par1f: One Factor Parallel 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 parallel data structure in which all factor loadings and error variances are set at .6.

Usage

data(par1f)

Format

A covariance matrix of 8 theoretical items.

Examples

###---Loadings
fx<-t(matrix(c(
.6,
.6,
.6,
.6,
.6,
.6,
.6,
.6), nrow=1))

###--Error Variances
err<-diag(c(.6^2,.6^2,.6^2,.6^2,
  		.6^2,.6^2,.6^2,.6^2))
		
###---matrix of factor covariances
phi<-matrix(1, nrow=1)

###---Reliability Calculation---###
t1<-matrix(c(rep(1,8)), nrow=1)
t1t<-matrix(c(rep(1,8)), ncol=1)

(fx%*%phi%*%t(fx)+err)

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