Mplus VERSION 7.4 MUTHEN & MUTHEN 04/12/2017 5:08 PM INPUT INSTRUCTIONS TITLE: Question 3: Regression model with 10 predictors DATA: FILE IS question3.dat; VARIABLE: NAMES ARE study free goout Dalc Walc health absen G1 G2 G3 nsex; ANALYSIS: ESTIMATOR is BAYES; FBITERATIONS = 20000; MODEL: G3 ON G1 G2 absen health Walc Dalc goout free nsex study; OUTPUT: TECH1 TECH8 STDYX; PLOT: TYPE = PLOT2; INPUT READING TERMINATED NORMALLY Question 3: Regression model with 10 predictors SUMMARY OF ANALYSIS Number of groups 1 Number of observations 649 Number of dependent variables 1 Number of independent variables 10 Number of continuous latent variables 0 Observed dependent variables Continuous G3 Observed independent variables STUDY FREE GOOUT DALC WALC HEALTH ABSEN G1 G2 NSEX 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 Treatment of categorical mediator LATENT Algorithm used for Markov chain Monte Carlo GIBBS(PX1) Fixed number of iterations 20000 K-th iteration used for thinning 1 Input data file(s) question3.dat Input data format FREE 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 12 Bayesian Posterior Predictive Checking using Chi-Square 95% Confidence Interval for the Difference Between the Observed and the Replicated Chi-Square Values -15.135 13.851 Posterior Predictive P-Value 0.506 Information Criteria Deviance (DIC) 2150.557 Estimated Number of Parameters (pD) 12.025 Bayesian (BIC) 2204.185 MODEL RESULTS Posterior One-Tailed 95% C.I. Estimate S.D. P-Value Lower 2.5% Upper 2.5% Significance G3 ON G1 0.147 0.036 0.000 0.076 0.218 * G2 0.887 0.034 0.000 0.821 0.954 * ABSEN 0.023 0.011 0.020 0.001 0.044 * HEALTH -0.043 0.035 0.107 -0.113 0.025 WALC -0.004 0.054 0.473 -0.110 0.101 DALC -0.077 0.069 0.135 -0.212 0.058 GOOUT -0.011 0.049 0.408 -0.106 0.083 FREE -0.047 0.051 0.182 -0.149 0.054 NSEX 0.118 0.110 0.141 -0.099 0.335 STUDY 0.075 0.064 0.120 -0.049 0.200 Intercepts G3 0.133 0.362 0.358 -0.579 0.840 Residual Variances G3 1.584 0.089 0.000 1.422 1.773 * STANDARDIZED MODEL RESULTS STDYX Standardization Posterior One-Tailed 95% C.I. Estimate S.D. P-Value Lower 2.5% Upper 2.5% Significance G3 ON G1 0.124 0.031 0.000 0.064 0.185 * G2 0.798 0.028 0.000 0.743 0.852 * ABSEN 0.033 0.016 0.020 0.001 0.063 * HEALTH -0.019 0.016 0.107 -0.050 0.011 WALC -0.002 0.021 0.473 -0.044 0.040 DALC -0.022 0.020 0.135 -0.060 0.017 GOOUT -0.004 0.018 0.408 -0.039 0.030 FREE -0.015 0.017 0.182 -0.048 0.017 NSEX 0.018 0.017 0.141 -0.015 0.051 STUDY 0.019 0.016 0.120 -0.013 0.051 Intercepts G3 0.041 0.112 0.358 -0.176 0.263 Residual Variances G3 0.151 0.008 0.000 0.136 0.169 * R-SQUARE Posterior One-Tailed 95% C.I. Variable Estimate S.D. P-Value Lower 2.5% Upper 2.5% G3 0.849 0.008 0.000 0.831 0.864 TECHNICAL 1 OUTPUT PARAMETER SPECIFICATION NU G3 STUDY FREE GOOUT DALC ________ ________ ________ ________ ________ 1 0 0 0 0 0 NU WALC HEALTH ABSEN G1 G2 ________ ________ ________ ________ ________ 1 0 0 0 0 0 NU NSEX ________ 1 0 LAMBDA G3 STUDY FREE GOOUT DALC ________ ________ ________ ________ ________ G3 0 0 0 0 0 STUDY 0 0 0 0 0 FREE 0 0 0 0 0 GOOUT 0 0 0 0 0 DALC 0 0 0 0 0 WALC 0 0 0 0 0 HEALTH 0 0 0 0 0 ABSEN 0 0 0 0 0 G1 0 0 0 0 0 G2 0 0 0 0 0 NSEX 0 0 0 0 0 LAMBDA WALC HEALTH ABSEN G1 G2 ________ ________ ________ ________ ________ G3 0 0 0 0 0 STUDY 0 0 0 0 0 FREE 0 0 0 0 0 GOOUT 0 0 0 0 0 DALC 0 0 0 0 0 WALC 0 0 0 0 0 HEALTH 0 0 0 0 0 ABSEN 0 0 0 0 0 G1 0 0 0 0 0 G2 0 0 0 0 0 NSEX 0 0 0 0 0 LAMBDA NSEX ________ G3 0 STUDY 0 FREE 0 GOOUT 0 DALC 0 WALC 0 HEALTH 0 ABSEN 0 G1 0 G2 0 NSEX 0 THETA G3 STUDY FREE GOOUT DALC ________ ________ ________ ________ ________ G3 0 STUDY 0 0 FREE 0 0 0 GOOUT 0 0 0 0 DALC 0 0 0 0 0 WALC 0 0 0 0 0 HEALTH 0 0 0 0 0 ABSEN 0 0 0 0 0 G1 0 0 0 0 0 G2 0 0 0 0 0 NSEX 0 0 0 0 0 THETA WALC HEALTH ABSEN G1 G2 ________ ________ ________ ________ ________ WALC 0 HEALTH 0 0 ABSEN 0 0 0 G1 0 0 0 0 G2 0 0 0 0 0 NSEX 0 0 0 0 0 THETA NSEX ________ NSEX 0 ALPHA G3 STUDY FREE GOOUT DALC ________ ________ ________ ________ ________ 1 1 0 0 0 0 ALPHA WALC HEALTH ABSEN G1 G2 ________ ________ ________ ________ ________ 1 0 0 0 0 0 ALPHA NSEX ________ 1 0 BETA G3 STUDY FREE GOOUT DALC ________ ________ ________ ________ ________ G3 0 2 3 4 5 STUDY 0 0 0 0 0 FREE 0 0 0 0 0 GOOUT 0 0 0 0 0 DALC 0 0 0 0 0 WALC 0 0 0 0 0 HEALTH 0 0 0 0 0 ABSEN 0 0 0 0 0 G1 0 0 0 0 0 G2 0 0 0 0 0 NSEX 0 0 0 0 0 BETA WALC HEALTH ABSEN G1 G2 ________ ________ ________ ________ ________ G3 6 7 8 9 10 STUDY 0 0 0 0 0 FREE 0 0 0 0 0 GOOUT 0 0 0 0 0 DALC 0 0 0 0 0 WALC 0 0 0 0 0 HEALTH 0 0 0 0 0 ABSEN 0 0 0 0 0 G1 0 0 0 0 0 G2 0 0 0 0 0 NSEX 0 0 0 0 0 BETA NSEX ________ G3 11 STUDY 0 FREE 0 GOOUT 0 DALC 0 WALC 0 HEALTH 0 ABSEN 0 G1 0 G2 0 NSEX 0 PSI G3 STUDY FREE GOOUT DALC ________ ________ ________ ________ ________ G3 12 STUDY 0 0 FREE 0 0 0 GOOUT 0 0 0 0 DALC 0 0 0 0 0 WALC 0 0 0 0 0 HEALTH 0 0 0 0 0 ABSEN 0 0 0 0 0 G1 0 0 0 0 0 G2 0 0 0 0 0 NSEX 0 0 0 0 0 PSI WALC HEALTH ABSEN G1 G2 ________ ________ ________ ________ ________ WALC 0 HEALTH 0 0 ABSEN 0 0 0 G1 0 0 0 0 G2 0 0 0 0 0 NSEX 0 0 0 0 0 PSI NSEX ________ NSEX 0 STARTING VALUES NU G3 STUDY FREE GOOUT DALC ________ ________ ________ ________ ________ 1 0.000 0.000 0.000 0.000 0.000 NU WALC HEALTH ABSEN G1 G2 ________ ________ ________ ________ ________ 1 0.000 0.000 0.000 0.000 0.000 NU NSEX ________ 1 0.000 LAMBDA G3 STUDY FREE GOOUT DALC ________ ________ ________ ________ ________ G3 1.000 0.000 0.000 0.000 0.000 STUDY 0.000 1.000 0.000 0.000 0.000 FREE 0.000 0.000 1.000 0.000 0.000 GOOUT 0.000 0.000 0.000 1.000 0.000 DALC 0.000 0.000 0.000 0.000 1.000 WALC 0.000 0.000 0.000 0.000 0.000 HEALTH 0.000 0.000 0.000 0.000 0.000 ABSEN 0.000 0.000 0.000 0.000 0.000 G1 0.000 0.000 0.000 0.000 0.000 G2 0.000 0.000 0.000 0.000 0.000 NSEX 0.000 0.000 0.000 0.000 0.000 LAMBDA WALC HEALTH ABSEN G1 G2 ________ ________ ________ ________ ________ G3 0.000 0.000 0.000 0.000 0.000 STUDY 0.000 0.000 0.000 0.000 0.000 FREE 0.000 0.000 0.000 0.000 0.000 GOOUT 0.000 0.000 0.000 0.000 0.000 DALC 0.000 0.000 0.000 0.000 0.000 WALC 1.000 0.000 0.000 0.000 0.000 HEALTH 0.000 1.000 0.000 0.000 0.000 ABSEN 0.000 0.000 1.000 0.000 0.000 G1 0.000 0.000 0.000 1.000 0.000 G2 0.000 0.000 0.000 0.000 1.000 NSEX 0.000 0.000 0.000 0.000 0.000 LAMBDA NSEX ________ G3 0.000 STUDY 0.000 FREE 0.000 GOOUT 0.000 DALC 0.000 WALC 0.000 HEALTH 0.000 ABSEN 0.000 G1 0.000 G2 0.000 NSEX 1.000 THETA G3 STUDY FREE GOOUT DALC ________ ________ ________ ________ ________ G3 0.000 STUDY 0.000 0.000 FREE 0.000 0.000 0.000 GOOUT 0.000 0.000 0.000 0.000 DALC 0.000 0.000 0.000 0.000 0.000 WALC 0.000 0.000 0.000 0.000 0.000 HEALTH 0.000 0.000 0.000 0.000 0.000 ABSEN 0.000 0.000 0.000 0.000 0.000 G1 0.000 0.000 0.000 0.000 0.000 G2 0.000 0.000 0.000 0.000 0.000 NSEX 0.000 0.000 0.000 0.000 0.000 THETA WALC HEALTH ABSEN G1 G2 ________ ________ ________ ________ ________ WALC 0.000 HEALTH 0.000 0.000 ABSEN 0.000 0.000 0.000 G1 0.000 0.000 0.000 0.000 G2 0.000 0.000 0.000 0.000 0.000 NSEX 0.000 0.000 0.000 0.000 0.000 THETA NSEX ________ NSEX 0.000 ALPHA G3 STUDY FREE GOOUT DALC ________ ________ ________ ________ ________ 1 11.906 0.000 0.000 0.000 0.000 ALPHA WALC HEALTH ABSEN G1 G2 ________ ________ ________ ________ ________ 1 0.000 0.000 0.000 0.000 0.000 ALPHA NSEX ________ 1 0.000 BETA G3 STUDY FREE GOOUT DALC ________ ________ ________ ________ ________ G3 0.000 0.000 0.000 0.000 0.000 STUDY 0.000 0.000 0.000 0.000 0.000 FREE 0.000 0.000 0.000 0.000 0.000 GOOUT 0.000 0.000 0.000 0.000 0.000 DALC 0.000 0.000 0.000 0.000 0.000 WALC 0.000 0.000 0.000 0.000 0.000 HEALTH 0.000 0.000 0.000 0.000 0.000 ABSEN 0.000 0.000 0.000 0.000 0.000 G1 0.000 0.000 0.000 0.000 0.000 G2 0.000 0.000 0.000 0.000 0.000 NSEX 0.000 0.000 0.000 0.000 0.000 BETA WALC HEALTH ABSEN G1 G2 ________ ________ ________ ________ ________ G3 0.000 0.000 0.000 0.000 0.000 STUDY 0.000 0.000 0.000 0.000 0.000 FREE 0.000 0.000 0.000 0.000 0.000 GOOUT 0.000 0.000 0.000 0.000 0.000 DALC 0.000 0.000 0.000 0.000 0.000 WALC 0.000 0.000 0.000 0.000 0.000 HEALTH 0.000 0.000 0.000 0.000 0.000 ABSEN 0.000 0.000 0.000 0.000 0.000 G1 0.000 0.000 0.000 0.000 0.000 G2 0.000 0.000 0.000 0.000 0.000 NSEX 0.000 0.000 0.000 0.000 0.000 BETA NSEX ________ G3 0.000 STUDY 0.000 FREE 0.000 GOOUT 0.000 DALC 0.000 WALC 0.000 HEALTH 0.000 ABSEN 0.000 G1 0.000 G2 0.000 NSEX 0.000 PSI G3 STUDY FREE GOOUT DALC ________ ________ ________ ________ ________ G3 5.211 STUDY 0.000 0.344 FREE 0.000 0.000 0.552 GOOUT 0.000 0.000 0.000 0.690 DALC 0.000 0.000 0.000 0.000 0.427 WALC 0.000 0.000 0.000 0.000 0.000 HEALTH 0.000 0.000 0.000 0.000 0.000 ABSEN 0.000 0.000 0.000 0.000 0.000 G1 0.000 0.000 0.000 0.000 0.000 G2 0.000 0.000 0.000 0.000 0.000 NSEX 0.000 0.000 0.000 0.000 0.000 PSI WALC HEALTH ABSEN G1 G2 ________ ________ ________ ________ ________ WALC 0.824 HEALTH 0.000 1.044 ABSEN 0.000 0.000 10.752 G1 0.000 0.000 0.000 3.762 G2 0.000 0.000 0.000 0.000 4.238 NSEX 0.000 0.000 0.000 0.000 0.000 PSI NSEX ________ NSEX 0.121 PRIORS FOR ALL PARAMETERS PRIOR MEAN PRIOR VARIANCE PRIOR STD. DEV. Parameter 1~N(0.000,infinity) 0.0000 infinity infinity Parameter 2~N(0.000,infinity) 0.0000 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~N(0.000,infinity) 0.0000 infinity infinity Parameter 10~N(0.000,infinity) 0.0000 infinity infinity Parameter 11~N(0.000,infinity) 0.0000 infinity infinity Parameter 12~IG(-1.000,0.000) infinity infinity infinity TECHNICAL 8 OUTPUT Kolmogorov-Smirnov comparing posterior distributions across chains 1 and 2 using 100 draws. Parameter KS Statistic P-value Parameter 1 0.1100 0.5560 Parameter 2 0.1100 0.5560 Parameter 5 0.0900 0.7942 Parameter 11 0.0800 0.8938 Parameter 12 0.0700 0.9610 Parameter 10 0.0600 0.9921 Parameter 7 0.0500 0.9995 Parameter 6 0.0400 1.0000 Parameter 3 0.0400 1.0000 Parameter 4 0.0200 1.0000 Parameter 8 0.0100 1.0000 Parameter 9 0.0100 1.0000 Simulated prior distributions Parameter Prior Mean Prior Variance Prior Std. Dev. Parameter 1 Improper Prior Parameter 2 Improper Prior Parameter 3 Improper Prior Parameter 4 Improper Prior Parameter 5 Improper Prior Parameter 6 Improper Prior Parameter 7 Improper Prior Parameter 8 Improper Prior Parameter 9 Improper Prior Parameter 10 Improper Prior Parameter 11 Improper Prior Parameter 12 Improper Prior TECHNICAL 8 OUTPUT FOR BAYES ESTIMATION CHAIN BSEED 1 0 2 285380 POTENTIAL PARAMETER WITH ITERATION SCALE REDUCTION HIGHEST PSR 100 1.036 10 200 1.004 6 300 1.003 3 400 1.009 11 500 1.007 8 600 1.002 12 700 1.004 11 800 1.005 11 900 1.004 11 1000 1.004 11 1100 1.005 11 1200 1.002 7 1300 1.003 7 1400 1.004 7 1500 1.002 7 1600 1.001 7 1700 1.001 6 1800 1.002 6 1900 1.002 6 2000 1.003 6 2100 1.003 6 2200 1.002 6 2300 1.002 6 2400 1.003 6 2500 1.002 4 2600 1.002 4 2700 1.001 2 2800 1.002 2 2900 1.002 2 3000 1.001 2 3100 1.001 2 3200 1.001 2 3300 1.001 2 3400 1.000 2 3500 1.000 12 3600 1.000 2 3700 1.000 2 3800 1.000 2 3900 1.000 2 4000 1.001 2 4100 1.000 2 4200 1.001 2 4300 1.001 2 4400 1.001 2 4500 1.000 2 4600 1.000 2 4700 1.000 2 4800 1.000 6 4900 1.000 9 5000 1.000 9 5100 1.000 2 5200 1.000 2 5300 1.000 2 5400 1.000 7 5500 1.000 1 5600 1.000 7 5700 1.000 7 5800 1.000 7 5900 1.000 7 6000 1.000 7 6100 1.000 6 6200 1.000 6 6300 1.000 6 6400 1.000 6 6500 1.000 6 6600 1.000 6 6700 1.000 6 6800 1.000 6 6900 1.000 12 7000 1.000 6 7100 1.000 12 7200 1.000 12 7300 1.000 12 7400 1.000 12 7500 1.000 12 7600 1.000 12 7700 1.000 12 7800 1.000 12 7900 1.000 12 8000 1.000 12 8100 1.000 9 8200 1.000 9 8300 1.000 9 8400 1.000 9 8500 1.000 9 8600 1.000 9 8700 1.000 9 8800 1.000 9 8900 1.000 9 9000 1.000 9 9100 1.000 9 9200 1.000 9 9300 1.001 9 9400 1.001 9 9500 1.001 9 9600 1.001 9 9700 1.001 9 9800 1.001 9 9900 1.001 9 10000 1.000 9 10100 1.000 9 10200 1.000 9 10300 1.000 9 10400 1.000 9 10500 1.000 5 10600 1.000 9 10700 1.000 9 10800 1.000 9 10900 1.000 9 11000 1.000 9 11100 1.000 11 11200 1.000 11 11300 1.000 11 11400 1.000 11 11500 1.000 11 11600 1.000 11 11700 1.000 11 11800 1.000 11 11900 1.000 11 12000 1.000 11 12100 1.001 11 12200 1.001 11 12300 1.001 11 12400 1.001 11 12500 1.001 11 12600 1.000 11 12700 1.000 11 12800 1.000 11 12900 1.001 11 13000 1.000 11 13100 1.000 11 13200 1.001 11 13300 1.001 11 13400 1.001 11 13500 1.001 11 13600 1.001 11 13700 1.001 11 13800 1.001 11 13900 1.001 11 14000 1.001 11 14100 1.001 11 14200 1.001 11 14300 1.001 11 14400 1.000 5 14500 1.001 5 14600 1.001 5 14700 1.001 5 14800 1.001 5 14900 1.001 5 15000 1.001 5 15100 1.001 5 15200 1.000 5 15300 1.000 11 15400 1.000 11 15500 1.000 11 15600 1.000 5 15700 1.000 5 15800 1.000 5 15900 1.000 5 16000 1.000 5 16100 1.000 5 16200 1.000 5 16300 1.000 5 16400 1.000 5 16500 1.000 5 16600 1.000 5 16700 1.000 11 16800 1.000 5 16900 1.000 11 17000 1.000 11 17100 1.000 11 17200 1.000 11 17300 1.000 2 17400 1.000 2 17500 1.000 2 17600 1.000 11 17700 1.000 11 17800 1.000 11 17900 1.000 11 18000 1.000 2 18100 1.000 2 18200 1.000 11 18300 1.000 2 18400 1.000 2 18500 1.000 2 18600 1.000 2 18700 1.000 2 18800 1.000 2 18900 1.000 2 19000 1.000 2 19100 1.000 2 19200 1.000 2 19300 1.000 2 19400 1.000 2 19500 1.000 2 19600 1.000 11 19700 1.000 11 19800 1.000 11 19900 1.000 11 20000 1.000 2 PLOT INFORMATION The following plots are available: Bayesian posterior parameter distributions Bayesian posterior parameter trace plots Bayesian autocorrelation plots Bayesian posterior predictive checking scatterplots Bayesian posterior predictive checking distribution plots DIAGRAM INFORMATION Use View Diagram under the Diagram menu in the Mplus Editor to view the diagram. If running Mplus from the Mplus Diagrammer, the diagram opens automatically. Diagram output c:\users\naomi\dropbox\exercises - naomi\bayes - 1\1. mplus\data and input files\question3.dgm Beginning Time: 17:08:14 Ending Time: 17:08:17 Elapsed Time: 00:00:03 MUTHEN & MUTHEN 3463 Stoner Ave. Los Angeles, CA 90066 Tel: (310) 391-9971 Fax: (310) 391-8971 Web: www.StatModel.com Support: Support@StatModel.com Copyright (c) 1998-2015 Muthen & Muthen