R version 3.4.3 (2017-11-30) -- "Kite-Eating Tree" Copyright (C) 2017 The R Foundation for Statistical Computing Platform: x86_64-w64-mingw32/x64 (64-bit) R is free software and comes with ABSOLUTELY NO WARRANTY. You are welcome to redistribute it under certain conditions. Type 'license()' or 'licence()' for distribution details. R is a collaborative project with many contributors. Type 'contributors()' for more information and 'citation()' on how to cite R or R packages in publications. Type 'demo()' for some demos, 'help()' for on-line help, or 'help.start()' for an HTML browser interface to help. Type 'q()' to quit R. > # Lavaan Code for lav_Socius.R > library(haven) > library(lavaan) This is lavaan 0.5-23.1097 lavaan is BETA software! Please report any bugs. > Socius.datafile <- foreign::read.dta("https://www3.nd.edu/~rwilliam/statafiles/wageswide.dta") > Socius.model <- ' + # Dynamic Panel Data Model using ML for outcome variable wks + + # Structural Equations + wks2 ~ + + c1*wks1 + + c2*lwage1 + + c3*union1 + + c4*ed + + wks3 ~ + + c1*wks2 + + c2*lwage2 + + c3*union2 + + c4*ed + + wks4 ~ + + c1*wks3 + + c2*lwage3 + + c3*union3 + + c4*ed + + wks5 ~ + + c1*wks4 + + c2*lwage4 + + c3*union4 + + c4*ed + + wks6 ~ + + c1*wks5 + + c2*lwage5 + + c3*union5 + + c4*ed + + wks7 ~ + + c1*wks6 + + c2*lwage6 + + c3*union6 + + c4*ed + + + # Alpha loadings equal 1 for all times + Alpha =~ + + 1*wks2 + 1*wks3 + 1*wks4 + 1*wks5 + 1*wks6 + 1*wks7 + + # Fixed Effects Model - Alpha correlated with Time-Varying Exogenous Vars + Alpha ~~ + + wks1 + lwage1 + union1 + 0*ed + lwage2 + union2 + + lwage3 + union3 + lwage4 + union4 + lwage5 + union5 + + lwage6 + union6 + + # Correlations between Ys and predetermined variables + union3 ~~ + + wks2 + + union4 ~~ + + wks2 + wks3 + + union5 ~~ + + wks2 + wks3 + wks4 + + union6 ~~ + + wks2 + wks3 + wks4 + wks5 + + # Constants free to vary across time + wks2 ~ 1 + wks3 ~ 1 + wks4 ~ 1 + wks5 ~ 1 + wks6 ~ 1 + wks7 ~ 1 + + + # Error variances constrained to be equal across time + wks2 ~~ c6*wks2 + wks3 ~~ c6*wks3 + wks4 ~~ c6*wks4 + wks5 ~~ c6*wks5 + wks6 ~~ c6*wks6 + wks7 ~~ c6*wks7 + + + # Exogenous variable covariances + wks1 ~~ + + lwage1 + union1 + ed + lwage2 + union2 + + lwage3 + union3 + lwage4 + union4 + lwage5 + + union5 + lwage6 + union6 + + lwage1 ~~ + + union1 + ed + lwage2 + union2 + + lwage3 + union3 + lwage4 + union4 + + lwage5 + union5 + lwage6 + union6 + + union1 ~~ + + ed + lwage2 + union2 + lwage3 + + union3 + lwage4 + union4 + lwage5 + + union5 + lwage6 + union6 + + ed ~~ + + lwage2 + union2 + lwage3 + union3 + lwage4 + + union4 + lwage5 + union5 + lwage6 + union6 + + lwage2 ~~ + + union2 + lwage3 + union3 + lwage4 + + union4 + lwage5 + union5 + lwage6 + + union6 + + union2 ~~ + + lwage3 + union3 + lwage4 + union4 + + lwage5 + union5 + lwage6 + union6 + + lwage3 ~~ + + union3 + lwage4 + union4 + lwage5 + + union5 + lwage6 + union6 + + union3 ~~ + + lwage4 + union4 + lwage5 + union5 + + lwage6 + union6 + + lwage4 ~~ + + union4 + lwage5 + union5 + lwage6 + + union6 + + union4 ~~ + + lwage5 + union5 + lwage6 + union6 + + lwage5 ~~ + + union5 + lwage6 + union6 + + union5 ~~ + + lwage6 + union6 + + lwage6 ~~ + + union6 + + + # End of lavaan sem specification + ' > > Socius.results <- lavaan::sem(Socius.model, + data = Socius.datafile, + missing = "default", + estimator = "ML", + se = "default", + ) > lavaan::summary(Socius.results, fit.measures=FALSE) lavaan (0.5-23.1097) converged normally after 595 iterations Number of observations 595 Estimator ML Minimum Function Test Statistic 138.476 Degrees of freedom 76 P-value (Chi-square) 0.000 Parameter Estimates: Information Expected Standard Errors Standard Latent Variables: Estimate Std.Err z-value P(>|z|) Alpha =~ wks2 1.000 wks3 1.000 wks4 1.000 wks5 1.000 wks6 1.000 wks7 1.000 Regressions: Estimate Std.Err z-value P(>|z|) wks2 ~ wks1 (c1) 0.188 0.020 9.624 0.000 lwage1 (c2) 0.588 0.488 1.204 0.228 union1 (c3) -1.206 0.523 -2.306 0.021 ed (c4) -0.107 0.056 -1.894 0.058 wks3 ~ wks2 (c1) 0.188 0.020 9.624 0.000 lwage2 (c2) 0.588 0.488 1.204 0.228 union2 (c3) -1.206 0.523 -2.306 0.021 ed (c4) -0.107 0.056 -1.894 0.058 wks4 ~ wks3 (c1) 0.188 0.020 9.624 0.000 lwage3 (c2) 0.588 0.488 1.204 0.228 union3 (c3) -1.206 0.523 -2.306 0.021 ed (c4) -0.107 0.056 -1.894 0.058 wks5 ~ wks4 (c1) 0.188 0.020 9.624 0.000 lwage4 (c2) 0.588 0.488 1.204 0.228 union4 (c3) -1.206 0.523 -2.306 0.021 ed (c4) -0.107 0.056 -1.894 0.058 wks6 ~ wks5 (c1) 0.188 0.020 9.624 0.000 lwage5 (c2) 0.588 0.488 1.204 0.228 union5 (c3) -1.206 0.523 -2.306 0.021 ed (c4) -0.107 0.056 -1.894 0.058 wks7 ~ wks6 (c1) 0.188 0.020 9.624 0.000 lwage6 (c2) 0.588 0.488 1.204 0.228 union6 (c3) -1.206 0.523 -2.306 0.021 ed (c4) -0.107 0.056 -1.894 0.058 Covariances: Estimate Std.Err z-value P(>|z|) Alpha ~~ wks1 3.963 0.813 4.872 0.000 lwage1 0.006 0.069 0.081 0.935 union1 -0.110 0.111 -0.999 0.318 ed 0.000 lwage2 0.005 0.064 0.073 0.942 union2 -0.101 0.113 -0.897 0.370 lwage3 0.029 0.078 0.374 0.708 union3 -0.072 0.116 -0.625 0.532 lwage4 0.055 0.077 0.718 0.473 union4 -0.073 0.118 -0.615 0.538 lwage5 0.031 0.074 0.423 0.673 union5 -0.093 0.121 -0.768 0.442 lwage6 0.035 0.073 0.472 0.637 union6 -0.083 0.122 -0.680 0.496 .wks2 ~~ union3 -0.087 0.038 -2.284 0.022 union4 -0.065 0.040 -1.614 0.106 .wks3 ~~ union4 0.028 0.034 0.809 0.418 .wks2 ~~ union5 -0.099 0.049 -2.002 0.045 .wks3 ~~ union5 0.004 0.044 0.082 0.935 .wks4 ~~ union5 -0.031 0.039 -0.794 0.427 .wks2 ~~ union6 -0.055 0.053 -1.038 0.299 .wks3 ~~ union6 -0.002 0.048 -0.042 0.966 .wks4 ~~ union6 0.024 0.043 0.561 0.575 .wks5 ~~ union6 0.045 0.034 1.316 0.188 wks1 ~~ lwage1 0.316 0.100 3.152 0.002 union1 -0.401 0.124 -3.227 0.001 ed 0.067 0.714 0.094 0.925 lwage2 0.256 0.093 2.745 0.006 union2 -0.449 0.123 -3.638 0.000 lwage3 0.364 0.115 3.156 0.002 union3 -0.595 0.126 -4.726 0.000 lwage4 0.359 0.114 3.157 0.002 union4 -0.553 0.126 -4.392 0.000 lwage5 0.308 0.109 2.819 0.005 union5 -0.586 0.126 -4.666 0.000 lwage6 0.270 0.109 2.475 0.013 union6 -0.456 0.124 -3.670 0.000 lwage1 ~~ union1 0.012 0.008 1.507 0.132 ed 0.426 0.048 8.944 0.000 lwage2 0.132 0.008 16.724 0.000 union2 0.010 0.008 1.360 0.174 lwage3 0.149 0.009 15.898 0.000 union3 0.006 0.008 0.781 0.435 lwage4 0.145 0.009 15.760 0.000 union4 0.003 0.008 0.454 0.650 lwage5 0.140 0.009 15.817 0.000 union5 0.000 0.008 0.022 0.982 lwage6 0.134 0.009 15.425 0.000 union6 0.003 0.008 0.367 0.714 union1 ~~ ed -0.379 0.057 -6.649 0.000 lwage2 0.015 0.007 2.031 0.042 union2 0.210 0.013 16.512 0.000 lwage3 -0.001 0.009 -0.169 0.866 union3 0.199 0.013 15.911 0.000 lwage4 -0.006 0.009 -0.716 0.474 union4 0.201 0.013 15.982 0.000 lwage5 -0.003 0.008 -0.341 0.733 union5 0.190 0.012 15.506 0.000 lwage6 -0.001 0.008 -0.100 0.920 union6 0.188 0.012 15.426 0.000 ed ~~ lwage2 0.422 0.045 9.399 0.000 union2 -0.346 0.056 -6.154 0.000 lwage3 0.526 0.055 9.506 0.000 union3 -0.334 0.057 -5.879 0.000 lwage4 0.550 0.055 9.980 0.000 union4 -0.385 0.057 -6.696 0.000 lwage5 0.540 0.053 10.148 0.000 union5 -0.348 0.057 -6.132 0.000 lwage6 0.524 0.053 9.893 0.000 union6 -0.370 0.057 -6.508 0.000 lwage2 ~~ union2 0.013 0.007 1.813 0.070 lwage3 0.140 0.009 15.976 0.000 union3 0.008 0.007 1.141 0.254 lwage4 0.138 0.009 15.948 0.000 union4 0.007 0.007 0.914 0.361 lwage5 0.134 0.008 16.033 0.000 union5 0.005 0.007 0.695 0.487 lwage6 0.128 0.008 15.631 0.000 union6 0.006 0.007 0.908 0.364 union2 ~~ lwage3 -0.002 0.009 -0.242 0.809 union3 0.206 0.013 16.273 0.000 lwage4 -0.007 0.009 -0.777 0.437 union4 0.205 0.013 16.201 0.000 lwage5 -0.002 0.008 -0.292 0.771 union5 0.197 0.012 15.884 0.000 lwage6 0.002 0.008 0.246 0.806 union6 0.194 0.012 15.804 0.000 lwage3 ~~ union3 -0.004 0.009 -0.420 0.674 lwage4 0.177 0.011 16.307 0.000 union4 -0.006 0.009 -0.719 0.472 lwage5 0.167 0.010 16.149 0.000 union5 -0.008 0.009 -0.870 0.384 lwage6 0.162 0.010 15.853 0.000 union6 -0.008 0.009 -0.857 0.392 union3 ~~ lwage4 -0.007 0.009 -0.778 0.437 union4 0.211 0.013 16.404 0.000 lwage5 -0.004 0.008 -0.471 0.638 union5 0.202 0.013 16.036 0.000 lwage6 0.004 0.008 0.435 0.664 union6 0.198 0.012 15.862 0.000 lwage4 ~~ union4 -0.010 0.009 -1.114 0.265 lwage5 0.169 0.010 16.385 0.000 union5 -0.010 0.009 -1.170 0.242 lwage6 0.165 0.010 16.159 0.000 union6 -0.009 0.009 -1.062 0.288 union4 ~~ lwage5 -0.006 0.008 -0.718 0.473 union5 0.210 0.013 16.334 0.000 lwage6 0.001 0.008 0.156 0.876 union6 0.207 0.013 16.250 0.000 lwage5 ~~ union5 -0.008 0.008 -0.906 0.365 lwage6 0.166 0.010 16.584 0.000 union6 -0.006 0.008 -0.760 0.447 union5 ~~ lwage6 -0.002 0.008 -0.210 0.833 union6 0.214 0.013 16.604 0.000 lwage6 ~~ union6 -0.000 0.008 -0.022 0.983 Intercepts: Estimate Std.Err z-value P(>|z|) .wks2 36.366 2.906 12.515 0.000 .wks3 36.183 2.950 12.266 0.000 .wks4 36.273 3.010 12.050 0.000 .wks5 35.961 3.056 11.767 0.000 .wks6 35.711 3.096 11.536 0.000 .wks7 35.428 3.129 11.321 0.000 wks1 46.281 0.256 180.680 0.000 lwage1 6.375 0.016 400.689 0.000 union1 0.361 0.020 18.348 0.000 ed 12.845 0.114 112.400 0.000 lwage2 6.465 0.015 435.167 0.000 union2 0.348 0.020 17.817 0.000 lwage3 6.597 0.018 360.533 0.000 union3 0.370 0.020 18.699 0.000 lwage4 6.696 0.018 370.896 0.000 union4 0.373 0.020 18.819 0.000 lwage5 6.786 0.017 390.740 0.000 union5 0.366 0.020 18.551 0.000 lwage6 6.864 0.017 395.200 0.000 union6 0.363 0.020 18.459 0.000 Alpha 0.000 Variances: Estimate Std.Err z-value P(>|z|) .wks2 (c6) 15.960 0.432 36.950 0.000 .wks3 (c6) 15.960 0.432 36.950 0.000 .wks4 (c6) 15.960 0.432 36.950 0.000 .wks5 (c6) 15.960 0.432 36.950 0.000 .wks6 (c6) 15.960 0.432 36.950 0.000 .wks7 (c6) 15.960 0.432 36.950 0.000 wks1 39.039 2.263 17.248 0.000 lwage1 0.151 0.009 17.248 0.000 union1 0.231 0.013 17.248 0.000 ed 7.771 0.451 17.248 0.000 lwage2 0.131 0.008 17.248 0.000 union2 0.227 0.013 17.248 0.000 lwage3 0.199 0.012 17.248 0.000 union3 0.233 0.013 17.272 0.000 lwage4 0.194 0.011 17.248 0.000 union4 0.234 0.014 17.266 0.000 lwage5 0.179 0.010 17.248 0.000 union5 0.232 0.013 17.277 0.000 lwage6 0.179 0.010 17.248 0.000 union6 0.230 0.013 17.268 0.000 Alpha 4.442 0.548 8.108 0.000 >