Table 2.
Model/parameter | Estimate (SE) |
---|---|
Income-to-needs ratio: χ2(3) = 1.91, p = .59; CFI = 1.00; RMSEA = .00; SRMR = .01 | |
Mean intercept | 0.43 (0.01)** |
Mean slope | 0.00 (0.00) |
Intercept variance | 0.04 (0.00)** |
Slope variance | 0.00 (0.00)* |
Intercept-slope covariance | 0.00 (0.00) |
Residual variances | 0.01 (0.00)** |
Economic pressure: χ2(3) = 4.14, p = .25; CFI = 1.00; RMSEA = .02; SRMR = .03 | |
Mean intercept | 12.96 (0.11)** |
Mean slope | −0.29 (0.06)** |
Intercept variance | 10.53 (0.59)** |
Slope variance | 0.29 (0.28) |
Intercept-slope covariance | −0.05 (0.22) |
Residual variances | 6.77 (0.45)** |
Note. Unstandardized parameter estimates shown for individual growth models. Income-to-needs ratio transformed with a log transformation. Income-to-needs ratio centered at 6 months, and economic strain centered at 15 months. Residual variances of income-to-needs ratio at 6, 15, and 24 months constrained to be equal, as were residual variances of economic pressure at 6, 15, and 24 months (separately). CFI = comparative fit index; RMSEA = root mean square error of approximation; SRMR = standardized root mean residual.
p < .05.
p < .001.