TITLE:
Ch 5: Random Linear Time Model with TOEP2 R Matrix
DATA:
FILE = MPLUS_Chapter5.csv;
FORMAT = FREE;
DATA LONGTOWIDE:
LONG = outcome;
WIDE = outcome1-outcome4;
IDVARIABLE = PersonID;
REPETITION = wave (1-4);
DEFINE:
time = wave - 1;
VARIABLE:
NAMES = PersonID wave outcome;
USEVARIABLES = outcome1-outcome4;
MISSING = ALL (-9999);
ANALYSIS:
ESTIMATOR = ML;
PROCESSORS = 4;
OUTPUT:
STDYX;
MODEL:
RandInt BY outcome1-outcome4@1;
RandLin BY outcome1@0 outcome2@1 outcome3@2 outcome4@3;
RandInt RandLin (intvar linvar);
RandInt WITH RandLin;
[outcome1-outcome4@0 RandInt RandLin];
outcome1-outcome4 (resvar);
outcome1-outcome3 PWITH outcome2-outcome4 (rescov1-rescov3);
MODEL CONSTRAINT:
NEW(TOEPcor1);
rescov1 = TOEPcor1*SQRT(resvar)*SQRT(resvar);
rescov2 = TOEPcor1*SQRT(resvar)*SQRT(resvar);
rescov3 = TOEPcor1*SQRT(resvar)*SQRT(resvar);