The CALIS Procedure

This example uses the sales data in Example 27.1 and tests the uncorrelatedness of the variables in the model by using the MSTRUCT model specification. With the multivariate normality assumption, this is also the test of independence of the variables. The MATRIX statement defines the parameters in the model.

The uncorrelatedness model assumes that the correlations or covariances among the four variables are zero. Therefore, only the four diagonal elements of the covariance matrix, which represent the variances of the variables, are free parameters in the covariance structure model. To specify these parameters, use the MATRIX statement with the MSTRUCT model specification:

proc calis data=sales;
   mstruct var=q1-q4;
   matrix _cov_ [1,1], [2,2], [3,3], [4,4];
run;

Example 27.1 specifies exactly the same MSTRUCT statement for the four variables. The difference here is the addition of the MATRIX statement. Without a MATRIX statement, the MSTRUCT model assumes that all nonredundant elements in the covariance matrix are model parameters. This assumption is not the case in the current specification. The MATRIX statement specification for the covariance matrix (denoted by the _cov_ keyword) specifies four free parameters on the diagonal of the covariance matrix: [1,1], [2,2], [3,3], and [4,4]. All other unspecified elements in the covariance matrix are fixed zeros by default.

The uncorrelatedness model is displayed in the output for the initial model specification. Output 27.3.1 shows that all off-diagonal elements of the covariance matrix are fixed zeros while the diagonal elements are missing and labeled with _Parm1–_Parm4. PROC CALIS generates these parameter names automatically and estimates these four parameters in the analysis.

Output 27.3.2 shows the model fit chi-square test of the uncorrelatedness model. The chi-square is 6.528 (df = 6, p = 0.3667), which is not significant. This means that you fail to reject the uncorrelatedness model. In other words, the data is consistent with the uncorrelatedness model (zero covariances or correlations among the quarterly sales).

Output 27.3.3 shows the estimates of the covariance matrix under the uncorrelatedness model, together with standard error estimates and t values. All off-diagonal elements are fixed zeros in the estimation results.

This example shows how to specify free parameters in the MSTRUCT model by using the MATRIX statement. To specify the covariance matrix, use the _COV_ keyword in the MATRIX statement. To specify the parameters in the mean structures, you need use an additional MATRIX statement with the _MEAN_ keyword.

Two important notes regarding the MSTRUCT model specification are now in order: