sem(model = NULL, data = NULL, ordered = NULL,  sample.cov = NULL, sample.mean = NULL, sample.nobs = NULL,  group = NULL, cluster = NULL,  constraints = "", WLS.V = NULL, NACOV = NULL, ...)model.syntax for more information. Alternatively, a
    parameter table (eg. the output of the lavaanify() function) is also
    accepted.likelihood="normal", the user provided covariance matrix is
    internally rescaled by multiplying it with a factor (N-1)/N, to ensure
    that the covariance matrix has been divided by N. This can be turned off
    by setting the sample.cov.rescale argument to FALSE.model.syntax for more information."WLS";
    if the estimator is "DWLS", only the diagonal of this matrix will be
    used. For a multiple group analysis, a list with a weight matrix
    for each group. The elements of the weight matrix should be in the
    following order (if all data is continuous): first the means (if a
    meanstructure is involved), then the lower triangular elements of the
    covariance matrix including the diagonal, ordered column by column. In
    the categorical case: first the thresholds (including the means for
    continuous variables), then the slopes (if any), the variances of
    continuous variables (if any), and finally the lower triangular elements
    of the correlation/covariance matrix excluding the diagonal, ordered
    column by column.WLS.V
    argument for information about the order of the elements.lavOptions for a complete list.lavaan, for which several methods
  are available, including a summary method.
sem function is a wrapper for the more general
    lavaan function, but setting the following default options:
    int.ov.free = TRUE, int.lv.free = FALSE,
    auto.fix.first = TRUE (unless std.lv = TRUE),
    auto.fix.single = TRUE, auto.var = TRUE,
    auto.cov.lv.x = TRUE, 
    auto.th = TRUE, auto.delta = TRUE,
    and auto.cov.y = TRUE.
lavaan
## The industrialization and Political Democracy Example 
## Bollen (1989), page 332
model <- ' 
  # latent variable definitions
     ind60 =~ x1 + x2 + x3
     dem60 =~ y1 + a*y2 + b*y3 + c*y4
     dem65 =~ y5 + a*y6 + b*y7 + c*y8
  # regressions
    dem60 ~ ind60
    dem65 ~ ind60 + dem60
  # residual correlations
    y1 ~~ y5
    y2 ~~ y4 + y6
    y3 ~~ y7
    y4 ~~ y8
    y6 ~~ y8
'
fit <- sem(model, data=PoliticalDemocracy)
summary(fit, fit.measures=TRUE)
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