Author Topic: standard error of conditional covariances/correlations in multidimensional run?  (Read 537 times)


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Is there any way to calculate the standard error of the covariances/correlations of the dimensions? In the .shw file, only the variances' standard errors are shown, but not the covariances'. Thanks!

Furong Gao


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you can extract the full error variance-covariance matrix and include in your Show file. See here:

You need to:

1. use empirical errors
Code: [Select]
estimate ! ... stderr = empirical ...;This is the default behaviour if you do not specify the stderr option.
2. add the option to your show command
Code: [Select]
show ! ... tables = 10 ...; Table 10 is the error variance-covariance matrix