Appendix B: The LISREL Software

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Appendix B The LISREL Software

• In this section we will cover how to run LISREL,
  software designed to run the covariance structure
  models featured in Chapters 9 and 10, and also
  11.
• Note that LISREL is one of many computer programs
  available to run these sorts of models. In
  addition, there is
• SAS PROC CALIS
• AMOS
• LISCOMP
• EQS
• and many other lesser known programs.
• I am going to cover the method of LISREL commands
  that is consistent with the matrix approach of
  this chapter. This means creating "LISREL
  Project" statements.
• Other approaches are available with the program.
  

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Example from Johnson and Wichern p. 380
This example utilizes the difference in daily
stock prices for five stocks picked from two
industrial sectors. We hypothesize that the
overall health of the two sectors is causally
antecedent to the stock prices of the observed
stock prices.
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Path Diagram of Johnson and Wichern Data
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Example from Johnson and Wichern p. 380 DA
NO100 NI5 LA Allied Dupont Carbide Exxon
Texaco MO NY5 NE2 PSSY,FR KM 1.000
.577 1.000 .509 .599 1.000 .387 .389
.436 1.000 .462 .322 .426 .523
1.000 FR LY(2,1) LY(3,1) LY(5,2) PS(2,1) MA LY
1 0 .4 0 .4 0 0 1 0 .4 MA PS 1 -.2
1 ST 1 TE(1) - TE(5) OU NS AL
Title Statement
Describes the DAta
LAbels the variables
Describes the MOdel
Input Matrix
FRee certain elements
LISREL Program Statements
Start values for ?y
Start values for ?
Start values for ??
OUtput parameters
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An Overview of Control Statements
First statement is the title DAta
parameters NO Number of observations NI Number
of variables MA Matrix to be analyzed ( KM,
CM, MM) xx n.nn n.nn n.nn n.nn n.nn
n.nn LA first-var-name
second-var-name
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The MOdel Parameters Statement

• MOdel parameters
• NY Number of Y variables
• NX Number of X variables
• NE Number of Eta variables
• NK Number of Ksi variables
• (All of these default to 0)

ma can be any of the 8 LISREL parameter matrices
LY, TE, LX, TD, GA, BE, PH, PS
FU SY DI ZE ID
FI FR
,
ma
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Creating Start Values
ST x.xx ma(m1, n1) ma(m2, n2)
Specify a particular value for various elements
ma x x x x x x
x x x
Specify a whole matrix filled with values
ma can be LY, TE, LX, TD, GA, BE, PH or PS
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Fixing or Freeing Indivual Elements

• Priority Sequence
• Specification on a FI or FR statement
• Specification in the MO statement
• Default for that matrix

FI ma(m1, n1) ma(m2, n2)
FR ma(m1, n1) ma(m2, n2)
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The OUtput Parameters Statement
OU TV MI NS
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Special Cases
y ?y ? ?   x ?x ? ? ? B? ?? ?
V(?) ??
V(?) ??
V(?) ?
V(?) ?

• A confirmatory factor model with all y's
• A confirmatory factor model with all x's
• A structural equation model with all variables
  observed
• A stuctural equation model with all y's