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Example 20
The remaining two models provide customary points of reference for evaluating the fit
of the previous models. In the saturated model, the variances and covariances of the
observed variables are unconstrained.
In the independence model, the variances of the observed variables are unconstrained
and their covariances are required to be 0.
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Example 20: Saturated model
Variances and covariances
Holzinger and Swineford (1939) data
Model Specification
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Example 20: Independence model
Only variances are estimated
Holzinger and Swineford (1939) data
Model Specification