MIXED scorta BY Dyadwin_1 WITH Kips_mean_centered
/CRITERIA=CIN(95) MXITER(100) MXSTEP(10) SCORING(1) SINGULAR(0.000000000001 ) HCONVERGE(0,
ABSOLUTE) LCONVERGE(0, ABSOLUTE) PCONVERGE(0.000001, ABSOLUTE)
/FIXED=Dyadwin_1 Kips_mean_centered Dyadwin_1*Kips_mean_centered | SSTYPE(3) /METHOD=REML
/PRINT=CORB COVB G R SOLUTION TESTCOV
/REPEATED=Dyadwin | SUBJECT(Dyad) COVTYPE(DIAG).
Mixed Model Analysis
Model Dimensiona Number of
Levels
Covariance Structure
Number of Parameters
Subject Variables
Number of Subjects Fixed Effects Intercept
Dyadwin_1 Kips_mean_centered
Dyadwin_1 * Kips_mean_centered
Repeated Effects Dyadwin Total
1 1
2 1
1 1
2 1
2 Diagonal 2 Dyad 50
8 6
Dependent Variable: scorta.
a.
Information Criteria
a-2 Restricted Log Likelihood Akaike's Information Criterion (AIC)
Hurvich and Tsai's Criterion (AICC)
Bozdogan's Criterion (CAIC) Schwarz's Bayesian Criterion (BIC)
-8.852 -4.852
-4.722
2.256
.256
The information criteria are displayed in
smaller-is-better form.
Type III Tests of Fixed Effects
aSource Numerator df Denominator df F Sig.
Intercept Dyadwin_1
Kips_mean_centered
Dyadwin_1 * Kips_mean_centered
1 93.566 422.963 .000
1 93.566 .002 .967
1 93.625 2.168 .144
1 93.625 3.994 .049
Dependent Variable: scorta.
a.
Estimates of Fixed Effectsa
Parameter Estimate Std. Error df t Sig.
95% Confidence Interval Lower Bound Upper Bound Intercept
[Dyadwin_1=.00]
[Dyadwin_1=1.00]
Kips_mean_centered [Dyadwin_1=.00] * Kips_mean_centered [Dyadwin_1=1.00] * Kips_mean_centered
.445379 .032249 47 13.810 .000 .380501 .510256
-.001779 .043226 93.566 -.041 .967 -.087609 .084052
0b 0 . . . . .
.015766 .044671 47 .353 .726 -.074101 .105634
-.119798 .059945 93.625 -1.998 .049 -.238827 -.000769
0b 0 . . . . .
Dependent Variable: scorta.
a.
This parameter is set to zero because it is redundant.
b.
Correlation Matrix for Estimates of Fixed Effectsa
Parameter Intercept
[Dyadwin_1=.
00]
[Dyadwin_1=1.
00]
Kips_mean_ce ntered
[Dyadwin_1=.
00] * Kips_mean_ce
ntered
[Dyadwin_1=1.
00] * Kips_mean_ce
ntered Intercept
[Dyadwin_1=.00]
[Dyadwin_1=1.00]
Kips_mean_centered [Dyadwin_1=.00] * Kips_mean_centered [Dyadwin_1=1.00] * Kips_mean_centered
1 -.746 .b .017 -.013 .b
-.746 1 .b -.013 .010 .b
.b .b .b .b .b .b
.017 -.013 .b 1 -.745 .b
-.013 .010 .b -.745 1 .b
.b .b .b .b .b .b
Dependent Variable: scorta.
a.
Covariance Matrix for Estimates of Fixed Effectsa
Parameter Intercept
[Dyadwin_1=.
00]
[Dyadwin_1=1.
00]
Kips_mean_ce ntered
[Dyadwin_1=.
00] * Kips_mean_ce
ntered
[Dyadwin_1=1.
00] * Kips_mean_ce
ntered Intercept
[Dyadwin_1=.00]
[Dyadwin_1=1.00]
Kips_mean_centered [Dyadwin_1=.00] * Kips_mean_centered [Dyadwin_1=1.00] * Kips_mean_centered
.001040 -.001040 0b 2.520214E-5 -2.520214E-5 0b
-.001040 .001868 0b -2.520214E-5 2.516049E-5 0b
0b 0b 0b 0b 0b 0b
2.520214E-5 -2.520214E-5 0b .001996 -.001996 0b
-2.520214E-5 2.516049E-5 0b -.001996 .003593 0b
0b 0b 0b 0b 0b 0b
Dependent Variable: scorta.
a.
The covariance is set to zero because it is associated with a redundant parameter.
b.
Covariance Parameters
Estimates of Covariance Parametersa
Parameter Estimate Std. Error Wald Z Sig.
95% Confidence Interval Lower Bound Upper Bound Repeated Measures Var: [Dyadwin=.0000]
Var: [Dyadwin=1.0000]
.050946 .010509 4.848 .000 .034003 .076330
.041421 .008455 4.899 .000 .027763 .061798
Dependent Variable: scorta.
a.
Correlation Matrix for Estimates of Covariance Parameters
aParameter
Repeated Measures Var:
[Dyadwin=.
0000]
Var:
[Dyadwin=1.
0000]
Repeated Measures Var: [Dyadwin=.0000]
Var: [Dyadwin=1.0000]
1 .000
.000 1
Dependent Variable: scorta.
a.
Covariance Matrix for Estimates of Covariance Parameters
aParameter
Repeated Measures Var:
[Dyadwin=.
0000]
Var:
[Dyadwin=1.
0000]
Repeated Measures Var: [Dyadwin=.0000]
Var: [Dyadwin=1.0000]
.000110 .000000
.000000 7.148781E-5 Dependent Variable: scorta.
a.
Residual Covariance (R) Matrix
a[Dyadwin = .
0000]
[Dyadwin = 1.0000]
[Dyadwin = .0000]
[Dyadwin = 1.0000]
.050946 0
0 .041421
Diagonal
Dependent Variable: scorta.
a.
MIXED scorta BY Dyadwin_1 WITH Kips_mean_centered
/CRITERIA=CIN(95) MXITER(100) MXSTEP(10) SCORING(1) SINGULAR(0.000000000001 ) HCONVERGE(0,
ABSOLUTE) LCONVERGE(0, ABSOLUTE) PCONVERGE(0.000001, ABSOLUTE)
/FIXED=Dyadwin_1 Kips_mean_centered Dyadwin_1*Kips_mean_centered | SSTYPE(3) /METHOD=REML
/PRINT=CORB COVB G R SOLUTION TESTCOV
/REPEATED=Dyadwin | SUBJECT(Dyad) COVTYPE(ID).
Selected Model for Cortisol AM
Mixed Model Analysis
Model Dimensiona Number of
Levels
Covariance Structure
Number of Parameters
Subject Variables
Number of Subjects Fixed Effects Intercept
Dyadwin_1 Kips_mean_centered
Dyadwin_1 * Kips_mean_centered
Repeated Effects Dyadwin Total
1 1
2 1
1 1
2 1
2 Identity 1 Dyad 50
8 5
Dependent Variable: scorta.
a.
Information Criteria
a-2 Restricted Log Likelihood Akaike's Information Criterion (AIC)
Hurvich and Tsai's Criterion (AICC)
Bozdogan's Criterion (CAIC) Schwarz's Bayesian Criterion (BIC)
-8.344 -6.344
-6.301 -2.790 -3.790 The information criteria are displayed in smaller-is-better form.
Dependent Variable: scorta.
a.
Fixed Effects
Type III Tests of Fixed Effects
aSource Numerator df Denominator df F Sig.
Intercept Dyadwin_1
Kips_mean_centered
Dyadwin_1 * Kips_mean_centered
1 95 423.870 .000
1 95 .002 .967
1 95 2.172 .144
1 95 4.001 .048
Estimates of Fixed Effectsa
Parameter Estimate Std. Error df t Sig.
95% Confidence Interval Lower Bound Upper Bound Intercept
[Dyadwin_1=.00]
[Dyadwin_1=1.00]
Kips_mean_centered [Dyadwin_1=.00] * Kips_mean_centered [Dyadwin_1=1.00] * Kips_mean_centered
.445379 .030688 95 14.513 .000 .384455 .506303
-.001779 .043179 95 -.041 .967 -.087500 .083943
0b 0 . . . . .
.015766 .042509 95 .371 .712 -.068625 .100158
-.119798 .059889 95 -2.000 .048 -.238693 -.000903
0b 0 . . . . .
Dependent Variable: scorta.
a.
This parameter is set to zero because it is redundant.
b.
Correlation Matrix for Estimates of Fixed Effectsa
Parameter Intercept
[Dyadwin_1=.
00]
[Dyadwin_1=1.
00]
Kips_mean_ce ntered
[Dyadwin_1=.
00] * Kips_mean_ce
ntered
[Dyadwin_1=1.
00] * Kips_mean_ce
ntered Intercept
[Dyadwin_1=.00]
[Dyadwin_1=1.00]
Kips_mean_centered [Dyadwin_1=.00] * Kips_mean_centered [Dyadwin_1=1.00] * Kips_mean_centered
1 -.711 .b .017 -.012 .b
-.711 1 .b -.012 .009 .b
.b .b .b .b .b .b
.017 -.012 .b 1 -.710 .b
-.012 .009 .b -.710 1 .b
.b .b .b .b .b .b
Dependent Variable: scorta.
a.
The correlation is system missing because it is associated with a redundant parameter.
b.
Covariance Matrix for Estimates of Fixed Effectsa
Parameter Intercept
[Dyadwin_1=.
00]
[Dyadwin_1=1.
00]
Kips_mean_ce ntered
[Dyadwin_1=.
00] * Kips_mean_ce
ntered
[Dyadwin_1=1.
00] * Kips_mean_ce
ntered Intercept
[Dyadwin_1=.00]
[Dyadwin_1=1.00]
Kips_mean_centered [Dyadwin_1=.00] * Kips_mean_centered [Dyadwin_1=1.00] * Kips_mean_centered
.000942 -.000942 0b 2.282150E-5 -2.282150E-5 0b
-.000942 .001864 0b -2.282150E-5 2.277513E-5 0b
0b 0b 0b 0b 0b 0b
2.282150E-5 -2.282150E-5 0b .001807 -.001807 0b
-2.282150E-5 2.277513E-5 0b -.001807 .003587 0b
0b 0b 0b 0b 0b 0b
Dependent Variable: scorta.
a.
The covariance is set to zero because it is associated with a redundant parameter.
b.
Covariance Parameters
Estimates of Covariance Parametersa
Parameter Estimate Std. Error Wald Z Sig.
95% Confidence Interval Lower Bound Upper Bound Repeated Measures Variance .046133 .006694 6.892 .000 .034714 .061308
Dependent Variable: scorta.
a.
Correlation Matrix for Estimates of Covariance Parameters
aParameter
Repeated Measures Variance
Repeated Measures Variance 1
Dependent Variable: scorta.
a.
Covariance Matrix for Estimates of Covariance
Parameters
aResidual Covariance (R) Matrix
a[Dyadwin = .
0000]
[Dyadwin = 1.0000]
[Dyadwin = .0000]
[Dyadwin = 1.0000]
.046133 0
0 .046133
Identity
Dependent Variable: scorta.
a.
MIXED scorta BY Dyadwin_1 WITH Kips_mean_centered
/CRITERIA=CIN(95) MXITER(100) MXSTEP(10) SCORING(1) SINGULAR(0.000000000001 ) HCONVERGE(0,
ABSOLUTE) LCONVERGE(0, ABSOLUTE) PCONVERGE(0.000001, ABSOLUTE)
/FIXED=Dyadwin_1 Kips_mean_centered Dyadwin_1*Kips_mean_centered | SSTYPE(3) /METHOD=REML
/PRINT=CORB COVB G R SOLUTION TESTCOV
/REPEATED=Dyadwin | SUBJECT(Dyad) COVTYPE(CS).
Mixed Model Analysis
Model Dimensiona Number of
Levels
Covariance Structure
Number of Parameters
Subject Variables
Number of Subjects Fixed Effects Intercept
Dyadwin_1 Kips_mean_centered
Dyadwin_1 * Kips_mean_centered
Repeated Effects Dyadwin
Total
1 1
2 1
1 1
2 1
2 Compound
Symmetry 2 Dyad 50
8 6
Dependent Variable: scorta.
a.
Information Criteria
a-2 Restricted Log Likelihood Akaike's Information Criterion (AIC)
Hurvich and Tsai's Criterion (AICC)
Bozdogan's Criterion (CAIC) Schwarz's Bayesian Criterion (BIC)
-11.998 -7.998
-7.868 -.891 -2.891 The information criteria are displayed in smaller-is-better form.
Dependent Variable: scorta.
a.
Fixed Effects
Type III Tests of Fixed Effects
aSource Numerator df Denominator df F Sig.
Intercept Dyadwin_1
Kips_mean_centered
Dyadwin_1 * Kips_mean_centered
1 47.243 333.873 .000
1 46.961 .010 .922
1 47.126 1.619 .210
1 46.845 5.722 .021
Dependent Variable: scorta.
a.
Estimates of Fixed Effectsa
Parameter Estimate Std. Error df t Sig.
95% Confidence Interval Lower Bound Upper Bound Intercept
[Dyadwin_1=.00]
[Dyadwin_1=1.00]
Kips_mean_centered [Dyadwin_1=.00] *
.447221 .030681 88.610 14.577 .000 .386255 .508187
-.003620 .036784 46.961 -.098 .922 -.077622 .070381
0b 0 . . . . .
.017969 .042507 88.490 .423 .674 -.066498 .102437
Correlation Matrix for Estimates of Fixed Effectsa
Parameter Intercept
[Dyadwin_1=.
00]
[Dyadwin_1=1.
00]
Kips_mean_ce ntered
[Dyadwin_1=.
00] * Kips_mean_ce
ntered
[Dyadwin_1=1.
00] * Kips_mean_ce
ntered Intercept
[Dyadwin_1=.00]
[Dyadwin_1=1.00]
Kips_mean_centered [Dyadwin_1=.00] * Kips_mean_centered [Dyadwin_1=1.00] * Kips_mean_centered
1 -.607 .b .016 -.013 .b
-.607 1 .b -.013 .011 .b
.b .b .b .b .b .b
.016 -.013 .b 1 -.606 .b
-.013 .011 .b -.606 1 .b
.b .b .b .b .b .b
Dependent Variable: scorta.
a.
The correlation is system missing because it is associated with a redundant parameter.
b.
Covariance Matrix for Estimates of Fixed Effectsa
Parameter Intercept
[Dyadwin_1=.
00]
[Dyadwin_1=1.
00]
Kips_mean_ce ntered
[Dyadwin_1=.
00] * Kips_mean_ce
ntered
[Dyadwin_1=1.
00] * Kips_mean_ce
ntered Intercept
[Dyadwin_1=.00]
[Dyadwin_1=1.00]
Kips_mean_centered [Dyadwin_1=.00] * Kips_mean_centered [Dyadwin_1=1.00] * Kips_mean_centered
.000941 -.000685 0b 2.108789E-5 -2.110075E-5 0b
-.000685 .001353 0b -2.110075E-5 2.106719E-5 0b
0b 0b 0b 0b 0b 0b
2.108789E-5 -2.110075E-5 0b .001807 -.001313 0b
-2.110075E-5 2.106719E-5 0b -.001313 .002601 0b
0b 0b 0b 0b 0b 0b
Dependent Variable: scorta.
a.
The covariance is set to zero because it is associated with a redundant parameter.
b.
Covariance Parameters
Estimates of Covariance Parametersa
Parameter Estimate Std. Error Wald Z Sig.
95% Confidence Interval Lower Bound Upper Bound Repeated Measures CS diagonal offset
CS covariance
.033385 .006923 4.822 .000 .022235 .050126
.012797 .007065 1.811 .070 -.001049 .026644
Dependent Variable: scorta.
a.
Correlation Matrix for Estimates of Covariance Parameters
aParameter
Repeated Measures CS diagonal
offset CS covariance Repeated Measures CS diagonal offset
CS covariance
1 -.505
-.505 1
Dependent Variable: scorta.
a.
Covariance Matrix for Estimates of Covariance Parameters
aParameter
Repeated Measures CS diagonal
offset CS covariance Repeated Measures CS diagonal offset
CS covariance
4.792580E-5 -2.471807E-5 -2.471807E-5 4.990962E-5 Dependent Variable: scorta.
a.
Residual Covariance (R) Matrix
a[Dyadwin = .
0000]
[Dyadwin = 1.0000]
[Dyadwin = .0000]
[Dyadwin = 1.0000]
.046182 .012797
.012797 .046182
Compound Symmetry
Dependent Variable: scorta.
a.
MIXED scorta BY Dyadwin_1 WITH Kips_mean_centered
/CRITERIA=CIN(95) MXITER(100) MXSTEP(10) SCORING(1) SINGULAR(0.000000000001 ) HCONVERGE(0,
ABSOLUTE) LCONVERGE(0, ABSOLUTE) PCONVERGE(0.000001, ABSOLUTE)
/FIXED=Dyadwin_1 Kips_mean_centered Dyadwin_1*Kips_mean_centered | SSTYPE(3)
Model Dimensiona Number of
Levels
Covariance Structure
Number of Parameters
Subject Variables
Number of Subjects Fixed Effects Intercept
Dyadwin_1 Kips_mean_centered
Dyadwin_1 * Kips_mean_centered
Repeated Effects Dyadwin Total
1 1
2 1
1 1
2 1
2 Unstructured 3 Dyad 50
8 7
Dependent Variable: scorta.
a.
Information Criteria
a-2 Restricted Log Likelihood Akaike's Information Criterion (AIC)
Hurvich and Tsai's Criterion (AICC)
Bozdogan's Criterion (CAIC) Schwarz's Bayesian Criterion (BIC)
-12.561 -6.561
-6.298 4.100 1.100 The information criteria are displayed in smaller-is-better form.
Dependent Variable: scorta.
a.
Fixed Effects
Type III Tests of Fixed Effects
aSource Numerator df Denominator df F Sig.
Intercept Dyadwin_1
Kips_mean_centered
Dyadwin_1 * Kips_mean_centered
1 47.040 332.981 .000
1 46.819 .011 .917
1 46.921 1.604 .212
1 46.716 5.743 .021
Dependent Variable: scorta.
a.
Estimates of Fixed Effectsa
Parameter Estimate Std. Error df t Sig.
95% Confidence Interval Lower Bound Upper Bound Intercept
[Dyadwin_1=.00]
[Dyadwin_1=1.00]
Kips_mean_centered [Dyadwin_1=.00] * Kips_mean_centered [Dyadwin_1=1.00] * Kips_mean_centered
.447445 .032266 46.915 13.867 .000 .382530 .512359
-.003844 .036806 46.819 -.104 .917 -.077895 .070207
0b 0 . . . . .
.018237 .044704 46.879 .408 .685 -.071701 .108175
-.122269 .051022 46.716 -2.396 .021 -.224927 -.019610
0b 0 . . . . .
Dependent Variable: scorta.
a.
This parameter is set to zero because it is redundant.
b.
Correlation Matrix for Estimates of Fixed Effectsa
Parameter Intercept
[Dyadwin_1=.
00]
[Dyadwin_1=1.
00]
Kips_mean_ce ntered
[Dyadwin_1=.
00] * Kips_mean_ce
ntered
[Dyadwin_1=1.
00] * Kips_mean_ce
ntered Intercept
[Dyadwin_1=.00]
[Dyadwin_1=1.00]
Kips_mean_centered [Dyadwin_1=.00] * Kips_mean_centered [Dyadwin_1=1.00] * Kips_mean_centered
1 -.660 .b .016 -.014 .b
-.660 1 .b -.014 .012 .b
.b .b .b .b .b .b
.016 -.014 .b 1 -.658 .b
-.014 .012 .b -.658 1 .b
.b .b .b .b .b .b
Dependent Variable: scorta.
a.
The correlation is system missing because it is associated with a redundant parameter.
b.
Covariance Matrix for Estimates of Fixed Effectsa
Parameter Intercept
[Dyadwin_1=.
00]
[Dyadwin_1=1.
00]
Kips_mean_ce ntered
[Dyadwin_1=.
00] * Kips_mean_ce
ntered
[Dyadwin_1=1.
00] * Kips_mean_ce
ntered Intercept
[Dyadwin_1=.00]
[Dyadwin_1=1.00]
Kips_mean_centered [Dyadwin_1=.00] * Kips_mean_centered [Dyadwin_1=1.00] * Kips_mean_centered
.001041 -.000784 0b 2.328562E-5 -2.329856E-5 0b
-.000784 .001355 0b -2.329856E-5 2.326986E-5 0b
0b 0b 0b 0b 0b 0b
2.328562E-5 -2.329856E-5 0b .001998 -.001502 0b
-2.329856E-5 2.326986E-5 0b -.001502 .002603 0b
0b 0b 0b 0b 0b 0b
Dependent Variable: scorta.
a.
The covariance is set to zero because it is associated with a redundant parameter.
b.
Covariance Parameters
Estimates of Covariance Parametersa
Parameter Estimate Std. Error Wald Z Sig.
95% Confidence Interval Lower Bound Upper Bound Repeated Measures UN (1,1)
UN (2,1) UN (2,2)
.051080 .010563 4.836 .000 .034059 .076606
.012872 .007059 1.823 .068 -.000964 .026708
.041421 .008455 4.899 .000 .027763 .061798
Dependent Variable: scorta.
a.
Correlation Matrix for Estimates of Covariance Parameters
aParameter
Repeated Measures UN (1,1) UN (2,1) UN (2,2) Repeated Measures UN (1,1)
UN (2,1) UN (2,2)
1 .387 .077
.387 1 .372
.077 .372 1
Dependent Variable: scorta.
a.
Covariance Matrix for Estimates of Covariance Parameters
aParameter
Repeated Measures
UN (1,1) UN (2,1) UN (2,2) Repeated Measures UN (1,1)
UN (2,1) UN (2,2)
.000112 2.882628E-5 6.903583E-6 2.882628E-5 4.983250E-5 2.221535E-5 6.903583E-6 2.221535E-5 7.148779E-5 Dependent Variable: scorta.
a.
Residual Covariance (R) Matrix
a[Dyadwin = .
0000]
[Dyadwin = 1.0000]
[Dyadwin = .0000]
[Dyadwin = 1.0000]
.051080 .012872
.012872 .041421
Unstructured
Dependent Variable: scorta.
a.
MIXED logcortp2 BY Dyadwin_1 WITH Kips_mean_centered
/CRITERIA=CIN(95) MXITER(100) MXSTEP(10) SCORING(1) SINGULAR(0.000000000001 ) HCONVERGE(0,
ABSOLUTE) LCONVERGE(0, ABSOLUTE) PCONVERGE(0.000001, ABSOLUTE)
/FIXED=Dyadwin_1 Kips_mean_centered Dyadwin_1*Kips_mean_centered | SSTYPE(3) /METHOD=REML
/PRINT=CORB COVB G R SOLUTION TESTCOV
/REPEATED=Dyadwin | SUBJECT(Dyad) COVTYPE(UN).
Mixed Model Analysis
Model Dimensiona Number of
Levels
Covariance Structure
Number of Parameters
Subject Variables
Number of Subjects Fixed Effects Intercept
Dyadwin_1 Kips_mean_centered
Dyadwin_1 * Kips_mean_centered
Repeated Effects Dyadwin Total
1 1
2 1
1 1
2 1
2 Unstructured 3 Dyad 49
8 7
Dependent Variable: logcortp2.
a.
Information Criteria
a-2 Restricted Log Likelihood Akaike's Information Criterion (AIC)
Hurvich and Tsai's Criterion (AICC)
Bozdogan's Criterion (CAIC) Schwarz's Bayesian Criterion (BIC)
79.745 85.745
86.015 96.343 93.343 The information criteria are displayed in smaller-is-better form.
Dependent Variable: logcortp2.
a.
Fixed Effects
Type III Tests of Fixed Effects
aSource Numerator df Denominator df F Sig.
Intercept Dyadwin_1
Kips_mean_centered
Dyadwin_1 * Kips_mean_centered
1 45.313 474.098 .000
1 45.563 2.684 .108
1 45.337 1.683 .201
1 45.572 3.677 .061
Dependent Variable: logcortp2.
a.
Estimates of Fixed Effectsa
Parameter Estimate Std. Error df t Sig.
95% Confidence Interval Lower Bound Upper Bound Intercept
[Dyadwin_1=.00]
[Dyadwin_1=1.00]
Kips_mean_centered [Dyadwin_1=.00] * Kips_mean_centered [Dyadwin_1=1.00] * Kips_mean_centered
-1.068102 .047333 47.000 -22.566 .000 -1.163324 -.972880
.088691 .054135 45.563 1.638 .108 -.020305 .197686
0b 0 . . . . .
-.012552 .065499 47.000 -.192 .849 -.144319 .119215
-.143717 .074952 45.572 -1.917 .061 -.294626 .007192
0b 0 . . . . .
Dependent Variable: logcortp2.
a.
This parameter is set to zero because it is redundant.
b.
Correlation Matrix for Estimates of Fixed Effectsa
Parameter Intercept
[Dyadwin_1=.
00]
[Dyadwin_1=1.
00]
Kips_mean_ce ntered
[Dyadwin_1=.
00] * Kips_mean_ce
ntered
[Dyadwin_1=1.
00] * Kips_mean_ce
ntered Intercept
[Dyadwin_1=.00]
[Dyadwin_1=1.00]
Kips_mean_centered [Dyadwin_1=.00] * Kips_mean_centered [Dyadwin_1=1.00] * Kips_mean_centered
1 -.298 .b -.016 .005 .b
-.298 1 .b .005 -.036 .b
.b .b .b .b .b .b
-.016 .005 .b 1 -.297 .b
.005 -.036 .b -.297 1 .b
.b .b .b .b .b .b
Dependent Variable: logcortp2.
a.
The correlation is system missing because it is associated with a redundant parameter.
b.
Covariance Matrix for Estimates of Fixed Effectsa
Parameter Intercept
[Dyadwin_1=.
00]
[Dyadwin_1=1.
00]
Kips_mean_ce ntered
[Dyadwin_1=.
00] * Kips_mean_ce
ntered
[Dyadwin_1=1.
00] * Kips_mean_ce
ntered Intercept
[Dyadwin_1=.00]
[Dyadwin_1=1.00]
Kips_mean_centered [Dyadwin_1=.00] * Kips_mean_centered [Dyadwin_1=1.00] * Kips_mean_centered
.002240 -.000762 0b -5.061781E-5 1.722481E-5 0b
-.000762 .002931 0b 1.722481E-5 -.000147 0b
0b 0b 0b 0b 0b 0b
-5.061781E-5 1.722481E-5 0b .004290 -.001460 0b
1.722481E-5 -.000147 0b -.001460 .005618 0b
0b 0b 0b 0b 0b 0b
Dependent Variable: logcortp2.
a.
The covariance is set to zero because it is associated with a redundant parameter.
b.
Covariance Parameters
Estimates of Covariance Parametersa
Parameter Estimate Std. Error Wald Z Sig.
95% Confidence Interval Lower Bound Upper Bound Repeated Measures UN (1,1)
UN (2,1) UN (2,2)
.109752 .022640 4.848 .000 .073253 .164439
.072405 .023541 3.076 .002 .026265 .118544
.175793 .037231 4.722 .000 .116072 .266241
Dependent Variable: logcortp2.
a.
Correlation Matrix for Estimates of Covariance Parameters
aParameter
Repeated Measures UN (1,1) UN (2,1) UN (2,2) Repeated Measures UN (1,1)
UN (2,1) UN (2,2)
1 .634 .265
.634 1 .666
.265 .666 1
Dependent Variable: logcortp2.
a.
Covariance Matrix for Estimates of Covariance Parameters
aParameter
Repeated Measures UN (1,1) UN (2,1) UN (2,2) Repeated Measures UN (1,1)
UN (2,1) UN (2,2)
.000513 .000338 .000223 .000338 .000554 .000584 .000223 .000584 .001386 Dependent Variable: logcortp2.
a.
Residual Covariance (R) Matrix
a[Dyadwin = .
0000]
[Dyadwin = 1.0000]
[Dyadwin = .0000]
[Dyadwin = 1.0000]
.109752 .072405
.072405 .175793
Unstructured
Dependent Variable: logcortp2.
a.
MIXED logcortp2 BY Dyadwin_1 WITH Kips_mean_centered
/CRITERIA=CIN(95) MXITER(100) MXSTEP(10) SCORING(1) SINGULAR(0.000000000001 ) HCONVERGE(0,
ABSOLUTE) LCONVERGE(0, ABSOLUTE) PCONVERGE(0.000001, ABSOLUTE)
/FIXED=Dyadwin_1 Kips_mean_centered Dyadwin_1*Kips_mean_centered | SSTYPE(3) /METHOD=REML
/PRINT=CORB COVB G R SOLUTION TESTCOV
/REPEATED=Dyadwin | SUBJECT(Dyad) COVTYPE(CS).
Selected Model for Cortisol PM
Mixed Model Analysis
Model Dimensiona Number of
Levels
Covariance Structure
Number of Parameters
Subject Variables
Number of Subjects Fixed Effects Intercept
Dyadwin_1 Kips_mean_centered
Dyadwin_1 * Kips_mean_centered
Repeated Effects Dyadwin
Total
1 1
2 1
1 1
2 1
2 Compound
Symmetry 2 Dyad 49
8 6
Dependent Variable: logcortp2.
a.
Information Criteria
a-2 Restricted Log Likelihood Akaike's Information Criterion (AIC)
Hurvich and Tsai's Criterion (AICC)
Bozdogan's Criterion (CAIC) Schwarz's Bayesian Criterion (BIC)
83.123 87.123
87.257 94.189 92.189 The information criteria are displayed in smaller-is-better form.
Dependent Variable: logcortp2.
a.
Fixed Effects
Type III Tests of Fixed Effects
aSource Numerator df Denominator df F Sig.
Intercept Dyadwin_1
Kips_mean_centered
Dyadwin_1 * Kips_mean_centered
1 45.968 482.266 .000
1 45.460 2.532 .118
1 45.990 1.639 .207
1 45.481 3.492 .068
Dependent Variable: logcortp2.
a.
Estimates of Fixed Effectsa
Parameter Estimate Std. Error df t Sig.
95% Confidence Interval Lower Bound Upper Bound Intercept
[Dyadwin_1=.00]
[Dyadwin_1=1.00]
Kips_mean_centered [Dyadwin_1=.00] * Kips_mean_centered [Dyadwin_1=1.00] * Kips_mean_centered
-1.068102 .053755 74.003 -19.870 .000 -1.175211 -.960993
.086285 .054227 45.460 1.591 .118 -.022903 .195474
0b 0 . . . . .
-.012552 .074385 74.003 -.169 .866 -.160767 .135663
-.140296 .075073 45.481 -1.869 .068 -.291456 .010865
0b 0 . . . . .
Dependent Variable: logcortp2.
a.
This parameter is set to zero because it is redundant.
b.
Correlation Matrix for Estimates of Fixed Effectsa
Parameter Intercept
[Dyadwin_1=.
00]
[Dyadwin_1=1.
00]
Kips_mean_ce ntered
[Dyadwin_1=.
00] * Kips_mean_ce
ntered
[Dyadwin_1=1.
00] * Kips_mean_ce
ntered Intercept
[Dyadwin_1=.00]
[Dyadwin_1=1.00]
Kips_mean_centered [Dyadwin_1=.00] * Kips_mean_centered [Dyadwin_1=1.00] * Kips_mean_centered
1 -.496 .b -.016 .008 .b
-.496 1 .b .008 -.033 .b
.b .b .b .b .b .b
-.016 .008 .b 1 -.496 .b
.008 -.033 .b -.496 1 .b
.b .b .b .b .b .b
Dependent Variable: logcortp2.
a.
The correlation is system missing because it is associated with a redundant parameter.
b.
Covariance Matrix for Estimates of Fixed Effectsa
Parameter Intercept
[Dyadwin_1=.
00]
[Dyadwin_1=1.
00]
Kips_mean_ce ntered
[Dyadwin_1=.
00] * Kips_mean_ce
ntered
[Dyadwin_1=1.
00] * Kips_mean_ce
ntered Intercept
[Dyadwin_1=.00]
[Dyadwin_1=1.00]
Kips_mean_centered [Dyadwin_1=.00] * Kips_mean_centered [Dyadwin_1=1.00] * Kips_mean_centered
.002890 -.001446 0b -6.528365E-5 3.267778E-5 0b
-.001446 .002941 0b 3.267778E-5 -.000133 0b
0b 0b 0b 0b 0b 0b
-6.528365E-5 3.267778E-5 0b .005533 -.002770 0b
3.267778E-5 -.000133 0b -.002770 .005636 0b
0b 0b 0b 0b 0b 0b
Dependent Variable: logcortp2.
a.
The covariance is set to zero because it is associated with a redundant parameter.
b.
Covariance Parameters
Estimates of Covariance Parametersa
Parameter Estimate Std. Error Wald Z Sig.
95% Confidence Interval Lower Bound Upper Bound Repeated Measures CS diagonal offset
CS covariance
.070854 .014924 4.748 .000 .046890 .107065
.070698 .023626 2.992 .003 .024392 .117004
Dependent Variable: logcortp2.
a.
Correlation Matrix for Estimates of Covariance Parameters
aParameter
Repeated Measures CS diagonal
offset CS covariance Repeated Measures CS diagonal offset
CS covariance
1 -.339
-.339 1
Dependent Variable: logcortp2.
a.
Covariance Matrix for Estimates of Covariance Parameters
aRepeated Measures
CS diagonal
Residual Covariance (R) Matrix
a[Dyadwin = .
0000]
[Dyadwin = 1.0000]
[Dyadwin = .0000]
[Dyadwin = 1.0000]
.141552 .070698
.070698 .141552
Compound Symmetry
Dependent Variable: logcortp2.
a.
MIXED logcortp2 BY Dyadwin_1 WITH Kips_mean_centered
/CRITERIA=CIN(95) MXITER(100) MXSTEP(10) SCORING(1) SINGULAR(0.000000000001 ) HCONVERGE(0,
ABSOLUTE) LCONVERGE(0, ABSOLUTE) PCONVERGE(0.000001, ABSOLUTE)
/FIXED=Dyadwin_1 Kips_mean_centered Dyadwin_1*Kips_mean_centered | SSTYPE(3) /METHOD=REML
/PRINT=CORB COVB G R SOLUTION TESTCOV
/REPEATED=Dyadwin | SUBJECT(Dyad) COVTYPE(DIAG).
Mixed Model Analysis
Model Dimensiona Number of
Levels
Covariance Structure
Number of Parameters
Subject Variables
Number of Subjects Fixed Effects Intercept
Dyadwin_1 Kips_mean_centered
Dyadwin_1 * Kips_mean_centered
Repeated Effects Dyadwin Total
1 1
2 1
1 1
2 1
2 Diagonal 2 Dyad 49
8 6
Dependent Variable: logcortp2.
a.
Information Criteria
a-2 Restricted Log Likelihood Akaike's Information Criterion (AIC)
Hurvich and Tsai's Criterion (AICC)
Bozdogan's Criterion (CAIC) Schwarz's Bayesian Criterion (BIC)
93.352 97.352
97.485 104.417 102.417 The information criteria are displayed in smaller-is-better form.
Dependent Variable: logcortp2.
a.
Fixed Effects
Type III Tests of Fixed Effects
aSource Numerator df Denominator df F Sig.
Intercept Dyadwin_1
Kips_mean_centered
Dyadwin_1 * Kips_mean_centered
1 87.843 725.942 .000
1 87.843 1.065 .305
1 87.819 2.143 .147
1 87.819 1.504 .223
Dependent Variable: logcortp2.
a.
Estimates of Fixed Effectsa
Parameter Estimate Std. Error df t Sig.
95% Confidence Interval Lower Bound Upper Bound Intercept
[Dyadwin_1=.00]
[Dyadwin_1=1.00]
Kips_mean_centered [Dyadwin_1=.00] * Kips_mean_centered [Dyadwin_1=1.00] * Kips_mean_centered
-1.068102 .047333 47 -22.566 .000 -1.163324 -.972880
.078789 .076361 87.843 1.032 .305 -.072966 .230544
0b 0 . . . . .
-.012552 .065499 47 -.192 .849 -.144319 .119215
-.129633 .105707 87.819 -1.226 .223 -.339709 .080442
0b 0 . . . . .
Correlation Matrix for Estimates of Fixed Effectsa
Parameter Intercept
[Dyadwin_1=.
00]
[Dyadwin_1=1.
00]
Kips_mean_ce ntered
[Dyadwin_1=.
00] * Kips_mean_ce
ntered
[Dyadwin_1=1.
00] * Kips_mean_ce
ntered Intercept
[Dyadwin_1=.00]
[Dyadwin_1=1.00]
Kips_mean_centered [Dyadwin_1=.00] * Kips_mean_centered [Dyadwin_1=1.00] * Kips_mean_centered
1 -.620 .b -.016 .010 .b
-.620 1 .b .010 -.030 .b
.b .b .b .b .b .b
-.016 .010 .b 1 -.620 .b
.010 -.030 .b -.620 1 .b
.b .b .b .b .b .b
Dependent Variable: logcortp2.
a.
The correlation is system missing because it is associated with a redundant parameter.
b.
Covariance Matrix for Estimates of Fixed Effectsa
Parameter Intercept
[Dyadwin_1=.
00]
[Dyadwin_1=1.
00]
Kips_mean_ce ntered
[Dyadwin_1=.
00] * Kips_mean_ce
ntered
[Dyadwin_1=1.
00] * Kips_mean_ce
ntered Intercept
[Dyadwin_1=.00]
[Dyadwin_1=1.00]
Kips_mean_centered [Dyadwin_1=.00] * Kips_mean_centered [Dyadwin_1=1.00] * Kips_mean_centered
.002240 -.002240 0b -5.061781E-5 5.061781E-5 0b
-.002240 .005831 0b 5.061781E-5 -.000240 0b
0b 0b 0b 0b 0b 0b
-5.061781E-5 5.061781E-5 0b .004290 -.004290 0b
5.061781E-5 -.000240 0b -.004290 .011174 0b
0b 0b 0b 0b 0b 0b
Dependent Variable: logcortp2.
a.
The covariance is set to zero because it is associated with a redundant parameter.
b.
Covariance Parameters
Estimates of Covariance Parametersa
Parameter Estimate Std. Error Wald Z Sig.
95% Confidence Interval Lower Bound Upper Bound Repeated Measures Var: [Dyadwin=.0000] .109752 .022640 4.848 .000 .073253 .164439
Correlation Matrix for Estimates of Covariance Parameters
aParameter
Repeated Measures Var:
[Dyadwin=.
0000]
Var:
[Dyadwin=1.
0000]
Repeated Measures Var: [Dyadwin=.0000]
Var: [Dyadwin=1.0000]
1 .000
.000 1
Dependent Variable: logcortp2.
a.
Covariance Matrix for Estimates of Covariance Parameters
aParameter
Repeated Measures Var:
[Dyadwin=.
0000]
Var:
[Dyadwin=1.
0000]
Repeated Measures Var: [Dyadwin=.0000]
Var: [Dyadwin=1.0000]
.000513 .000000
.000000 .001288 Dependent Variable: logcortp2.
a.
Residual Covariance (R) Matrix
a[Dyadwin = .
0000]
[Dyadwin = 1.0000]
[Dyadwin = .0000]
[Dyadwin = 1.0000]
.109752 0
0 .172096
Diagonal
Dependent Variable: logcortp2.
a.
MIXED logcortp2 BY Dyadwin_1 WITH Kips_mean_centered
/CRITERIA=CIN(95) MXITER(100) MXSTEP(10) SCORING(1) SINGULAR(0.000000000001 ) HCONVERGE(0,
ABSOLUTE) LCONVERGE(0, ABSOLUTE) PCONVERGE(0.000001, ABSOLUTE)
/FIXED=Dyadwin_1 Kips_mean_centered Dyadwin_1*Kips_mean_centered | SSTYPE(3)
Model Dimensiona Number of
Levels
Covariance Structure
Number of Parameters
Subject Variables
Number of Subjects Fixed Effects Intercept
Dyadwin_1 Kips_mean_centered
Dyadwin_1 * Kips_mean_centered
Repeated Effects Dyadwin Total
1 1
2 1
1 1
2 1
2 Identity 1 Dyad 49
8 5
Dependent Variable: logcortp2.
a.
Information Criteria
a-2 Restricted Log Likelihood Akaike's Information Criterion (AIC)
Hurvich and Tsai's Criterion (AICC)
Bozdogan's Criterion (CAIC) Schwarz's Bayesian Criterion (BIC)
95.688 97.688
97.732 101.221 100.221 The information criteria are displayed in smaller-is-better form.
Dependent Variable: logcortp2.
a.
Fixed Effects
Type III Tests of Fixed Effects
aSource Numerator df Denominator df F Sig.
Intercept Dyadwin_1
Kips_mean_centered
Dyadwin_1 * Kips_mean_centered
1 93 729.427 .000
1 93 1.070 .304
1 93 2.153 .146
1 93 1.511 .222
Estimates of Fixed Effectsa
Parameter Estimate Std. Error df t Sig.
95% Confidence Interval Lower Bound Upper Bound Intercept
[Dyadwin_1=.00]
[Dyadwin_1=1.00]
Kips_mean_centered [Dyadwin_1=.00] * Kips_mean_centered [Dyadwin_1=1.00] * Kips_mean_centered
-1.068102 .053572 93 -19.938 .000 -1.174485 -.961719
.078789 .076178 93 1.034 .304 -.072486 .230064
0b 0 . . . . .
-.012552 .074132 93 -.169 .866 -.159762 .134659
-.129633 .105447 93 -1.229 .222 -.339029 .079763
0b 0 . . . . .
Dependent Variable: logcortp2.
a.
This parameter is set to zero because it is redundant.
b.
Correlation Matrix for Estimates of Fixed Effectsa
Parameter Intercept
[Dyadwin_1=.
00]
[Dyadwin_1=1.
00]
Kips_mean_ce ntered
[Dyadwin_1=.
00] * Kips_mean_ce
ntered
[Dyadwin_1=1.
00] * Kips_mean_ce
ntered Intercept
[Dyadwin_1=.00]
[Dyadwin_1=1.00]
Kips_mean_centered [Dyadwin_1=.00] * Kips_mean_centered [Dyadwin_1=1.00] * Kips_mean_centered
1 -.703 .b -.016 .011 .b
-.703 1 .b .011 -.027 .b
.b .b .b .b .b .b
-.016 .011 .b 1 -.703 .b
.011 -.027 .b -.703 1 .b
.b .b .b .b .b .b
Dependent Variable: logcortp2.
a.
The correlation is system missing because it is associated with a redundant parameter.
b.
Covariance Matrix for Estimates of Fixed Effectsa
Parameter Intercept
[Dyadwin_1=.
00]
[Dyadwin_1=1.
00]
Kips_mean_ce ntered
[Dyadwin_1=.
00] * Kips_mean_ce
ntered
[Dyadwin_1=1.
00] * Kips_mean_ce
ntered Intercept
[Dyadwin_1=.00]
[Dyadwin_1=1.00]
Kips_mean_centered [Dyadwin_1=.00] * Kips_mean_centered [Dyadwin_1=1.00] * Kips_mean_centered
.002870 -.002870 0b -6.483958E-5 6.483958E-5 0b
-.002870 .005803 0b 6.483958E-5 -.000220 0b
0b 0b 0b 0b 0b 0b
-6.483958E-5 6.483958E-5 0b .005495 -.005495 0b
6.483958E-5 -.000220 0b -.005495 .011119 0b
0b 0b 0b 0b 0b 0b
Dependent Variable: logcortp2.
a.
The covariance is set to zero because it is associated with a redundant parameter.
b.
Covariance Parameters
Estimates of Covariance Parametersa
Parameter Estimate Std. Error Wald Z Sig.
95% Confidence Interval Lower Bound Upper Bound Repeated Measures Variance .140589 .020617 6.819 .000 .105469 .187403
Dependent Variable: logcortp2.
a.
Correlation Matrix for Estimates of Covariance Parameters
aParameter
Repeated Measures Variance
Repeated Measures Variance 1
Dependent Variable: logcortp2.
a.
Covariance Matrix for Estimates of Covariance
Parameters
aResidual Covariance (R) Matrix
a[Dyadwin = .
0000]
[Dyadwin = 1.0000]
[Dyadwin = .0000]
[Dyadwin = 1.0000]
.140589 0
0 .140589
Identity
Dependent Variable: logcortp2.
a.
MIXED Logstesta BY Dyadwin_1 WITH Kips_mean_centered
/CRITERIA=CIN(95) MXITER(100) MXSTEP(10) SCORING(1) SINGULAR(0.000000000001 ) HCONVERGE(0,
ABSOLUTE) LCONVERGE(0, ABSOLUTE) PCONVERGE(0.000001, ABSOLUTE)
/FIXED=Dyadwin_1 Kips_mean_centered Dyadwin_1*Kips_mean_centered | SSTYPE(3) /METHOD=REML
/PRINT=CORB COVB G R SOLUTION TESTCOV
/REPEATED=Dyadwin | SUBJECT(Dyad) COVTYPE(ID).
Mixed Model Analysis
Model Dimensiona Number of
Levels
Covariance Structure
Number of Parameters
Subject Variables
Number of Subjects Fixed Effects Intercept
Dyadwin_1 Kips_mean_centered
Dyadwin_1 * Kips_mean_centered
Repeated Effects Dyadwin Total
1 1
2 1
1 1
2 1
2 Identity 1 Dyad 49
8 5
Dependent Variable: Logstesta.
a.
Information Criteria
a-2 Restricted Log Likelihood Akaike's Information Criterion (AIC)
Hurvich and Tsai's Criterion (AICC)
Bozdogan's Criterion (CAIC) Schwarz's Bayesian Criterion (BIC)
6.312 8.312
8.357 11.834 10.834 The information criteria are displayed in smaller-is-better form.
Dependent Variable: Logstesta.
a.
Fixed Effects
Type III Tests of Fixed Effects
aSource Numerator df Denominator df F Sig.
Intercept Dyadwin_1
Kips_mean_centered
Dyadwin_1 * Kips_mean_centered
1 92 4670.069 .000
1 92 36.102 .000
1 92 4.965 .028
1 92 4.879 .030
Dependent Variable: Logstesta.
a.
Estimates of Fixed Effectsa
Parameter Estimate Std. Error df t Sig.
95% Confidence Interval Lower Bound Upper Bound Intercept
[Dyadwin_1=.00]
[Dyadwin_1=1.00]
Kips_mean_centered [Dyadwin_1=.00] *
1.759783 .033471 92 52.576 .000 1.693306 1.826261
-.284444 .047340 92 -6.009 .000 -.378466 -.190423
0b 0 . . . . .
-.000640 .047024 92 -.014 .989 -.094033 .092753
Correlation Matrix for Estimates of Fixed Effectsa
Parameter Intercept
[Dyadwin_1=.
00]
[Dyadwin_1=1.
00]
Kips_mean_ce ntered
[Dyadwin_1=.
00] * Kips_mean_ce
ntered
[Dyadwin_1=1.
00] * Kips_mean_ce
ntered Intercept
[Dyadwin_1=.00]
[Dyadwin_1=1.00]
Kips_mean_centered [Dyadwin_1=.00] * Kips_mean_centered [Dyadwin_1=1.00] * Kips_mean_centered
1 -.707 .b -.019 .014 .b
-.707 1 .b .014 .004 .b
.b .b .b .b .b .b
-.019 .014 .b 1 -.715 .b
.014 .004 .b -.715 1 .b
.b .b .b .b .b .b
Dependent Variable: Logstesta.
a.
The correlation is system missing because it is associated with a redundant parameter.
b.
Covariance Matrix for Estimates of Fixed Effectsa
Parameter Intercept
[Dyadwin_1=.
00]
[Dyadwin_1=1.
00]
Kips_mean_ce ntered
[Dyadwin_1=.
00] * Kips_mean_ce
ntered
[Dyadwin_1=1.
00] * Kips_mean_ce
ntered Intercept
[Dyadwin_1=.00]
[Dyadwin_1=1.00]
Kips_mean_centered [Dyadwin_1=.00] * Kips_mean_centered [Dyadwin_1=1.00] * Kips_mean_centered
.001120 -.001120 0b -3.017267E-5 3.017267E-5 0b
-.001120 .002241 0b 3.017267E-5 1.133865E-5 0b
0b 0b 0b 0b 0b 0b
-3.017267E-5 3.017267E-5 0b .002211 -.002211 0b
3.017267E-5 1.133865E-5 0b -.002211 .004323 0b
0b 0b 0b 0b 0b 0b
Dependent Variable: Logstesta.
a.
The covariance is set to zero because it is associated with a redundant parameter.
b.
Covariance Parameters
Estimates of Covariance Parametersa
Parameter Estimate Std. Error Wald Z Sig.
95% Confidence Interval Lower Bound Upper Bound Repeated Measures Variance .053757 .007926 6.782 .000 .040265 .071769
Dependent Variable: Logstesta.
a.
Correlation Matrix for Estimates of Covariance Parameters
aParameter
Repeated Measures Variance
Repeated Measures Variance 1
Dependent Variable: Logstesta.
a.
Covariance Matrix for Estimates of Covariance Parameters
aParameter
Repeated Measures Variance Repeated Measures Variance 6.282101E-5
Dependent Variable: Logstesta.
a.
Residual Covariance (R) Matrix
a[Dyadwin = .
0000]
[Dyadwin = 1.0000]
[Dyadwin = .0000]
[Dyadwin = 1.0000]
.053757 0
0 .053757
Identity
Dependent Variable: Logstesta.
a.
MIXED Logstesta BY Dyadwin_1 WITH Kips_mean_centered
/CRITERIA=CIN(95) MXITER(100) MXSTEP(10) SCORING(1) SINGULAR(0.000000000001 ) HCONVERGE(0,
ABSOLUTE) LCONVERGE(0, ABSOLUTE) PCONVERGE(0.000001, ABSOLUTE)
/FIXED=Dyadwin_1 Kips_mean_centered Dyadwin_1*Kips_mean_centered | SSTYPE(3)
Mixed Model Analysis
Model Dimensiona Number of
Levels
Covariance Structure
Number of Parameters
Subject Variables
Number of Subjects Fixed Effects Intercept
Dyadwin_1 Kips_mean_centered
Dyadwin_1 * Kips_mean_centered
Repeated Effects Dyadwin Total
1 1
2 1
1 1
2 1
2 Diagonal 2 Dyad 49
8 6
Dependent Variable: Logstesta.
a.
Information Criteria
a-2 Restricted Log Likelihood Akaike's Information Criterion (AIC)
Hurvich and Tsai's Criterion (AICC)
Bozdogan's Criterion (CAIC) Schwarz's Bayesian Criterion (BIC)
-6.259 -2.259
-2.124 4.785 2.785 The information criteria are displayed in smaller-is-better form.
Dependent Variable: Logstesta.
a.
Fixed Effects
Type III Tests of Fixed Effects
aSource Numerator df Denominator df F Sig.
Intercept Dyadwin_1
Kips_mean_centered
Dyadwin_1 * Kips_mean_centered
1 74.238 4669.657 .000
1 74.238 36.099 .000
1 75.278 5.022 .028
1 75.278 4.934 .029
Estimates of Fixed Effectsa
Parameter Estimate Std. Error df t Sig.
95% Confidence Interval Lower Bound Upper Bound Intercept
[Dyadwin_1=.00]
[Dyadwin_1=1.00]
Kips_mean_centered [Dyadwin_1=.00] * Kips_mean_centered [Dyadwin_1=1.00] * Kips_mean_centered
1.759783 .023927 46.000 73.548 .000 1.711621 1.807946
-.284444 .047342 74.238 -6.008 .000 -.378771 -.190118
0b 0 . . . . .
-.000640 .033615 46.000 -.019 .985 -.068303 .067022
-.145230 .065379 75.278 -2.221 .029 -.275464 -.014995
0b 0 . . . . .
Dependent Variable: Logstesta.
a.
This parameter is set to zero because it is redundant.
b.
Correlation Matrix for Estimates of Fixed Effectsa
Parameter Intercept
[Dyadwin_1=.
00]
[Dyadwin_1=1.
00]
Kips_mean_ce ntered
[Dyadwin_1=.
00] * Kips_mean_ce
ntered
[Dyadwin_1=1.
00] * Kips_mean_ce
ntered Intercept
[Dyadwin_1=.00]
[Dyadwin_1=1.00]
Kips_mean_centered [Dyadwin_1=.00] * Kips_mean_centered [Dyadwin_1=1.00] * Kips_mean_centered
1 -.505 .b -.019 .010 .b
-.505 1 .b .010 .015 .b
.b .b .b .b .b .b
-.019 .010 .b 1 -.514 .b
.010 .015 .b -.514 1 .b
.b .b .b .b .b .b
Dependent Variable: Logstesta.
a.
The correlation is system missing because it is associated with a redundant parameter.
b.
Covariance Matrix for Estimates of Fixed Effectsa
Parameter Intercept
[Dyadwin_1=.
00]
[Dyadwin_1=1.
00]
Kips_mean_ce ntered
[Dyadwin_1=.
00] * Kips_mean_ce
ntered
[Dyadwin_1=1.
00] * Kips_mean_ce
ntered Intercept
[Dyadwin_1=.00]
[Dyadwin_1=1.00]
Kips_mean_centered [Dyadwin_1=.00] * Kips_mean_centered [Dyadwin_1=1.00] * Kips_mean_centered
.000572 -.000572 0b -1.541825E-5 1.541825E-5 0b
-.000572 .002241 0b 1.541825E-5 4.639207E-5 0b
0b 0b 0b 0b 0b 0b
-1.541825E-5 1.541825E-5 0b .001130 -.001130 0b
1.541825E-5 4.639207E-5 0b -.001130 .004274 0b
0b 0b 0b 0b 0b 0b
Dependent Variable: Logstesta.
a.
The covariance is set to zero because it is associated with a redundant parameter.
b.
Covariance Parameters
Estimates of Covariance Parametersa
Parameter Estimate Std. Error Wald Z Sig.
95% Confidence Interval Lower Bound Upper Bound Repeated Measures Var: [Dyadwin=.0000]
Var: [Dyadwin=1.0000]
.027470 .005728 4.796 .000 .018254 .041337
.080043 .016690 4.796 .000 .053191 .120452
Dependent Variable: Logstesta.
a.
Correlation Matrix for Estimates of Covariance Parameters
aParameter
Repeated Measures Var:
[Dyadwin=.
0000]
Var:
[Dyadwin=1.
0000]
Repeated Measures Var: [Dyadwin=.0000]
Var: [Dyadwin=1.0000]
1 .000
.000 1
Dependent Variable: Logstesta.
a.
Covariance Matrix for Estimates of Covariance Parameters
aParameter
Repeated Measures Var:
[Dyadwin=.
0000]
Var:
[Dyadwin=1.
0000]
Repeated Measures Var: [Dyadwin=.0000]
Var: [Dyadwin=1.0000]
3.280784E-5 .000000 .000000 .000279 Dependent Variable: Logstesta.
a.
Residual Covariance (R) Matrix
a[Dyadwin = .
0000]
[Dyadwin = 1.0000]
[Dyadwin = .0000]
[Dyadwin = 1.0000]
.027470 0
0 .080043
Diagonal
Dependent Variable: Logstesta.
a.
MIXED Logstesta BY Dyadwin_1 WITH Kips_mean_centered
/CRITERIA=CIN(95) MXITER(100) MXSTEP(10) SCORING(1) SINGULAR(0.000000000001 ) HCONVERGE(0,
ABSOLUTE) LCONVERGE(0, ABSOLUTE) PCONVERGE(0.000001, ABSOLUTE)
/FIXED=Dyadwin_1 Kips_mean_centered Dyadwin_1*Kips_mean_centered | SSTYPE(3) /METHOD=REML
/PRINT=CORB COVB G R SOLUTION TESTCOV
/REPEATED=Dyadwin | SUBJECT(Dyad) COVTYPE(CS).
Mixed Model Analysis
Model Dimensiona Number of
Levels
Covariance Structure
Number of Parameters
Subject Variables
Number of Subjects Fixed Effects Intercept
Dyadwin_1 Kips_mean_centered
Dyadwin_1 * Kips_mean_centered
Repeated Effects Dyadwin
Total
1 1
2 1
1 1
2 1
2 Compound
Symmetry 2 Dyad 49
8 6
Dependent Variable: Logstesta.
a.
Information Criteria
a-2 Restricted Log Likelihood Akaike's Information Criterion (AIC)
Hurvich and Tsai's Criterion (AICC)
Bozdogan's Criterion (CAIC) Schwarz's Bayesian Criterion (BIC)
5.872 9.872
10.006 16.915 14.915 The information criteria are displayed in smaller-is-better form.
Dependent Variable: Logstesta.
a.
Fixed Effects
Type III Tests of Fixed Effects
aSource Numerator df Denominator df F Sig.
Intercept Dyadwin_1
Kips_mean_centered
Dyadwin_1 * Kips_mean_centered
1 44.367 4240.940 .000
1 44.152 40.611 .000
1 44.840 4.696 .036
1 44.617 5.254 .027
Dependent Variable: Logstesta.
a.
Estimates of Fixed Effectsa
Parameter Estimate Std. Error df t Sig.
95% Confidence Interval Lower Bound Upper Bound Intercept
[Dyadwin_1=.00]
[Dyadwin_1=1.00]
Kips_mean_centered [Dyadwin_1=.00] * Kips_mean_centered [Dyadwin_1=1.00] * Kips_mean_centered
1.760948 .033476 91.035 52.604 .000 1.694453 1.827443
-.286015 .044881 44.152 -6.373 .000 -.376458 -.195572
0b 0 . . . . .
-.003256 .047022 91.160 -.069 .945 -.096657 .090144
-.142958 .062367 44.617 -2.292 .027 -.268602 -.017315
0b 0 . . . . .
Dependent Variable: Logstesta.
a.
This parameter is set to zero because it is redundant.
b.
Correlation Matrix for Estimates of Fixed Effectsa
Parameter Intercept
[Dyadwin_1=.
00]
[Dyadwin_1=1.
00]
Kips_mean_ce ntered
[Dyadwin_1=.
00] * Kips_mean_ce
ntered
[Dyadwin_1=1.
00] * Kips_mean_ce
ntered Intercept
[Dyadwin_1=.00]
[Dyadwin_1=1.00]
Kips_mean_centered [Dyadwin_1=.00] * Kips_mean_centered [Dyadwin_1=1.00] * Kips_mean_centered
1 -.670 .b -.019 .015 .b
-.670 1 .b .015 .003 .b
.b .b .b .b .b .b
-.019 .015 .b 1 -.680 .b
.015 .003 .b -.680 1 .b
.b .b .b .b .b .b
Dependent Variable: Logstesta.
a.
The correlation is system missing because it is associated with a redundant parameter.
b.