Thank you Terrence for the reply. I will read the book that you sent.
I have some other questions.
Q1:
What does the "intercept" mean in a cross-lagged model? If I fix the intercepts of all variables to 0 using the below syntax, the results look totally different. I am not sure if I should fix them or not.
VARA_1 ~ 0
VARA_2 ~ 0
VARA_3 ~ 0
VARA_4 ~ 0
VARB_1 ~ 0
VARB_2 ~ 0
VARB_3 ~ 0
VARB_4 ~ 0
Q2:
One of the cross-lagged paths (VARA_3 ~ VARB_2) showed an estimate of 0.000 and a p-value of 0.999. I understand that theoretically, this can happen, but it was just very strange. When I do a linear regression between these two variables (VARA_3 ~ VARB_2), the p-value was significant and the estimate was much larger than 0.000.
I am not sure what can I check to see if the syntax is right and if the estimate was really 0.000.
Thank you so much!
Leo