lavaan(model = NULL, model.type = "sem", meanstructure = "default", 
    int.ov.free = FALSE, int.lv.free = FALSE, fixed.x = "default", 
    orthogonal = FALSE, std.lv = FALSE, auto.fix.first = FALSE, 
    auto.fix.single = FALSE, auto.var = FALSE, auto.cov.lv.x = FALSE, 
    auto.cov.y = FALSE, auto.th = FALSE, auto.delta = FALSE, 
    data = NULL, std.ov = FALSE, missing = "default", ordered = NULL, 
    sample.cov = NULL, sample.mean = NULL, sample.nobs = NULL, 
    group = NULL, group.label = NULL, group.equal = "", group.partial = "", 
    cluster = NULL, constraints = "", estimator = "default", 
    likelihood = "default", information = "default", 
    se = "default", test = "default", bootstrap = 1000L, mimic = "default", 
    representation = "default", do.fit = TRUE, control = list(), 
    start = "default", slotOptions = NULL, slotParTable = NULL, 
    slotSampleStats = NULL, slotData = NULL, slotModel = NULL, 
    verbose = FALSE, warn = TRUE, debug = FALSE)model.syntax for more information. Alternatively, a
    parameter tab"cfa", "sem" or "growth". This may affect
    how starting values are computed, and may be used to alter the terminology
    used in the summary output, or the layout of paTRUE, the means of the observed
    variables enter the model. If "default", the value is set based
    on the user-specified model, and/or the values of other arguments.FALSE, the intercepts of the observed variables
    are fixed to zero.FALSE, the intercepts of the latent variables
    are fixed to zero.TRUE, the exogenous `x' covariates are considered
    fixed variables and the means, variances and covariances of these variables
    are fixed to their sample values. If FALSE, they are considered
    random, and the means, vTRUE, the exogenous latent variables
    are assumed to be uncorrelated.TRUE, the metric of each latent variable is
    determined by fixing their variances to 1.0. If FALSE, the metric
    of each latent variable is determined by fixing the factor loading of the
    first indicator to 1.0.TRUE, the factor loading of the first indicator
    is set to 1.0 for every latent variable.TRUE, the residual variance (if included)
    of an observed indicator is set to zero if it is the only indicator of a
    latent variable.TRUE, the residual variances and the variances
    of exogenous latent variables are included in the model and set free.TRUE, the covariances of exogenous latent
    variables are included in the model and set free.TRUE, the covariances of dependent variables
    (both observed and latent) are included in the model and set free.TRUE, thresholds for limited dependent variables
    are included in the model and set free.TRUE, response scaling parameters for limited
    dependent variables are included in the model and set free.ordered
    argument.TRUE, all observed variables are standardized
    before entering the analysis."listwise", cases with missing values are removed
    listwise from the data frame before analysis. If "direct" or
    "ml" or "fiml" and the estimator is maximum likelihood,
    Full Information Maxi"loadings", "intercepts", "means","thresholds", 
    "regressions", model.syntax for more information."ML" for maximum likelihood, "GLS" for generalized least
    squares, "WLS" for weighted least squares (sometimes called ADF
    estimation), "ULS""wishart",
    the wishart likelihood approach is used. In this approach, the covariance
    matrix has been divided by N-1, and both standard errors and test 
    statistics are based on N-1. 
    If "expected", the expected information matrix
    is used (to compute the standard errors). If "observed", the
    observed information matrix is used. If "default", the value is 
    set depending on the estimator "standard", conventional standard errors
    are computed based on inverting the (expected or observed) information
    matrix. If "first.order", standard errors are computed based on
    first-order derivatives. If "rob"standard", a conventional chi-square test is computed.
    If "Satorra.Bentler", a Satorra-Bentler scaled test statistic is
    computed. If "Yuan.Bentler", a Yuan-Bentler scaled test statistic
    is computed. I"Mplus", an attempt is made to mimic the Mplus 
    program. If "EQS", an attempt is made to mimic the EQS program.
    If "default", the value is (currently) set to to "lavaan",
    which is very clo"LISREL" the classical LISREL matrix 
    representation is used to represent the model (using the all-y variant).FALSE, the model is not fit, and the current
    starting values of the model parameters are preserved."nlminb". See the manpage of 
    nlminb for an overview of the control parameters. 
    A different op"simple" and "Mplus". 
    In the first
    case, all parameter values are set to zero, except the factor loadings
    (set to one), the variances of latent variablesTRUE, the function value is printed out during
    each iteration.TRUE, some (possibly harmless) warnings are printed
    out during the iterations.TRUE, debugging information is printed out.lavaan , for which several methods
  are available, including a summary method.cfa, sem, growth# The Holzinger and Swineford (1939) example
HS.model <- 'visual  =~ x1 + x2 + x3
              textual =~ x4 + x5 + x6
              speed   =~ x7 + x8 + x9 '
fit <- lavaan(HS.model, data=HolzingerSwineford1939,
              auto.var=TRUE, auto.fix.first=TRUE,
              auto.cov.lv.x=TRUE)
summary(fit, fit.measures=TRUE)Run the code above in your browser using DataLab