Errata for Discovering Structural Equation Modeling Using Stata, Revised Edition

The errata for Discovering Structural Equation Modeling Using Stata, Revised Edition are provided below. Click here for an explanation of how to read an erratum. Click here to learn how to determine the printing number of a book.

(1) Chapter 1, p. 19, last sentence
The standardized loadings are computed by multiplying the unstandardized coefficients by the model-implied standard deviation of the indicator divided by the standard deviation of the latent variable. The standardized loadings are computed by multiplying the unstandardized coefficients by the standard deviation of the latent variable divided by the model-implied standard deviation of the indicator.
(1) Chapter 1, p. 25, estat residuals output 
                 |        x1         x2         x3         x4         x5
    -------------+-------------------------------------------------------
              x1 |     0.000
              x2 |     0.000      0.000
              x3 |     0.000      0.000      0.000
              x4 |     0.000      0.000      0.000      0.000
              x5 |     0.000      0.000      0.000      0.000      0.000
              x6 |     0.000      0.000      0.000      0.000      0.000
              x7 |     0.000      0.000      0.000      0.000      0.000
              x8 |     0.000      0.000      0.000      0.000      0.000
              x9 |     0.000      0.000      0.000      0.000      0.000
    ---------------------------------------------------------------------

                 |        x6         x7         x8         x9
    -------------+--------------------------------------------
              x6 |     0.000
              x7 |     0.000      0.000
              x8 |     0.000      0.000      0.000
              x9 |     0.000      0.000      0.000      0.000
    ----------------------------------------------------------

                 |        x1         x2         x3         x4         x5
    -------------+-------------------------------------------------------
              x1 |     0.000
              x2 |     0.069      0.000
              x3 |    -0.011      0.012      0.000
              x4 |    -0.039      0.003      0.053      0.000
              x5 |     0.015      0.045     -0.031      0.005      0.000
              x6 |     0.059     -0.074     -0.031     -0.027      0.017
              x7 |     0.050      0.004     -0.036     -0.042     -0.028
              x8 |    -0.034     -0.010      0.006      0.016      0.003
              x9 |    -0.009     -0.026     -0.020     -0.026      0.001
    ---------------------------------------------------------------------

                 |        x6         x7         x8         x9
    -------------+--------------------------------------------
              x6 |     0.000
              x7 |     0.085      0.000
              x8 |    -0.046     -0.013      0.000
              x9 |     0.068      0.045      0.022      0.000
    ----------------------------------------------------------
(1) Chapter 4, p. 193, last paragraph
0.34 + 0.02 + 0.05(-2.12) = 0.23 0.34 + 0.02 + 0.05(-2.12) = 0.25
(1) Chapter 4, p. 193, last paragraph
0.34 + 0.02 + 0.05(1.88) = 0.43 0.34 + 0.02 + 0.05(1.88) = 0.45
(1) Chapter 4, p. 194, first paragraph
estimated 0.43 points per year. ... increases at 0.43/0.25= 1.72 ... estimated 0.45 points per year. ... increases at 0.45/0.25 = 1.80...
(1) Chapter 5, p. 228, Model 5 (last two lines)
Model Chi-squared(df) Comparison Chi-squared(df) diff RMSEA CFI
4. Equal loadings, errors, variances, and covariances 76.91(41), p = 0.001 4 v 5 2.29(3), p = 0.52 0.03 0.98
5. Equal loadings and intercepts 104.78(38), p < 0.001 5 v 2 48.49(7), p < 0.001 0.03 0.99
Model Chi-squared(df) Comparison Chi-squared(df) diff RMSEA CFI
4. Equal loadings, errors, variances, and covariances 76.91(41), p = 0.001 4 v 5 2.29(3), p = 0.52 0.05 0.97
5. Equal loadings and intercepts 104.78(38), p < 0.001 5 v 2 48.49(7), p < 0.001 0.05 0.97