Model-implied indicator or construct variance-covariance matrix
Calculate the model-implied indicator or construct variance-covariance (VCV) matrix. Currently only the model-implied VCV for recursive linear models is implemented (including models containing second order constructs).
fit( .object = NULL, .saturated = args_default()$.saturated, .type_vcv = args_default()$.type_vcv )
Notation is taken from Bollen1989;textualcSEM.
.saturated = TRUE the model-implied variance-covariance matrix is calculated
for a saturated structural model (i.e., the VCV of the constructs is replaced
by their correlation matrix). Hence: V(eta) = WSW' (possibly disattenuated).
Either a (K x K) matrix or a (J x J) matrix depending on the