Mplus Tutorial

Updated: March 2015

 Mplus Tutorial

Mplus for Windows: An Introduction

Section 1: Introduction .....................................................................................................................3
1.1. About this Document ............................................................................................................3
1.2. Introduction to EFA, CFA, SEM and Mplus .........................................................................3
1.3. Accessing Mplus ...................................................................................................................3
Section 2: Latent Variable Modeling Using Mplus ..........................................................................4
2.1. Overview of SEM Assumptions for Continuous Outcome Data ..........................................4
2.2. Categorical Outcomes and Categorical Latent Variables ......................................................5
2.3. Should you use Mplus? .........................................................................................................5
Section 3: Using Mplus ....................................................................................................................6
3.1. Launching Mplus ..................................................................................................................6
3.2. The Input and Output Windows ............................................................................................6
3.3. Reading Data and Outputting Sample Statistics ...................................................................7
Section 4: Exploratory Factor Analysis ......................................................................................... 11
4.1. Exploratory Factor Analysis with Continuous Variables .................................................... 11
4.2. Exploratory Factor Analysis with Missing Data .................................................................18
4.3. Exploratory Factor Analysis with Categorical Outcomes ...................................................21
Section 5: Confirmatory Factor Analysis and Structural Equation Models ...................................24
5.1. Confirmatory Factor Analysis with Continuous Variables .................................................25
5.2. Handling Missing Data .......................................................................................................30
5.3. Confirmatory Factor Analysis with Categorical Outcomes ................................................33
5.4. Structural Equation Modeling with Continuous Outcomes ................................................37
Section 6: Advanced Models .........................................................................................................43
6.1. Multiple Group Analysis .....................................................................................................43
6.2. Multilevel Models ...............................................................................................................48
References ......................................................................................................................................56

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Section 1: Introduction

1.1. About this Document

This document introduces you to Mplus for Windows. It is primarily aimed at first time users of
Mplus who have prior experience with either exploratory factor analysis (EFA), or confirmatory
factor analysis (CFA) and structural equation modeling (SEM). The document is organized into
six sections. The first section provides a brief introduction to Mplus and describes how to obtain
access to Mplus. The second section briefly reviews SEM assumptions and describes important
and useful model fitting features that are unique to Mplus. The third section describes how to get
started with Mplus, how to read data from an external data file, and how to obtain descriptive
sample statistics. The fourth section explains how to fit exploratory factor analysis models for
continuous and categorical outcomes using Mplus. The fifth section of this document
demonstrates how you can use Mplus to test confirmatory factor analysis and structural equation
models. The sixth section presents examples of two advanced models available in Mplus:
multiple group analysis and multilevel SEM. By the end of the course you should be able to fit
EFA and CFA/SEM models using Mplus. You will also gain an appreciation for the types of
research questions well-suited to Mplus and some of its unique features.

1.2. Introduction to EFA, CFA, SEM and Mplus

Exploratory factor analysis (EFA) is a method of data reduction in which you may infer the
presence of latent factors that are responsible for shared variation in multiple measured or
observed variables. In EFA each observed variable in the analysis may be related to each latent
factor contained in the analysis. By contrast, confirmatory factor analysis (CFA) allows you to
stipulate which latent factor is related to any given observed variable. Structural equation
modeling (SEM) is a more general form of CFA in which latent factors may be regressed onto
each other. Mplus can fit EFA, CFA, and SEM models.

To effectively use and understand the course material, you should already know how to conduct
a multiple linear regression analysis and compute descriptive statistics such as frequency tables
using SAS, SPSS, or a similar general statistical software package. You should also understand
how to interpret the output from a multiple linear regression analysis. This document also
assumes that you are familiar with the statistical assumptions of EFA, CFA, and SEM, and you
are comfortable using syntax-based software programs such as SAS. If you do not have
experience with CFA or SEM, see our AMOS tutorial for more information about SEM. Finally,
you should understand basic Microsoft Windows navigation operations: opening files and
folders, saving your work, recalling previously saved work, etc.

1.3. Accessing Mplus

You may access Mplus by licensing a copy from Muthén & Muthén for your own personal
computer. There is also the free student version of Mplus available there. If your models of

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interest are small, the free demonstration version may be sufficient to meet your needs. For larger
models, you will need to purchase your own copy of Mplus.

1.4. Getting Help with Mplus

If you are a member of UT-Austin, you can schedule an appointment with a statistical consultant
or send e-mail to [email protected] . See stat.utexas.edu/consulting/ for more
details about consulting services, as well as answers to frequently asked questions about EFA,
CFA/SEM, Mplus, and other topics.
Non-UT and UT Mplus users will find the Muthén & MuthénWeb site to be a useful resource;
see the Mplus Discussion forum for frequently-asked questions and answers. You may also post
your own questions in this forum.

The Mplus User's Guide is available for check out from the PCL general circulation desk.
Alternatively, you may order a copy from the Muthén & Muthén Web site.

Section 2: Latent Variable Modeling Using Mplus

2.1. Overview of SEM Assumptions for Continuous Outcome Data

Before specifying and running a latent variable model, you should give some thought to the
assumptions underlying latent variable modeling with continuous outcome variables. Several of
these assumptions are:

 A theoretical basis for model specification

 A reasonable sample size

 Identified model equations

 Complete data or appropriate handling of incomplete data

 Continuously and normally distributed endogenous variables

These assumptions apply equally to all EFA and CFA/SEM software programs. The details of
these assumptions can be found in our AMOS tutorial, but they may be summarized as follows:
Recommendations for sample size vary depending upon the complexity of the specified model,
but typical figures range from 5 to 15 cases per estimated parameter with overall sample size
preferred to exceed N = 200 cases. Furthermore, any model you consider should have a
theoretical basis, and substantive inferences should be drawn based upon your ability to rule out
alternative explanations for findings, rather than on statistical considerations alone.

Like AMOS, Mplus features Full Information Maximum Likelihood (FIML) handling of missing

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data, an appropriate, modern method of missing data handling that enables Mplus to make use of
all available data points, even for cases with some missing responses. For more details on
missing data handling methods, including FIML, see General FAQ: Handling missing or
incomplete data and AMOS FAQ: Handling Missing Data using AMOS. One added missing data
handling feature that is unique to Mplus is its ability to generate model modification indices for
databases that are incomplete.

2.2. Categorical Outcomes and Categorical Latent Variables

Where Mplus diverges from most other SEM software packages is in its ability to fit latent
variable models to databases that contain ordinal or dichotomous outcome variables. Note that
Mplus will not yet fit models to databases with nominal outcome variables that contain more
than two levels. Nonetheless, the ability to fit models to variables that contain ordinal and
dichotomous categorical outcome variables is very useful. Furthermore, Mplus will fit latent
class analysis (LCA) models that contain categorical latent variables and fit mixture models that
generate expected classifications of observations based upon the characteristics of your specified
model.

2.3. Should you use Mplus?

Should you use Mplus to perform EFA, CFA, and SEM analyses on your data? In order to
facilitate rapid access to both simple and complex latent variable models, the Mplus developers
have built a streamlined set of data import and model specification commands. All Mplus
commands are specified using command syntax, though a syntax generator is under development
at the time of this writing. If you are not comfortable with reading data and specifying statistical
models using command syntax, Mplus may not be the optimal choice for you. On the other hand,
if you prefer to work with command syntax when you use statistical software programs or you do
not mind learning software syntax to perform data analysis, you will probably find it useful to
learn Mplus. This is particularly true when you consider some of the features unique to Mplus:

 The ability to build models with dichotomous and ordered categorical outcome variables

 The capacity to build models that contain categorical latent variables

 Optimal full information maximum likelihood (FIML) missing data handling for both
exploratory as well as CFA and SEM models

 Modification index output, even when you invoke FIML missing data handling

 The ability to fit multilevel or hierarchical CFA and SEM models

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Section 3: Using Mplus

3.1. Launching Mplus

If you are using a personal or demonstration copy of Mplus, locate the Mplus entry in the
Program Files subsection of the Microsoft Windows Start menu.. If you are using the STATS
Windows terminal server, locate the Mplus for Windows icon in the Citrix Program
Neighborhood and double-click on it to launch Mplus. You will then be prompted to enter your
Windows NT Services account name, your password, and the domain name, WNT. After you
have entered this information, click OK to launch Mplus. Once you have launched Mplus, you
will see the following window appear on your computer's desktop:

3.2. The Input and Output Windows

The window shown above is the input window. You write Mplus syntax in this window to read
the data to be analyzed and to specify your model of interest. You then save your Mplus syntax
and select Run Mplus from the Mplus menu to submit your syntax to the Mplus engine for
processing:

Mplus
Run Mplus

Note: If you are using Mplus on the STATS terminal server, do not save your work to the default
Mplus directory. Instead, save your work on one of the client disk drives or your allocated
WNTDISK server space. The server space is mounted as drive U and has the advantage of being

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available to you whenever you log in to the terminal server. There is, however, a nominal fee
associated with using this space for file storage. You may also save your files on a local disk
drive. Each local drive is preceded by a $ (e.g., $C:) in the list of available disk drives shown in
the Save As menu option in the File menu.

Once Mplus has finished processing your command syntax, it replaces the input window with the
output window. The output window first displays your Mplus syntax. Below the Mplus syntax
are the Mplus model results. If there is an error in your Mplus syntax or you want to modify your
Mplus syntax in any way (e.g., to fit a different model to the data), you must return to the
appropriate command file by selecting that file's name from the File menu's list of recently-
accessed files. That action returns the input window's contents to the screen and you can then
modify the previous commands, save the modified command file, and run Mplus once again to
obtain new output.

3.3. Reading Data and Outputting Sample Statistics

After you have launched Mplus, you may build a command file. There are nine Mplus
commands: TITLE, DATA (required), VARIABLE (required), DEFINE, SAVEDATA,
ANALYSIS, MODEL, OUTPUT, and MONTECARLO. The most commonly used Mplus
commands are described in this document. According to the Mplus User's Guide, "The Mplus
commands may come in any order. The DATA and VARIABLE commands are required for all
analyses. All commands must begin on a new line and must be followed by a colon. Semicolons
separate command options. There can be more than one option per line. The records in the input
setup must be no longer than 80 columns. They can contain upper and/or lower case letters and
tabs." (page 1).

A description of the Mplus defaults appears in Mplus FAQ: Mplus Defaults. You should review
these defaults carefully and be sure that you understand them fully prior to analyzing data with
Mplus.

The first Mplus syntax to appear in the command file is typically a TITLE command. The
TITLE command allows you to specify a title that Mplus will print on each page of the output
file.

Following the TITLE command is the DATA command. The DATA command specifies where
Mplus will locate the data, the format of the data, and the names of variables. At present, Mplus
will read the following file formats: tab-delimited text, space-delimited text, and comma-
delimited text. The input data file may contain records in free field format or fixed format. If you
are using data stored in another form (e.g., SAS, SPSS, or Excel), you will need to convert it to
one of the formats with which Mplus can work before you read it into Mplus. See our FAQs or
information on how to convert common statistical data file formats to plain, comma-delimited, or
tab-delimited text files.

The next command is the VARIABLE command. The VARIABLE command names the
columns of data that Mplus reads using the DATA command.

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Following the VARIABLE command is the ANALYSIS command. The ANALYSIS command
tells Mplus what type of analysis to perform. Many analysis options are available; a number of
these are shown in the examples that appear in this document.

Consider the following example database: In 1939 Karl Holzinger and Francis Swineford
administered 26 aptitude tests to 145 students in the Grant-White School. Of the 26 tests, six are
used here: visual perception, cubes, lozenges, paragraph comprehension, sentence completion,
and word meaning. An additional variable, gender, is included in the database, but not used in
this example. This database is available in SPSS format as one of the example datasets used by
the AMOS SEM software package. AMOS and its example program files and datasets are
available on the STATS terminal server; a free student version of AMOS containing this database
may be downloaded from the Smallwaters Corporation Web site. The SPSS file's name is
grant.sav. You can download this file in tab-delimited text format HERE. Then you can write the
following Mplus syntax to read the data from the file.
TITLE: Grant-White School: Summary Statistics

DATA: FILE IS U:\Projects\Documentation\Mplus\grant.dat ;

FORMAT IS free ;

VARIABLE:
NAMES ARE visperc
cubes
lozenges
paragrap
sentence
wordmean
gender ;

USEVARIABLES ARE visperc

cubes
lozenges
paragrap
sentence
wordmean ;

ANALYSIS: TYPE = basic ;

In this sample program, the DATA command uses the FILE subcommand to tell Mplus where to
locate the relevant data file. In this case, the file's location is
U:\Projects\Documentation\Mplus\grant.dat. The FORMAT subcommand uses the default free
option to let Mplus know that the data points appear in order in the data file with the data points
separated by commas, tabs, or spaces. Alternatively, you can use FORTRAN format statements
to read data when data are in fixed columns. FORTRAN-formatted input is recommended for

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large databases because it is more efficient than the default free data field input; see the Mplus
manual for a detailed description of how to specify FORTRAN input formats.
The next command shown is the VARIABLE command. The VARIABLE command uses the
NAMES subcommand to list the variables contained in the Grant-White database. While it is
possible to have more than one variable name on a row of the command file, this example lists
the variables with one variable per line because the appearance of the variable names in the
command file is easy to read. Because Mplus allows variable names to have a maximum width
of eight characters, the variable name "paragraph" is shortened to paragraph.

Following the NAMES subcommand is the USEVARIABLES subcommand.

USEVARIABLES enables you to specify a particular subset of variables to be used in the data
analysis. A similar subcommand, USEOBS, allows you to select subsets of cases to be used in a
particular analysis. For example, if you wanted to limit the analysis to female participants, you
could include the subcommand
USEOBS gender EQ 1 ;
where a gender value of 1 designated female cases in the database.

The ANALYSIS command specifies the TYPE of analysis to be performed by Mplus. In this
example the type is basic. The basic model type does not have Mplus fit any model to the sample
data; instead Mplus will compute sample statistics only. Using basic as the analysis type is useful
during the initial phase of building your command file because you can use the Mplus sample
statistics output to compare Mplus results to results you obtained using SAS, SPSS, Excel, or
other statistical software programs to verify that Mplus is reading your input data correctly.

It is worth noting that Mplus has many default settings that enable you to write compact syntax,
which results in brief command files. Once you understand the Mplus defaults fully, you may
take advantage of them to write shorter command files. For instance, the first example shown
above may be simplified:

TITLE: Grant-White School: Summary Statistics

DATA: FILE IS U:\Projects\Documentation\Mplus\grant.dat ;

VARIABLE:
NAMES ARE visperc
cubes
lozenges
paragrap
sentence
wordmean
gender ;

USEVARIABLES ARE visperc - wordmean ;

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ANALYSIS: TYPE = basic ;

The FORMAT is free statement has been omitted because the default format is free-field data
input. The USEVARIABLES statement also shows a handy Mplus feature, the variable list
option. The variable list option enables you to conveniently refer to a list of variables using a
dash to separate the first and last variables in the contiguous series of variables.

The output from the basic analysis appears below. Although Mplus initially returns a copy of the
input command file, that portion of the output has been omitted here in the interest of saving
space.

SUMMARY OF ANALYSIS
Mplus VERSION 1.04
PAGE 2
Holzinger and Swineford Grant-White School Summary Statistics

Number of groups 1
Number of observations 145

Number of y-variables 6
Number of x-variables 0
Number of continuous latent variables 0

Observed variables in the analysis

VISPERC CUBES LOZENGES PARAGRAP SENTENCE
WORDMEAN

Estimator ML
Maximum number of iterations 1000
Convergence criterion .500D-04

Input data file(s)

U:\Projects\Documentation\Mplus\grant.dat

Input data format FREE

RESULTS FOR BASIC ANALYSIS

SAMPLE STATISTICS

Means/Intercepts/Thresholds
1 2 3
4 5

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________ ________ ________ ________

________
1 29.579 24.800 15.966 9.952
18.848

Means/Intercepts/Thresholds
6
________
1 17.283

Covariances/Correlations/Residual Correlations
VISPERC CUBES LOZENGES PARAGRAP
SENTENCE
________ ________ ________ ________
________
VISPERC 47.801
CUBES 10.012 19.758
LOZENGES 25.798 15.417 69.172
PARAGRAP 7.973 3.421 9.207 11.393
SENTENCE 9.936 3.296 11.092 11.277
21.616
WORDMEAN 17.425 6.876 22.954 19.167
25.321

Covariances/Correlations/Residual Correlations
WORDMEAN
________
WORDMEAN 63.163

Mplus initially identifies the number of groups and observations in the analysis, followed by the
number of X (predictor) and Y (outcome) variables and the sample (input) covariances,
variances, and means. Once you have verified that these values are correct, you can turn your
attention to fitting your model(s) of interest. The next section continues with the same example
database, but describes how to perform an exploratory factor analysis of the continuous variables
in the Grant-White database using Mplus.

Section 4: Exploratory Factor Analysis

4.1. Exploratory Factor Analysis with Continuous Variables

Once you have read the data into Mplus and verified that the sample statistics show that the data
have been read correctly, you can perform exploratory factor analysis using Mplus by altering
the ANALYSIS command as follows:
ANALYSIS: TYPE = efa 1 2 ;

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ESTIMATOR = ml ;
This syntax instructs Mplus to perform an exploratory factor analysis of the Grant-White
database. Efa tells Mplus to perform an exploratory factor analysis. The 1 and 2 following the
efa specification tells Mplus to generate all possible factor solutions between and including 1 and
2. In this instance, one and two factor solutions will be produced by the analysis. Finally, the
ESTIMATOR = ml option has Mplus use the maximum likelihood estimator to perform the
factor analysis and compute a chi-square goodness of fit test that the number of hypothesized
factors is sufficient to account for the correlations among the six variables in the analysis. This
optional specification overrides the default unweighted least-square (uls) estimator.

If your data are not joint multivariate normally distributed, you may want to replace the ml with
either the mlm or mlmv estimators. One useful feature of Mplus is its ability to handle non-
normal input data. Recall that the default ml estimator assumes that the input data are distributed
joint multivariate normal. If you have reason to believe that this assumption has not been met
and your sample is reasonably large (e.g., N = 200), you may substitute mlm or mlmv in place of
ml on the ESTIMATOR = line. The mlm option provides a mean-adjusted chi-square model test
statistic whereas the mlmv option produces a mean and variance adjusted chi-square test of
model fit. SEM users who are familiar with Bentler's EQS software program should also note
that the mlm chi-square test and standard errors are equivalent to those produced by EQS in its
ML;ROBUST method.

You may also add the OUTPUT command following the ANALYSIS command. The OUTPUT
command is used to specify optional output. For this example the keyword sampstat tells Mplus
to include sample statistics as part of its printed output.

OUTPUT: sampstat ;

Mplus produces the sample correlations, eigenvalues, and the chi-square test of the one factor
model to the sample data. As you can see from the results, shown below, the chi-square test is
statistically significant, so the null hypothesis that a single factor fits the data is rejected; more
factors are required to obtain a non-significant chi-square. Since the chi-square test is sensitive to
sample size (such that large samples often return statistically significant chi-square values) and
non-normality in the input variables, Mplus also provides the Root Mean Square Error of
Approximation (RMSEA) statistic. The RMSEA is not as sensitive to large sample sizes.
According to Hu and Bentler (1999), RMSEA values below .06 indicate satisfactory model fit.
The RMSEA yielded a result of .162, which was consistent with the chi-square result in
suggesting that the one factor model does not fit the data adequately.

CONTINUOUS VARIABLE CORRELATION MATRIX

VISPERC CUBES LOZENGES PARAGRAP
SENTENCE
________ ________ ________ ________
________
VISPERC
CUBES .326
LOZENGES .449 .417
PARAGRAP .342 .228 .328

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SENTENCE .309 .159 .287 .719

WORDMEAN .317 .195 .347
.714 .685

Grant-White School: Exploratory Factor Analysis

EXPLORATORY ANALYSIS WITH 1 FACTOR(S) :

EIGENVALUES FOR SAMPLE CORRELATION MATRIX

1 2 3
4 5
________ ________ ________ ________
________
1 3.009 1.225 .656
.530 .311

EIGENVALUES FOR SAMPLE CORRELATION MATRIX

6
________
1 .270

EXPLORATORY ANALYSIS WITH 1 FACTOR(S) :

CHI-SQUARE VALUE 43.241
DEGREES OF FREEDOM 9
PROBABILITY VALUE .0000

RMSEA (ROOT MEAN SQUARE ERROR OF APPROXIMATION) :

ESTIMATE (90 PERCENT C.I.) IS .162 ( .115 .212)
PROBABILITY RMSEA LE .05 IS .000

Mplus next produces the estimated factor loadings and error variances. Notice that the visperc,
cubes, and lozenges factor loadings are low relative to the other factor loadings displayed below.

ESTIMATED FACTOR LOADINGS

1
________
VISPERC .415
CUBES .272
LOZENGES .415
PARAGRAP .865
SENTENCE .818
WORDMEAN .827

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ESTIMATED ERROR VARIANCES

VISPERC CUBES LOZENGES PARAGRAP
SENTENCE
________ ________ ________ ________
________
.828 .926 .828
.252 .330

________
1 .316

The estimated correlation matrix is the correlation matrix reproduced by Mplus under the
assumption that a single factor is sufficient to explain the sample correlations. From the model fit
results shown above, this is not the case, so it is not surprising that this implied or model-based
correlation matrix differs substantially from the sample correlation matrix reported above.

ESTIMATED CORRELATION MATRIX

VISPERC CUBES LOZENGES PARAGRAP
SENTENCE
________ ________ ________ ________
________
VISPERC 1.000
CUBES .113 1.000
LOZENGES .172 .113 1.000
PARAGRAP .359 .235 .359 1.000
SENTENCE .339 .223 .340
.708 1.000
WORDMEAN .343 .225 .343
.715 .677

WORDMEAN
________
WORDMEAN 1.000

The residuals matrix represents the difference between the sample correlation matrix and the
implied correlation matrix. As noted above, since the model did not fit the observed data
particularly well, there are some values in this matrix that are non-trivial in size. In particular, the
cubes-visperc, lozenges-visperc, and lozenges-cubes residual values are high relative to the other
values in the matrix.

RESIDUALS OBSERVED-EXPECTED
VISPERC CUBES LOZENGES PARAGRAP
SENTENCE
________ ________ ________ ________
________
VISPERC .000
CUBES .213 .000
LOZENGES .276 .304 .000

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PARAGRAP -.017 -.007 -.031 .000

SENTENCE -.030 -.063 -.053
.011 .000
WORDMEAN -.026 -.030 .004
.000 .009

RESIDUALS OBSERVED-EXPECTED
WORDMEAN
________
WORDMEAN .000

The Root Mean Square Residual (RMR) is another descriptive model fit statistic. According to
Hu and Bentler (1999), RMR values should be below .08 with lower values indicating better
model fit. The value of .1225 shown below for the one factor solution indicates unacceptably
poor model fit.

ROOT MEAN SQUARE RESIDUAL IS .1225

In short, the one factor solution was a poor fit to the data. In particular, the model did not account
well for the correlations among the visperc, cubes, and lozenges variables. What about the two
factor solution? Mplus reports the two factor solution following the single factor model. The chi-
square test of model fit is non-significant, indicating that the null hypothesis that the model fits
the data cannot be rejected (the model fits the data well). This finding is corroborated by the
RMSEA: Its estimate is zero; it's 90% confidence interval has an upper bound value of .055,
which is below the Hu and Bentler (1999) recommended cutoff value of .06. The RMSEA
estimate and its upper bound confidence interval value should both fall below .06 to ensure
satisfactory model fit.

EXPLORATORY ANALYSIS WITH 2 FACTOR(S) :

EXPLORATORY ANALYSIS WITH 2 FACTOR(S) :

CHI-SQUARE VALUE 1.079
DEGREES OF FREEDOM 4
PROBABILITY VALUE .8976

RMSEA (ROOT MEAN SQUARE ERROR OF APPROXIMATION) :

ESTIMATE (90 PERCENT C.I.) IS .000 ( .000 .055)
PROBABILITY RMSEA LE .05 IS .944

For exploratory factor analysis solutions with two or more factors, Mplus reports varimax
rotated loadings and promax rotated loadings.Varimax loadings assume the two factors are
uncorrelated whereas promax loadings allow the factors to be correlated. Directly below the
promax loadings is the factor intercorrelation matrix.

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In this example the two factors are correlated .480. With even a modest correlation among the
two factors, you should choose to interpret the promax rotated loadings. The loadings show that
the visperc, cubes, and lozenges variables load onto the first factor whereas the remaining
variables load onto the second factor.

VARIMAX ROTATED LOADINGS

1 2
________ ________
VISPERC .547 .250
CUBES .550 .092
LOZENGES .728 .196
PARAGRAP .241 .830
SENTENCE .174 .816
WORDMEAN .247 .788

PROMAX ROTATED LOADINGS

1 2
________ ________
VISPERC .540 .112
CUBES .585 -.063
LOZENGES .755 -.001
PARAGRAP .046 .841
SENTENCE -.025 .846
WORDMEAN .063 .794

PROMAX FACTOR CORRELATIONS

1 2
________ ________
1 1.000
2 .480 1.000

Mplus next reports estimated error variances for each observed variable, the estimated
correlation matrix, and the residual correlation matrix. Notice that unlike the preceding one
factor solution, this dual factor solution's estimated correlation matrix is very close in value to
the original sample correlation matrix. Accordingly, the residual correlation matrix has all values
close to zero and the RMR value of .0092 is well below the Hu and Bentler (1999) recommended
cutoff of .08.

ESTIMATED ERROR VARIANCES

VISPERC CUBES LOZENGES PARAGRAP
SENTENCE
________ ________ ________ ________
________
1 .638 .689 .431
.253 .304

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ESTIMATED ERROR VARIANCES

WORDMEAN
________
1 .318

ESTIMATED CORRELATION MATRIX

VISPERC CUBES LOZENGES PARAGRAP
SENTENCE
________ ________ ________ ________
________
VISPERC 1.000
CUBES .324 1.000
LOZENGES .448 .419 1.000
PARAGRAP .339 .209 .338 1.000
SENTENCE .299 .170 .286 .719
1.000
WORDMEAN .332 .208 .334
.714 .686

ESTIMATED CORRELATION MATRIX

WORDMEAN
________
WORDMEAN 1.000

RESIDUALS OBSERVED-EXPECTED
VISPERC CUBES LOZENGES PARAGRAP
SENTENCE
_______ ________ ________ ________
________
VISPERC .000
CUBES .002 .000
LOZENGES .001 -.002 .000
PARAGRAP .002 .019 -.010 .000
SENTENCE .010 -.011 .000
.000 .000
WORDMEAN -.015 -.013 .013
.001 -.001

RESIDUALS OBSERVED-EXPECTED
WORDMEAN
________
WORDMEAN .000

ROOT MEAN SQUARE RESIDUAL IS .0092

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This example assumes that the Grant-White database is complete. In other words, there are no
missing cases in the Grant-White database. What if some cases had missing values? Often
databases have cases with incomplete data. The next section describes a feature unique to Mplus:
exploratory factor analysis of a database with incomplete cases.

4.2. Exploratory Factor Analysis with Missing Data

Suppose you altered the Grant-White database so that cases with visperc scores that exceed 34
have missing cubes scores and that cases with wordmean scores of 10 or below have missing
sentence values. In this instance the missing cubes and sentence completion data are said to be
missing at random (MAR) because the patterns of missing data are explainable by the values of
other variables in the database, visual perception and word meaning. Ordinarily, if you do not
specify a missing data analysis in Mplus, Mplus performs listwise or casewise deletion of cases
with any missing data. That is, any case with one or more missing data points is omitted entirely
from analyses. However, for exploratory factor analysis, confirmatory factor analysis, and
structural equation modeling with continuous variables, Mplus features a missing data option
that outperforms the default listwise deletion method. The optional method that offers superior
performance is called full information maximum likelihood (FIML); details on FIML can be
found in General FAQ: Handling missing or incomplete Data and in AMOS FAQ: Handling
missing data using AMOS.

Regardless of whether you choose to use FIML or listwise data deletion to handle missing data,
if you have missing data in your input database, you must tell Mplus how the missing values for
each variable are represented in the database. You use the MISSING subcommand of the
VARIABLE command to accomplish this task. In this example, missing values for cubes and
sentence are represented by -9, so the MISSING subcommand reads:
MISSING ARE all (-9) ;
The all keyword tells Mplus that all variables in the analysis use -9 to represent missing values.
If your database contains blanks to represent missing values, you may use the specification
MISSING = blank ;
Similarly, you may use
MISSING ARE . ;
if your database contains period symbols to represent missing values. Other missing value
specifications are available; see the Mplus User's Guide for specifics.

If you insert the MISSING syntax into the previous exploratory factor analysis program and
specify that Mplus use the newly-created database that contains cases with missing values, grant-
missing.dat, Mplus will perform listwise deletion of the cases with incomplete data. The Mplus
command file follows:

TITLE: Grant-White School: EFA with Missing Data

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DATA: FILE IS U:\Projects\Documentation\Mplus\grant-missing.dat ;

VARIABLE:

NAMES ARE visperc

cubes
lozenges
paragrap
sentence
wordmean
gender ;

USEVARIABLES ARE visperc - wordmean ;

MISSING ARE all (-9) ;

ANALYSIS: TYPE = efa 1 2;

ESTIMATOR = ml ;

Selected output from the analysis appears below.

Grant-White School: Exploratory Factor Analysis with Missing Data

SUMMARY OF ANALYSIS

Number of groups 1
Number of observations 79

Number of y-variables 6
Number of x-variables 0
Number of continuous latent variables 0

Notice that Mplus considers the database to contain 79 usable cases rather than the original 145
cases.

EXPLORATORY ANALYSIS WITH 1 FACTOR(S) :

CHI-SQUARE VALUE 14.651
DEGREES OF FREEDOM 9
PROBABILITY VALUE .1009

RMSEA (ROOT MEAN SQUARE ERROR OF APPROXIMATION) :

ESTIMATE (90 PERCENT C.I.) IS .089 ( .000 .169)
PROBABILITY RMSEA LE .05 IS .199

The one factor solution also fits the database for the 79 usable cases. This finding stands in direct
contrast to the example in the previous section where all 145 cases had complete data and the
one factor model was rejected. Clearly the reduction of N from 145 to 79 has resulted in a

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substantial loss of statistical power to reject false hypotheses.

Fortunately, you can use Mplus's FIML missing data handling option to rectify the problem. Add
the keyword missing to the TYPE subcommand of the ANALYSIS command, like this:
ANALYSIS: TYPE = missing efa 1 2 ;
ESTIMATOR = ml ;
Run the analysis and consider the results, shown below.

Grant-White School: Exploratory Factor Analysis with Missing Data

SUMMARY OF ANALYSIS

Number of groups 1
Number of observations 145

Number of y-variables 6
Number of x-variables 0
Number of continuous latent variables 0

Mplus now uses all 145 cases in its computations.

SUMMARY OF DATA

Number of patterns 4

COVARIANCE COVERAGE OF DATA

Minimum covariance coverage value .100

PROPORTION OF DATA PRESENT

Covariance Coverage
VISPERC CUBES LOZENGES PARAGRAP
SENTENCE
________ ________ ________ ________
________
VISPERC 1.000
CUBES .697 .697
LOZENGES 1.000 .697 1.000
PARAGRAP 1.000 .697 1.000 1.000
SENTENCE .821 .545 .821
.821 .821
WORDMEAN 1.000 .697 1.000
1.000 .821

Mplus further recognizes that there are four distinct patterns of missing data contained in the

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database and it displays the amount of data used to generate each input covariance for the
analysis. From the missing data coverage matrix, you can see that the cubes-sentence covariance
has the lowest coverage with just under 55% of cases available to build the covariance. Mplus
requires a minimum coverage value of 10% per covariance, though you can override this default
if you wish.

EXPLORATORY ANALYSIS WITH 1 FACTOR(S) :

CHI-SQUARE VALUE 29.732
DEGREES OF FREEDOM 9
PROBABILITY VALUE .0005

RMSEA (ROOT MEAN SQUARE ERROR OF APPROXIMATION) :

ESTIMATE (90 PERCENT C.I.) IS .126 ( .078 .178)
PROBABILITY RMSEA LE .05 IS .007

Unlike the example that used listwise deletion of cases with missing data, the chi-square test of
model fit for the one factor solution rejects the one factor model. Using FIML missing data
handling, you conclude that one factor is not sufficient to explain the pattern of correlations
among the six input variables, just as you did in the first example from the preceding section
where Mplus used the complete database containing 145 cases. As with the complete dataset, the
two factor solution fits the data well using the FIML method with the incomplete dataset:

EXPLORATORY ANALYSIS WITH 2 FACTOR(S) :

CHI-SQUARE VALUE .578
DEGREES OF FREEDOM 4
PROBABILITY VALUE .9655

RMSEA (ROOT MEAN SQUARE ERROR OF APPROXIMATION) :

ESTIMATE (90 PERCENT C.I.) IS .000 ( .000 .000)
PROBABILITY RMSEA LE .05 IS .982

4.3. Exploratory Factor Analysis with Categorical Outcomes

So far, the examples shown here contained continuous outcomes. If you have observed outcome
variables that have ten or fewer categories, and the variables' responses are dichotomous or
ordered categories, you may elect to have Mplus treat these variables as categorical indicators.
This type of model is often sensible for analyzing Likert scale items because while the items
themselves typically are coarsely categorized on a 1 to 5 or 1 to 7 scale, the items often attempt
to measure an individual's standing on a continuous underlying unobserved variable.

For the purposes of illustration, suppose that you recode each variable into a replacement
variable where all six variables' values at the median or below are assigned a categorical value of
1.00 and all values above the median assigned a value of 2.00. Mplus recodes the lowest value to
zero with subsequent values increasing in units of 1.00. While the two underlying latent factors
remain continuous, the six categorical observed variables' response values are now ordered
dichotomous categories. To analyze the modified database using Mplus, you may use the syntax
that appeared in the initial exploratory factor analysis example, with the following modifications,

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and the new data file that contains the categorical variables, grantcat.dat, as shown below.
TITLE: Grant-White School: EFA with categorical outcomes

DATA: FILE IS U:\Projects\Documentation\Mplus\grantcat.dat ;

VARIABLE:

NAMES ARE viscat

cubescat
lozcat
paracat
sentcat
wordcat ;

USEVARIABLES ARE viscat - wordcat ;

CATEGORICAL ARE viscat - wordcat ;

ANALYSIS: TYPE = efa 1 2;

ESTIMATOR = wlsmv ;

OUTPUT: sampstat ;
First, you must change the names of the variables in the NAMES and USEVARIABLES
subcommands of the DATA command. Next, you tell Mplus which variables are categorical with
the CATEGORICAL subcommand of the DATA command, like this:

CATEGORICAL ARE vizcat ... wordcat ;

You should also change the ESTIMATOR option for the ANALYSIS command. The default is
unweighted least-squares (uls), which is fast and is useful for exploratory work, but a more
optimal choice for categorical outcomes, based on the work of Muthén, DuToit, and Spisic
(1997), is weighted least-squares with mean and variance adjustment, wlsmv.

ANALYSIS: TYPE = efa 1 2;

ESTIMATOR = wlsmv ;

Selected output from the analysis appears below. Notice that the categorical nature of the data
precludes computation of the descriptive model fit statistics such as the RMSEA, though Mplus
does produce the familiar chi-square test of overall model fit.

EXPLORATORY ANALYSIS WITH 2 FACTOR(S) :

CHI-SQUARE VALUE 2.823
DEGREES OF FREEDOM 4
PROBABILITY VALUE .5875

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The chi-square result for the two factor model is not significant, which indicates that two factors
are sufficient to explain the intercorrelations among the six observed variables. The varimax and
promax rotated factor loadings appear below. The pattern and values obtained from this analysis
are consistent with the results of the first exploratory factor analysis of the completely
continuous data discussed previously.

VARIMAX ROTATED LOADINGS

1 2
________ ________
VISCAT .571 .332
CUBESCAT .700 .117
LOZCAT .667 .244
PARACAT .473 .642
SENTCAT .235 .847
WORDCAT .206 .858

PROMAX ROTATED LOADINGS

1 2
________ ________
VISCAT .559 .159
CUBESCAT .777 -.137
LOZCAT .698 .022
PARACAT .347 .550
SENTCAT .005 .876
WORDCAT -.031 .899

PROMAX FACTOR CORRELATIONS

1 2
________ ________
1 1.000
2 .557 1.000

Although Mplus does not produce the RMSEA descriptive model fit statistic for categorical
outcomes, it does output the standardized root mean residual, RMR:

ROOT MEAN SQUARE RESIDUAL IS .0310

The value of .031 suggests an excellent fit of the two factor model to the observed data.

There are several notes worth keeping in mind when you perform exploratory factor analysis
with categorical outcome variables.
Although one or more of the observed variables may be categorical, any latent variables in the

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model are assumed to be continuous (this is a property of the exploratory factor analysis model;
confirmatory factor analysis models with categorical latent variables may be fit as mixture
models using Mplus; see the Mplus User's Guide for more information about mixture models).
FIML missing data handling is not available with the analysis of categorical outcomes.
The analysis specification and interpretation of the output is the same whether one, a subset, or
all observed variables are categorical.
Categorical observed variables may be dichotomous or ordered polytymous (i.e., ordered
categorical outcomes of more than two levels), but nominal level observed variables with more
than two categories may not be used in the analysis as outcome variables.
Sample size requirements are somewhat more stringent than for continuous variables; typically
you want a minimum of 200 cases (preferably more) to perform any analysis with categorical
outcome variables.
Keeping these considerations in mind, Mplus provides a convenient mechanism to perform an
exploratory factor analysis of dichotomous and ordered categorical responses. Since many
exploratory factor analyses are performed on Likert scale items that contain ordered categories,
Mplus is a useful tool for the exploration of the factor structure of these instruments.

Section 5: Confirmatory Factor Analysis and Structural Equation

Models

The examples in the preceding section demonstrate how you can use Mplus to fit exploratory
factor analysis models to the Grant-White database. What if you had an a priori hypothesis that
the visual perception, cubes, and lozenges variables belonged to a single factor whereas the
paragraph, sentence, and word meaning variables belonged to a second factor? The diagram
shown below illustrates the model visually.

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You can test this hypothesized factor structure using confirmatory factor analysis, as shown in
the next section.

5.1. Confirmatory Factor Analysis with Continuous Variables

To set up a confirmatory factor analysis, return to the first exploratory factor analysis example of
Section 4. You may use the same Mplus syntax as that appearing in example 1 of Section 4, with
the following modifications to the ending section of the command file:

ANALYSIS: TYPE = general ;

MODEL:
visual BY visperc@1 cubes lozenges ;
verbal BY paragrap@1 sentence wordmean ;
visual WITH verbal ;

OUTPUT: standardized sampstat ;

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The general analysis type tells Mplus that you are fitting a general structural equation model
rather than specific model such as an exploratory factor analysis. The model is general in the
sense that you must define what parameters are estimated; all other parameters are assumed to be
fixed. In the exploratory factor analysis context, Mplus already knows the specifics of that
model, so specifying the model is handled automatically by Mplus. By contrast, in the
confirmatory factor analysis and structural equation modeling context each hypothesized model
is unique, so you must tell Mplus how the model is constructed. The MODEL command allows
you to specify the parameters of your model.

The first line of the MODEL command shown above defines a latent factor called visual. The
BY keyword (an abbreviation for "measured by") is used to define the latent variables; the latent
variable name appears on the left-hand side of the BY keyword whereas the measured variables
appear on the right-hand side of the BY keyword. It has three observed indicator variables:
visperc, cubes, and lozenges. Similarly, in the second line of the MODEL command a latent
factor called verbal has three indicators: paragrap, sentence, and wordmean. The third line of
MODEL command uses the WITH keyword to correlate the visual latent factor with the verbal
latent factor (note: this model is the same as AMOS Example 20-2r).

The visperc and paragrap variables are each followed by @1. The @ sign tells Mplus to fix the
factor loading (regression weight) of the visual-visperc relationship to the value that follows the
@, 1.00. Similarly, the verbal-paragrap relationship is also fixed to 1.00. The reason you fix
these two parameters is to provide a scale for the visual and verbal latent variables' variances. If
you ever need to supply starting values for a particular parameter in Mplus, you can specify its
number after an asterisk, like this: sentence*.5. Omitting the asterisks when you do not specify
starting values is the default. Note that each variable is separated from the other variables in the
analysis by at least one space.

Finally, the OUTPUT command contains an added keyword, standardized. This option instructs
Mplus to output standardized parameter estimate values in addition to the default unstandardized
values. Selected output from the analysis appears below.

Grant-White School: Confirmatory Factor Analysis

SUMMARY OF ANALYSIS

Number of groups 1
Number of observations 145

Number of y-variables 6
Number of x-variables 0
Number of continuous latent variables 2

Observed variables in the analysis

VISPERC CUBES LOZENGES PARAGRAP SENTENCE
WORDMEAN

Continuous latent variables in the analysis

VISUAL VERBAL

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The summary of analysis information tells you that there are six continuous observed variables in
the analysis and two latent factors, visual and verbal. Mplus then displays the input covariance
matrix generated from the six observed variables:

SAMPLE STATISTICS

Covariances/Correlations/Residual Correlations
VISPERC CUBES LOZENGES PARAGRAP
SENTENCE
________ ________ ________ ________
________
VISPERC 47.801
CUBES 10.012 19.758
LOZENGES 25.798 15.417 69.172
PARAGRAP 7.973 3.421 9.207 11.393
SENTENCE 9.936 3.296 11.092 11.277
21.616
WORDMEAN 17.425 6.876 22.954 19.167
25.321

Covariances/Correlations/Residual Correlations
WORDMEAN
________
WORDMEAN 63.163

Mplus next reports the results of fitting the hypothesized model to the sample data.

THE MODEL ESTIMATION TERMINATED NORMALLY

TESTS OF MODEL FIT

Chi-Square Test of Model Fit

Value 3.663
Degrees of Freedom 8
P-Value .8861

Loglikelihood

H0 Value -2575.128
H1 Value -2573.297

Information Criteria

Number of Free Parameters 13

Akaike (AIC) 5176.256
Bayesian (BIC) 5214.954

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Sample-Size Adjusted BIC 5173.817

(n* = (n + 2) / 24)

RMSEA (Root Mean Square Error Of Approximation)

Estimate .000
90 Percent C.I. .000 .046
Probability RMSEA <= .05 .957

As was the case for the exploratory factor analysis of these data, Mplus reports the chi-square
goodness-of-fit test and the RMSEA descriptive model fit statistic. The chi-square test of model
fit is not significant and the RMSEA value is well below the value of .06 recommended by Hu
and Bentler (1999) as an upper boundary, so you can conclude that the proposed model fits the
data well. Mplus also reports the Akaike Information Criterion (AIC) and the Bayesian
Information Criterion (BIC). These are descriptive indexes of model fit that you can use to
compare the goodness of model fit of two or more competing models. Smaller values indicate
better model fit.

Mplus also outputs the unstandardized coefficients (Estimates in the output), the standard errors
(abbreviated S.E. in the output), the estimates divided by their respective standard errors
(Est./S.E.), and two standardized coefficients for each estimated parameter in the model (Std and
StdYX). The estimate divided by the standard error tests the null hypothesis that the parameter
estimate is zero in the population from which you drew your sample. An unstandardized estimate
divided by its standard error may be evaluated as a Z statistic, so values that exceed +1.96 or fall
below -1.96 are significant below p = .05.

MODEL RESULTS

Estimates S.E. Est./S.E. Std StdYX

VISUAL BY
VISPERC 1.000 .000 .000 4.358 .632
CUBES .542 .116 4.658 2.360 .533
LOZENGES 1.392 .272 5.112 6.064 .732

VERBAL BY
PARAGRAP 1.000 .000 .000 2.920 .868
SENTENCE 1.309 .115 11.352 3.821 .825
WORDMEAN 2.247 .197 11.402 6.560 .828

VISUAL WITH
VERBAL 6.784 1.720 3.943 .533 .533

In this example, each of the estimated parameters has an estimate to standard error ratio greater
than +1.96, so each factor loading is statistically significant, as well as the correlation between
the visual and verbal latent factors (Z = 3.943). The variance components of the two factors,
shown in the output appearing below, are also statistically significant, indicating that the amount
of variance accounted for by each factor is significantly different from zero.

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Each unstandardized estimate represents the amount of change in the outcome variable as a
function of a single unit change in the variable causing it. In this example, you assume that the
latent variables, in addition to some measurement error (shown below), are responsible for the
scores on the six observed variables. For instance, for each single unit change in the verbal latent
factor, sentence scores increase by 1.309 units.

Different measures often have different scales, so you will often find it useful to examine the
standardized coefficients when you want to compare the relative strength of associations across
observed variables that are measured on different scales. Mplus provides two standardized
coefficients. The first, labeled Std on the output, standardizes using the latent variables' variances
whereas the second type of standardized coefficient, StdYX, standardizes based on latent and
observed variables' variances. This standardized coefficient represents the amount of change in
an outcome variable per standard deviation unit of a predictor variable. In this output, you can
see clearly that the standardized coefficients of paragrap, sentence, and wordmean are larger
than those of visperc, cubes, and lozenges. This finding suggests that the verbal latent factor does
a better job at explaining the shared variance among paragrap, sentence, and wordmean than
does the visual latent factor for its three indicator variables, visperc, cubes, and lozenges.

This assertion is corroborated by the residual variances output by Mplus. The standardized
coefficients for the first three indicators are larger than those for the remaining three indicators.

Residual Variances
Grant-White School: Confirmatory Factor Analysis

Estimates S.E. Est./S.E. Std StdYX

VISPERC 28.485 4.739 6.011 28.485 .600

CUBES 14.050 1.978 7.105 14.050 .716
LOZENGES 31.933 7.269 4.393 31.933 .465
PARAGRAP 2.791 .584 4.775 2.791 .247
SENTENCE 6.869 1.164 5.900 6.869 .320
WORDMEAN 19.695 3.385 5.819 19.695 .314

Variances
VISUAL 18.989 5.582 3.402 1.000 1.000
VERBAL 8.525 1.376 6.196 1.000 1.000

R-SQUARE

Observed
Variable R-Square

VISPERC .400
CUBES .284
LOZENGES .535
PARAGRAP .753
SENTENCE .680
WORDMEAN .686

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Finally, the r-square output illustrates that only modest amounts of variance are accounted for in
the first three indicators whereas much larger amounts of variance are accounted for in the final
three indicators. As is the case with exploratory factor analysis of continuous outcome variables,
you may want to use the mlm or mlmv estimators in lieu of the default ml estimator if your input
data are not distributed joint multivariate normal by using the ESTIMATOR = option on the
ANALYSIS command. The mlm option provides a mean-adjusted chi-square model test statistic
whereas the mlmv option produces a mean and variance adjusted chi-square test of model fit;
both options also induce Mplus to produce robust standard errors displayed in the model results
table that are used to compute Z tests of significance for individual parameter estimates. An
added advantage of the mlm option is that its chi-square test and standard errors are equivalent to
those produced by EQS in its ML;ROBUST method. Muthén and Muthén have placed formulas
on their Web site that allow you to use mlm-produced chi-square values in nested model
comparisons.

5.2. Handling Missing Data

It is often the case that you have missing data in the context of confirmatory factor analysis and
structural equation modeling. Using Mplus, you can employ the optimal Full Information
Maximum Likelihood (FIML) approach to handling missing data that was described above in the
section Exploratory Factor Analysis with Missing Data in Section 4. Consider once again the
same modified database, grant-missing.dat, containing incomplete cases that was used in the
earlier exploratory factor analysis with missing data. As in the previous example, define the
missing value code to be -9 for all variables using the MISSING subcommand in the
VARIABLE command, copy the MODEL syntax from the previous confirmatory factor
analysis example into the Mplus input window, and then modify the ANALYSIS command so
that it reads as follows:

ANALYSIS:
TYPE = general missing h1 ;

The missing keyword alerts Mplus to activate the FIML missing data handling feature. The
additional h1 keyword tells Mplus to output the chi-square goodness-of-fit test in addition to the
typical summary statistics, missing data pattern information, parameter estimates, and standard
errors obtained in an analysis. Mplus requires that you specify the h1 keyword because large
models with many missing data patterns can take a long time to converge. If this describes your
situation, you may want to omit the h1 option on the TYPE = line to verify that you have
specified your model correctly before invoking the h1 option to produce the chi-square test of
model fit. If you elect to remove the h1 option from the ANALYSIS TYPE = command, be sure
to omit the sampstat option from the OUTPUT line, as well. If sampstat is included on the
OUTPUT line, Mplus automatically assumes the h1ANALYSIS option and computes the chi-
square test of model fit, even if h1 is not included on the ANALYSIS TYPE = line.

The command syntax for the missing data model is thus:

TITLE: Grant-White School: CFA with missing data

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DATA: FILE IS U:\Projects\Documentation\Mplus\grant-missing.dat ;

VARIABLE:

NAMES ARE visperc

cubes
lozenges
paragrap
sentence
wordmean
gender ;

USEVARIABLES ARE visperc - wordmean ;

MISSING ARE all (-9) ;

ANALYSIS: TYPE = general missing h1 ;

MODEL:
visual BY visperc@1 cubes lozenges ;
verbal BY paragrap@1 sentence wordmean ;
visual WITH verbal ;

OUTPUT: standardized sampstat ;

The chi-square test of model fit for the confirmatory factor analysis with missing data shows that
the hypothesized model fit the data well:

TESTS OF MODEL FIT

Chi-Square Test of Model Fit

Value 2.777
Degrees of Freedom 8
P-Value .9476

Loglikelihood

H0 Value -2376.312
H1 Value -2374.923

Information Criteria

Number of Free Parameters 19

Akaike (AIC) 4790.623
Bayesian (BIC) 4847.181
Sample-Size Adjusted BIC 4787.058

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(n* = (n + 2) / 24)

RMSEA (Root Mean Square Error Of Approximation)

Estimate .000
90 Percent C.I. .000 .011
Probability RMSEA <= .05 .982

The Mplus parameter estimates, standard errors, and standardized parameter estimates are
similar to those found in the preceding confirmatory factor analysis example. The only
substantial difference is the inclusion of an additional section that contains means and intercepts
for the latent factors and observed variables. These means and intercepts are required to be
estimated by the FIML missing data handling procedure, but are otherwise not a part of the tested
model.

MODEL RESULTS

Estimates S.E. Est./S.E. Std StdYX

VISUAL BY
VISPERC 1.000 .000 .000 4.377 .635
CUBES .469 .127 3.679 2.051 .473
LOZENGES 1.373 .294 4.673 6.010 .725

VERBAL BY
PARAGRAP 1.000 .000 .000 2.914 .866
SENTENCE 1.187 .114 10.376 3.460 .821
WORDMEAN 2.247 .206 10.888 6.547 .827

VISUAL WITH
VERBAL 7.014 1.800 3.896 .550 .550

Residual Variances
VISPERC 28.354 5.037 5.629 28.354 .597
CUBES 14.589 2.340 6.234 14.589 .776
LOZENGES 32.642 7.938 4.112 32.642 .475
PARAGRAP 2.824 .627 4.507 2.824 .250
SENTENCE 5.781 1.070 5.401 5.781 .326
WORDMEAN 19.872 3.578 5.554 19.872 .317

Variances
VISUAL 19.158 5.859 3.270 1.000 1.000
VERBAL 8.493 1.393 6.099 1.000 1.000

Intercepts
VISPERC 29.579 .572 51.673 29.579 4.291
CUBES 24.616 .421 58.431 24.616 5.678
LOZENGES 15.965 .689 23.184 15.965 1.925
PARAGRAP 9.952 .279 35.620 9.952 2.958
SENTENCE 19.054 .366 52.057 19.054 4.522
WORDMEAN 17.283 .658 26.274 17.283 2.182

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Finally, Mplus produces the r-square values for the observed variables. Once again, these are
similar to those obtained from the original database with complete cases.

R-SQUARE

Observed
Variable R-Square

VISPERC .403
CUBES .224
LOZENGES .525
PARAGRAP .750
SENTENCE .674
WORDMEAN .683

If you elect to use Mplus's FIML approach to handling missing data, be aware that the only
available estimator is the maximum likelihood option, ml. If you suspect that your data are non-
normally distributed, remember that the chi-square test of model fit may be affected by the non-
normality problem. Depending on the severity of the non-normality problem and the amount of
missing data you have, you may want to explore other ways of handling the missing data
problem prior to performing analyses using Mplus; see General FAQ: Handling missing or
incomplete data or schedule an appointment with a consultant for details on these alternative
methods of handling missing data.

5.3. Confirmatory Factor Analysis with Categorical Outcomes

Confirmatory factor analysis with dichotomous and polytomous categorical outcomes, or

confirmatory factor analysis with mixed categorical and continuous outcomes is also possible
using Mplus. Recall the grantcat.dat database used in the example Exploratory Factor Analysis
with Categorical Outcomes in Section 4. Using the same database that replaces the six
continuous observed variables with dichotomous variables, you can use the confirmatory factor
analysis syntax from the example Confirmatory Factor Analysis With Continuous Variables with
the following modifications.

First, add the CATEGORICAL ARE vizcat ... wordcat ; statement to the DATA command.
Mplus will now treat the six observed variables as categorical in the analysis. The entire
command syntax is shown here.

TITLE: Grant-White School: CFA with categorical outcomes

DATA: FILE IS U:\Projects\Documentation\Mplus\grantcat.dat ;

VARIABLE:

NAMES ARE viscat

cubescat

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lozcat
paracat
sentcat
wordcat ;

USEVARIABLES ARE viscat - wordcat ;

CATEGORICAL ARE viscat - wordcat ;

ANALYSIS: TYPE = general ;

MODEL:
visual BY viscat@1 cubescat lozcat ;
verbal BY paracat@1 sentcat wordcat ;
visual WITH verbal ;

OUTPUT: sampstat standardized ;

Selected results from the analysis appear below.

Chi-Square Test of Model Fit

Value 7.463*
Degrees of Freedom 6**
P-Value .2800

* The chi-square value for MLM, MLMV, WLSM and WLSMV cannot be used
for
chi-square difference tests.

** The degrees of freedom for MLMV and WLSMV are estimated according
to
formula 109 (page 281) in the Mplus User's Guide.

The chi-square test of model fit is once again non-significant, suggesting that the specified model
fits the data adequately. The default estimator for models that contain categorical outcomes is the
mean and variance-adjusted weighted least-squares method, wlsmv. Optional estimators you may
choose are weighted least-squares (wls) and mean-adjusted weighted least-squares (wlsm). As is
the case in the exploratory factor analysis of categorical data example, there are no descriptive
model fit statistics produced by Mplus when it analyzes categorical outcomes. Mplus also
produces a note alerting you not to use the MLMV, WLSM, and WLSMV chi-square values in
nested model comparisons (the warning about the MLM chi-square is not relevant as long as you
use the formulas shown on the Mplus Web site for nested model MLM chi-square comparisons
when you use the MLM estimator in the analysis of continuous outcomes). You should not use
the MLM estimator for the analysis of intrinsically categorical outcome variables.

Mplus then outputs the model results:

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MODEL RESULTS

Estimates S.E. Est./S.E. Std StdYX

VISUAL BY
VISCAT 1.000 .000 .000 .729 .729
CUBESCAT .831 .212 3.922 .606 .606
LOZCAT .975 .230 4.248 .710 .710

VERBAL BY
PARACAT 1.000 .000 .000 .814 .814
SENTCAT 1.058 .134 7.920 .861 .861
WORDCAT 1.038 .127 8.154 .844 .844

VISUAL WITH
VERBAL .397 .087 4.592 .670 .670

Variances
VISUAL .531 .162 3.273 1.000 1.000
VERBAL .662 .117 5.661 1.000 1.000

Thresholds
VISCAT$1 .095 .104 .913 .095 .095
CUBESCAT$1 .271 .105 2.571 .271 .271
LOZCAT$1 -.043 .104 -.415 -.043 -.043
PARACAT$1 .009 .104 .083 .009 .009
SENTCAT$1 .183 .105 1.743 .183 .183
WORDCAT$1 .043 .104 .415 .043 .043

This output is similar to that of a confirmatory factor analysis with continuous outcomes, with
one notable exception: Mplus now produces threshold information for each categorical variable.
A threshold is the expected value of the latent variable or factor at which an individual transitions
from a value of 0 to a value of 1.00 on the categorical outcome variable when the continuous
underlying latent variable's score is zero. There are only two categorical values for each outcome
variable, so there is only one threshold per variable. For any categorical outcome variable with K
levels, Mplus will output K-1 threshold values. For example, a five-point Likert scale item would
contain four threshold values. The first threshold would represent the expected value at which an
individual would be most likely to transition from a value of 0 to a value of 1.00 on the Likert
outcome variable. The second threshold would represent the expected value at which an
individual would be most likely to transition from a value of 1.00 to a value of 2.00 on the
outcome variable, and so on through the fourth threshold, which represents the expected value at
which an individual would transition from 3.00 to 4.00 on the outcome variable.

Finally, Mplus produces the r-square table output. The r-square values are computed for the
continuous latent variables underlying the categorical outcome variables rather than the actual
outcome variables as is the case in analyses that contain continuous outcome variables. Note that

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the r-square values for the categorical outcomes cannot be interpreted as the proportion of
variance explained as is the case in the analysis of continuous outcomes. Therefore, examining
the sign and significance of the estimated coefficients shown in the model results table above is
generally more informative than interpreting r-square values.

R-SQUARE

Observed Residual
Variable Variance R-Square

VISCAT .469 .531

CUBESCAT .633 .367
LOZCAT .495 .505
PARACAT .338 .662
SENTCAT .259 .741
WORDCAT .287 .713

The r-square table's residual variance output is, however, useful for computing expected
probabilities. You can use threshold and coefficient information shown above with the residual
variance information from the r-square table to compute the expected probability of case having
a value of 0 or 1.00. Consider the following formula for computing the conditional probability of
a Y = 0 response given the factor eta.:

P(Y_ij = 0|eta_ij) = F[(tau_j - lambda_j*eta_i )*(1/square root of theta_jj)]

where:
eta is the factor's value
F is the cumulative normal distribution function
tau is the measured item's threshold
lambda is the item's factor loading
theta is the residual variance of the measured item

Suppose you want to obtain the estimated probability for sentcat = 0 at eta = 0. Using the
formula, shown above, you can compute this value:

P(Y_ij|eta_ij) = F[(.183 - 0)*(1/square root of .259)]

= F[.183*1.9649437]
= F[.3595847]

You can look up the value of .3595847 in a Z table in a statistics textbook, or you can supply the
computed value of .3595847 to the PROBNORM function in SAS to obtain the correct
probability value. The PROBNORM function returns the value from a cumulative normal
distribution for the inputted value. A simple SAS program such as the one shown below enables
you to obtain the final expected probability value of .64.

DATA one ;

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p = PROBNORM(.3595847) ;
RUN ;

PROC PRINT DATA = one ;

RUN ;

You may substitute other values of eta and lambda to obtain different expected probability
values. In general, the same cautions and limitations that were discussed above in the section
Exploratory Factor Analysis with Categorical Variables section also apply to the analysis of
categorical outcomes in the confirmatory factor analysis and structural equation modeling
contexts. In addition, the following point is worth considering:
Do not list independent (exogenous) categorical variables in the CATEGORICAL statement.
Instead, create dummy variables (i.e., variables with values of 0 and 1 representing group
membership status) and include them in the model as predictors, or create a multiple group
analysis based upon category membership as described in the Multiple Group Analysis section of
this document.

5.4. Structural Equation Modeling with Continuous Outcomes

In addition to exploratory and confirmatory factor analysis, you may use Mplus to fit structural
equation models that feature causal relationships among latent variables. A ubiquitous example
of a structural equation model is that of the impact of socioeconomic status (SES) on alienation
in 1967 and 1971. A study conducted by Wheaton, Muthén, Alwin, and Summers (1977) fit
several structural equation models to a database of 932 research participants. The database
contained the following observed, continuous variables:

Educ - Education level

SEI - Socioeconomic index
Anomia67 - Anomie in 1967
Anomia71 - Anomie in 1971
Powles67 - Powerlessness in 1967
Powles71 - Powerlessness in 1971

One of the fitted structural equation models features a latent factor, SES, that influences Educ
and SEI scores. The SES latent variable in turn influences two additional latent variables: Alien67
and Alien71. Alien67 represents self-perceived alienation in 1967 and it influences responses on
the anomie and powerlessness variables measured in 1967. Similarly, Alien71 represents self-
perceived alienation in 1971 and it influences responses on the anomie and powerlessness
variables measured in 1971. SES influences both Alien67 and Alien71 and Alien67 also
influences Alien71. A figure of this model appears below, as well as on page 31 of our AMOS
tutorial.

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The dataset, wheaton-generated.dat, used in the AMOS tutorial example, is also used here in the
analysis that follows:

TITLE: Wheaton et al. Example 1: Full SEM

DATA:
FILE IS U:\Projects\Documentation\Mplus\wheaton-generated.dat ;

VARIABLE:

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NAMES ARE educ

sei
anomia67
powles67
anomia71
powles71 ;

USEVARIABLES ARE educ - powles71 ;

ANALYSIS: TYPE = general ;

MODEL: ses BY educ@1 sei ;

alien67 BY anomia67@1 powles67 ;
alien71 BY anomia71@1 powles71 ;

alien67 ON ses ;
alien71 ON ses alien67 ;

OUTPUT: standardized sampstat ;

The syntax for this analysis is similar to that of the confirmatory factor analysis example shown
in section 5.1 above. The only noteworthy difference is the use of the ON keyword in the
MODEL command to specify the regression relationships among the latent variables; the WITH
keyword is used to specify correlations or covariances among variables. In this example, the
alien67 latent variable is regressed on the SES latent variable. Similarly, the alien71 latent
variable is regressed on both the SES and alien67 latent variables. The model fit statistics appear
below:

TESTS OF MODEL FIT

Chi-Square Test of Model Fit

Value 76.184
Degrees of Freedom 6
P-Value .0000

...output deleted...

RMSEA (Root Mean Square Error Of Approximation)

Estimate .112
90 Percent C.I. .090 .135
Probability RMSEA <= .05 .000

The statistically significant chi-square test of absolute model fit coupled with the poor RMSEA
fit statistic value suggest that this model may need some modification before it fits the data well.

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The model fit and r-square tables appear below.

MODEL RESULTS

Estimates S.E. Est./S.E. Std StdYX

SES BY
EDUC 1.000 .000 .000 2.420 .784
SEI .592 .043 13.694 1.433 .683

ALIEN67 BY
ANOMIA67 1.000 .000 .000 2.929 .816
POWLES67 .823 .038 21.734 2.409 .793

ALIEN71 BY
ANOMIA71 1.000 .000 .000 2.989 .843
POWLES71 .825 .039 21.305 2.465 .778

ALIEN67 ON
SES -.759 .062 -12.235 -.627 -.627

ALIEN71 ON
SES -.172 .064 -2.689 -.139 -.139
ALIEN67 .710 .056 12.609 .696 .696

Residual Variances
EDUC 3.677 .416 8.839 3.677 .386
SEI 2.345 .172 13.651 2.345 .533
ANOMIA67 4.301 .364 11.807 4.301 .334
POWLES67 3.422 .260 13.150 3.422 .371
ANOMIA71 3.637 .369 9.849 3.637 .289
POWLES71 3.951 .289 13.681 3.951 .394
ALIEN67 5.201 .495 10.516 .606 .606
ALIEN71 3.352 .382 8.781 .375 .375

Variances
SES 5.854 .557 10.515 1.000 1.000

R-SQUARE

Observed
Variable R-Square

EDUC .614
SEI .467
ANOMIA67 .666
POWLES67 .629
ANOMIA71 .711
POWLES71 .606

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Latent
Variable R-Square

ALIEN67 .394
ALIEN71 .625

There are several noteworthy features of these tables. First, the model results table contains
residual variance estimates for the alien67 and alien71 latent variables. These variables are
predicted by the SES latent variable, so it makes sense that the residual or unexplained variance
is due to factors other than SES in the model. Because SES is not predicted by any other
variables, its variance is estimated independently and is shown in the Variances section of the
model results table. The path coefficients from SES to alien67, from SES to alien71, and from
alien67 to alien71 and their associated standard errors, tests of significance, and standardized
coefficients also appear in the same table.

The r-square table contains r-square values for each of the predicted latent variables, alien67 and
alien71, as well as the observed variables. Taken as a whole, these results suggest that the model
is capturing the observed variables' variances fairly well, though the prediction of alienation in
1967 is somewhat weak as is the variance accounted for in the SEI variable. The model may be
modified, however. When all variables are continuous, Mplus can print modification indices that
can provide an empirical basis to aid your decision to free additional paths, means, intercepts, or
variance components to be estimated in your model. A modification index provides the expected
drop in model fit chi-square if a parameter that is currently not free is in fact allowed to be
estimated. As always, theory should be your first guide in the decision to modify your model. To
request modification indices, add the following keywords to the OUTPUT line:

modindices (4)

The number shown in the parentheses is the amount of chi-square reduction necessary for Mplus
to print any given modification index. The critical chi-square statistic is 3.84 for 1 degree of
freedom at p = .05, so this example sets the cutoff to print modification indices at 4.00. If you do
not specify a cutoff value, Mplus supplies 10.00 as the default value. The modification indices
from this model appear below.

MODEL MODIFICATION INDICES

Minimum M.I. value for printing the modification index 4.000

M.I. E.P.C. Std E.P.C. StdYX E.P.C.

WITH Statements

POWLES67 WITH EDUC 8.381 -.574 -.574 -.061

ANOMIA71 WITH EDUC 5.626 .533 .533 .049
ANOMIA71 WITH ANOMIA67 62.098 2.091 2.091 .164
ANOMIA71 WITH POWLES67 48.629 -1.546 -1.546 -.144
POWLES71 WITH ANOMIA67 54.470 -1.693 -1.693 -.149
POWLES71 WITH POWLES67 41.262 1.233 1.233 .128

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In addition to the raw modification index value (M.I.), Mplus also prints the understandardized
expected parameter change (E.P.C.) and standardized versions of the expected parameter change.

You can draw several immediate conclusions about the model from this table. First, the largest
raw modification indicies are associated with correlating the residuals of the anomie and
powerlessness variables, indicating that freeing these parameters to be estimated will result in the
largest improvement in model fit. Second, the StdYX expected parameter change values are
comparable with each other because they are standardized coefficients. The largest of these is the
correlation of anomia67 with anomia71 (.164). The next largest value is the correlation of
anomia67 with powles71 (-.149). However, you must ask yourself, "Is this modification
theoretically sensible and meaningful?" about any modification you plan to undertake. You can
make a case for correlating anomia67 and anomia71, and powles67 and powles71, because these
measures are identical instruments measured on the same people at two different time points. It is
conceivable that some method or instrument variance is shared across time on the same
measurement instruments, but not across two distinct measurement instruments.

With this information, suppose you change the MODEL command to add two residual
covariances via the WITH statement: anomia67 with anomie71, and powles67 and powles71.
The Mplus syntax for the MODEL command appears below.

MODEL: ses BY educ@1 sei ;

alien67 BY anomia67@1 powles67 ;
alien71 BY anomia71@1 powles71 ;

alien67 ON ses ;
alien71 ON ses alien67 ;

anomia67 WITH anomia71 ;

powles67 WITH powles71 ;

Consider the result of this modification on the model fit statistics.

TESTS OF MODEL FIT

Chi-Square Test of Model Fit

Value 7.826
Degrees of Freedom 4
P-Value .0978

...output deleted...

RMSEA (Root Mean Square Error Of Approximation)

Estimate .032
90 Percent C.I. .000 .065
Probability RMSEA <= .05 .782

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The chi-square test of overall model fit is not significant and the RMSEA value is well below the
recommended .06 cutoff that indicates good model fit, so you conclude that your modified model
fits the data well (the value of .065 for the upper bound of the 90 percent confidence interval for
the RMSEA suggests that the model could be improved even more if you wished to pursue
further model modifications). If you use them properly, model modification indices are a
powerful tool in your analytic toolbox. The following points about model modification indices
are worth considering:
Model modification should always be informed by theory.
The more modifications you perform on any given model, the more likely the results are to be
sample specific (i.e., results won't generalize to new samples).
Mplus model modification indices are available when you use full information maximum
likelihood (FIML) to handle missing data.
Mplus model modification indices are not available for models that contain categorical outcome
variables. Instead, request tech2 on the OUTPUT to obtain unstandardized first order derivatives
that may be used as approximate guides for modification of models containing categorical
outcomes.

Section 6: Advanced Models

Although Mplus can fit many standard models and it contains some useful features lacking in
other SEM programs at the time of this writing (e.g., FIML missing data handling with
exploratory factor analysis, modification indices with FIML missing data handling for structural
equation and confirmatory factor analysis models), Mplus advanced modeling features are its
most distinctive trademark. A full treatment of Mplus's advanced modeling features is beyond the
scope of this tutorial, but several representative examples appear below.

6.1. Multiple Group Analysis

Recall the first confirmatory factor analysis example that features data from 145 students from
the Grant-White School contained in the data file grant.dat. 72 of those students are male
whereas 73 students are female. Suppose you decide to investigate the equality of the factor
structure across the two groups of students. You can use Mplus to perform one or more multiple
group analyses in which the parameters of your choosing are stipulated to be equal across the
two groups of children. For instance, suppose you wanted to test the equality of the factor
loading and factor variances and covariance values for males and females. The Mplus command
file shown below performs this test.

TITLE: Grant-White School: Multiple Group CFA

DATA:
FILE IS U:\Projects\Documentation\Mplus\grant.dat ;

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VARIABLE:

NAMES ARE visperc

cubes
lozenges
paragrap
sentence
wordmean
gender ;

USEVARIABLES ARE visperc - wordmean ;

GROUPING = gender (1=males 2=females);

ANALYSIS: TYPE = mgroup ;

MODEL: visual BY visperc@1 cubes lozenges ;

verbal BY paragrap@1 sentence wordmean ;
visual (1) ;
verbal (2) ;
visual WITH verbal (3) ;

OUTPUT: standardized sampstat ;

Several new elements of this program are immediately apparent. First, the GROUPING = option
for the VARIABLE command tells Mplus which variable in the database contains the
information about group membership. For each value of the grouping variable, you supply a
name that Mplus uses to define separate groups in the analysis. The ANALYSIS command
contains an mgroup keyword that lets Mplus know you are specifying a multiple group analysis.
Use the GROUPING = option for raw data; use the mgroupANALYSIS keyword when you
input summary data such as covariance matrices for each group. Both multiple group
specification methods are included in this example for illustrative purposes, though only the
GROUPING = option is required to run the command file because you input raw data.

By default Mplus assumes that the following specified parameter estimates are equal across
multiple groups:
Factor loadings
Intercepts of continuous outcome variables
Thresholds of categorical outcome variables
That is, any model that contains factor loadings, intercepts, or thresholds will assume their
estimates are identical across the multiple groups contained in the analysis. For instance, in this
example the four specified factor loading values are assumed to be equal across the two groups.
By contrast, parameter estimates that are not specified in the MODEL statement are allowed to
vary across the groups. In this analysis each of the residual variances of the six observed
variables will differ across the two groups.

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The factor's variances and covariances are not assumed to be equal across the two groups by
default, so you can equate the parameter estimate values across the two groups by using Mplus
equality constraints. You can specify which parameters you want to be held equal across the two
groups by assigning a number in parentheses to each set of equal parameters. For example, in the
program shown above, you assigned the visual factor variance a value of (1). Mplus thus
estimates a single factor loading common to both groups.

The output from the analysis appears below.

SUMMARY OF ANALYSIS

Number of groups 2

Grant-White School: Multiple Group CFA

Number of observations
Group MALES 72
Group FEMALES 73

Number of y-variables 6
Number of x-variables 0
Number of continuous latent variables 2

...output deleted...

TESTS OF MODEL FIT

Chi-Square Test of Model Fit

Value 22.346
Degrees of Freedom 23
P-Value .4994

...output deleted...

RMSEA (Root Mean Square Error Of Approximation)

Estimate .000
90 Percent C.I. .000 .093

Mplus initially reports the number of groups and the number of cases within each group. Though
not shown here in the interests of conserving space, Mplus also displays the sample statistics for
each group separately. Since the obtained chi-square model fit statistic (22.346) is smaller than
its degrees of freedom (23) and the RMSEA is well below the cutoff value of .06, you conclude
the model fits the data very well. One possible exception to this interpretation arises from the
RMSEA upper bound value of .093, which exceeds the .06 cutoff recommended by Hu and
Bentler (1999). Overall, however, the equality of factor loadings and factor variance-covariance
structure for boys and girls appears to be a reasonable assumption.

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The model results table output by Mplus features the factor loadings, factor variances, factor
intercorrelations, and residuals variances for each group. Notice that the factor loadings'
unstandardized regression coefficients and standard errors are identical for the boys' group and
the girls' group. The variances of the visual and verbal factors are also identical across the two
samples, as is the covariance between the two factors. By contrast, the residual variance
estimates are not the same for the two groups because these parameters were not listed in the
model specification.

MODEL RESULTS

Estimates S.E. Est./S.E. Std StdYX

Group MALES

VISUAL BY
VISPERC 1.000 .000 .000 4.339 .612
CUBES .555 .116 4.780 2.407 .527
LOZENGES 1.384 .263 5.262 6.005 .703

VERBAL BY
PARAGRAP 1.000 .000 .000 2.865 .881
SENTENCE 1.312 .116 11.344 3.759 .844
WORDMEAN 2.272 .200 11.363 6.511 .825

VISUAL WITH
VERBAL 6.896 1.698 4.060 .555 .555

Residual Variances
VISPERC 31.503 6.807 4.628 31.503 .626
CUBES 15.047 2.926 5.142 15.047 .722
LOZENGES 37.000 9.806 3.773 37.000 .506
PARAGRAP 2.366 .694 3.408 2.366 .224
SENTENCE 5.727 1.387 4.127 5.727 .288
WORDMEAN 19.950 4.513 4.421 19.950 .320

Variances
VISUAL 18.827 5.476 3.438 1.000 1.000
VERBAL 8.210 1.321 6.217 1.000 1.000

Group FEMALES

VISUAL BY
VISPERC 1.000 .000 .000 4.339 .648
CUBES .555 .116 4.780 2.407 .558
LOZENGES 1.384 .263 5.262 6.005 .767

VERBAL BY
PARAGRAP 1.000 .000 .000 2.865 .858
SENTENCE 1.312 .116 11.344 3.759 .796

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WORDMEAN 2.272 .200 11.363 6.511 .827

VISUAL WITH
VERBAL 6.896 1.698 4.060 .555 .555

Residual Variances
VISPERC 26.004 5.695 4.566 26.004 .580
CUBES 12.834 2.482 5.171 12.834 .689
LOZENGES 25.191 7.820 3.221 25.191 .411
PARAGRAP 2.947 .816 3.609 2.947 .264
SENTENCE 8.164 1.795 4.549 8.164 .366
WORDMEAN 19.614 4.749 4.130 19.614 .316

Variances
VISUAL 18.827 5.476 3.438 1.000 1.000
VERBAL 8.210 1.321 6.217 1.000 1.000

R-SQUARE

Group MALES

Observed
Variable R-Square

VISPERC .374
CUBES .278
LOZENGES .494
PARAGRAP .776
SENTENCE .712
WORDMEAN .680

Group FEMALES

Observed
Variable R-Square

VISPERC .420
CUBES .311
LOZENGES .589
PARAGRAP .736
SENTENCE .634
WORDMEAN .684

It is worth noting that you can constrain parameters to be equal for a single group analysis in
Mplus by assigning two or more parameters listed within the MODEL command a unique
number, much as you did in the example shown above. It is therefore possible to impose between
and within-groups constraints simultaneously using Mplus.

You can also impose equality constraints or custom model specifications within specific groups

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in a multiple group analysis by referring to the group's name. For instance, if you wanted to
equate the residual variances for the six variables for males only, you could modify the model
statement to read as follows:

MODEL: visual BY visperc@1 cubes lozenges ;

verbal BY paragrap@1 sentence wordmean ;
visual (1) ;
verbal (2) ;
visual WITH verbal (3) ;

MODEL males: visperc - wordmean (4) ;

This model constrains the residual variance values of the six observed variables for males to be
equal, but the females' residual variances are allowed to remain unique for each measured
variable.

For more information on multiple group analysis, including cautionary notes regarding multiple
group analysis, see AMOS FAQ: Multiple group analysis.

6.2. Multilevel Models

Investigators often draw data from sources that feature a hierarchical or multilevel structure such
as students nested within classrooms, patients residing in hospitals, children grouped within a
family, individuals grouped within couples, etc. In recent years, specialized software such as
HLM and MLWin have been developed to fit regression and related-models (e.g., ANOVA,
ANCOVA, MANOVA, and MANCOVA) to such databases because many statistical software
packages such as SPSS and SAS assume every observation is independent of the observations
that precede and follow it (some exceptions to this general rule are the MIXED procedure in SAS
and the LISREL multilevel module, both of which may be used to fit multilevel regression
models). In situations where individuals are members of some type of larger aggregate or cluster
(e.g., families, couples, classrooms), this independence assumption can be and often is violated.
Violations of the independence assumption can seriously degrade the results from an analysis
conducted on multilevel data.

Although specialized software products such as HLM and related programs permit multilevel
regression analyses, Mplus features a latent variable-based approach to multilevel modeling that
has the following benefits:
Assessment of overall model fit using the usual maximum-likelihood chi-square test statistic
when cluster sizes are equal, as well as the MLM and MLMV robust estimator options when
cluster sizes are not equal (the default estimator is mlm).
Latent variables in the analysis with the concomitant purging of measurement errors.
The construction and testing of measurement models.
Automatic sorting of the input data and construction of the appropriate between and within-
groups covariance matrices used in the analysis.

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Specification of parallel process models in which multiple sets of repeatedly-measured variables

are analyzed, with each set having its own growth parameters.
Latent growth factors may predict other variables and may in turn be predicted by other variables
in the model.

Separate model specifications are permissible for each level of the analysis.
Mplus accounts for the effect of a single clustering variable by calculating two separate
covariance matrices, a between cluster matrix and a pooled within-cluster covariance matrix.
Taken together, these matrices represent the total variation among the observed variables
included in the model. Mplus may also be used to address the issue of cluster-sampled (i.e., non-
random sampled) data using a similar mechanism. Fortunately, as noted above, you need only
supply Mplus with the input data and the name of the clustering variable. Mplus handles data
sorting and computation of the appropriate input matrices internally.

An example of a multilevel latent growth analysis appears below. It is based on a more complex
example that can be found on the Mplus Web site. See Muthén (1997) for related examples. The
data are also available for download. In this example, Y11 through Y14 are observed variables,
E1 through E4 are residual variance estimates, Level1 is the random intercept, and Trend1 is a
random slope variable.

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In the model diagram, the level or intercept variable is linked to each observed variable via fixed
coefficients of 1.00. The trend or slope latent variable's first two coefficients are fixed at 1.00 and
2.00, respectively, followed by two free parameters, b3 and b4. The two free parameters have
start values of 2.5 and 3.5, respectively. The level and trend are allowed to correlate. The Mplus
model specification appears next:

TITLE: Multilevel latent growth model (based on Mplus example program)

DATA:
FILE IS u:\projects\documentation\mplus\comp.dat;
FORMAT is 3f8 f8.4 8f8.2 3f8 2f8.2

VARIABLE:
NAMES ARE g1 g2 cluster g3
y11-y14
y21-y24
x1-x5;
USEOBS = (x1 EQ 1 AND g1 EQ 2);
MISSING = ALL (999);
USEVAR = y11-y14 ;
CLUSTER = cluster;

DEFINE: y11 = y11/5;

y12 = y12/5;
y13 = y13/5;
y14 = y14/5;

ANALYSIS: TYPE = twolevel;

MODEL:
%BETWEEN%

level1b BY y11-y14@1;
trend1b BY y11@0 y12@1 y13*2.5 y14*3.5;

[y11-y14@0];
[level1b-trend1b];

level1b WITH trend1b ;

%WITHIN%

level1w BY y11-y14@1;
trend1w BY y11@0 y12@1 y13*2.5 y14*3.5;

level1w WITH trend1w ;

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OUTPUT: sampstat standardized ;

In the interests of conserving space, this program makes use of several Mplus shortcuts. First, the
DATA command illustrates the use of the FORTRAN FORMAT statement to read the variables
from the large data file efficiently, as recommended by the Mplus manual. The USEOBS
command limits the observations to the subset of cases of interest for this analysis.

The first multilevel analysis command is the CLUSTER command. The CLUSTER command
identifies which variable in the database denotes group or cluster membership. In this example,
the variable's name is cluster. Following the CLUSTER command is the DEFINE command.
DEFINE allows you to rescale the observed variables so that Mplus is more likely to converge
when it fits the multilevel model to the database (multilevel models often have more difficultly
converging than single-level models).

The ANALYSIS command defines the type of analysis as twolevel. This option tells Mplus that
you are fitting a two-level model to the data. At present, Mplus can only fit multilevel models
with a single clustering variable, though Mplus can fit some three-level models if you consider
the third level of the model to consist of equally-spaced repeated measurements of the observed
variables. As mentioned previously, you may use ml, mlm, or mlmv as estimator options for
multilevel models. If you select the ml estimator, Mplus produces RMSEA model fit statistics in
addition to the familiar chi-square test of model fit. Use the ml estimator option only if cluster
sizes are equal and it is reasonable to assume joint multivariate normality of the model residuals;
otherwise, use the default mlm estimator or the optional mlmv estimator.

The MODEL command contains the model specification statements for the between and within-
cluster components of the model. The between-cluster model specification is listed under the
%BETWEEN% subcommand. Notice that any mean and intercept structure specifications
occur here; these occur at the between level only. The %WITHIN% subcommand then lists the
model specification for the within-cluster model for individuals in the dataset.

The output from this analysis appears below, with some output deleted in the interest of
conserving space. The first displayed output is the summary of data, which displays the number
of clusters and the ID numbers contained within clusters of a given size. For instance, two
clusters contain seven cases each. These clusters are cluster number 103 and cluster number 132.

SUMMARY OF DATA

Number of clusters 50

Size (s) Cluster ID with Size s

2 114
3 136
6 304
7 103 132
9 102 109
10 305

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11 111
14 134
15 116 106
16 118 138 110 105
17 101 128
18 133 131 122
19 303 124 146
20 147 137 307
21 129 141 145
22 144 127 142 143
23 139 308
24 119
25 120 121 112 123
26 140
27 301 108 117
29 135
34 104
35 115
40 302
41 309

Average cluster size 19.609

Mplus also displays the intraclass correlations of the observed variables. The intraclass
correlation assesses the level of variance in the observed variable that is attributable to
membership in its cluster. Even small intraclass correlations suggest the need for a multilevel
analysis. In this analysis, the amount of variance attributable to cluster membership ranges from
15% to 20%, suggesting that a multilevel analysis is required.

Estimated Intraclass Correlations for the Y Variables

Intraclass Intraclass
Intraclass
Variable Correlation Variable Correlation Variable
Correlation

Y11 .206 Y12 .150

Y13 .167
Y14 .165

The overall test of model fit is satisfactory, as is the RMSEA information.

TESTS OF MODEL FIT

Chi-Square Test of Model Fit

Value 7.561*
Degrees of Freedom 4
P-Value .1087

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The model results appear below. The results are divided by level. Mplus first outputs the results
for the between-cluster portion of the model:

MODEL RESULTS

Estimates S.E. Est./S.E. Std StdYX

Between Level

LEVEL1B BY
Y11 1.000 .000 .000 .687 .923
Y12 1.000 .000 .000 .687 .914
Y13 1.000 .000 .000 .687 .842
Y14 1.000 .000 .000 .687 .764

TREND1B BY
Y11 .000 .000 .000 .000 .000
Y12 1.000 .000 .000 .027 .036
Y13 2.432 .173 14.026 .065 .080
Y14 3.458 .256 13.519 .092 .103

LEVEL1B WITH
TREND1B .038 .011 3.369 2.077 2.077

Residual Variances
Y11 .082 .031 2.668 .082 .148
Y12 .016 .013 1.264 .016 .029
Y13 .005 .010 .509 .005 .007
Y14 .065 .028 2.337 .065 .080

Variances
LEVEL1B .472 .087 5.450 1.000 1.000
TREND1B .001 .003 .282 1.000 1.000

Means
LEVEL1B 10.557 .114 92.953 15.368 15.368
TREND1B .522 .046 11.427 19.561 19.561

Intercepts
Y11 .000 .000 .000 .000 .000
Y12 .000 .000 .000 .000 .000
Y13 .000 .000 .000 .000 .000
Y14 .000 .000 .000 .000 .000

Mplus then displays the corresponding model results for the within-cluster level of the model:

Within Level

LEVEL1W BY
Y11 1.000 .000 .000 1.447 .897

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Y12 1.000 .000 .000 1.447 .863

Y13 1.000 .000 .000 1.447 .785
Y14 1.000 .000 .000 1.447 .689

TREND1W BY
Y11 .000 .000 .000 .000 .000
Y12 1.000 .000 .000 .193 .115
Y13 2.709 .826 3.281 .524 .284
Y14 4.237 1.417 2.991 .820 .390

LEVEL1W WITH
TREND1W .082 .033 2.466 .294 .294

Residual Variances
Y11 .507 .052 9.791 .507 .195
Y12 .516 .038 13.567 .516 .183
Y13 .580 .045 12.885 .580 .171
Y14 .943 .167 5.646 .943 .214

Variances
LEVEL1W 2.093 .109 19.199 1.000 1.000
TREND1W .037 .027 1.390 1.000 1.000

Though this analysis produced similar findings for the between and within-cluster components of
the model, this is not always the case. It is often the case that you will need different model
specifications for the between versus the within-cluster sections of the model's specification.

It is also worth noting that despite the congruence between the within and the between-cluster
components of this model, if you fit the model as a single level model (using the mlm estimator
option), you obtain the following results:

MODEL RESULTS

Estimates S.E. Est./S.E. Std StdYX

LEVEL BY
Y11 1.000 .000 .000 1.606 .903
Y12 1.000 .000 .000 1.606 .870
Y13 1.000 .000 .000 1.606 .797
Y14 1.000 .000 .000 1.606 .708

TREND BY
Y11 .000 .000 .000 .000 .000
Y12 1.000 .000 .000 .227 .123
Y13 2.451 .130 18.812 .556 .276
Y14 3.496 .195 17.901 .793 .350

LEVEL WITH
TREND .124 .031 4.000 .341 .341

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Residual Variances
Y11 .582 .055 10.593 .582 .184
Y12 .528 .044 12.071 .528 .155
Y13 .565 .045 12.614 .565 .139
Y14 1.061 .112 9.443 1.061 .206

Variances
LEVEL 2.580 .137 18.881 1.000 1.000
TREND .051 .012 4.317 1.000 1.000

Means
LEVEL 10.557 .057 184.473 6.572 6.572
TREND .517 .032 15.958 2.280 2.280

Intercepts
Y11 .000 .000 .000 .000 .000
Y12 .000 .000 .000 .000 .000
Y13 .000 .000 .000 .000 .000
Y14 .000 .000 .000 .000 .000

Although the chi-square model fit test for this model indicates the model fits the data well (chi-
square = 3.697 with 3 DF, p = .295), you can see that all variance estimates are statistically
significant. This finding does not take into account the non-independence of individuals who are
grouped within the same cluster; it thus stands in contrast to the more appropriate multilevel
model that shows a non-significant variance component for the trend latent variable on both the
between and within-cluster levels.

The following notes are worth considering before you specify a multilevel model and fit it to
your data using Mplus.
On occasion, you may need to supply starting values to Mplus to obtain a solution that
converges. Assigning reasonable starting values to variance estimates may be helpful. Another
approach that often yields satisfactory starting values is to fit a single-level model to the entire
sample, ignoring clustering; take the parameter estimates from that model and supply them as the
starting values for the multilevel model.
Each analysis should have at least 30 to 50 clusters.
Variables measured at the group or cluster level (e.g., family size) may only be used at that level
of the analysis.
Variables measured at the individual or within-cluster level exist at both levels of the analysis
and need to be considered in both the between and within-cluster model specifications.
FIML missing data handling is not available for multilevel models; missing data issues must be
resolved prior to the multilevel analysis.

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References
Hu, L., & Bentler, P.M. (1999). Cutoff criteria in fix indexes in covariance structure
analysis: Conventional criteria versus new alternatives. Structural Equation
Modeling, 6(1), 1-55.

Muthén, B. (1997). Latent variable modeling with longitudinal and and multilevel
data. In A. Raftery (ed.), Sociological Methodology 1997 (pp. 453-480). Boston:
Blackwell Publishers.

Muthén, B., du Toit, S.H.C., & Spisic, D. (1997). Robust inference using weighted
least squares and quadratic estimating equations in latent variable modeling with
categorical and continuous outcomes. Accepted for publication in Psychometrika.

Muthen, L.K. and Muthen, B.O. (1998). Mplus User's Guide. Los Angeles: Muthen
& Muthen.

Wheaton, B., Muthén, B., Alvin, D., & Summers, G. (1977). Assessing reliability and
stability in panel models. In D.R. Heise (Ed.): Sociological Methodology. San
Francisco: Jossey-Bass.

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