# cong5f: Five-Factor Congeneric Covariance Matrix In JackStat/Lambda4: Collection of Internal Consistency Reliability Coefficients.

## Description

This Covariance matrix was used as the population model for one set of simulations. It was used to represent a congeneric data structure in which the factor loadings are set at .5, .6, .7, .8, .5, .6, .7, and .8. The error variances were set at .6^2, .7^2, .8^2, .9^2, .6^2, .7^2, .8^2, and .9^2. The correlations between the latent variables was fixed to .3.

## Usage

 `1` ```data(cong5f) ```

## Format

A covariance matrix of 20 theoretical items.

## Examples

 ``` 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38``` ```fx<-t(matrix(c( .5,0,0,0,0, .6,0,0,0,0, .7,0,0,0,0, .8,0,0,0,0, 0,.5,0,0,0, 0,.6,0,0,0, 0,.7,0,0,0, 0,.8,0,0,0, 0,0,.5,0,0, 0,0,.6,0,0, 0,0,.7,0,0, 0,0,.8,0,0, 0,0,0,.5,0, 0,0,0,.6,0, 0,0,0,.7,0, 0,0,0,.8,0, 0,0,0,0,.5, 0,0,0,0,.6, 0,0,0,0,.7, 0,0,0,0,.8), nrow=5)) ###--Error Variances err<-diag(c(.6^2,.7^2,.8^2,.9^2, .6^2,.7^2,.8^2,.9^2, .6^2,.7^2,.8^2,.9^2, .6^2,.7^2,.8^2,.9^2, .6^2,.7^2,.8^2,.9^2)) ###---5x5 matrix of factor covariances phi<-matrix(c(rep(.3, 25)), nrow=5) diag(phi)<-1 ###---Reliability Calculation---### t1<-matrix(c(rep(1,20)), nrow=1) t1t<-matrix(c(rep(1,20)), ncol=1) (fx%*%phi%*%t(fx)+err) ```

JackStat/Lambda4 documentation built on May 7, 2019, 10:16 a.m.