -

    F1:

    F2:

    ML

    Factor 1Factor 2

    X10.553320.42856

    X20.568160.28832

    X30.392180.44996

    X40.74042-0.2728

    X50.72387-0.21131

    X60.59536-0.13169

    converged in 3 iterations.PCAPAF

    VARIMAXVARIMAXVARIMAX

    Factor Matrix:

    Rotated

    Factor 1Factor 21212

    X10.232140.66026X10.225310.76394X10.230060.65856

    X20.320720.55051X20.349390.66044X20.323210.55155

    X30.085180.59078X3-0.002590.82089X30.086110.59083

    X40.769940.17272X40.833080.14727X40.766530.17396

    X50.722670.21538X50.813600.17989X50.723580.21286

    X60.571520.21251X60.749900.15424X60.573650.21424

    converged in 5 iterations.

    OBLIMIN

    Matrix:

    Pattern

    Factor 1Factor 2

    X10.056290.66917

    X20.190050.5179

    X3-0.087540.63733

    X40.8129-0.04826

    X50.746450.01458

    X60.577240.05895

    Factor Correlation Matrix:

    Factor 1 Factor 2

    Factor 1 1.00000

    Factor 2 .51606 1.00000

    &A

    - &P -

    Graph4

    0.6585608135

    0.5515547353

    0.5908296056

    0.1739603559

    0.2128607958

    0.2142428519

    F1:

    F2:

    PFA

    &A

    - &P -

    0.66917

    0.5179

    0.63733

    -0.04826

    0.01458

    0.05895

    &A

    - &P -

    F1:

    F2:

    ML

    VARIMAX

    &A

    - &P -

    VARIMAX

    0.66026

    0.55051

    0.59078

    0.17272

    0.21538

    0.21251

    &A

    - &P -

    F1:

    F2:

    ML

    0.7639433154

    0.6604353764

    0.8208939856

    0.1472704383

    0.1798931883

    0.1542368272

    F1:

    F2:

    PCA

    estimates

    0.6585608135

    0.5515547353

    0.5908296056

    0.1739603559

    0.2128607958

    0.2142428519

    F1:

    F2:

    PFA

    &A

    - &P -

    0.42856

    0.28832

    0.44996

    -0.2728

    -0.21131

    -0.13169

    &A

    - &P -

    F1:

    F2:

    ML

    Factor 1Factor 2

    X10.553320.42856

    X20.568160.28832

    X30.392180.44996

    X40.74042-0.2728

    X50.72387-0.21131

    X60.59536-0.13169

    converged in 3 iterations.PCAPAF

    VARIMAXVARIMAXVARIMAX

    Factor Matrix:

    Rotated

    Factor 1Factor 21212

    X10.232140.66026X10.225310.76394X10.230060.65856

    X20.320720.55051X20.349390.66044X20.323210.55155

    X30.085180.59078X3-0.002590.82089X30.086110.59083

    X40.769940.17272X40.833080.14727X40.766530.17396

    X50.722670.21538X50.813600.17989X50.723580.21286

    X60.571520.21251X60.749900.15424X60.573650.21424

    converged in 5 iterations.

    OBLIMIN

    Matrix:

    Pattern

    Factor 1Factor 2

    X10.056290.66917

    X20.190050.5179

    X3-0.087540.63733

    X40.8129-0.04826

    X50.746450.01458

    X60.577240.05895

    Factor Correlation Matrix:

    Factor 1 Factor 2

    Factor 1 1.00000

    Factor 2 .51606 1.00000

    &A

    - &P -

  • Sheet1

    SASSPSSSTATISTICA

    EQUAMAXEEQUAMAXE

    ORTHOMAXORTHOMAX

    QUARTIMAXQQUARTIMAXQ

    BIQUARTIMAXB

    PARSIMAXPARSIMAX

    VARIMAXVVARIMAXV

    HARRIS-KAISERHK

    PROMAXPPROMAX

    PROCRUSTESPROCRUSTES

    OBLIMINOBLIMIN

    Sheet2

    Sheet3

  • ()VARIMAX or

  • SAS SAS 1997, 262) SASIML

  • SAS

    DATA SCHOOL(TYPE=CORR);

    _TYPE_ ='CORR'; INPUT _TYPE_ $ _NAME_ $ X1-X6;

    LABEL

    X1='Gaelic'

    X2='English'

    X3='History'

    X4='Arithmet'

    X5='Algebra',

    X6='Geometry';

    CARDS;

    N . 220 220 220 220 220 220

    CORR X1 1.000 . . . . .

    CORR X2 0.439 1.000 . . . .

    CORR X3 0.410 0.351 1.000 . . .

    CORR X4 0.288 0.354 0.164 1.000 . .

    CORR X5 0.329 0.320 0.190 0.595 1.000 .

    CORR X6 0.248 0.329 0.181 0.470 0.464 1.000

    ;

    DATA TARGET1;

    INPUT X1-X6;

    CARDS;

    0 0 0 1 1 1

    1 1 1 0 0 0

    ;

    PROC FACTOR DATA=SCHOOL NFACTORS=2 METHOD=ML

    ROTATE=PROCRUSTES TARGET=TARGET1;

    RUN;

  • 12 or F F

  • 1 2

    (0.5,0.5)

    (0.5,-.5)

    (0.7,0.0)

    (0.0,0.7)

    1

    2

  • F G

    (0.5,0.5)

    (0.5,-.5)

    F1

    F2

    (0.7,0.0)

    (0.0,0.7)

    G1

    G2

  • X1,,X2

    Y1,,Y2

    f

    2

    g

    _951902473.unknown

    _951904734.unknown

    _952099367.doc

    Var(

    )

    '

    X

    1

    1

    Var(

    )

    '

    Y

    2

    2

    _951904714.unknown

    _951902377.unknown

  • ---- ----

    98/2/12 17

  • MLE

    Sheet1

    0.550.430.230.660.060.67

    0.570.290.320.550.190.52

    0.390.450.090.59-0.090.64

    0.74-0.270.770.170.81-0.05

    0.72-0.210.720.220.750.01

    0.60-0.130.570.210.580.06

  • Graph2

    0.66026

    0.55051

    0.59078

    0.17272

    0.21538

    0.21251

    F1:

    F2:

    ML

    &A

    - &P -

    0.66917

    0.5179

    0.63733

    -0.04826

    0.01458

    0.05895

    &A

    - &P -

    F1:

    F2:

    VARIMAX

    &A

    - &P -

    VARIMAX

    0.66026

    0.55051

    0.59078

    0.17272

    0.21538

    0.21251

    &A

    - &P -

    F1:

    F2:

    &A

    - &P -

    0.42856

    0.28832

    0.44996

    -0.2728

    -0.21131

    -0.13169

    &A

    - &P -

    F1:

    F2:

    estimates

    Factor 1Factor 2

    X10.553320.42856

    X20.568160.28832

    X30.392180.44996

    X40.74042-0.2728

    X50.72387-0.21131

    X60.59536-0.13169

    converged in 3 iterations.

    VARIMAX

    Factor Matrix:

    Rotated

    Factor 1Factor 2

    0.232140.66026

    X10.320720.55051

    X20.085180.59078

    X30.769940.17272

    X40.722670.21538

    X50.571520.21251

    X6

    converged in 5 iterations.

    OBLIMIN

    Matrix:

    Pattern

    Factor 1Factor 2

    0.056290.66917

    X10.190050.5179

    X2-0.087540.63733

    X30.8129-0.04826

    X40.746450.01458

    X50.577240.05895

    X6

    Factor Correlation Matrix:

    Factor 1 Factor 2

    Factor 1 1.00000

    Factor 2 .51606 1.00000

    &A

    - &P -

    Graph5

    0.42856

    0.28832

    0.44996

    -0.2728

    -0.21131

    -0.13169

    F1:

    F2:

    ML

    &A

    - &P -

    0.66917

    0.5179

    0.63733

    -0.04826

    0.01458

    0.05895

    &A

    - &P -

    F1:

    F2:

    VARIMAX

    &A

    - &P -

    VARIMAX

    0.66026

    0.55051

    0.59078

    0.17272

    0.21538

    0.21251

    &A

    - &P -

    F1:

    F2:

    &A

    - &P -

    0.42856

    0.28832

    0.44996

    -0.2728

    -0.21131

    -0.13169

    &A

    - &P -

    F1:

    F2:

    estimates

    Factor 1Factor 2

    X10.553320.42856

    X20.568160.28832

    X30.392180.44996

    X40.74042-0.2728

    X50.72387-0.21131

    X60.59536-0.13169

    converged in 3 iterations.

    VARIMAX

    Factor Matrix:

    Rotated

    Factor 1Factor 2

    0.232140.66026

    X10.320720.55051

    X20.085180.59078

    X30.769940.17272

    X40.722670.21538

    X50.571520.21251

    X6

    converged in 5 iterations.

    OBLIMIN

    Matrix:

    Pattern

    Factor 1Factor 2

    0.056290.66917

    X10.190050.5179

    X2-0.087540.63733

    X30.8129-0.04826

    X40.746450.01458

    X50.577240.05895

    X6

    Factor Correlation Matrix:

    Factor 1 Factor 2

    Factor 1 1.00000

    Factor 2 .51606 1.00000

    &A

    - &P -

  • Graph2

    0.66026

    0.55051

    0.59078

    0.17272

    0.21538

    0.21251

    F1:

    F2:

    ML

    &A

    - &P -

    0.66917

    0.5179

    0.63733

    -0.04826

    0.01458

    0.05895

    &A

    - &P -

    F1:

    F2:

    VARIMAX

    &A

    - &P -

    VARIMAX

    0.66026

    0.55051

    0.59078

    0.17272

    0.21538

    0.21251

    &A

    - &P -

    F1:

    F2:

    &A

    - &P -

    0.42856

    0.28832

    0.44996

    -0.2728

    -0.21131

    -0.13169

    &A

    - &P -

    F1:

    F2:

    estimates

    Factor 1Factor 2

    X10.553320.42856

    X20.568160.28832

    X30.392180.44996

    X40.74042-0.2728

    X50.72387-0.21131

    X60.59536-0.13169

    converged in 3 iterations.

    VARIMAX

    Factor Matrix:

    Rotated

    Factor 1Factor 2

    0.232140.66026

    X10.320720.55051

    X20.085180.59078

    X30.769940.17272

    X40.722670.21538

    X50.571520.21251

    X6

    converged in 5 iterations.

    OBLIMIN

    Matrix:

    Pattern

    Factor 1Factor 2

    0.056290.66917

    X10.190050.5179

    X2-0.087540.63733

    X30.8129-0.04826

    X40.746450.01458

    X50.577240.05895

    X6

    Factor Correlation Matrix:

    Factor 1 Factor 2

    Factor 1 1.00000

    Factor 2 .51606 1.00000

    &A

    - &P -

    Graph3

    0.66917

    0.5179

    0.63733

    -0.04826

    0.01458

    0.05895

    F1:

    F2:

    ML

    &A

    - &P -

    0.66917

    0.5179

    0.63733

    -0.04826

    0.01458

    0.05895

    &A

    - &P -

    F1:

    F2:

    VARIMAX

    &A

    - &P -

    VARIMAX

    0.66026

    0.55051

    0.59078

    0.17272

    0.21538

    0.21251

    &A

    - &P -

    F1:

    F2:

    &A

    - &P -

    0.42856

    0.28832

    0.44996

    -0.2728

    -0.21131

    -0.13169

    &A

    - &P -

    F1:

    F2:

    estimates

    Factor 1Factor 2

    X10.553320.42856

    X20.568160.28832

    X30.392180.44996

    X40.74042-0.2728

    X50.72387-0.21131

    X60.59536-0.13169

    converged in 3 iterations.

    VARIMAX

    Factor Matrix:

    Rotated

    Factor 1Factor 2

    0.232140.66026

    X10.320720.55051

    X20.085180.59078

    X30.769940.17272

    X40.722670.21538

    X50.571520.21251

    X6

    converged in 5 iterations.

    OBLIMIN

    Matrix:

    Pattern

    Factor 1Factor 2

    0.056290.66917

    X10.190050.5179

    X2-0.087540.63733

    X30.8129-0.04826

    X40.746450.01458

    X50.577240.05895

    X6

    Factor Correlation Matrix:

    Factor 1 Factor 2

    Factor 1 1.00000

    Factor 2 .51606 1.00000

    &A

    - &P -

  • Sheet1

    0.230.660.060.6700.69

    0.320.550.190.5200.67

    0.090.59-0.090.6400.53

    0.770.170.81-0.050.770

    0.720.220.750.010.770

    0.570.210.580.060.620

    00.520.60

    x^2 df2.33542.33547.9538

    P-0.6740.6740.438

    -AIC-5.665-5.665-8.047

  • EFACFA

  • vs

  • Ledermann

    Sheet1

    p2345678910

    k 011233456

  • ILedermann

    Sheet1

    7

    1

    0.8091

    0.8060.8501

    0.7650.8310.8671

  • Ledermann

    Sheet1

    p2345678910

    k 011233456

  • ---- ----

  • Ledermann

    Sheet1

    X1X2X3X4X5X6

    1

    0.4461

    0.3210.3881

    0.2130.3130.3961

    0.2340.2080.3250.3521

    0.4420.330.3280.2470.3471

    Guttman 1954

  • Ledermann

    Sheet1

    p2345678910

    k 011233456

  • ---- ----X3 [ PRIORS=SMC]ERROR: Communality greater than 1.0 PRIORS=ONE

    Sheet1

    X1X2X3X4X5X6

    1.0000.060.670.49

    0.4391.0000.190.520.41

    0.4100.3511.000-0.090.640.36

    0.2880.3540.1641.0000.81-0.050.62

    0.3290.3200.1900.5951.0000.750.010.57

    0.2480.3290.1810.4700.4641.0000.580.060.37

  • Sheet1

    10^-310^-610^-610^-610^-6

    930200300400

    F1F2F1F2F1F2F1F2F1F2

    -0.030.78-0.030.770.120.490.210.380.240.34

    0.200.470.190.480.000.79-0.010.92-0.000.99

    0.79-0.010.79-0.010.750.030.740.040.740.05

    0.730.050.720.050.770.010.780.010.780.01

    0.580.060.580.070.540.110.550.100.560.10

    0.520.530.540.460.42

    Sheet2

    Sheet3

    Sheet1

    1SMC

    10^-39281

    10^-6423281

  • ...

  • versus

  • (EFA)(CFA) relative advantage

  • 1978. (1990) --- --- (1992)19941997 AMOS EQS LISREL -- ---

  • [email protected]

    1998.3.28-30

  • ()

  • ---- ----

  • ---- ----

  • ---- ----

  • /TITLE

    dai2 no moderu

    /SPECIFICATIONS

    DATA='D:\eqs\chukosha.dat';

    VARIABLES= 4; CASES= 12;

    METHODS=ML;

    MATRIX=RAW;

    /LABELS

    V1=price; V2=km;

    V3=year; V4=shaken;

    /EQUATIONS

    V1 = *V2 + *V3 + *V4 + E1;

    V2 = *V3 + E2;

    /VARIANCES

    V3 = *;

    V4 = *;

    E1 = *;

    E2 = *;

    /COVARIANCES

    /OUTPUT

    parameters;

    standard errors;

    listing;

    /END

  • ---- ----(standardized solution)

  • ---- ----

  • ---- = ----

  • ----=----

  • ----=----YEAR SHEKEN

  • ----=----YEAR SHEKEN

  • ---- ----

  • o

    ga

  • ---- ----

  • ---- ----X1: X2: X3: X4:

  • ---- ----

  • ---- ----

  • ML

  • /TITLE V3 =1.0F2 + E3;

    Multiple Indicator Model V4 = *F2 + E4;

    /SPECIFICATIONS F2 = *F1 + D2;

    DATA='D:\EQS\HOMER41.COV'; /VARIANCES

    VARIABLES= 4; CASES= 831; F1 = 1.00;

    METHODS=ML; E1 TO E4 = *;

    MATRIX=COVARIANCE; D2 = *;

    /LABELS /COVARIANCES

    V1=tenka; V2=baransu; /OUTPUT

    V3=kaisu; V4=gaku; parameters;

    /EQUATIONS standard errors;

    V1 = *F1 + E1; listing;

    V2 = *F1 + E2; /END

    HOMER41.COV

    TENKA BARANSU GAKU KAISU

    1.000 0.301 0.168 0.257

    0.301 1.000 0.188 0.328

    0.168 0.188 1.000 0.530

    0.257 0.328 0.530 1.000

  • ..

  • ---- ----Y=73.15+0.34XY=67.56+0.42F1

  • ---- ----

    Sheet1

    SD_LI_SD_LI_

    SD1.00

    Likert0.681.00

    SD0.640.541.00

    Likert0.520.590.721.00

    -------- --------- --------- --------- --------- ---------

    -------- --------- --------- --------- --------- ---------

    Statel

    +3 +2 +1 -1 -2 -3

    +3 +2 +1 -1 -2 -3

    Likert

    -------- --------- --------- --------- --------- ---------

    -------- --------- --------- --------- --------- ---------

  • ---- ----

  • ---- ----

    /TITLE

    Correction for attenuation

    /SPECIFICATIONS

    DATA='DATA4NEW.ESS';

    VARIABLES= 4; CASES= 250;

    METHODS=ML;

    MATRIX=COVARIANCE;

    /LABELS

    V1=SD_APP; V2=LI_APP;

    V3=SD_PRO; V4=LI_PR;

    /EQUATIONS

    V1 = *F1 + E1;

    V2 = *F1 + E2;

    V3 = *F2 + E3;

    V4 = *F2 + E4;

    /VARIANCES

    F1 = 1.00;

    F2 = 1.00;

    E1 = *;

    E2 = *;

    E3 = *;

    E4 = *;

    /COVARIANCES

    F2 , F1 = *;

    E3 , E1 = *;

    E4 , E2 = *;

    /CONSTRAINTS

    (V1,F1)=(V2,F1);

    (V3,F2)=(V4,F2);

    /OUTPUT

    parameters;

    standard errors;

    listing;

    /END

  • EFAEFAEFA

  • 1

    28FEB97

    1 1000 89( 14) 90( 15) 80( 95) 56( 338)

    2 961 75( 83) 88( 23) 86( 29) 71( 109)

    3 957 89( 14) 93( 9) 61( 385) 59( 266)

    4 932 100( 1) 90( 15) 52( 563) 39( 846)

    5 916 83( 37) 70( 247) 75( 162) 62( 220)

    6 913 79( 54) 92( 13) 76( 144) 54( 390)

    7 903 90( 10) 64( 368) 69( 250) 54( 390)

    8 900 77( 64) 67( 308) 76( 144) 74( 82)

    9 898 95( 3) 76( 142) 60( 411) 42( 745)

    10 895 91( 7) 90( 15) 54( 527) 45( 649)

    11 892 67( 179) 65( 354) 85( 38) 86( 10)

    12 891 82( 40) 88( 23) 61( 385) 59( 266)

    13 887 90( 10) 76( 142) 44( 682) 65( 179)

    14 886 85( 28) 78( 105) 77( 134) 43( 708)

    15 882 73( 104) 67( 308) 81( 85) 72( 96)

    16 880 98( 2) 77( 123) 44( 682) 44( 677)

    17 879 73( 104) 82( 56) 83( 56) 57( 313)

    18 877 80( 46) 65( 354) 75( 162) 61( 232)

    19 873 88( 20) 40( 724) 80( 95) 55( 362)

    20 872 68( 164) 96( 4) 82( 72) 57( 313)

  • 100

    .25

    .35

    .27

    .53

    .72

    .96

    .97

    .97

    .72

    .96

    .97

    .97

  • PRISM

    PRISM

    ,,

    GFI = 0.86

    RMSEA = 0.04

    R-square = 0.54

    ( variables = 33 + 3 )

    .25

    .27

    .72

    .96

    .97

    .97

    .53

    .35

    ISO14000

    PL

    PB

    ,,

  • 2

  • ,,

    .25

    .27

    .72

    .96

    .97

    .97

    .53

    .35

    ISO14000

    PL

    PB

    ,,

    ISO14000

    PL

    PB

  • ---- ! ---- consistencycoherence

  • (1992)(1992)Bollen (1989) Structural Equations with Latent VariablesWiley.1997Amos, Eqs, Lisrel --- --- URL http://www.gsm.uci.edu/~joelwest/SEM/SEMBooks.html

  • AMOS SmallWaters Corporation 1507 E. 53rd Street, #452, Chicago, IL 60615-4509, USA Email: [email protected] Web: http://www.smallwaters.com/ Phone: +1 773-667-8635 Fax: +1 773-955-6252 150 1-1-39 Email: [email protected] Web: http://www.spss.co.jp/ Phone: 03-5466-5511 Fax: 03-5466-5621EQS Multivariate Software, Inc. 4924 Balboa Blvd. #368 Encino, CA 91316, USA Email: [email protected] Web: http://www.mvsoft.com/ Phone: +1 818-906-0740 Fax: +1 818-906-8205LISREL Scientific Software International Email: [email protected] Web: http://www.ssicentral.com/ 1525 East 53rd Street, Suite 906 Chicago, IL 60615-4530, USA Phone: +1 312-684-4920 Fax: +1 312-684-4979SAS(CALIS): SAS 104-0054 1-13-1 8F http://www.sas.com/japan/ TEL:03-3533-6921 FAX:03-3533-6927