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. Author manuscript; available in PMC: 2020 Aug 7.
Published in final edited form as: Quant Method Psychol. 2019;15(2):96–111. doi: 10.20982/tqmp.15.2.p096

Table 1.

SEs and CIs for GMA ds from Linear Models as a Function of Estimation Methods

Covariates in Example 6.10 Dataset Included in the Linear GMA
x1 Only
All 3 Covariates
SE 95% CI SE 95% CI SE 95% CI SE 95% CI
Mplus Outputted CI
delta method .134 .767, 1.294 .136 .746, 1.279 .133 .734, 1.255 .105 .666, 1.078
pbootstrap .132 .756, 1.291 .134 .741, 1,278 .131 .724, 1.252 .104 .679, 1.074
rbootstrap .131 .764, 1.270 .133 .762, 1.273 .129 .748, 1,255 .096 .676, 1.070
Transformation of CI of b to CI of d
delta method NA .767, 1.293 NA NA, NA NA NA, NA NA .666, 1.078
pbootstrap NA .755, 1.291 NA NA, NA NA NA, NA NA .680, 1.074
rbootstrap NA .763, 1.271 NA NA, NA NA NA, NA NA .676, 1.070

Note. GMA = growth modeling analysis, N =500. SE = standard error; CI = 95% confidence interval, pbootstrap = percentile (standard) bootstrap, rbootstrap = residual bootstrap, SD1 = 1.748, SD2 = SD estimated with y 11 residual variance, SD3 = SD estimated with mean of all y (y11-y14) residual variances, NA = not applicable. CIs for time-varying GMA ds from the single covariate model (x1 only) cannot be compared with respective CIs from the multiple covariates model (using 3 covariates) because point estimates differ between the two types of models.