[R] covariance estimate in function sem (Lavaan)

[yrosseel]

On 07/30/2012 11:00 PM, Luna wrote:
> Dear R users,
> I have a hard time interpreting the covariances in the parameter estimates
> output (standardized), even in the example documented (PoliticalDemocracy).
> Can anyone tell me if the estimated covariances are residual covariances
> (unexplained by the model), or the covariances of the observable variables?

They are *residual* covariances.

> I haved checked the data and it does not look like the covariances of the
> observable variables, however when I tried to find out using simulated data
> ( with correlated residuals) the estimates did not seem to be the covariance
> of the residuals either (much much underestimated). Can anyone help?

How did you simulate your data? It is rather tricky to generate data 
under a known CFA/SEM model with pre-specified residual (co)variances.

Yves Rosseel.
http://lavaan.org