I have two categorical (binary) endogenous variables
emp and
SA at three time points, 1, 2, and 5. I have run the following cross-lagged SEM with fixed effects
age and
sex:
full_clpm1 <- '
# synchronous covariances
SA1 ~~ emp1
SA2 ~~ emp2
SA5 ~~ emp5
# autoregressive + cross-lagged paths
emp1 ~ AGE + sex
SA1 ~ AGE + sex
emp2 ~ AGE + sex + emp1 + SA1
SA2 ~ AGE + sex + emp1 + SA1
emp5 ~ AGE + sex + emp1 + SA1 + emp2 + SA2
SA5 ~ AGE + sex + emp1 + SA1 + emp2 + SA2
'
# fit the model
fit1 <- sem(full_clpm1, data=dp)
summary(fit1)
I got the following results for the residual covariances and wondering why the first covariance is positive and the second one is negative (both statistically significant):
|
Estimate
|
Std. Err
|
z-value
|
P(>|z|)
|
Covariance at year 1
|
0.167
|
0.054
|
3.112
|
0.002
|
Covariance at year 2
|
-0.077
|
0.037
|
-2.069
|
0.039
|
Covariance at year 5
|
-0.009
|
0.044
|
-0.212
|
0.832
|
I want to know what this means and how I can show descriptively why the second time point had negative residual covariance between emp2 and SA2. I already tried separate probit regressions on emp2 and SA2 and found the correlations of the residuals from these two non-simultaneous regression models. But that correlation appears to be positive (and very small). So, could you suggest me a way to show the reason of this negative residual covariance descriptively for the sake of discussion? I am wondering there must be some way of explaining this negative residual covariance descriptively.