Advances in Psychological Science ›› 2021, Vol. 29 ›› Issue (10): 1755-1772.doi: 10.3724/SP.J.1042.2021.01755
• Research Method • Previous Articles Next Articles
Received:
2020-10-18
Online:
2021-10-15
Published:
2021-08-23
Contact:
LIU Yuan
E-mail:lyuuan@swu.edu.cn
CLC Number:
LIU Yuan. A unification and extension on the multivariate longitudinal models: Examining reciprocal effect and growth trajectory[J]. Advances in Psychological Science, 2021, 29(10): 1755-1772.
基础模型 | 均值 | 截距因子 | 斜率因子 | 滞后残差 | 测量误差 |
---|---|---|---|---|---|
基础模型1:交叉滞后模型(CLM) | √ | - | - | √ | - |
因子交叉滞后模型(F-CLM) | √ | - | - | √ | √ |
随机截距交叉滞后模型(RI-CLM) | √ | √a | - | √ | - |
特质-状态-误差模型(TSE/STARTS) | √ | √a | - | √ | √ |
自回归潜增长模型(ALT) | - | √b | √b | √ | - |
潜变量自回归潜增长模型(LV-ALT) | - | √b | √b | √ | √ |
基础模型2:潜增长模型(LGM) | - | √ | √ | - | - |
结构化残差潜增长模型(LCM-SR) | - | √ | √ | √ | √c |
因子结构化潜增长模型(FLCM-SR) | - | √ | √ | √ | √ |
基础模型 | 均值 | 截距因子 | 斜率因子 | 滞后残差 | 测量误差 |
---|---|---|---|---|---|
基础模型1:交叉滞后模型(CLM) | √ | - | - | √ | - |
因子交叉滞后模型(F-CLM) | √ | - | - | √ | √ |
随机截距交叉滞后模型(RI-CLM) | √ | √a | - | √ | - |
特质-状态-误差模型(TSE/STARTS) | √ | √a | - | √ | √ |
自回归潜增长模型(ALT) | - | √b | √b | √ | - |
潜变量自回归潜增长模型(LV-ALT) | - | √b | √b | √ | √ |
基础模型2:潜增长模型(LGM) | - | √ | √ | - | - |
结构化残差潜增长模型(LCM-SR) | - | √ | √ | √ | √c |
因子结构化潜增长模型(FLCM-SR) | - | √ | √ | √ | √ |
变量 | r1 | r2 | r4 | r5 | r6 | r7 | m1 | m2 | m4 | m5 | m6 | m7 |
---|---|---|---|---|---|---|---|---|---|---|---|---|
r1 | 1.000 | |||||||||||
r2 | 0.805 | 1.000 | ||||||||||
r4 | 0.692 | 0.791 | 1.000 | |||||||||
r5 | 0.627 | 0.683 | 0.775 | 1.000 | ||||||||
r6 | 0.604 | 0.654 | 0.732 | 0.862 | 1.000 | |||||||
r7 | 0.551 | 0.569 | 0.625 | 0.761 | 0.802 | 1.000 | ||||||
m1 | 0.784 | 0.735 | 0.689 | 0.673 | 0.657 | 0.597 | 1.000 | |||||
m2 | 0.703 | 0.765 | 0.708 | 0.690 | 0.675 | 0.608 | 0.834 | 1.000 | ||||
m4 | 0.598 | 0.658 | 0.729 | 0.691 | 0.677 | 0.606 | 0.732 | 0.796 | 1.000 | |||
m5 | 0.583 | 0.624 | 0.668 | 0.745 | 0.730 | 0.676 | 0.713 | 0.764 | 0.803 | 1.000 | ||
m6 | 0.556 | 0.594 | 0.637 | 0.708 | 0.740 | 0.692 | 0.679 | 0.728 | 0.771 | 0.881 | 1.000 | |
m7 | 0.540 | 0.569 | 0.608 | 0.680 | 0.708 | 0.730 | 0.639 | 0.680 | 0.708 | 0.815 | 0.853 | 1.000 |
M | -1.333 | -0.754 | 0.093 | 0.772 | 1.027 | 1.287 | -1.181 | -0.696 | 0.041 | 0.701 | 1.091 | 1.419 |
SD | 0.526 | 0.512 | 0.463 | 0.318 | 0.302 | 0.392 | 0.483 | 0.465 | 0.423 | 0.392 | 0.415 | 0.452 |
变量 | r1 | r2 | r4 | r5 | r6 | r7 | m1 | m2 | m4 | m5 | m6 | m7 |
---|---|---|---|---|---|---|---|---|---|---|---|---|
r1 | 1.000 | |||||||||||
r2 | 0.805 | 1.000 | ||||||||||
r4 | 0.692 | 0.791 | 1.000 | |||||||||
r5 | 0.627 | 0.683 | 0.775 | 1.000 | ||||||||
r6 | 0.604 | 0.654 | 0.732 | 0.862 | 1.000 | |||||||
r7 | 0.551 | 0.569 | 0.625 | 0.761 | 0.802 | 1.000 | ||||||
m1 | 0.784 | 0.735 | 0.689 | 0.673 | 0.657 | 0.597 | 1.000 | |||||
m2 | 0.703 | 0.765 | 0.708 | 0.690 | 0.675 | 0.608 | 0.834 | 1.000 | ||||
m4 | 0.598 | 0.658 | 0.729 | 0.691 | 0.677 | 0.606 | 0.732 | 0.796 | 1.000 | |||
m5 | 0.583 | 0.624 | 0.668 | 0.745 | 0.730 | 0.676 | 0.713 | 0.764 | 0.803 | 1.000 | ||
m6 | 0.556 | 0.594 | 0.637 | 0.708 | 0.740 | 0.692 | 0.679 | 0.728 | 0.771 | 0.881 | 1.000 | |
m7 | 0.540 | 0.569 | 0.608 | 0.680 | 0.708 | 0.730 | 0.639 | 0.680 | 0.708 | 0.815 | 0.853 | 1.000 |
M | -1.333 | -0.754 | 0.093 | 0.772 | 1.027 | 1.287 | -1.181 | -0.696 | 0.041 | 0.701 | 1.091 | 1.419 |
SD | 0.526 | 0.512 | 0.463 | 0.318 | 0.302 | 0.392 | 0.483 | 0.465 | 0.423 | 0.392 | 0.415 | 0.452 |
拟合指数 | FLCM-SR | LCM-SR | LV-ALT | ALT | TSE | RI-CLM | CLM |
---|---|---|---|---|---|---|---|
AIC | 43292.99 | 53602.70 | 61850.70 | 60321.31 | 17715.09 | 19356.16 | 19290.99 |
BIC | 43770.27 | 53976.57 | 62304.12 | 60806.54 | 18112.82 | 19777.75 | 19688.72 |
卡方 | 26373.52 | 37616.18 | 46737.20 | 45200.76 | 2258.98 | 4038.14 | 3834.60 |
df | 30 | 43 | 33 | 29 | 40 | 37 | 40 |
CFI | 0.841 | 0.774 | 0.719 | 0.704 | 0.987 | 0.976 | 0.975 |
RSMEA | 0.204 | 0.204 | 0.259 | 0.272 | 0.051 | 0.072 | 0.067 |
SRMR | 0.203 | 0.252 | 1.321 | 1.309 | 0.022 | 0.084 | 0.059 |
拟合指数 | FLCM-SR | LCM-SR | LV-ALT | ALT | TSE | RI-CLM | CLM |
---|---|---|---|---|---|---|---|
AIC | 43292.99 | 53602.70 | 61850.70 | 60321.31 | 17715.09 | 19356.16 | 19290.99 |
BIC | 43770.27 | 53976.57 | 62304.12 | 60806.54 | 18112.82 | 19777.75 | 19688.72 |
卡方 | 26373.52 | 37616.18 | 46737.20 | 45200.76 | 2258.98 | 4038.14 | 3834.60 |
df | 30 | 43 | 33 | 29 | 40 | 37 | 40 |
CFI | 0.841 | 0.774 | 0.719 | 0.704 | 0.987 | 0.976 | 0.975 |
RSMEA | 0.204 | 0.204 | 0.259 | 0.272 | 0.051 | 0.072 | 0.067 |
SRMR | 0.203 | 0.252 | 1.321 | 1.309 | 0.022 | 0.084 | 0.059 |
路径 | FLCM-SR | LCM-SR | LV-ALT | ALT | TSE | RI-CLM | CLM | |||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Est. | S.E. | Est. | S.E. | Est. | S.E. | Est. | S.E. | Est. | S.E. | Est. | S.E. | Est. | S.E. | |||
自回归交叉滞后影响 | ||||||||||||||||
R2 ON | ||||||||||||||||
R1 | 1.303 | 0.017 | 1.702 | 0.042 | 0.258 | 0.016 | 1.656 | 0.048 | 0.548 | 0.013 | 0.492 | 0.008 | 0.579 | 0.007 | ||
M1 | -0.391 | 0.013 | -0.919 | 0.038 | 0.575 | 0.015 | -0.655 | 0.041 | 0.349 | 0.022 | 0.031 | 0.010 | 0.286 | 0.008 | ||
R4 ON | ||||||||||||||||
R2 | -1.423 | 0.042 | 0.531 | 0.018 | -0.660 | 0.207 | 0.797 | 0.013 | 0.531 | 0.010 | 0.403 | 0.008 | 0.544 | 0.007 | ||
M2 | 1.408 | 0.072 | 0.462 | 0.018 | 1.553 | 0.213 | 0.182 | 0.014 | 0.296 | 0.016 | -0.003 ns | 0.009 | 0.250 | 0.007 | ||
R5 ON | ||||||||||||||||
R4 | 0.347 | 0.014 | -0.670 | 0.065 | -0.978 | 0.089 | 0.589 | 0.011 | 0.379 | 0.015 | 0.169 | 0.008 | 0.401 | 0.006 | ||
M4 | 0.352 | 0.010 | 1.157 | 0.075 | 1.467 | 0.088 | 0.103 | 0.010 | 0.256 | 0.012 | -0.021 | 0.007 | 0.203 | 0.006 | ||
R6 ON | ||||||||||||||||
R5 | 0.889 | 0.010 | 1.575 | 0.02 | 0.318 | 0.022 | 0.680 | 0.016 | 0.836 | 0.024 | 0.252 | 0.013 | 0.675 | 0.007 | ||
M5 | 0.030 | 0.009 | -0.466 | 0.014 | 0.526 | 0.020 | 0.071 | 0.011 | 0.045ns | 0.016 | -0.061 | 0.009 | 0.150 | 0.006 | ||
R7 ON | ||||||||||||||||
R6 | 0.006ns | 0.029 | 1.745 | 0.004 | -0.533 | 0.094 | 0.889 | 0.029 | 1.024 | 0.027 | 0.338 | 0.017 | 0.834 | 0.012 | ||
M6 | 0.658 | 0.036 | -0.400 | 0.015 | 1.493 | 0.082 | 0.171 | 0.019 | 0.107 | 0.022 | 0.034 | 0.011 | 0.206 | 0.009 | ||
M2 ON | ||||||||||||||||
M1 | 0.274 | 0.013 | 1.401 | 0.041 | 0.633 | 0.018 | 0.186 | 0.058 | 0.920 | 0.017 | 0.290 | 0.010 | 0.708 | 0.007 | ||
R1 | 1.200 | 0.049 | -0.592 | 0.043 | 0.186 | 0.018 | 0.644 | 0.063 | -0.042ns | 0.015 | 0.102 | 0.007 | 0.113 | 0.006 | ||
M4 ON | ||||||||||||||||
M2 | 1.046 | 0.041 | 0.497 | 0.017 | 1.977 | 0.185 | 0.573 | 0.018 | 0.832 | 0.025 | 0.203 | 0.009 | 0.647 | 0.007 | ||
R2 | -0.952 | 0.027 | 0.342 | 0.013 | -1.063 | 0.178 | 0.322 | 0.018 | -0.022ns | 0.019 | 0.043 | 0.007 | 0.096 | 0.006 | ||
M5 ON | ||||||||||||||||
M4 | 0.409 | 0.011 | -0.396 | 0.037 | -0.557 | 0.095 | 0.777 | 0.017 | 0.806 | 0.033 | 0.197 | 0.008 | 0.628 | 0.008 | ||
R4 | 0.374 | 0.020 | 0.661 | 0.031 | 1.252 | 0.096 | 0.114 | 0.015 | 0.045ns | 0.022 | 0.010 ns | 0.007 | 0.150 | 0.007 | ||
M6 ON | ||||||||||||||||
M5 | -0.049ns | 0.017 | 0.905 | 0.009 | 0.961 | 0.020 | 1.043 | 0.016 | 1.105 | 0.020 | 0.373 | 0.010 | 0.840 | 0.007 | ||
R5 | 1.221 | 0.023 | 0.101 | 0.007 | -0.008 ns | 0.024 | -0.161 | 0.016 | -0.112 | 0.021 | -0.106 | 0.012 | 0.149 | 0.009 | ||
M7 ON | ||||||||||||||||
M6 | 0.726 | 0.017 | 0.884 | 0.023 | 1.735 | 0.074 | 1.053 | 0.024 | 0.970 | 0.013 | 0.363 | 0.011 | 0.792 | 0.009 | ||
R6 | 0.029ns | 0.009 | -0.005ns | 0.003 | -0.507 | 0.089 | -0.077ns | 0.026 | 0.073 | 0.019 | -0.046 | 0.015 | 0.254 | 0.012 | ||
限制参数影响a | ||||||||||||||||
βx | 0.459 | 0.019 | 0.161 | 0.026 | 0.371 | 0.024 | 0.578 | 0.007 | 0.419 | 0.011 | 0.322 | 0.007 | 0.536 | 0.003 | ||
γx | 0.579 | 0.023 | 0.349 | 0.014 | 0.339 | 0.024 | 0.074 | 0.009 | 0.340 | 0.018 | -0.072 | 0.006 | 0.235 | 0.003 | ||
βy | 0.210 | 0.016 | 0.763 | 0.034 | 0.501 | 0.015 | 0.564 | 0.013 | 0.930 | 0.014 | 0.214 | 0.006 | 0.721 | 0.003 | ||
γy | 0.434 | 0.016 | 0.033 | 0.037 | 0.196 | 0.016 | 0.177 | 0.009 | -0.017ns | 0.011 | -0.044 | 0.005 | 0.116 | 0.003 |
路径 | FLCM-SR | LCM-SR | LV-ALT | ALT | TSE | RI-CLM | CLM | |||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Est. | S.E. | Est. | S.E. | Est. | S.E. | Est. | S.E. | Est. | S.E. | Est. | S.E. | Est. | S.E. | |||
自回归交叉滞后影响 | ||||||||||||||||
R2 ON | ||||||||||||||||
R1 | 1.303 | 0.017 | 1.702 | 0.042 | 0.258 | 0.016 | 1.656 | 0.048 | 0.548 | 0.013 | 0.492 | 0.008 | 0.579 | 0.007 | ||
M1 | -0.391 | 0.013 | -0.919 | 0.038 | 0.575 | 0.015 | -0.655 | 0.041 | 0.349 | 0.022 | 0.031 | 0.010 | 0.286 | 0.008 | ||
R4 ON | ||||||||||||||||
R2 | -1.423 | 0.042 | 0.531 | 0.018 | -0.660 | 0.207 | 0.797 | 0.013 | 0.531 | 0.010 | 0.403 | 0.008 | 0.544 | 0.007 | ||
M2 | 1.408 | 0.072 | 0.462 | 0.018 | 1.553 | 0.213 | 0.182 | 0.014 | 0.296 | 0.016 | -0.003 ns | 0.009 | 0.250 | 0.007 | ||
R5 ON | ||||||||||||||||
R4 | 0.347 | 0.014 | -0.670 | 0.065 | -0.978 | 0.089 | 0.589 | 0.011 | 0.379 | 0.015 | 0.169 | 0.008 | 0.401 | 0.006 | ||
M4 | 0.352 | 0.010 | 1.157 | 0.075 | 1.467 | 0.088 | 0.103 | 0.010 | 0.256 | 0.012 | -0.021 | 0.007 | 0.203 | 0.006 | ||
R6 ON | ||||||||||||||||
R5 | 0.889 | 0.010 | 1.575 | 0.02 | 0.318 | 0.022 | 0.680 | 0.016 | 0.836 | 0.024 | 0.252 | 0.013 | 0.675 | 0.007 | ||
M5 | 0.030 | 0.009 | -0.466 | 0.014 | 0.526 | 0.020 | 0.071 | 0.011 | 0.045ns | 0.016 | -0.061 | 0.009 | 0.150 | 0.006 | ||
R7 ON | ||||||||||||||||
R6 | 0.006ns | 0.029 | 1.745 | 0.004 | -0.533 | 0.094 | 0.889 | 0.029 | 1.024 | 0.027 | 0.338 | 0.017 | 0.834 | 0.012 | ||
M6 | 0.658 | 0.036 | -0.400 | 0.015 | 1.493 | 0.082 | 0.171 | 0.019 | 0.107 | 0.022 | 0.034 | 0.011 | 0.206 | 0.009 | ||
M2 ON | ||||||||||||||||
M1 | 0.274 | 0.013 | 1.401 | 0.041 | 0.633 | 0.018 | 0.186 | 0.058 | 0.920 | 0.017 | 0.290 | 0.010 | 0.708 | 0.007 | ||
R1 | 1.200 | 0.049 | -0.592 | 0.043 | 0.186 | 0.018 | 0.644 | 0.063 | -0.042ns | 0.015 | 0.102 | 0.007 | 0.113 | 0.006 | ||
M4 ON | ||||||||||||||||
M2 | 1.046 | 0.041 | 0.497 | 0.017 | 1.977 | 0.185 | 0.573 | 0.018 | 0.832 | 0.025 | 0.203 | 0.009 | 0.647 | 0.007 | ||
R2 | -0.952 | 0.027 | 0.342 | 0.013 | -1.063 | 0.178 | 0.322 | 0.018 | -0.022ns | 0.019 | 0.043 | 0.007 | 0.096 | 0.006 | ||
M5 ON | ||||||||||||||||
M4 | 0.409 | 0.011 | -0.396 | 0.037 | -0.557 | 0.095 | 0.777 | 0.017 | 0.806 | 0.033 | 0.197 | 0.008 | 0.628 | 0.008 | ||
R4 | 0.374 | 0.020 | 0.661 | 0.031 | 1.252 | 0.096 | 0.114 | 0.015 | 0.045ns | 0.022 | 0.010 ns | 0.007 | 0.150 | 0.007 | ||
M6 ON | ||||||||||||||||
M5 | -0.049ns | 0.017 | 0.905 | 0.009 | 0.961 | 0.020 | 1.043 | 0.016 | 1.105 | 0.020 | 0.373 | 0.010 | 0.840 | 0.007 | ||
R5 | 1.221 | 0.023 | 0.101 | 0.007 | -0.008 ns | 0.024 | -0.161 | 0.016 | -0.112 | 0.021 | -0.106 | 0.012 | 0.149 | 0.009 | ||
M7 ON | ||||||||||||||||
M6 | 0.726 | 0.017 | 0.884 | 0.023 | 1.735 | 0.074 | 1.053 | 0.024 | 0.970 | 0.013 | 0.363 | 0.011 | 0.792 | 0.009 | ||
R6 | 0.029ns | 0.009 | -0.005ns | 0.003 | -0.507 | 0.089 | -0.077ns | 0.026 | 0.073 | 0.019 | -0.046 | 0.015 | 0.254 | 0.012 | ||
限制参数影响a | ||||||||||||||||
βx | 0.459 | 0.019 | 0.161 | 0.026 | 0.371 | 0.024 | 0.578 | 0.007 | 0.419 | 0.011 | 0.322 | 0.007 | 0.536 | 0.003 | ||
γx | 0.579 | 0.023 | 0.349 | 0.014 | 0.339 | 0.024 | 0.074 | 0.009 | 0.340 | 0.018 | -0.072 | 0.006 | 0.235 | 0.003 | ||
βy | 0.210 | 0.016 | 0.763 | 0.034 | 0.501 | 0.015 | 0.564 | 0.013 | 0.930 | 0.014 | 0.214 | 0.006 | 0.721 | 0.003 | ||
γy | 0.434 | 0.016 | 0.033 | 0.037 | 0.196 | 0.016 | 0.177 | 0.009 | -0.017ns | 0.011 | -0.044 | 0.005 | 0.116 | 0.003 |
线性增长模型(LGM) | 二次增长模型(QGM) | 多阶段增长模型(PGM) | |||||||
---|---|---|---|---|---|---|---|---|---|
Est. | S.E. | Est. | S.E. | Est. | S.E. | ||||
因子均值 | |||||||||
INTR | -0.889 | *** | 0.004 | -1.112 | *** | 0.004 | -1.321 | *** | 0.004 |
SLPR | 0.353 | *** | 0.001 | 0.729 | *** | 0.002 | 1.158 | *** | 0.003 |
QUAR | -0.055 | *** | <0.001 | ||||||
SLPR2 | -1.009 | *** | 0.004 | ||||||
INTM | -0.865 | *** | 0.003 | -1.024 | *** | 0.003 | -1.167 | *** | 0.003 |
SLPM | 0.363 | *** | 0.001 | 0.640 | *** | 0.001 | 0.914 | *** | 0.002 |
QUAM | -0.042 | *** | <0.001 | ||||||
SLPM2 | -0.703 | *** | 0.003 | ||||||
因子方差 | |||||||||
INTR | 0.205 | *** | 0.003 | 0.244 | *** | 0.003 | 0.240 | *** | 0.003 |
SLPR | 0.004 | *** | <0.001 | 0.015 | *** | 0.001 | 0.026 | *** | 0.001 |
QUAR | <0.001 | *** | <0.001 | ||||||
SLPR2 | 0.014 | *** | 0.002 | ||||||
INTM | 0.184 | *** | 0.002 | 0.196 | *** | 0.002 | 0.200 | *** | 0.002 |
SLPM | 0.003 | *** | <0.001 | 0.008 | *** | <0.001 | 0.008 | *** | 0.001 |
QUAM | <0.001 | *** | <0.001 | ||||||
SLPM2 | -0.003 | *** | 0.001 | ||||||
测量误差 | |||||||||
r1 | 0.288 | *** | 0.004 | 0.131 | *** | 0.002 | 0.045 | *** | 0.002 |
r2 | 0.065 | *** | 0.002 | 0.041 | *** | 0.001 | 0.059 | *** | 0.001 |
r4 | 0.266 | *** | 0.003 | 0.120 | *** | 0.002 | 0.180 | *** | 0.003 |
r5 | 0.202 | *** | 0.003 | 0.014 | *** | 0.001 | 0.026 | *** | 0.001 |
r6 | -0.009 | *** | 0.001 | 0.069 | *** | 0.001 | 0.008 | *** | <0.001 |
r7 | 0.657 | *** | 0.010 | 0.180 | *** | 0.008 | 0.090 | *** | 0.002 |
m1 | 0.163 | *** | 0.002 | 0.083 | *** | 0.001 | 0.042 | *** | 0.001 |
m2 | 0.035 | *** | 0.001 | 0.029 | *** | 0.001 | 0.035 | *** | 0.001 |
m4 | 0.179 | *** | 0.002 | 0.088 | *** | 0.001 | 0.082 | *** | 0.001 |
m5 | 0.120 | *** | 0.002 | 0.017 | *** | 0.001 | 0.030 | *** | 0.001 |
m6 | 0.002 | 0.001 | 0.041 | *** | 0.001 | 0.024 | *** | 0.001 | |
m7 | 0.617 | *** | 0.010 | 0.045 | *** | 0.004 | 0.134 | *** | 0.003 |
因子相关 | |||||||||
SLPR WITH | |||||||||
INTR | -0.020 | *** | <0.001 | -0.052 | *** | 0.001 | -0.069 | *** | 0.002 |
QUAR | 0.004 | *** | <0.001 | ||||||
SLPR2 | 0.060 | *** | 0.002 | ||||||
SLPR WITH | |||||||||
QUAR | -0.001 | *** | <0.001 | ||||||
SLPR2 | -0.020 | *** | 0.001 | ||||||
SLPM WITH | |||||||||
SLPM | -0.010 | *** | <0.001 | -0.023 | *** | 0.001 | -0.031 | *** | 0.001 |
QUAM | 0.002 | *** | <0.001 | ||||||
SLPM2 | 0.026 | *** | 0.001 | ||||||
SLPM WITH | |||||||||
QUAM | -0.001 | *** | <0.001 | ||||||
SLPM2 | -0.003 | *** | 0.001 |
线性增长模型(LGM) | 二次增长模型(QGM) | 多阶段增长模型(PGM) | |||||||
---|---|---|---|---|---|---|---|---|---|
Est. | S.E. | Est. | S.E. | Est. | S.E. | ||||
因子均值 | |||||||||
INTR | -0.889 | *** | 0.004 | -1.112 | *** | 0.004 | -1.321 | *** | 0.004 |
SLPR | 0.353 | *** | 0.001 | 0.729 | *** | 0.002 | 1.158 | *** | 0.003 |
QUAR | -0.055 | *** | <0.001 | ||||||
SLPR2 | -1.009 | *** | 0.004 | ||||||
INTM | -0.865 | *** | 0.003 | -1.024 | *** | 0.003 | -1.167 | *** | 0.003 |
SLPM | 0.363 | *** | 0.001 | 0.640 | *** | 0.001 | 0.914 | *** | 0.002 |
QUAM | -0.042 | *** | <0.001 | ||||||
SLPM2 | -0.703 | *** | 0.003 | ||||||
因子方差 | |||||||||
INTR | 0.205 | *** | 0.003 | 0.244 | *** | 0.003 | 0.240 | *** | 0.003 |
SLPR | 0.004 | *** | <0.001 | 0.015 | *** | 0.001 | 0.026 | *** | 0.001 |
QUAR | <0.001 | *** | <0.001 | ||||||
SLPR2 | 0.014 | *** | 0.002 | ||||||
INTM | 0.184 | *** | 0.002 | 0.196 | *** | 0.002 | 0.200 | *** | 0.002 |
SLPM | 0.003 | *** | <0.001 | 0.008 | *** | <0.001 | 0.008 | *** | 0.001 |
QUAM | <0.001 | *** | <0.001 | ||||||
SLPM2 | -0.003 | *** | 0.001 | ||||||
测量误差 | |||||||||
r1 | 0.288 | *** | 0.004 | 0.131 | *** | 0.002 | 0.045 | *** | 0.002 |
r2 | 0.065 | *** | 0.002 | 0.041 | *** | 0.001 | 0.059 | *** | 0.001 |
r4 | 0.266 | *** | 0.003 | 0.120 | *** | 0.002 | 0.180 | *** | 0.003 |
r5 | 0.202 | *** | 0.003 | 0.014 | *** | 0.001 | 0.026 | *** | 0.001 |
r6 | -0.009 | *** | 0.001 | 0.069 | *** | 0.001 | 0.008 | *** | <0.001 |
r7 | 0.657 | *** | 0.010 | 0.180 | *** | 0.008 | 0.090 | *** | 0.002 |
m1 | 0.163 | *** | 0.002 | 0.083 | *** | 0.001 | 0.042 | *** | 0.001 |
m2 | 0.035 | *** | 0.001 | 0.029 | *** | 0.001 | 0.035 | *** | 0.001 |
m4 | 0.179 | *** | 0.002 | 0.088 | *** | 0.001 | 0.082 | *** | 0.001 |
m5 | 0.120 | *** | 0.002 | 0.017 | *** | 0.001 | 0.030 | *** | 0.001 |
m6 | 0.002 | 0.001 | 0.041 | *** | 0.001 | 0.024 | *** | 0.001 | |
m7 | 0.617 | *** | 0.010 | 0.045 | *** | 0.004 | 0.134 | *** | 0.003 |
因子相关 | |||||||||
SLPR WITH | |||||||||
INTR | -0.020 | *** | <0.001 | -0.052 | *** | 0.001 | -0.069 | *** | 0.002 |
QUAR | 0.004 | *** | <0.001 | ||||||
SLPR2 | 0.060 | *** | 0.002 | ||||||
SLPR WITH | |||||||||
QUAR | -0.001 | *** | <0.001 | ||||||
SLPR2 | -0.020 | *** | 0.001 | ||||||
SLPM WITH | |||||||||
SLPM | -0.010 | *** | <0.001 | -0.023 | *** | 0.001 | -0.031 | *** | 0.001 |
QUAM | 0.002 | *** | <0.001 | ||||||
SLPM2 | 0.026 | *** | 0.001 | ||||||
SLPM WITH | |||||||||
QUAM | -0.001 | *** | <0.001 | ||||||
SLPM2 | -0.003 | *** | 0.001 |
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