Mplus VERSION 8.8
MUTHEN & MUTHEN
11/27/2022 10:10 AM
OUTPUT SECTIONS
INPUT INSTRUCTIONS
TITLE: Multilevel DSEM model 2 with TINTERVAL
Within level:
- non-random residual variances
Between level:
- two random means and four random slopes
- all random effects are allowed to be correlated
DATA:
file = MLdata.dat; ! data file
VARIABLE:
NAMES ARE CL TE N RS time person; ! variables names (in the order they appear in the
USEVARIABLES = CL TE; ! which variables to include in the analysis
CLUSTER = person; ! which variable indicates the clustering of the d
LAGGED = CL(1) TE(1); ! create lagged versions of CL and TE (lag 1)
TINTERVAL = time(1); ! which variable indicates the timing of observati
ANALYSIS:
TYPE = TWOLEVEL RANDOM; ! two-level data and allow for random slopes and/o
ESTIMATOR = BAYES; ! use Bayesian estimation
PROC = 2; ! use 2 processors
BITER = (5000); ! run at least 5000 iterations (more if needed acc
MODEL:
%WITHIN%
phiCL | CL ON CL&1; ! random autoregression for CL
betaCL | CL ON TE; ! random cross-regression from TE_t -> CL_t
phiTE | TE ON TE&1; ! random autoregression for TE
betaTE | TE ON CL&1; ! random cross-lagged regression from CL_t-1 -> TE
%BETWEEN%
CL TE phiCL-betaTE WITH
TE phiCL-betaTE; ! allow all 6 random effects (2 means, 4 slopes) t
OUTPUT:
TECH1 TECH8 STDYX; ! obtain additional output
PLOT:
TYPE = PLOT3; ! enable plot options
FACTOR = ALL(100); ! sample factor scores (for the random effects) pe
*** WARNING
Input line exceeded 90 characters. Some input may be truncated.
CLUSTER = person; ! which variable indicates the clustering of the da
*** WARNING
Input line exceeded 90 characters. Some input may be truncated.
TINTERVAL = time(1); ! which variable indicates the timing of observatio
*** WARNING
Input line exceeded 90 characters. Some input may be truncated.
TYPE = TWOLEVEL RANDOM; ! two-level data and allow for random slopes and/or
*** WARNING
Input line exceeded 90 characters. Some input may be truncated.
BITER = (5000); ! run at least 5000 iterations (more if needed acco
*** WARNING
Input line exceeded 90 characters. Some input may be truncated.
betaTE | TE ON CL&1; ! random cross-lagged regression from CL_t-1 -> TE_
*** WARNING
Input line exceeded 90 characters. Some input may be truncated.
TE phiCL-betaTE; ! allow all 6 random effects (2 means, 4 slopes) to
*** WARNING
Input line exceeded 90 characters. Some input may be truncated.
FACTOR = ALL(100); ! sample factor scores (for the random effects) per
7 WARNING(S) FOUND IN THE INPUT INSTRUCTIONS
Multilevel DSEM model 2 with TINTERVAL
Within level:
- non-random residual variances
Between level:
- two random means and four random slopes
- all random effects are allowed to be correlated
SUMMARY OF ANALYSIS
Number of groups 1
Number of observations 19563
Number of dependent variables 2
Number of independent variables 2
Number of continuous latent variables 4
Observed dependent variables
Continuous
CL TE
Observed independent variables
CL&1 TE&1
Continuous latent variables
PHICL BETACL PHITE BETATE
Variables with special functions
Cluster variable PERSON
Within variables
CL&1 TE&1
Estimator BAYES
Specifications for Bayesian Estimation
Point estimate MEDIAN
Number of Markov chain Monte Carlo (MCMC) chains 2
Random seed for the first chain 0
Starting value information UNPERTURBED
Algorithm used for Markov chain Monte Carlo GIBBS(PX1)
Convergence criterion 0.500D-01
Maximum number of iterations 50000
K-th iteration used for thinning 1
Specifications for Bayes Factor Score Estimation
Number of imputed data sets 100
Iteration intervals for thinning 1
Input data file(s)
MLdata.dat
Input data format FREE
SUMMARY OF DATA
Number of clusters 200
Size (s) Cluster ID with Size s
89 186
90 92
92 79 90 147
93 183 23 172
94 15 33 21 28 114 121 163 78 63 24
95 37 200 165 53 124 179 100 162 118 48 75 111 30
96 69 112 81 131 43 175 88 17 192 4 184 38 105 136 135
97 2 182 93 160 139 129 144 67 177 13 45 127 153 133 54
56
98 87 32 159 189 96 91 142 151 193 35 137 180 138 47 72
143 101 22 140 174 31 195 145 122 123 110 104 64 55
198 199 191 42 74 161 5 65 99 152 157 197 20 52 7 80
99 14 36 95 1 11 141 26 83 134 58 49 178 9 130 40 25 171
155 149 84 85 62 181 146 71 39 106 170 125 150 196 176
3 44 98 128 115 50 77 164 168 46 12 57 97 107 120 187
100 173 156 70 10 29 109 113 126 59 132 34 116 169 108 68
41 103 51 18 60 27 185 16 167 73 61 94 8 76 66 86 158
117 82 102 154 19 119 194 148 166 188 190 89 6
SUMMARY OF MISSING DATA PATTERNS
Number of missing data patterns 4
MISSING DATA PATTERNS (x = not missing)
1 2 3 4
CL x x
TE x x
CL&1 x x
TE&1 x x
MISSING DATA PATTERN FREQUENCIES
Pattern Frequency Pattern Frequency Pattern Frequency
1 4993 3 4794
2 4994 4 4782
COVARIANCE COVERAGE OF DATA
Minimum covariance coverage value 0.100
PROPORTION OF DATA PRESENT
Covariance Coverage
CL TE
________ ________
CL 0.511
TE 0.511 0.511
UNIVARIATE SAMPLE STATISTICS
UNIVARIATE HIGHER-ORDER MOMENT DESCRIPTIVE STATISTICS
Variable/ Mean/ Skewness/ Minimum/ % with Percentiles
Sample Size Variance Kurtosis Maximum Min/Max 20%/60% 40%/80% Median
CL 4.997 -0.530 -5.930 0.01% 3.620 4.680 5.090
9987.000 3.082 1.444 10.480 0.01% 5.490 6.430
TE 14.942 0.046 9.400 0.01% 13.700 14.600 14.900
9987.000 2.323 -0.049 19.900 0.04% 15.300 16.200
WARNING: PROBLEMS OCCURRED IN SEVERAL ITERATIONS IN THE COMPUTATION OF THE STANDARDIZED ESTIMATES FOR SEVERAL
CLUSTERS. THIS IS MOST LIKELY DUE TO AR COEFFICIENTS GREATER THAN 1 OR PARAMETERS GIVING NON-STATIONARY MODELS.
SUCH POSTERIOR DRAWS ARE REMOVED. THE FOLLOWING CLUSTERS HAD SUCH PROBLEMS:
70
THE MODEL ESTIMATION TERMINATED NORMALLY
USE THE FBITERATIONS OPTION TO INCREASE THE NUMBER OF ITERATIONS BY A FACTOR
OF AT LEAST TWO TO CHECK CONVERGENCE AND THAT THE PSR VALUE DOES NOT INCREASE.
MODEL FIT INFORMATION
Number of Free Parameters 29
Information Criteria
Deviance (DIC) 130969.767
Estimated Number of Parameters (pD) 19105.060
MODEL RESULTS
Posterior One-Tailed 95% C.I.
Estimate S.D. P-Value Lower 2.5% Upper 2.5% Significance
Within Level
Residual Variances
CL 1.073 0.016 0.000 1.042 1.105 *
TE 0.972 0.015 0.000 0.944 1.002 *
Between Level
CL WITH
PHICL -0.071 0.023 0.001 -0.117 -0.028 *
BETACL 0.088 0.025 0.000 0.042 0.142 *
PHITE -0.049 0.026 0.022 -0.103 -0.001 *
BETATE 0.030 0.021 0.077 -0.011 0.073
TE WITH
PHICL 0.023 0.018 0.094 -0.013 0.060
BETACL -0.036 0.021 0.040 -0.079 0.004
PHITE 0.035 0.022 0.052 -0.007 0.079
BETATE 0.006 0.019 0.364 -0.032 0.044
PHICL WITH
BETACL -0.019 0.004 0.000 -0.028 -0.013 *
PHITE 0.009 0.004 0.007 0.002 0.017 *
BETATE 0.001 0.003 0.414 -0.005 0.007
BETACL WITH
PHITE -0.012 0.005 0.006 -0.022 -0.003 *
BETATE 0.000 0.004 0.474 -0.007 0.008
PHITE WITH
BETATE -0.004 0.004 0.161 -0.010 0.004
CL WITH
TE -0.715 0.129 0.000 -0.991 -0.487 *
Means
CL 5.008 0.095 0.000 4.824 5.199 *
TE 14.935 0.082 0.000 14.774 15.092 *
PHICL 0.239 0.016 0.000 0.209 0.272 *
BETACL -0.206 0.018 0.000 -0.242 -0.172 *
PHITE 0.092 0.018 0.000 0.057 0.127 *
BETATE -0.103 0.016 0.000 -0.133 -0.071 *
Variances
CL 1.732 0.200 0.000 1.407 2.181 *
TE 1.312 0.139 0.000 1.081 1.620 *
PHICL 0.019 0.004 0.000 0.012 0.028 *
BETACL 0.038 0.006 0.000 0.027 0.052 *
PHITE 0.023 0.006 0.000 0.014 0.036 *
BETATE 0.015 0.004 0.000 0.008 0.025 *
STANDARDIZED MODEL RESULTS
STDYX Standardization
Posterior One-Tailed 95% C.I.
Estimate S.D. P-Value Lower 2.5% Upper 2.5% Significance
Within-Level Standardized Estimates Averaged Over Clusters
PHICL | CL ON
CL&1 0.240 0.014 0.000 0.212 0.266 *
BETACL | CL ON
TE -0.179 0.010 0.000 -0.198 -0.158 *
PHITE | TE ON
TE&1 0.092 0.014 0.000 0.065 0.121 *
BETATE | TE ON
CL&1 -0.112 0.015 0.000 -0.138 -0.082 *
Residual Variances
CL 0.847 0.008 0.000 0.831 0.862 *
TE 0.927 0.007 0.000 0.912 0.941 *
Between Level
CL WITH
PHICL -0.398 0.114 0.001 -0.599 -0.153 *
BETACL 0.346 0.086 0.000 0.170 0.503 *
PHITE -0.245 0.122 0.022 -0.489 -0.005 *
BETATE 0.189 0.130 0.077 -0.067 0.433
TE WITH
PHICL 0.150 0.111 0.094 -0.075 0.363
BETACL -0.162 0.091 0.040 -0.337 0.021
PHITE 0.201 0.122 0.052 -0.040 0.437
BETATE 0.044 0.133 0.364 -0.219 0.308
PHICL WITH
BETACL -0.732 0.107 0.000 -0.901 -0.486 *
PHITE 0.434 0.167 0.007 0.091 0.742 *
BETATE 0.038 0.177 0.414 -0.318 0.367
BETACL WITH
PHITE -0.427 0.148 0.006 -0.690 -0.106 *
BETATE 0.009 0.158 0.474 -0.300 0.329
PHITE WITH
BETATE -0.204 0.197 0.161 -0.573 0.180
CL WITH
TE -0.476 0.058 0.000 -0.580 -0.353 *
Means
CL 3.804 0.229 0.000 3.364 4.252 *
TE 13.038 0.680 0.000 11.720 14.357 *
PHICL 1.741 0.235 0.000 1.322 2.247 *
BETACL -1.059 0.127 0.000 -1.326 -0.831 *
PHITE 0.600 0.141 0.000 0.363 0.912 *
BETATE -0.854 0.191 0.000 -1.279 -0.532 *
Variances
CL 1.000 0.000 0.000 1.000 1.000
TE 1.000 0.000 0.000 1.000 1.000
PHICL 1.000 0.000 0.000 1.000 1.000
BETACL 1.000 0.000 0.000 1.000 1.000
PHITE 1.000 0.000 0.000 1.000 1.000
BETATE 1.000 0.000 0.000 1.000 1.000
R-SQUARE
Within-Level R-Square Averaged Across Clusters
Posterior One-Tailed 95% C.I.
Variable Estimate S.D. P-Value Lower 2.5% Upper 2.5%
CL 0.153 0.008 0.000 0.138 0.169
TE 0.073 0.007 0.000 0.059 0.088
TECHNICAL 1 OUTPUT
PARAMETER SPECIFICATION FOR WITHIN
NU
CL TE CL&1 TE&1
________ ________ ________ ________
0 0 0 0
LAMBDA
CL TE CL&1 TE&1
________ ________ ________ ________
CL 0 0 0 0
TE 0 0 0 0
CL&1 0 0 0 0
TE&1 0 0 0 0
THETA
CL TE CL&1 TE&1
________ ________ ________ ________
CL 0
TE 0 0
CL&1 0 0 0
TE&1 0 0 0 0
ALPHA
CL TE CL&1 TE&1
________ ________ ________ ________
0 0 0 0
BETA
CL TE CL&1 TE&1
________ ________ ________ ________
CL 0 0 0 0
TE 0 0 0 0
CL&1 0 0 0 0
TE&1 0 0 0 0
PSI
CL TE CL&1 TE&1
________ ________ ________ ________
CL 1
TE 0 2
CL&1 0 0 0
TE&1 0 0 0 0
PARAMETER SPECIFICATION FOR BETWEEN
NU
CL TE
________ ________
0 0
LAMBDA
PHICL BETACL PHITE BETATE CL
________ ________ ________ ________ ________
CL 0 0 0 0 0
TE 0 0 0 0 0
LAMBDA
TE
________
CL 0
TE 0
THETA
CL TE
________ ________
CL 0
TE 0 0
ALPHA
PHICL BETACL PHITE BETATE CL
________ ________ ________ ________ ________
3 4 5 6 7
ALPHA
TE
________
8
BETA
PHICL BETACL PHITE BETATE CL
________ ________ ________ ________ ________
PHICL 0 0 0 0 0
BETACL 0 0 0 0 0
PHITE 0 0 0 0 0
BETATE 0 0 0 0 0
CL 0 0 0 0 0
TE 0 0 0 0 0
BETA
TE
________
PHICL 0
BETACL 0
PHITE 0
BETATE 0
CL 0
TE 0
PSI
PHICL BETACL PHITE BETATE CL
________ ________ ________ ________ ________
PHICL 9
BETACL 10 11
PHITE 12 13 14
BETATE 15 16 17 18
CL 19 20 21 22 23
TE 24 25 26 27 28
PSI
TE
________
TE 29
STARTING VALUES FOR WITHIN
NU
CL TE CL&1 TE&1
________ ________ ________ ________
0.000 0.000 0.000 0.000
LAMBDA
CL TE CL&1 TE&1
________ ________ ________ ________
CL 1.000 0.000 0.000 0.000
TE 0.000 1.000 0.000 0.000
CL&1 0.000 0.000 1.000 0.000
TE&1 0.000 0.000 0.000 1.000
THETA
CL TE CL&1 TE&1
________ ________ ________ ________
CL 0.000
TE 0.000 0.000
CL&1 0.000 0.000 0.000
TE&1 0.000 0.000 0.000 0.000
ALPHA
CL TE CL&1 TE&1
________ ________ ________ ________
0.000 0.000 0.000 0.000
BETA
CL TE CL&1 TE&1
________ ________ ________ ________
CL 0.000 0.000 0.000 0.000
TE 0.000 0.000 0.000 0.000
CL&1 0.000 0.000 0.000 0.000
TE&1 0.000 0.000 0.000 0.000
PSI
CL TE CL&1 TE&1
________ ________ ________ ________
CL 1.541
TE 0.000 1.162
CL&1 0.000 0.000 1.541
TE&1 0.000 0.000 0.000 1.162
STARTING VALUES FOR BETWEEN
NU
CL TE
________ ________
0.000 0.000
LAMBDA
PHICL BETACL PHITE BETATE CL
________ ________ ________ ________ ________
CL 0.000 0.000 0.000 0.000 1.000
TE 0.000 0.000 0.000 0.000 0.000
LAMBDA
TE
________
CL 0.000
TE 1.000
THETA
CL TE
________ ________
CL 0.000
TE 0.000 0.000
ALPHA
PHICL BETACL PHITE BETATE CL
________ ________ ________ ________ ________
0.000 0.000 0.000 0.000 4.997
ALPHA
TE
________
14.942
BETA
PHICL BETACL PHITE BETATE CL
________ ________ ________ ________ ________
PHICL 0.000 0.000 0.000 0.000 0.000
BETACL 0.000 0.000 0.000 0.000 0.000
PHITE 0.000 0.000 0.000 0.000 0.000
BETATE 0.000 0.000 0.000 0.000 0.000
CL 0.000 0.000 0.000 0.000 0.000
TE 0.000 0.000 0.000 0.000 0.000
BETA
TE
________
PHICL 0.000
BETACL 0.000
PHITE 0.000
BETATE 0.000
CL 0.000
TE 0.000
PSI
PHICL BETACL PHITE BETATE CL
________ ________ ________ ________ ________
PHICL 1.000
BETACL 0.000 1.000
PHITE 0.000 0.000 1.000
BETATE 0.000 0.000 0.000 1.000
CL 0.000 0.000 0.000 0.000 1.541
TE 0.000 0.000 0.000 0.000 0.000
PSI
TE
________
TE 1.162
PRIORS FOR ALL PARAMETERS PRIOR MEAN PRIOR VARIANCE PRIOR STD. DEV.
Parameter 1~IG(-1.000,0.000) infinity infinity infinity
Parameter 2~IG(-1.000,0.000) infinity infinity infinity
Parameter 3~N(0.000,infinity) 0.0000 infinity infinity
Parameter 4~N(0.000,infinity) 0.0000 infinity infinity
Parameter 5~N(0.000,infinity) 0.0000 infinity infinity
Parameter 6~N(0.000,infinity) 0.0000 infinity infinity
Parameter 7~N(0.000,infinity) 0.0000 infinity infinity
Parameter 8~N(0.000,infinity) 0.0000 infinity infinity
Parameter 9~IW(0.000,-7) infinity infinity infinity
Parameter 10~IW(0.000,-7) infinity infinity infinity
Parameter 11~IW(0.000,-7) infinity infinity infinity
Parameter 12~IW(0.000,-7) infinity infinity infinity
Parameter 13~IW(0.000,-7) infinity infinity infinity
Parameter 14~IW(0.000,-7) infinity infinity infinity
Parameter 15~IW(0.000,-7) infinity infinity infinity
Parameter 16~IW(0.000,-7) infinity infinity infinity
Parameter 17~IW(0.000,-7) infinity infinity infinity
Parameter 18~IW(0.000,-7) infinity infinity infinity
Parameter 19~IW(0.000,-7) infinity infinity infinity
Parameter 20~IW(0.000,-7) infinity infinity infinity
Parameter 21~IW(0.000,-7) infinity infinity infinity
Parameter 22~IW(0.000,-7) infinity infinity infinity
Parameter 23~IW(0.000,-7) infinity infinity infinity
Parameter 24~IW(0.000,-7) infinity infinity infinity
Parameter 25~IW(0.000,-7) infinity infinity infinity
Parameter 26~IW(0.000,-7) infinity infinity infinity
Parameter 27~IW(0.000,-7) infinity infinity infinity
Parameter 28~IW(0.000,-7) infinity infinity infinity
Parameter 29~IW(0.000,-7) infinity infinity infinity
TECHNICAL 8 OUTPUT
TECHNICAL 8 OUTPUT FOR BAYES ESTIMATION
CHAIN BSEED
1 0
2 285380
POTENTIAL PARAMETER WITH
ITERATION SCALE REDUCTION HIGHEST PSR
100 1.698 3
200 1.181 24
300 1.208 24
400 1.294 3
500 1.147 26
600 1.021 26
700 1.018 27
800 1.034 6
900 1.085 6
1000 1.055 6
1100 1.080 6
1200 1.099 6
1300 1.104 6
1400 1.107 6
1500 1.082 6
1600 1.064 6
1700 1.058 21
1800 1.040 21
1900 1.037 14
2000 1.044 14
2100 1.036 14
2200 1.026 19
2300 1.024 3
2400 1.025 3
2500 1.023 3
2600 1.015 5
2700 1.017 3
2800 1.020 3
2900 1.014 5
3000 1.018 5
3100 1.015 3
3200 1.009 5
3300 1.011 5
3400 1.012 5
3500 1.018 5
3600 1.014 5
3700 1.009 5
3800 1.006 5
3900 1.006 21
4000 1.006 5
4100 1.008 5
4200 1.007 19
4300 1.007 19
4400 1.012 19
4500 1.009 19
4600 1.008 19
4700 1.008 19
4800 1.009 6
4900 1.012 6
5000 1.009 6
SUMMARIES OF PLAUSIBLE VALUES (N = NUMBER OF OBSERVATIONS * NUMBER OF IMPUTATIONS)
SAMPLE STATISTICS
Means
PHICL BETACL PHITE BETATE B_CL
________ ________ ________ ________ ________
0.235 -0.211 0.089 -0.108 5.017
Means
B_TE
________
14.927
Covariances
PHICL BETACL PHITE BETATE B_CL
________ ________ ________ ________ ________
PHICL 0.018
BETACL -0.018 0.036
PHITE 0.009 -0.012 0.027
BETATE 0.001 0.000 -0.002 0.013
B_CL -0.070 0.073 -0.039 0.033 1.589
B_TE 0.023 -0.032 0.031 0.010 -0.660
Covariances
B_TE
________
B_TE 1.227
Correlations
PHICL BETACL PHITE BETATE B_CL
________ ________ ________ ________ ________
PHICL 1.000
BETACL -0.732 1.000
PHITE 0.404 -0.382 1.000
BETATE 0.054 -0.020 -0.082 1.000
B_CL -0.415 0.308 -0.186 0.226 1.000
B_TE 0.154 -0.155 0.171 0.081 -0.473
Correlations
B_TE
________
B_TE 1.000
SUMMARY OF PLAUSIBLE STANDARD DEVIATION (N = NUMBER OF OBSERVATIONS)
SAMPLE STATISTICS
Means
PHICL_SD BETACL_S PHITE_SD BETATE_S B_CL_SD
________ ________ ________ ________ ________
0.084 0.107 0.119 0.092 0.196
Means
B_TE_SD
________
0.159
Covariances
PHICL_SD BETACL_S PHITE_SD BETATE_S B_CL_SD
________ ________ ________ ________ ________
PHICL_SD 0.000
BETACL_S 0.000 0.000
PHITE_SD 0.000 0.000 0.000
BETATE_S 0.000 0.000 0.000 0.000
B_CL_SD 0.000 0.000 0.000 0.000 0.011
B_TE_SD 0.000 0.000 0.000 0.000 0.005
Covariances
B_TE_SD
________
B_TE_SD 0.003
Correlations
PHICL_SD BETACL_S PHITE_SD BETATE_S B_CL_SD
________ ________ ________ ________ ________
PHICL_SD 1.000
BETACL_S 0.439 1.000
PHITE_SD 0.116 0.104 1.000
BETATE_S 0.398 0.115 0.100 1.000
B_CL_SD -0.401 -0.173 -0.014 -0.274 1.000
B_TE_SD -0.361 -0.213 0.008 -0.196 0.926
Correlations
B_TE_SD
________
B_TE_SD 1.000
PLOT INFORMATION
The following plots are available:
Histograms (sample values, estimated factor scores)
Scatterplots (sample values, estimated factor scores)
Between-level histograms (sample values, sample/estimated means/variances, estimated factor scores)
Between-level scatterplots (sample values, sample/estimated means/variances, estimated factor scores)
Two-level cluster-specific observed and estimated values plots
Time series plots (sample values, ACF, PACF, estimated factor scores)
Histogram of subjects per time point
Time interval plots
Bayesian posterior parameter distributions
Bayesian posterior parameter trace plots
Bayesian autocorrelation plots
Latent variable distribution plots
DIAGRAM INFORMATION
Mplus diagrams are currently not available for multilevel analysis.
No diagram output was produced.
Beginning Time: 10:10:58
Ending Time: 10:13:24
Elapsed Time: 00:02:26
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