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Cross Compile Linux to Windows
Another option for building Windows executables with Eclipse on Linux is to use a cross compiler. To use this option, CDT must have the cross compile extension enabled, and a cross compiler must be installed. Under Ubuntu 10.10, installing the mingw32 package will bring in everything required to build the sample project with the MinGW cross compiler. Next, we'll install CDT cross compile support.
To install CDT cross compile support, navigate to Help → Install New Software... In the Work With textbox, type
cdt to filter down to CDT settings and select the CDT option. Expand CDT Optional Features and check the C/C++ Cross Compiler Support option. Hit Next and follow the instructions to complete the installation (Figure 8).
Installing the CDT cross compiler support provides new build configuration options. To see the new options, follow the previous instructions for creating a new build configuration. Under the Import Predefined dropdown box, two new options are available: Executable→Cross GCC→Debug, and Executable→Cross GCC→Release. Create a new build configuration called Debug-Win and select the Cross GCC→Debug option.
When this configuration is selected, you'll notice a new option in the project settings called Cross Settings. Open the project settings, select Cross Settings, and enter
i586-mingw32msvc- into the prefix textbox. If the prefix box is left empty, the IDE will use the default system tools for linking and compiling (Figure 9).
A Few Good Options
Eclipse offers a few options for creating cross-platform projects. It takes a bit of futzing, but developing between Linux and Windows works seamlessly once the project is setup. And there are other options that we didn't cover such as using GCC on Linux and Windows or creating makefiles by hand. Each option has its own set of quirks for dealing with
include directories, maintainability, third-party libraries, and debugging.
In this article, we covered handling
include directories and the options covered are arguably the easiest to maintain (since Eclipse automatically handles the makefile). If you want to debug on both platforms or use third-party libraries, there's a bit more work to do depending on the option chosen for cross-platform development. But we'll leave that for another time.
Ben DuPont is a software engineer. After 10 years of developing software and systems in a corporate environment, he founded Nebland Software, an independent software consulting company.


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The Coupon Tracker: a 2-part guide to locating coupons
It is our goal here at TheCouponClippers.com to provide you with all the best ways to save at the grocery store. Sometimes you just need to know in what section a coupon was originally located.
1) The Paw Print
This paw print serves as a guide to let you know where the coupons came from that are on our site. If it was in our Sunday newspapers, then when you hold your mouse over the paw print, you'll see either a setting like this: 07/16/06 SS or 07/16/06 V or 07/16/06 PG or 'Not from a Central Florida Newspaper'.
07/16/06 would be the date on the calendar that the coupon was located.
SS means Smart Source supplement
V means Valassis supplement
PG means Proctor and Gamble supplement
If it is on our list, but not one of these 3 choices, it will be marked with the fourth choice: Not from a Central Florida Newspaper. These coupons are often difficult to find and not readily available. You should snatch the ones that you can find as soon as you see them.
2) The Clickable Calendar:
On each Sunday's square, you'll see the coupon supplements listed that were provided in each week's newspapers.
If you click on the name of the coupon supplement, you'll get the complete listing of the coupons that came out that week as well as the quantities still available left on our site. If you're interested in ordering any of the still-available coupons, just add a quantity to the text box to the left of the description and click the add to cart button. Please note that if the available quantity is zero you will be unable to add a quantity to the check box.


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So last night my park run was just wonderful minus two things, but I'll get to those after I talk about how much I love running at this park. I wore my long leggings from Target, which I love and my new Nike long sleeve shirt that I got from Mr. R's mom. I have found that running in appropriate clothes makes running in the cold a little more bearable. Anyways, the run was going great, I was cruising and I just love running there. It seriously seems like I was only running for ten minutes and I was done.
So onto the bad. I'm pretty sure my Nike+ is dead. AGAIN. It said, activity stopped, which has happened before, and I know there is no reviving the +, so tonight I'm going to give it one more try at the gym and hopefully it springs back to life somehow, or else it's yet ANOTHER Nike+ for me. I would be angry if I didn't have it for the race this weekend, so I'll have to pick one up ASAP. Anyways, I put in 5 miles, but the Nike+ died at, yup, you heard me 4.91 miles. Seriously little plus. Seriously!? You couldn't hang on for another .08 miles? Oh well, tonight I am hoping for a revival.
Then, I sometimes get bloody socks because I get little cuts in between my toes when I run. This is incredibly weird, I know, and for some reason, I knew I was going to have a bloody sock yesterday after I ran. I get back to Mr. R's, and after dinner I was getting ready to get in the shower and I take off my shoe. I realize it is the WORST bloody sock EVER! Mr. R said," you are a freak" and then I look down at my shoe. I BLED THROUGH MY BRAND NEW SHOES! This has NEVER happened to me before, and of course, the second run I run in them, there is blood on them now. Great, thanks a lot. So I took a picture. I am so sad.
**Update! So yes, I've seen all your concern for my toes. I've been wearing the same socks since high school, so I don't think that's neccesarily the problem. I also have had bloody toes since as long as I can remember and it's not from a blisters just weird little cuts that I get. I sometimes get them on a 2 mile run, and not on a 13 mile run and vice versa. Wierd, I know! I've gotten my shoes professionally fitted, and asked people about this and they have said put on a bandaid, (which isn't happening) or put on some second skin, which is what I'm going to try tonight at the gym. Any other good tips? I'm all ears!**


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CLICK HERE to Request Relocation Information!
Relocation Services
Prudential Real Estate's Relocation Division is a full-service global mobility management firm providing a wide range of solutions to support corporate clients and government agencies in the recruitment, retention and relocation of their most important asset: their human capital.
Prudential Real Estate's Relocation Division offers flexibility and choice on a wide range of mobility services designed to maximize your company's investment as well as the comfort level of your relocating employees. For more than three decades, Prudential Real Estate's Relocation Division has supplied strategic domestic relocation solutions to Fortune 500 clients, government and military agencies and emerging market firms.
Remove the burden from your organization and transferees with seamless relocation management services that help from planning through destination delivery. We offer:
- Policy Development
- Policy Counseling
- Cost Accounting
- Group Move Consulting
- Domestic Consulting Services
- At Your Service Concierge
- Spouse / Partner Assistance
- Amended Value Sale
- Transition Management
- Smart Products
- S.M.A.R.T Sum(Lump Sum Relocation Program)
Meeting the Needs of Relocating Employees
Our dedicated relocation counselors work directly with transferees to answer their questions and minimize stress during each aspect of the move. We offer:
- Buyer Value Option
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- Mortgage Services
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- Rental Assistance
- Temporary Living
- Prudential Home Connections? & Voluntary Benefits


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SBD and THD housings must be mounted properly using the appropriate tools and state of the art mechanical mounting methods. All associated components must meet certain basic requirements (→ Specifications for shafts and housing support surfaces).
For information about mounting rolling bearings, refer to the SKF bearing maintenance handbook or skf.com/mount.
Cover bolt torque specifications
Cover bolts should be tightened to the torque values listed in table 1. The cover bolts are in accordance with ISO 4017:2014.
Mounting and dismounting the adapter ring
The adapter ring, which locks the labyrinth ring in place, has plain holes for mounting and threaded holes for dismounting. The adapter ring bolts should be tightened to the torque values listed in table 2.


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SKF to reveal latest innovations for rail at InnoTrans 2014
2014 August 08, 14:00 CEST
SKF will show a series of innovative solutions that enhance efficiency and performance at the InnoTrans Fair in Berlin this September, including a new class of compact tapered roller bearing for freight with a 45-ton operational axle load.
Gothenburg, Sweden, 8 August 2014: SKF will be demonstrating its latest solutions for rail that enhance efficiency and performance, at the InnoTrans fair in Berlin from 23th-26th September. Included will be the new class of heavy haul compact tapered roller bearing units (CTBU) from SKF, the world's first freight bearing rated to 45 tons for operational axle load.
The new CTBU enables increased weight to be carried in freight cars designed for heavy hauls, enabling rail operators to increase profitability by hauling more product with the same train length. "The SKF CTBU is the only heavy haul bearing rated to 45 ton axle load on the market," says Mikael Rydstrom, Global Business Development Manager, Railway and Off Highway Business Unit "This represents a transportation capacity increase from existing solutions of up to 10 tons, allowing customers to increase transported weight of product in existing or new wagon fleets. The new solution was developed as a direct result of customer requests and meets the needs of railway operators who are trending towards carrying heavier loads worldwide."
Also on display at InnoTrans will be a new generation of tapered roller bearing units for EMU/DMU and passenger cars, which offer extended bearing service life and reduce the risk of bearing fatigue failures. This next generation bearing unit for 160-250km/h trains will be a valuable tool that helps many OEMs and end users to increase safety and match bearing maintenance with wheelset maintenance intervals.
SKF will also be demonstrating monitoring solutions that maximise efficiency in rail applications, including the SKF Microlog handheld analyser tool for various railway applications, and the SKF Multilog On-line System IMx-B – the first wireless full bogie subsystem monitoring solution on the market, capable of online monitoring of wheelset bearings as well as drive system bearings. There will also be on-board and railside lubrication systems on show and a 'technology preview' of the SKF InsightTM for freight and passenger rail applications.
SKF continues to increase its Lubrication Systems capabilities to provide customized solutions for the rail industry. With the acquisition of the Lincoln brand in 2010, SKF now offers a complete portfolio of products for wear and noise reduction applications.
SKF's product range at InnoTrans will include wheel flange lubrication systems to reduce wheel wear and wayside lubrication systems to reduce wear on the gauge face. Suitable for railroad, metro and tramway applications, both systems minimize rail wear and noise emission, including curve squealing.
SKF has recently added new products and services for rail operators to its BeyondZero portfolio, a series of solutions that improve energy efficiency, reduce greenhouse gas emissions, and support more environmentally friendly energy production. These are the SKF Low Weight Railway End Cap, the SKF Low Friction Railway Bearing Seal, and SKF railway wheelset bearing remanufacturing services.
Visitors to InnoTrans will find SKF in Hall 22a, booth 606.
Aktiebolaget SKF
For further information, please contact:
Press Relations:
Monique Turner, +1 267 436 6836; +1215 801 8722; firstname.lastname@example.com
SKF is a leading global supplier of bearings, seals, mechatronics, lubrication systems, and services which include technical support, maintenance and reliability services, engineering consulting and training. SKF is represented in more than 130 countries and has around 15,000 distributor locations worldwide. Annual sales in 2013 were SEK 63,597 million and the number of employees was 48,401. www.skf.com
® SKF is a registered trademark of the SKF Group.
™ BeyondZero is a trademark of the SKF Group.
Pressimaterjalide allalaadimine
- SKF at InnoTrans 2014, 23-26 September Berlin (898 KB) eelvaade


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Incumbent favorite as Lithuania votes for president in shadow of Ukraine crisis
VILNIUS, Lithuania – Hard-nosed incumbent Dalia Grybauskaite is widely expected to win a second term in Lithuania's presidential election amid security concerns linked to the conflict between Russia and Ukraine.
Polls give the 58-year-old former European Union commissioner and karate black belt a comfortable lead heading into the first round of voting Sunday. It's unclear, however, whether she will get the more than 50 percent of votes needed to avoid a runoff on May 25.
In a country ruled by Moscow during the Cold War, Grybauskaite's approval ratings have risen after her strong-worded rejection of Russia's annexation of Crimea and her staunch support for boosting NATO forces in Lithuania.
A survey last month showed her getting 47 percent support, with about 10 percent for each of her closest rivals: Labor lawmaker Arturas Paulauskas and European Parliament member Zigmantas Balcytis, a social democrat.
The margin of error in the April 4-9 survey of 1,001 people by pollster Vilmorus was 3.5 percentage points.
"Europe must understand that Russia is trying to redraw the post-war map and borders," Grybauskaite told reporters recently. "First, it's Ukraine, Moldova will be next and, finally, it can reach the Baltic states and Poland. This is serious threat to our region."
An economist who was educated both in the Soviet Union and the United States, Grybauskaite served as Lithuanian finance minister and EU budget commissioner before becoming her country's first female president in 2009.
With her re-election seen as all but certain, critics say Grybauskaite's lead has sucked all the energy out of the race.
"I have never seen in any country such a dull election campaign," former president Valdas Adamkus told lawmakers in parliament.


text: Andrew Davies' adaptation has become something of a cultural phenomenon and it is one of the BBC's most popular television series ever made. The final episode of the six-part series had a market share of 40 per cent in Britain, and the entire first run of VHS videos sold out within two hours of release. Jennifer Ehle and Colin Firth were widely praised for their portrayals of Elizabeth Bennet and Mr Darcy, with Firth's lake scene reagrded as one of the most unforgettable moments in British TV history.Picture: Rex Features


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View all collections
"A location, an attitude. Created by Egypt's fine jewellery house of provenance, Azza Fahmy. An Exclusive society for those who believe that life's true luxury is the ability to explore our existence"
18kt Gold adorned with a 2ct Blue Topaz stone.
Also available in Amethyst and Green Amethyst.


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On Tuesday August 12th at the Grotto Pizza location in Dover, representatives from Dover High School Athletics and Grotto Pizza met to finalize a one-of-a kind partnership agreement. Well known throughout Delaware as "the Legendary Taste," Grotto Pizza joins forces with the Dover Senator Athletics program in a unique marketing venture. Dover High will provide marketing and promotion opportunities for Grotto Pizza at all of their competition venues at the high school. Grotto Pizza will provide the Senators with financial support, as well as complimentary product to be used to benefit the athletic department.
"The opportunity to have a one of a kind relationship with a legendary Delaware brand like Grotto Pizza is something that we are very excited about," said Dover Director of Athletics Jeff Savage. "This partnership allows us to align our athletic department with one of the most recognizable names in Delaware," Savage said.
"Grotto Pizza strives to not only serve guests, but also the surrounding community," said Grotto Pizza owner Dominick Pulieri. "Dover High School has a great athletic program in our state's capital. Supporting children in our communities today will ensure for a better community in the future."
With this partnership, it will not only strengthen the relationship between Dover High School Athletics and Grotto Pizza, but also help grow the community as a whole.


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- This event has passed.
TNT (Tuesday Night Tag)
February 4 @ 4:00 pm - 9:00 pm
|Recurring Event (See all)
An event every week that begins at 4:00pm on Tuesday, repeating indefinitely
Tuesday Night Tag!
$15 for unlimited laser tag and arcade games* from 4pm-9pm
Play special games like space marines, highlander, shadows, and timewarp!
*Arcade play does not include crane games or earn redemption tickets


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Researchers from the Technische Universität Munich in Germany looked at 33 meta-analyses of 16 different drugs to treat psychiatric disorders (including schizophrenia, bipolar disorder, major depressive disorder, obsessive compulsive disorder, Alzheimer's disorder and attention deficit hyperactivity disorder), and 94 meta-analyses of 48 drugs to treat medical diseases (including cardiovascular disease, hypertension, rheumatoid arthritis, chronic asthma, type 2 diabetes and hepatitis C). A meta-analysis is a "trial of trials" where all properly conducted clinical trials of a particular treatment are studied to calculate the true benefits of that intervention.
The research team, led by Professor Stefan Leucht, compared the effect sizes of the different drugs. An effect size of 0.2 is considered significant but low, and an effect size of 0.8 or above is considered high.
Some general medicine drugs had very high effect sizes, for example an effect size of 1.39 for proton pump inhibitors to treat reflux oesophagitis (commonly known as acid reflux), and an effect size of 2.27 of interferon to treat hepatitis C. But many commonly used general medicine drugs, such as statins and aspirin to prevent cardiovascular disease and stroke, had small effect sizes (0.12 for aspirin for secondary prevention of cardiovascular events and 0.15 for statins for cardiovascular events).
Overall, the effect sizes for the psychiatric drugs were found to be in the same range as the general medicine drugs. For example, antidepressants used as 'maintenance treatment' to prevent patients having a relapse of major depressive disorder had an effect size of 0.64, and antipsychotics used to prevent relapse in schizophrenia had an effect size of 0.92.
Taking all diseases, the mean effect sizes were only of medium size for both psychiatric and general medicine drugs.
Professor Leucht said: "We believe our study puts the effectiveness of psychiatric drugs and general medical drugs into perspective. There is a deep mistrust of psychiatry, fostered by reports suggesting that the efficacy of psychiatric drugs is very small. Psychiatrists, patients, carers and the media are often unsettled by these findings, and some may think that psychiatric medication is not worth the bother.
"There are reasons why people should be critical about psychiatric drug treatment, such as a lack of diagnostic tests, commercial conflict of interest, unclear mechanism of drug action and side-effects. But our study shows that the psychiatric drugs were not generally inferior to those used in other medical specialties, and the effectiveness of psychiatric drugs is supported by randomised controlled trials."
Telephone: 020 7235 2351 Extensions. 6298 or 6127
Leucht S, Hierl S, Kissling W, Dold M and Davis JM. Putting the efficacy of psychiatric and general medicine medication into perspective: review of meta-analyses. British Journal of Psychiatry 2012; 200: 97-106


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Over the last three years we've been hearing some impressive claims about what the material graphene can do for the future of processors. Graphene is a one-atom thick sheet of carbon atoms that looks like a chicken coup-like mesh. IBM has demoed a 26GHz graphene-based transistor and MIT has unveiled a graphene chip capable of a 1,000GHz suggesting it is the future and a replacement for silicon.
But the latest news out of IBM is that graphene won't replace silicon completely. For it to do so graphene would have to be capable of replacing the transistors used in processors. A transistor needs to have two states: on and off. The problem is that graphene does not have an off state and it cannot be switched off completely. This means the energy state gap is very small making it unsuitable for use as a transistor in a CPU at the moment.
According to Yu-Ming Lin from IBM Research:
There is an important distinction between the graphene transistors that we demonstrated, and the transistors used in a CPU. Unlike silicon, 'graphene does not have an energy gap, and therefore, graphene cannot be "switched off," resulting in a small on/off ratio.
No off state means more energy leakage and therefore more heat. It also makes it more difficult to figure out the state of a transistor, and if IBM is correct, too difficult for it to be a viable solution when graphene is used as the base material.
Although a blow for those looking forward to super-fast graphene processors, graphene is still a very new material which researchers will continue to work with. Silicon will remain in use for chip development for the foreseeable future, but don't count out graphene appearing in some form of hybrid circuits. One day we may see graphene become the material of choice with silicon still in use to smooth over any problems such as this.
Read more at Bit-tech


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Wildlife Incident Investigation Scheme (WIIS)
Incidents of suspected poisoning of animals by pesticides in Scotland are investigated. The aim of the scheme is to identify any adverse effects on non-target animals that might arise from the approved use of pesticides. If the data gathered by the scheme, and sister schemes throughout the UK, indicate a particular problem, then the registration status of the pesticide concerned is subject to review by the UK regulatory body. The data are also used in the validation and improvement of risk assessments for existing and new compounds.
In cases where there is evidence to indicate either the misuse or the deliberate abuse of pesticides, the results of investigations may also be used in the enforcement of legislation affording protection to animals.
Wildlife Management staff undertake WIIS field investigations involving the suspected illegal use of fumigation products, and provide advice to statutory authorities, such as the Police, on the legalities of traps and snares.
Annual reports on animal poisoning in Scotland from 1999 to 2012 can be downloaded from the Animal Poisoning Reports page.
Research Activities
There is an on-going requirement to develop and refine high quality analytical methodologies to meet demands associated with the introduction of new pesticides, to deal effectively with any concerns relating to existing pesticides, and to make analytical efficiency gains.
Find out more about the analytical techniques currently available.
See also the list of Pesticide & Chemical Analysis papers and poster presentations.


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Youssef Abdelilah, MathWorks
Explore methods for using MATLAB and DSP System toolbox to design multirate systems and sample rate converters (SRC). You will learn how to use filtering techniques to design, implement and analyze your multirate, multistage filters and incorporate them into your multirate systems.
Using example models, you will learn how to:
About the Presenter
Youssef Abdelilah is Sr. product manager at MathWorks responsible for DSP System Toolbox. Prior to MathWorks, he spent over 20 years in positions ranging from engineering to management working for startup to large companies like IBM. He has experience in digital signal processing and communications, and solar renewable energy. He holds 19 U.S. patents. He studied electrical and computer engineering at the University of Texas at Austin, New Jersey Institute of Technology, and North Carolina State University.
Recorded: 2 Dec 2014


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(source unknown)
Sunday, December 30, 2012
Blobject: "a colorful, mass-produced, plastic-based, emotionally engaging consumer product with a curvilinear, flowing shape. This fluid and curvaceous form is the blobject's most distinctive feature.." Innotech's CBR body kit is a perfect example.
Saturday, December 29, 2012
Friday, December 28, 2012
Anatomy of a Hero. Via: me-ru-mo
A miniaturized super spy rides inside a vicars suitcase. Goodbye Mr Anderson Via:
This must be heaven. Via:
Tuesday, December 25, 2012
The art of Murray Tinkelman. Via: Cybernetic Zoo
Peace on earth and good will to all: The peace poppy covered Daytona of the ATS Team for Peace and Run
Sunday, December 23, 2012
Friday, December 21, 2012
Thursday, December 20, 2012
Via: Streettracker
Via: Bassmen
The incredible art of Plastic Chamber. Via: Robots and stuff
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All In The Family... Another Trip Down Memory Lane... Life in The Nebraska Sandhills...
From the time Daddy and Mama were married through the end of my first grade year, they lived out in the Sandhills of Brown County, Nebraska, south of the small village of Johnstown.
In the 1950's, the countryside was much more populated than it is now, but even then, it was a remote area without many human inhabitants. The Great Depression and the Dust Bowl had thinned out the homesteaders considerably, and every period of economic stress for ranchers since then has reduced the population even more.
We lived within School District 44. I don't know how many sections of land were in the district, but it was large. In recognition of that fact, the little schoolhouse was built on skids (large wooden sled runners) so that it could be moved to a convenient location for the school children. When I went to school there (1956-57), my brother and I were the only children in the district, so the schoolhouse was right across the road from our house.
My brother was in 4th grade at the time I started kindergarten. For some of his first years of school, he had been taught by a lady named Miss Ingerson. I don't know if there were any other children in school then, or not.
By the time I came along, Miss Ingerson had quit and my mother was our teacher. Mama didn't like that situation because she was afraid we would grow up warped from a lack of social contact. However, no other teacher could be found who was willing to come out to the middle of nowhere to work for next to nothing. I believe Mama earned $40 per month for teaching us.
Mama had taught school for several years before she was married, and she was a certified teacher. She was serious about our proper education. School was held for the required 7-1/2 hours per day for 175 days. We had lessons, assignments, art projects, music class, and recess just like all school children do. At lunch time, we walked across the road and went home to eat.
I remember that the little schoolhouse had a row of windows along its south side. There were several student desks and a teacher desk. We had a variety of textbooks, mostly old, that were kept on a bookcase and a set of small brownish encyclopedias that actually belonged to Mama. There were a few toys and puzzles and some modeling clay.
In that little schoolhouse, my mother taught me to read, using "My Little Red Storybook" and its successors from the Ginn Basic Readers series. Tom and Betty, their little sister Susan, and their dog Flip had many adventures mostly told by pictures. The vocabulary was limited to phrases like "See Tom run," and "See Flip jump."
Two items in the schoolhouse became quite dear to me. One was a little abacus with ten rows of colored beads that slid on wires. The other was a little phonograph that looked much like small suitcase when the lid was closed. It had a wind-up handle on the side of it, and with some cranking, it stored enough energy to play a record.
We had a dozen or so red 78-rpm children's records that were only a little larger in diameter than today's CD's. Each side of the little records held one song. My favorite one had Burl Ives singing, "Little White Duck."
There's a little white duck, sitting in the water,
A little white duck, doing what he oughter.
He took a bite of the lilypad,
Flapped his wings and he said, "I'm glad
I'm a little white duck sitting in the water!
Quack! Quack! Quack!"
And the plot thickens from there...
I remember one day Mama let us go outside and watch an airplane that was flying low overhead. That was a very unusual thing to see.
Once a year, the County Superintendent of Schools came to visit. Her name was Esther Miller, and she had once been a schoolteacher herself. Once, she had me sit beside her and read to her. She was wearing a bracelet of polished colored stones which she showed me. My mother told me later that Mrs. Miller tried hard to help the teachers in the little rural schools. My mother had a lot of respect for her.
I cannot tell you how it grieved my heart when my parents moved from that ranch and we left the little schoolhouse and its record player and abacus behind. (Mama said we couldn't take them!) I don't believe the little building was ever used again as a school, and I don't know what ever became of its contents.
Part of the reason that my parents moved was that they wanted us to grow up around other kids, and in the Duff Valley in Rock County, 30 miles south of Bassett, we did indeed attend rural school and country church with several other families. Those children became almost like siblings to us.
Several years back, I wrote about my memories of District 44 south of Johnstown, Nebraska, (described above) and Duff Valley District 4, a one-room school west of Rose, Nebraska, which I attended from second grade through eighth grade. I submitted these writings to the Brown County and Rock County sites in the Nebraska section of Rootsweb and for at least five years, they were available there to anyone who was interested.
To my surprise, those articles seem to have been removed. The Rock County site seems to have eliminated all the narratives it once contained and now provides only high school records, with no mention at all of the rural schools. I can't even find a site for Brown County. I guess they are trying to concentrate more on things that will provide names and dates to people researching geneology, and less on the actual history of the areas.
So this article replicates some of the things I related in one of the articles that has vanished, and I will update it when I stumble across my original article in my files. I will also rewrite my article about Duff Valley District 4 -- but not today. :)
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These 2 images are from Fading Grace who keeps very busy sourcing beautiful items to sell at the many events that she attends.
The Vintage Bothy has been with the Vintage Bazaar from the start, and makes a huge effort to set out her stand with a totally different look for each event.
More delectable snippets of scrummy fabrics coming our way from Sal!
Cecile will be at the Vintage Bazaar once again with 2 rails of Vintage fashion as well as textiles and a range of retro items.
Do keep popping by to catch up with the latest from Vintage Bazaar HQ!


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The intelligent design of these Progress electric salt and pepper mills features an integrated base light which illuminates as you grind. Made from durable acrylic, the mills can withstand the demands of a busy kitchen and are perfect for seasoning at the dining table or as you cook delicious meals to enjoy with your family. The mills also have a high quality ceramic grinding mechanism which is resistant to rust and provides you with advanced control as you add salt and pepper to your food.
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Most of our listings include delivery (free P&P) to UK Mainland addresses, but additional delivery services may be available; please contact customer services for further information.
Any exceptions to our delivery process will be clearly stated on the relevant product listing page.
No1Brands4You will not be held responsible for any additional costs incurred through an incorrect delivery addresses being provided, as these items may need to be re-delivered.
Here at No1Brands4You! We pride ourselves in delivering the best products and customer service. If you are not happy with your purchase you may return it within 7 days of receipt of delivery for a refund.
Please retain the original packaging as we are unable to refund any non-faulty items that are not returned in the original packaging.
To return an item, please contact us via e-mail firstname.lastname@example.com providing a detailed reason for your return. Always remember to include your full name, order number, invoice number and product code(s). We will contact you by return advising the next steps.
When returning any item in the post, please obtain proof of postage as we cannot be held responsible for items lost in the post.
Once we have received your return, products will be checked and the appropriate refund will be processed within 5 working days.


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The International Dunhuang Project: The Silk Road Online
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USDA's quarterly U.S. corn estimates not well anticipated since June 2010, University of Illinois agricultural economist says
URBANA, Illinois
October 10, 2011
(press release)
– Although the USDA's estimate of the Sept. 1, 2011 inventory of old-crop corn is old news, there are ongoing questions surrounding the quarterly stocks estimates. For corn, quarterly stocks estimates have not been well anticipated since June 2010, said a University of Illinois agricultural economist.
"The June 1, 2010 estimate of stocks was surprisingly small and implied feed and residual use during the previous quarter that was too large. The Sept. 1, 2010 estimate of stocks was larger than anticipated based on the level of June 1 stocks but seemed to 'correct' for the small estimate in June. The implied feed and residual use for the 2010-11 marketing year based on that estimate was reasonable," said Darrel Good.
The Dec. 1, 2010 and March 1, 2011 estimates of stocks were marginally smaller than expected and implied a high rate of feed and residual use during the first half of the marketing year, 8 percent above that of the previous year, he said.
"In contrast, the June 1, 2011 estimate of stocks was much larger than expected and implied a very dramatic slowdown in the rate of feed and residual use during the third quarter of the 2010-11 marketing year. Unlike in the previous year, the Sept. 1, 2011 stocks estimate did not correct for the large June estimate, but instead compounded the implications of the June estimate," he noted.
Implied feed and residual use of corn during the final quarter of the marketing year was unreasonably small, and implied use for the last half of the 2010-11 marketing year was a third less than in the same period a year earlier, he said.
"Such a large decline seems unreasonable given that the number of livestock fed was larger, average slaughter weights were about equal, implied feed and residual use of wheat was 45 million bushels less, feeding of soybean meal was down 4 to 5 percent, and feeding of distillers' grains was only about 3 percent larger," he said.
Calculated feed and residual use of corn for the 2010-11 marketing year is unreasonably small. The estimate of large Sept. 1 stocks also appears at odds with the ongoing very strong corn basis, he said.
Explanations offered for the surprisingly large Sept. 1 stocks include the possibility that the 2010 corn crop was underestimated and/or the amount of corn used for ethanol production has been overestimated, he said.
"If correct, either of these explanations would result in a larger calculation for feed and residual use and might make sense if the September stocks estimate was the only one available for the year," he said. "However, neither explanation is consistent with the level of stocks on Dec. 1, 2010 or March 1, 2011," he said.
In addition, the size of errors implied by these explanations would have to be very large to result in a reasonable calculation of feed and residual use for the year. Some speculate that stocks of the newly harvested crop were included in the estimate of "old crop" stocks. Such an inclusion would require unique reporting errors by survey respondents, and those errors would have to be very large to result in a reasonable calculation of feed and residual use in the last quarter of the year. There is not an obvious problem with USDA methodology that has produced reasonable stocks estimates until recently, he said.
"The implied low level of feed and residual use last year complicates the forecast for the current year. Use might be expected to decline in 2011-12 due to a combination of unchanged hog numbers, declines in broiler chick placements, declining cattle feedlot inventories starting in early 2012, and a stable supply of distillers' grains. But will use really decline from the extremely low level implied for 2010-11?" he asked.
Corn prices declined after the release of the Sept. 1 stocks estimate, but were already under pressure as a result of concerns about U.S. and world economic conditions and a general decline in commodity prices (excluding livestock). In addition, the corn market has been influenced by reports of better-than-expected yields. It is yet to be determined if "better than expected" translates into "higher than forecast." The USDA will release new corn production and consumption forecasts on Oct. 12, Good said.
"The recent decline in corn prices has resulted in profitable margins for almost all users of corn, suggesting that prices are low enough to encourage an increase in consumption. The USDA's October reports will provide a new benchmark for evaluating consumption. After that, weekly estimates of exports, ethanol production, and broiler placements will provide information to gauge the pace of consumption relative to projections and to judge the price level," he said.
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Mplus Home
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Correlation between factors
Mplus Discussion
Confirmatory Factor Analysis
posted on Friday, April 23, 2004 - 5:45 am
I have recently run a confirmatory factor analysis with several constructs related to the development of antisocial behavior. Although fit indicies and chi-square change statistics indicate that the four factor solution proposed is the best fitting model, the factors are highly correlated (.75-.84). Will statisticians question the independence of these constructs because of their high correlation? In addition, do you run into the same problems in SEM with multicollinearity when including highly correlated factors in a regression together?
posted on Friday, April 23, 2004 - 6:51 am
I don't think this is problematic. Factors are often naturally correlated, not independent. Multicollinearity is always a risk. One way around this is to postulate a second-order factor behind highly correlated factors.
posted on Wednesday, April 28, 2004 - 5:22 am
Thanks for the info. A few follow-up questions. Do you have reccomendations on how to check for multicollinearity in Mplus 3.0? In addition, when a second-order factor is used to handle the issue, do you simultaneously regress the DV onto the second order factor and all first order factors, or do you simply regress on the DV onto all first order factors without including the second order factor?
posted on Thursday, April 29, 2004 - 6:15 pm
I think multicollinearity can be checked just like in regular regression with observed variables. With a 2nd-order factor, you can simply regress the DV on that factor only.
posted on Sunday, November 21, 2004 - 6:18 pm
I just have a question about the correlation between factors in a confirmatory factor analysis.
I wonder if a rotation is used when doing a CFA. If yes, is it promax?
If no, how are calculated the correlations between factors?
Another question: if the observed variables are categorical, does it make a difference about the correlation between factors?
Linda K. Muthen
posted on Monday, November 22, 2004 - 8:34 am
CFA does not use a rotation. The covariances are estimated as part of the model. Whether the factor indicators are contiuous or categorical, the factor is continuous.
Boliang Guo
posted on Saturday, September 03, 2005 - 11:32 am
Hi Linda,
how to set the factors correlation is 1? thank for your your kind attention.
Michael J. Zyphur
posted on Monday, September 05, 2005 - 9:08 am
I know the question was directed at Linda, but the answer is:
f1 with
where f1 = factor 1 and f2 = factor 2
Linda K. Muthen
posted on Monday, September 05, 2005 - 2:18 pm
Note that this is only a correlation if the metric of the factor is set by fixing the factor variances to one. If the metric of the factors is fixed by setting one factor loading to one, then this is a covariance.
posted on Thursday, October 06, 2005 - 11:39 am
Does anyone know references that recommends how large a correlation between factors is considered moderate or high? and at which point should we check for multicollinearity?
posted on Saturday, October 08, 2005 - 11:55 am
I do not. - Others?
posted on Monday, April 17, 2006 - 12:30 pm
Why the covariance matrix and correlation matrix are identical for factors in CFA? Thanks.
Linda K. Muthen
posted on Monday, April 17, 2006 - 1:43 pm
Your factor variances must be one.
posted on Friday, June 23, 2006 - 6:53 am
I ran a CFA and got some correlation coefficients among the factors with absolute values greater than 1. Thank Linda for telling me that this means the corresponding factors are not statistically distinguishable. Now I have another question: how can the correlations coefficients among the factors have absolute values greater than 1? Are we using some different formula to calculate these coefficients? Shouldn��t the correlation coefficients should range from -1 to 1? Thanks a lot.
Linda K. Muthen
posted on Friday, June 23, 2006 - 8:35 am
Correlations are not calculated using a formula. The correlations are estimated as part of the model. When variables correlate one, model estimation is thrown off and values greater than one can occur. This is why the results are inadmissible in this case.
posted on Tuesday, November 14, 2006 - 9:53 am
I'm running a multiple-group CFA with 2 factors. For theoretical reason I don't want to fix the variance of the latent construct to one. For one of my groups I would like to fix the correlation of the two latent constructs to 1. I understand that a nonlinear constraint is needed in the model. How can I do this?
Thank you for your help.
Linda K. Muthen
posted on Tuesday, November 14, 2006 - 1:32 pm
See MODEL CONSTRAINT in the user's guide. You can create a new parameter that is the covariance diviied by the product of the two standard deviations and make the new parameter equal to one.
Sigbert Klinke
posted on Friday, December 01, 2006 - 7:27 am
i'am trying to make a confirmatory factor analysis from categorical variables only:
f1 BY fte1*0.600 fte2*0.526 fte6*0.745 fte7*0.654 fte8*0.690 fte10*0.639
fte11*0.655 ftt16*0.409 ftt17*0.460 ftt18*0.463 ftf18*0.408;
f2 BY ftt19*0.405 ftf1*0.745 ftf2*0.749 ftf3*0.628 ftf8*0.472 ftf9*0.428
ftf13*0.484 ftf17*0.402;
f1@1 f2@1;
f1 WITH f2@0;
Under this model I would assume that the factors have variance 1 and uncorrelated. However, the saved factor scores are still correlated and have a variance unequal to one (around 0.5).
Do I have to specify more?
Thanks for any help
Linda K. Muthen
posted on Friday, December 01, 2006 - 9:45 am
Factor scores are not identical to the factors in the estimated model. Deviations can occur when the factors do not have high factor determinacties. This is one reason that it is better to work with factors in a simultaneous model rather than work with factor scores.
Sigbert Klinke
posted on Monday, December 04, 2006 - 5:50 am
so, what do I save with the scores? The deviations are pretty large for a two factor model. Can it be, because the model is bad (CFI 0.171, TLI 0.202, RMSEA 0.243)? I wanted to test a 2-factor model, before I go to the full 9-factor model.
Can I check somewhere how many iterations the CFA needed? Maybe the model has not converged, it took some minutes to finish; although estimating each factor separately was very quick.
Since we want to estimate a SEM or a Multilevel model with these factors with another program I need reliable factor scores, if possible.
Thanks in advance
Sigbert Klinke
Linda K. Muthen
posted on Monday, December 04, 2006 - 8:25 am
If the model did not converge, it would say so in the output. I think the differences can be attributed to a poorly fitting model.
Daniel Shen
posted on Tuesday, March 13, 2007 - 8:19 am
Prof. Muthen,
In CFA, can we obtain standard errors of factor correlation estimates, in order to build a 95% CI? Thanks,
Linda K. Muthen
posted on Thursday, March 15, 2007 - 4:36 pm
You can do this in two ways. You can set the metric of the factors by setting the factor variances to one. Then you obtain correlations among the factors rather than covariances. Or you can use MODEL CONSTRAINT to create a correlation from the covariance.
Ioanna Vrouva
posted on Sunday, November 16, 2008 - 7:48 am
I would be very grateful for your advice:
1) Assuming I do a CFA and want to test the orthogonal model, would
"f1 WITH
" be the correct syntax to use?
2) Is it possible to obtain CFI, TLI, RMSEA, WRMR values for the the independence model (standard control in CFA) and what would the relevant syntax be? (I have 23 indicators that are ordinal/categorical data and 2 latent variables)
I tried
f1 BY v1
f2 BY v2
f23 BY v23
but it obviously didn't work
many thanks
Bengt O. Muthen
posted on Sunday, November 16, 2008 - 10:15 am
1) Yes.
2) The independence model is called the "baseline model" in Mplus and is automatically included so that CFI etc can be reported - see output.
Ioanna Vrouva
posted on Wednesday, November 19, 2008 - 11:27 am
Thanks very much. Unfortunately, I cannot see any CFI/TLI/RMSEA/WRMR values for the baseline model in the output. I can see the relevant chi-square, df and p value though. Where should I look for the CFI/TLI/RMSEA/WRMR of the baseline model?
many thanks
Bengt O. Muthen
posted on Wednesday, November 19, 2008 - 6:29 pm
You don't get CFI etc for the baseline model because that would just compare the baseline model to itself. The baseline model is merely used to be able to compute CFI.
If you are interested in chi-2 fit for the baseline model, you would have to specify it yourself in the MODEL command:
y1-yp with
where p is the number of variables. This will then get you a chi-2 test saying how well (probably how very badly) the baseline model fits relative to an unrestricted model. Again, CFI is not relevant since both the H1 and H0 models are the baseline model.
Ioanna Vrouva
posted on Sunday, November 30, 2008 - 5:07 am
This is very clear, thanks very much.
Kihan Kim
posted on Wednesday, January 28, 2009 - 10:11 pm
Dear Dr. Muthen,
I'm testing a two-factor CFA model with 7 items (4 items for F1, and 3 items for F2).
I wanted to perform a chi-square difference test between (M1) two-factor CFA (factors are allowed to correlate), and (M2) two-factor CFA with inter-factor correlation fixed at 1.
When I run M2, I'm keep receiving the following convergence problem. I looked over the User Manual regarding "Convergence Problems," and am still not sure what I should try. Could you help me resolving this problem?
Linda K. Muthen
posted on Thursday, January 29, 2009 - 8:30 am
Unless you have set the metric of the factor by freeing all factor loadings and fixing the factor variance to one, you are fixing the covariance to one not the correlation.
Fixing a parameter to an incorrect value may cause convergence problems. If you want to test if a covariance or correlation is equal to one, use MODEL TEST. See the user's guide for further information.
Kihan Kim
posted on Friday, January 30, 2009 - 9:04 am
Thank you for your answer. I was able to fix the inter-factor correlation to 1 by freeing all factor loadings and fixing the factor variance to one.
I was also trying to use MODEL TEST, but I'm still not clear how to use it. Could you suggest a command so that I can set the inter-factor correlation to 1 using MODEL TEST command for the following MODEL command of 2-factor CFA?
Model: f1 by id1 id2 id3 id4;
f2 by fit1 fit2 fit3;
Linda K. Muthen
posted on Friday, January 30, 2009 - 9:46 am
The following code tests if the factor correlation is one. It does not fix it to one.
MODEL: f1 BY id1* id2 id3 id4;
f2 BY fit1* fit2 fit3;
f1 WITH f2 (p1);
0 = 1 - p1;
tina freyburg
posted on Tuesday, February 24, 2009 - 7:31 am
Dear Linda & Bengt,
I wonder how you can get the significance level of oblimin factor correlations. Would be great if you helped me.
Thanks a lot in advance,
Linda K. Muthen
posted on Tuesday, February 24, 2009 - 9:24 am
You can't get these with TYPE=EFA but you can get them with the new EFA using the MODEL command. See the Version 5.1 Examples and Language Addendums on the website with the Mplus User's Guide.
Tracy Witte
posted on Thursday, March 04, 2010 - 9:57 am
I am running a CFA with the WLSMV estimator. Similar to the original person on this thread, the correlation between my factors is very high (in my case, approximately .92). However, when I use the difftest procedure to compare the two factor to the one-factor model, the results show that the fit of the model is significantly worsened when I specify a one-factor model. Is my next step to determine if the factors have differential predictive validity? It seems unlikely with such a high correlation between the two of them. From my reading of the above thread, it looks like I should specify a higher-order factor and regress the DV onto lower-order factors. Is this correct? (thank you!)
Linda K. Muthen
posted on Thursday, March 04, 2010 - 10:13 am
I would try an EFA to see if your CFA model is even in the ballpark for these data.
Matthew Diemer
posted on Sunday, March 28, 2010 - 6:35 pm
I want to confirm I am interpreting my output correctly, as I am unsure exactly how the unstandardized vs. STDYX output is calculated within M+.
Within a larger model, I have multicollinearity between two latent predictors (Parental Support and Peer Support) of the latent outcome variable - educational expectations.
The issue I have is that the standard errors (SEs) associated with these direct effects are much much larger in the unstandardized output than in the standardized STDYX output.
I know inflated SEs are a sign or symptom of multicollinearity and have addressed this by constraining the paths of peer and parental support --> educational expectations as equal. (I'll spare the details).
Even after doing so, why are the SEs associated with these two direct effects so much larger in the unstandardized section of the output than in the STYX output?
Linda K. Muthen
posted on Monday, March 29, 2010 - 8:26 am
See the STANDARDIZED option in the user's guide and Technical Appendix 3 on the website for information about standardizations used in Mplus.
It sounds like your efforts to get around your multicollinearity are not succeeding. I suggest using only one of the variables involved.
Antti K�rn�
posted on Monday, April 05, 2010 - 9:37 am
Hi, I would like to test whether factor correlations are equal to each other in CFA, and I have defined in Mplus:
F1 with F2 (1);
F2 with F3 (1);
F3 with F4 (1);
F5 with F6 (1);
I got the output where all covariances are 0.044, but correlations from STDYX standardization range from 0.338 to 0.512.
LR test from EQS: Chi^2(3)=6.89, P=.07
LR test from Mplus: Chi^2(3)7.80, P=.05
Have I performed the right test in Mplus, if I want to replicate the results from EQS? Thanks in advance.
Linda K. Muthen
posted on Tuesday, April 06, 2010 - 8:03 am
The difference in results between Mplus and EQS is likely due to Mplus using n and EQS using n-1 for the chi-square computation. This difference shows up for small samples which I assume you have.
posted on Friday, March 18, 2011 - 6:30 am
In this post I read that when the correlation between factors is greater than 1, this means the corresponding factors are not statistically distinguishable. But does it also mean that the correlation is actually 1.00, and the model is simply estimating a somewhat higher correlation?
Additionally, does this mean that when I have 2 factors with a correlation of 1.16, I can assume a one-factor model fits the data better?
When I did a Chi-square difference test, it indicated that the two factor model was better.
Bengt O. Muthen
posted on Friday, March 18, 2011 - 8:44 am
A correlation estimate of 1 means that the factors are indistinguishable. A correlation estimate higher than 1 means that the model does not make sense for the data because correlations should not be higher than 1. So even if chi-square says that two factors fit better, you should not choose that model. Instead, another model should be explored.
Vandita Vasudevan
posted on Friday, May 27, 2011 - 1:27 pm
I am new to MPlus and I am still learning the codes to run the analysis. I am running a five factor CFA model and wanted to remove non significant correlations between 2 latent factors. Could you please tell me how this is done in MPLUS.
Thanks for your help.
Linda K. Muthen
posted on Friday, May 27, 2011 - 2:30 pm
If you want to fix the factor covariance to zero, you do so by
f1 WITH
Vandita Vasudevan
posted on Friday, May 27, 2011 - 2:44 pm
model: fc by f1 f6 f11 f16;
ex by f7 f17;
cf by f3 f8 f13 f18;
au by f4 f9 f14 f19;
lf by f5 f10 f15 f20;
lf with
Does this look correct?
Linda K. Muthen
posted on Friday, May 27, 2011 - 2:58 pm
Jan Breitsohl
posted on Monday, October 03, 2011 - 4:26 am
I have a simple question:
I am doing a 7 factor CFA and my model results indicate some insignificant factor covariances (i.e. with statements of 0.443 and 0.177).
What do you recommend to do about it?
What is the effect if I set them to 0 and what is the effect if I simply do nothing about it?
Global fit indices are all very good and all BY-statements are statistically significant.
Thanks in advance,
Linda K. Muthen
posted on Monday, October 03, 2011 - 5:31 am
I would not fix them to zero. I would leave them as is.
Xiaolu Zhou
posted on Tuesday, November 08, 2011 - 1:22 pm
I am a new user. Could you help me with my CFA syntax? My data is binary data. I am not sure if my syntax is correct to check the correlation between the 2 factors with this syntax. My syntax is:
TITLE: c scale
NAMES ARE country c16 c17 c18 c19 c20 c21
c22 c23 c24 c25 c26 c27 c28 c29
USEVARIABLES ARE c16 c18 c19 c20 c21
c22 c23 c26 c27 c30;
CATEGORICAL ARE c16 c18 c19 c20 c21
c22 c23 c26 c27 c30;
MISSING are all (999);
MODEL: b BY c16*
c18 c23 c26 c27 c30;
v BY c19* c20 c21 c22;
b With v;
OUTPUT: standardized MODINDICES (3.5);
For the output part, I have two questions: 1.where I can find the correlation between the two factors? 2. for the model fit, if chi-square, CFI and RMSEA is good, only TLI is less than .95, can we still call the model fit is acceptable? Many thanks!
Linda K. Muthen
posted on Tuesday, November 08, 2011 - 1:54 pm
The correlation is in the results under b WITH v. If most fit statistics show good fit, that should be acceptable.
Xiaolu Zhou
posted on Wednesday, February 01, 2012 - 10:19 am
Hi Linda,
I have another question about the CFA of binary data: I found some non-significant thresholds. What does these mean? Do they matter to my model? If they matter, what should I do with them? Thanks a lot!
Linda K. Muthen
posted on Wednesday, February 01, 2012 - 11:20 am
Thrsholds are used in the computation of probabilities and to test for measurement invariance. I would not be concerned with their significance.
posted on Friday, October 05, 2012 - 12:49 pm
I have a quick and probably very easy question.
In my SEM model I wish to obtain the correlations between my latent factors. I used the "tech4" option which provides such correlations. But how do I know if the correlations are significant? Put differently how can I obtain the level of significance of the correlations?
Thank you very much.
Linda K. Muthen
posted on Friday, October 05, 2012 - 12:52 pm
We don't provide this. You could define the correlations in MODEL CONSTRAINT and get a standard error that way.
sailor cai
posted on Wednesday, November 07, 2012 - 2:35 am
Hi Linda,
One question about standardization:
I am testing latent interaction in a SEM model. The direction between two factors is two-way. So,how can I standardize correlation coefficients?
F4 on F1 F2 F3;
F1 with F2 F3;
F2 with F3;
So, how to standardize, say, r12?
Linda K. Muthen
posted on Wednesday, November 07, 2012 - 9:48 am
If f1-f4 are factors defined using the BY option, You can ask for STD in the OUTPUT command. I don't see any interaction in the MODEL command.
sailor cai
posted on Wednesday, November 07, 2012 - 7:40 pm
Hi Linda, thanks for the direction. Sorry for not giving the whole syntax. My original commants are:
F1 by b1 b2 b3 b4; F2 by l1 l2; F3 by s1 s2 s3 s4 s5 s6;F4 by t1 t2 t3 t4;
F4 on F1 F2 F3 F1xF2; F1 with F2 F3; F2 with F3; F1xF2 | F1 XWITH F2;
As the TYPE=random is used, therefore the STD cannot be asked for. Is there an equation to calculate the standardized correlations?
Thanks again!
Linda K. Muthen
posted on Thursday, November 08, 2012 - 9:36 am
This is not possible if numerical integration is required.
sailor cai
posted on Thursday, November 08, 2012 - 9:34 pm
By "not possible", do you mean asking for standardized correlation is only not possible:
1) using Mplus commands?
2) yet to be developed in the literature?
3) theoretically not possible?
Your further clarification will be appreciated!
Linda K. Muthen
posted on Friday, November 09, 2012 - 11:16 am
1. Yes.
2-3. See the FAQ Latent Variable Interactions on the website
shumail paracha
posted on Friday, May 31, 2013 - 12:42 am
Dear Sir;
please guide me....
i have utilized second order factor model..where
F1 BY y1 y2 y3;
F2 BY y4 y5 y6;
F3 BY y7 y8 y9;
F5 BY x1 x3 x4 x5;
F6 BY v1 v2 v3 v4;
Fit indices are CFI=.912, TLI=.90, RMSEA=.038, SRMR=.05
But problem is that F4 which is comprised of three factors, shows non-significant relationship with F2,
I have checked that scale correlation with each subscale and get highly significant correlation�yes no doubt structural equation modeling better deals with measurement errors and consider residuals covariance as well�.but please tell me is there any way to come out of this problem�.
F1 has .832 standardized estimates with F4
F2 has -.022 non sig correlation with F4�..its residual variance estimate is 1 n significant�.
F3 has .899 standardized estimates
now how i would report it...as one factor is non significant....but model fit indices are good enough
Bengt O. Muthen
posted on Friday, May 31, 2013 - 8:15 am
This general SEM question is better suited for SEMNET.
Kwan K.
posted on Sunday, June 30, 2013 - 11:27 am
Hi Linda,
I saw that you previously replied to Sarah (question above) that Mplus does not provide the level of significance of the correlations.
However, I have found several articles using Mplus and reporting the level of significance of the factor correlations. I was wondering if there is any other way to get it or I missed something here.
Linda K. Muthen
posted on Sunday, June 30, 2013 - 7:15 pm
These are now available in TECH4 of the OUTPUT command in most cases.
Kwan K.
posted on Monday, July 01, 2013 - 1:21 am
Thank you Linda.
Do you mean these are available in the latest version of Mplus? since it apparently does not work for my Mplus VERSION 6.11.
Linda K. Muthen
posted on Monday, July 01, 2013 - 5:20 am
Yes, they are available in the latest version of Mplus.
Hugo Cogo-Moreira
posted on Tuesday, December 17, 2013 - 2:00 pm
Dear Professors,
I am trying to check if there is Multicollinearity with my high two correlated factors (.86) in a regression. As suggested, I simply regressed the both factors on a second-order factor. I obtained
VARIABLE COVARIANCE MATRIX (PSI) IS NOT POSITIVE DEFINITE, where my second-order factor and a DV had a correlation greater than 1.
Is it a indicator of multicolinearity?
All best,
Bengt O. Muthen
posted on Tuesday, December 17, 2013 - 3:39 pm
You need more than two factors to define a second-order factor is a solid way. It isn't identified without restrictive specifications.
A correlation of 0.86 most likely gives rise to multicollinearity problems.
Eric Thibodeau
posted on Monday, February 23, 2015 - 3:47 pm
I want to make sure what I'm doing is the correct way of correlating factors to each other and factors to observed variables.
I ran an SEM and for publication I want to report a table of correlations between all variables used (observed and latent).
For factor correlations the syntax is:
f1 with f2:
For factor and observed correlations:
f1 with age;
Then I examine the respective STDYX "with" estimates ?
Bengt O. Muthen
posted on Tuesday, February 24, 2015 - 7:50 am
Yes, but make sure you don't change your SEM model by adding these correlations. You find latent variable correlations in TECH4. If you want correlations between latent and observed variables not included in TECH4 you have to put a factor behind the observed variables.
Typically, however, you report the model parameters, not these correlations.
Emily Sherman
posted on Sunday, April 26, 2015 - 11:39 am
I have a simple question about including multiple correlation (WITH) statements in a model. I have a latent factor that I am then correlating with the five domains of personality modeled as separate indicators. I have run five separate models with one personality domain correlated with the latent factor at a time, but I want to correlate all 5 of them concurrently with the latent factor. This runs fine and the values are similar to those acquired when I run the separate models. My question is regarding the concurrent model- are these correlations independent of each other or will they be controlling for the other indicators that are being correlated with the latent factor at the same time?
Bengt O. Muthen
posted on Sunday, April 26, 2015 - 4:19 pm
They will be regular correlations if you also allow correlations among your 5 personality domain variables so that this part of the model is just-identified (saturated).
Emily Sherman
posted on Sunday, April 26, 2015 - 5:31 pm
Thanks- otherwise would they be semi-partial correlations..or? (If I don't allow them to be correlated that is)
Bengt O. Muthen
posted on Monday, April 27, 2015 - 11:09 am
No, in that case they are just ignorable due to a misfitting model.
posted on Friday, May 01, 2015 - 11:28 pm
I am comparing 1 and 2 factor models for factor mixture analysis. In the 2 factor model, factor correlation turned out to be 1. I suspect this means factor 1 and 2 are statistically not distinguishable, and 2 factor model should not be considered.
However, AIC and BIC are smaller in 2 factor model than 1 factor model (AIC, 10111 vs 10012; BIC, 10273 vs 10189). Does this mean that 2 factor model is better model for my data? Is there anything I could do to improve model?
Just to clarify, here is the input statement for 2 factor model.
Thanks a lot for your advice,
FILE = '35itemN888.dat';
NAMES = u1-u35;
USEVARIABLES = u14-u17 u30-u32;
CATEGORICAL = u14-u17 u30-u32;
f1 by u14-u17;
f2 by u30-u32;
Estimate S.E. Est./S.E. P-Value
Bengt O. Muthen
posted on Saturday, May 02, 2015 - 10:52 am
You could check which factor loadings are big and for pairs of items with large loadings you can replace the factor with WITH statements for those pairs of items. Use Parameterization=Rescov. See the new article on our website:
Asparouhov, T. & Muthen, B. (2015). Residual associations in latent class and latent transition analysis. Structural Equation Modeling: A Multidisciplinary Journal, 22:2, 169-177, DOI: 10.1080/10705511.2014.935844
posted on Tuesday, January 26, 2016 - 1:12 am
In CFA/full SEM model analysis of a second-order construct, is it correct to include covariances between error terms of the items of two latent factor?
For example, I have a second order construct of internal social capital and (structural, relational and cognitive) as the latent indicator of internal social capital. Then structural is measured by s1, s2,s3,s4, relational is measured by r1,r2,r3,r4 and cognitive is measured by c1, c2, c3,c4. When doing analysis and to enhance the fitness of model, can I consider the covariance between for example s1 and r3?
If I do so, then there will not be any discriminant validity of these latent constructs (structural, relational and connive. Is this correct? Should not discriminant validity be assessed for these latent constructs?
Bengt O. Muthen
posted on Wednesday, January 27, 2016 - 3:10 pm
Q1. Yes if you include only some.
Q2. Yes.
Q3-4. I would think so, but get more opinions on SEMNET.
posted on Thursday, March 17, 2016 - 4:53 am
Is it possible to have the mean, standard deviation, correlation of constructs, Average Variance Extracted and Composite Reliability in MPlus? What is the command please? I am runing CFA and every time I have had to transfer the data to SPSS to calculate these. It would be great if I can perform these analysis in MPlus.
Linda K. Muthen
posted on Thursday, March 17, 2016 - 11:07 am
You can obtain the mean, variance, and correlations using TECH4 of the OUTPUT command. Mplus does not provide the other information.
Laurie Hawkins
posted on Monday, July 25, 2016 - 10:56 am
I am a new user and ran a CFA for 1 factor with 4 items and got a non-significant Chi-Square of 0.288 (p=.5917) with 1 degree of freedom.
My RMSEA is 0.000
and my CFI/TLI are:
It looks to me as if there is likely something wrong with the model but I am at a loss as to what is wrong or how to fix it. Please advise.
Linda K. Muthen
posted on Monday, July 25, 2016 - 12:03 pm
Your observed variable correlations are likely low making it hard to reject your model.
Laurie Hawkins
posted on Monday, July 25, 2016 - 12:06 pm
Is there anything I can do to fix this? Or does it simply mean that I cannot use that model?
Linda K. Muthen
posted on Monday, July 25, 2016 - 2:50 pm
You just don't have much power to reject the model which affects the fit statistics.
Edwin Wouters
posted on Wednesday, September 07, 2016 - 10:02 am
We are still busy with the stigma factors. two of the stigma scales have a rather high correlation (0.850) and we have seen that other articles then do an analysis to prove that these are two separate constructs:
The perform a chi square diff test between (1) a model with the two scales and (2) a model with the two scales and the two latent constructs correlating perfectly. If the model with the perfect correlating factors is not significantly better, then the two scales are measuring differnt concepts. Am I correct in this?
Now we tried this with two stigma scales and modelled:
Model A:
ExtStigma by ST1 ST2 ST3;
IntStigma by ST3 ST4 ST5;
Model B:
ExtStigma by ST1 ST2 ST3;
IntStigma by ST3 ST4 ST5;
ExtStigma WITH
The first model fitted the data well, but the second produced the error message: " NO CONVERGENCE. SERIOUS PROBLEMS IN ITERATIONS.ESTIMATED COVARIANCE MATRIX NON-INVERTIBLE. CHECK YOUR STARTING VALUES."
Are we doing something wrong?
Many thanks, Edwin
Linda K. Muthen
posted on Wednesday, September 07, 2016 - 1:41 pm
Model B fixes the covariance between the two factors to one not the correlation. If you want to test the correlation, you should set the metric of the factors in the factor variance, for example,
ExtStigma by ST1* ST2 ST3;
IntStigma by ST3* ST4 ST5;
ExtStigma WITH IntStigma (p1);
It may be better to test the correlation of one using model test.
0 = 1 - p1;
Sonja Kumlander
posted on Monday, October 02, 2017 - 6:29 am
I am trying to run a CFA in order to check if the six-factor model fits out data. How can I explore whether there's (too much) multicollinerity among my latent variables? Thank you in advance!
Bengt O. Muthen
posted on Monday, October 02, 2017 - 5:01 pm
There is no automatic checking for this (in Mplus). You may want to ask on SEMNET.
Hillary Gorin
posted on Tuesday, November 14, 2017 - 2:49 pm
How much can factors correlate in CFAs?
At what value do fit statistics become questionable? I assumed that above 0.90 may be problematic but the following handbook states above 0.85. Do you know if there is a firm cutoff?
Hillary Gorin
[A Handbook on SEM 2nd Edition
Zainudin Awang - Universiti Sultan Zainal Abidin -Ch. 3: VALIDATING THE MEASUREMENT MODEL: CFA]
Bengt O. Muthen
posted on Wednesday, November 15, 2017 - 10:24 am
No cutoff value. You may want to post this on SEMNET.
Hillary Gorin
posted on Thursday, November 16, 2017 - 10:17 am
Thank you for your help!
Why is there no cutoff value?
Bengt O. Muthen
posted on Thursday, November 16, 2017 - 3:39 pm
It depends on many different features I would think and therefore a fixed cutoff doesn't make much sense.
Alissa Mahler
posted on Tuesday, December 05, 2017 - 4:25 pm
I am trying to test whether a 1-factor or 2-factor model best fits a series of indicators. I was told that if I run a model constraining the variance between to two factors to "1" (and compare it to the unconstrained model), this would test whether a 1 or 2 factor model is more appropriate.
I'm wondering if this seems correct? If it is, when I try to run this test I cannot get the model with the constrained covariance to run. As indicated by the threads above, I've freed all factor loadings and fixed the factor variance to 1, but still get the following error message:
Thanks in advance for your assistance.
Bengt O. Muthen
posted on Tuesday, December 05, 2017 - 5:23 pm
See our 2 FAQs
Testing of factor corr=1
Testing 1 versus 2 factors
jafar bakhshaie
posted on Saturday, April 21, 2018 - 3:25 pm
I have an observed and a latent exogenous variable that I have set them to be correlated in my model.
For the class assignment, they require me to also present all of my parameters within the matrices.
I was wondering what type of matrix is suitable to report the correlation between an observed and a latent variable (I am already using these 4 matrices that none of which seem to be suitable for this purpose: 1. Observed variable measurement model: 2. Factor-loading matrix (Lambda: Λ); 3. Latent variable structural relationship: Latent-regressions (Beta, Β); 4. Observed variable residual covariance matrix (Theta, Θ); Latent variable (residual) covariance matrix (Psi, Ψ) ).
Thanks in advance!
Bengt O. Muthen
posted on Sunday, April 22, 2018 - 10:19 am
Check Tech1 to see where this ends up. by default in some cases, Mplus puts a factor behind an observed variable which then determines the matrix that is used.
Sara Aguilar-Barrientos
posted on Monday, June 25, 2018 - 3:06 pm
I obtained a very high correlation between two latent constructs. It is a multi-group analysis. In model one, variances were constrained at 1, and they were freed in model 2. In model 1, I obtained a correlation of.922. How to deal with this situation?
Bengt O. Muthen
posted on Monday, June 25, 2018 - 3:39 pm
I gave an answer for this in my other reply to you.
Daniel Lee
posted on Wednesday, November 07, 2018 - 7:28 am
Hi Dr. Muthen,
In the modification indices, several of the modifications seem to suggest that the model fit would improve if I allowed the error of a latent factor to correlate with an error of an observed variable (e.g., factor 1 with item 3).
What does this modification mean and when is it justifiable? Thank you so much!
Bengt O. Muthen
posted on Wednesday, November 07, 2018 - 5:29 pm
I don't know how that would make substantive sense. It may reflect the need for some other model re-specification.
Siddhartha Baviskar
posted on Thursday, February 14, 2019 - 4:01 am
I have tried to specify this second-order model in a CFA:
Factors 1-5 are measured by five items each.
Factor 6 is measured by f1-f4.
f1-f5 are all intercorrelated. E.g.
f1 WITH f2;
f2 WITH f3;
In addtion:
f5 WITH f6;
I get the following message in my output:
THE STANDARD ERRORS OF THE MODEL PARAMETER ESTIMATES COULD NOT BE COMPUTED. THE MODEL MAY NOT BE IDENTIFIED. CHECK YOUR MODEL. PROBLEM INVOLVING THE FOLLOWING PARAMETER: Parameter 85, F5 WITH F2
Would you please explain how I can deal with this issue? Thank you.
Siddhartha Baviskar
posted on Thursday, February 14, 2019 - 4:24 am
Please ignore my last message. I realize that the model was misspecified.
May Gong
posted on Wednesday, July 17, 2019 - 5:21 am
Dear Muthen,
When we do CFA, the standardized correlation coefficients of two latent variable are often higher than 1, which resulted in �The latent variable covariance matrix (PSI) is not positive definite.�
I wonder how can we fix these problems? For example, fixed the the standardized correlation coefficients of two latent variable. However, I don�t know which values would be probably set.
Thanks in advance!
May Gong
Bengt O. Muthen
posted on Wednesday, July 17, 2019 - 5:31 pm
That often indicates that you need cross-loadings, that is, items loading on not only the hypothesized factors but others as well. You can find out by EFA.
May Gong
posted on Thursday, July 18, 2019 - 6:28 pm
Dear Muthen,
Noted with thanks!
May Gong
posted on Wednesday, August 28, 2019 - 10:58 am
I fixed
for my growth model which explains why I don�t have covariance. However, I�m not sure why my output doesn�t show correlation between my intercept and slope even though the mean of my slope and intercept is significant?
Bengt O. Muthen
posted on Wednesday, August 28, 2019 - 3:25 pm
If no covariance, there is no correlation.
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