Paste Data into A1

then click me!

Paste the data from the AMOS output,
estimates section, correlations table (NOT
covariances table).
After running this macro, you can just copy
the relevant standardized covariance
estimates into the Validity tool on the
Validity Tab.

Item
Factor 1

Std Loading
Shared Var.
Sqrd Var L^2
1
2
3
4
5
6
0.00
Std Loading
Shared Var.
Sqrd Var L^2

Item
Factor 2
1
2
3
4
5
6

0.00
Std Loading
Shared Var.
Sqrd Var L^2

Item
Factor 3
1
2
3
4
5
6

0.00
Std Loading
Shared Var.
Sqrd Var L^2

Item
Factor 4
1
2
3
4
5
6

0.00
Std Loading
Shared Var.
Sqrd Var L^2

Item
Factor 5
1
2
3
4
5
6

0.00

error
0.00
0.00
0.00
0.00
0.00
0.00
0.00

0.00
0.00
0.00
0.00
0.00
0.00
0.00

CR
#DIV/0!

AVE
#DIV/0!

Tutorial in n
Tab

error
0.00
0.00
0.00
0.00
0.00
0.00
0.00

0.00
0.00
0.00
0.00
0.00
0.00
0.00

CR
#DIV/0!

AVE
#DIV/0!

Summary tab
in Row 99

error
0.00
0.00
0.00
0.00
0.00
0.00
0.00

0.00
0.00
0.00
0.00
0.00
0.00
0.00

CR
#DIV/0!

AVE
#DIV/0!

CR
#DIV/0!

AVE
#DIV/0!

CR
#DIV/0!

AVE
#DIV/0!

error
0.00
0.00
0.00
0.00
0.00
0.00
0.00

0.00
0.00
0.00
0.00
0.00
0.00
0.00
error

0.00
0.00
0.00
0.00
0.00
0.00
0.00

0.00
0.00
0.00
0.00
0.00
0.00
0.00

Item
Factor 6

Std Loading
Shared Var.
Sqrd Var L^2
1
2
3
4
5
6
0.00
Std Loading
Shared Var.
Sqrd Var L^2

Item
Factor 7
1
2
3
4
5
6
7
8
9
10
11
12
13
14

0.00
Std Loading
Shared Var.
Sqrd Var L^2

Item
Factor 8
1
2
3
4
5
6

0.00
Std Loading
Shared Var.
Sqrd Var L^2

Item
Factor 9
1
2
3
4
5
6
Item

0.00
Std Loading
Shared Var.
Sqrd Var L^2

error
0.00
0.00
0.00
0.00
0.00
0.00
0.00

0.00
0.00
0.00
0.00
0.00
0.00
0.00

CR
#DIV/0!

AVE
#DIV/0!

CR
#DIV/0!

AVE
#DIV/0!

CR
#DIV/0!

AVE
#DIV/0!

CR
#DIV/0!

AVE
#DIV/0!

error
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00

0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
error

0.00
0.00
0.00
0.00
0.00
0.00
0.00

0.00
0.00
0.00
0.00
0.00
0.00
0.00
error

0.00
0.00
0.00
0.00
0.00
0.00
0.00

0.00
0.00
0.00
0.00
0.00
0.00
0.00
error

Factor 10
1
2
3
4
5
6
0.00

0.00
0.00
0.00
0.00
0.00
0.00
0.00

0.00
0.00
0.00
0.00
0.00
0.00
0.00
Factor
Factor
Factor
Factor
Factor
Factor
Factor
Factor
Factor
Factor

1
2
3
4
5
6
7
8
9
10

CR
#DIV/0!

AVE
#DIV/0!

CR
#DIV/0!
#DIV/0!
#DIV/0!
#DIV/0!
#DIV/0!
#DIV/0!
#DIV/0!
#DIV/0!
#DIV/0!
#DIV/0!

AVE
#DIV/0!
#DIV/0!
#DIV/0!
#DIV/0!
#DIV/0!
#DIV/0!
#DIV/0!
#DIV/0!
#DIV/0!
#DIV/0!

MSV
0.00

Item
Std Loading
Shared Var.
Sqrd
ASV Factor 11
#DIV/0!
1
0.91
0.93
2
0.98
0.92
3
0.94
4
5
6
8.02
Item
Std Loading
Shared Var.
Sqrd
ASV Factor 12
#DIV/0!
1
0.62
0.92
2
0.93
0.95
3
0.83
4
5
6
5.68
Item
Std Loading
Shared Var.
Sqrd
ASV Factor 13
#DIV/0!
1
0.85
2
0.79
3
0.83
4
5
6
6.08
Item
Std Loading
Shared Var.
Sqrd
ASV Factor 14
#DIV/0!
1
0.90
2
0.89
3
0.92
4
5
6
7.28
Item
Std Loading
Shared Var.
Sqrd
ASV Factor 15
#DIV/0!
1
0.80
2
0.80
3
0.74
4
5
6
5.47

orial in next
Tab
MSV
0.00

mary tables
n Row 99
MSV
0.00

MSV
0.00

MSV
0.00

Var L^2
0.86
0.84

error
0.83
0.97
0.88
0.00
0.00
0.00
2.68

Var L^2
0.84
0.91

0.17
0.03
0.12
0.00
0.00
0.00
0.32
error

0.39
0.87
0.68
0.00
0.00
0.00
1.94

Var L^2

0.61
0.13
0.32
0.00
0.00
0.00
1.06
error

0.71
0.63
0.69
0.00
0.00
0.00
2.03
Var L^2

0.29
0.37
0.31
0.00
0.00
0.00
0.97
error

0.80
0.79
0.84
0.00
0.00
0.00
2.43
Var L^2

0.20
0.21
0.16
0.00
0.00
0.00
0.57
error

0.64
0.63
0.55
0.00
0.00
0.00
1.82

0.36
0.37
0.45
0.00
0.00
0.00
1.18

MSV
0.00

MSV
0.00

MSV
0.00

MSV
0.00

Item
Std Loading
Shared Var.
Sqrd
ASV Factor 16
#DIV/0!
1
0.86
2
0.73
3
0.77
4
5
6
5.52
Item
Std Loading
Shared Var.
Sqrd
ASV Factor 17
#DIV/0!
1
0.81
2
0.88
3
0.82
4
5
6
7
8
9
10
11
12
13
14
6.32
Item
Std Loading
Shared Var.
Sqrd
ASV Factor 18
#DIV/0!
1
0.91
2
0.86
3
0.95
4
5
6
7.39
Item
Std Loading
Shared Var.
Sqrd
ASV Factor 19
#DIV/0!
1
0.73
2
0.74
3
0.72
4
0.74
5
0.78
6
0.59
18.45
Item
Std Loading
Shared Var.
Sqrd

Var L^2

error
0.73
0.53
0.59
0.00
0.00
0.00
1.85

Var L^2

0.27
0.47
0.41
0.00
0.00
0.00
1.15
error

0.66
0.77
0.68
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
2.11
Var L^2

0.34
0.23
0.32
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.89
error

0.83
0.74
0.90
0.00
0.00
0.00
2.47
Var L^2

0.17
0.26
0.10
0.00
0.00
0.00
0.53
error

0.53
0.54
0.52
0.55
0.61
0.34
3.10
Var L^2

0.47
0.46
0.48
0.45
0.39
0.66
2.90
error

MSV
0.00

ASV Factor 20
#DIV/0!
1
2
3
4
5
6

0.67
0.59
0.54
0.59
0.60
0.44
11.72

MSV
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00

ASV
#DIV/0!
#DIV/0!
#DIV/0!
#DIV/0!
#DIV/0!
#DIV/0!
#DIV/0!
#DIV/0!
#DIV/0!
#DIV/0!

0.45
0.35
0.29
0.35
0.36
0.19
1.98

0.55
0.65
0.71
0.65
0.64
0.81
4.02
Factor
Factor
Factor
Factor
Factor
Factor
Factor
Factor
Factor
Factor

11
12
13
14
15
16
17
18
19
20

CR
0.96

AVE
0.89

MSV
0.86

ASV
0.85

CR
0.84

AVE
0.65

MSV
0.91

ASV
0.88

CR
0.86

AVE
0.68

MSV
0.00

ASV
#DIV/0!

CR
0.93

AVE
0.81

MSV
0.00

ASV
#DIV/0!

CR
0.82

AVE
0.61

MSV
0.00

ASV
#DIV/0!

CR
0.83

AVE
0.62

MSV
0.00

ASV
#DIV/0!

CR
0.88

AVE
0.70

MSV
0.00

ASV
#DIV/0!

CR
0.93

AVE
0.82

MSV
0.00

ASV
#DIV/0!

CR
0.86

AVE
0.52

MSV
0.00

ASV
#DIV/0!

CR
0.74

AVE
0.33

MSV
0.00

ASV
#DIV/0!

CR
0.96
0.84
0.86
0.93
0.82
0.83
0.88
0.88
0.86
0.74

AVE
0.89
0.65
0.68
0.81
0.61
0.62
0.70
0.70
0.52
0.33

MSV
0.86
0.91
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00

ASV
0.85
0.88
#DIV/0!
#DIV/0!
#DIV/0!
#DIV/0!
#DIV/0!
#DIV/0!
#DIV/0!
#DIV/0!

Item
Factor 1: PwC

Std Loading

Shared Var.
CR

1
2
3
4
5
6

0.74
0.95
0.95
0.00
0.00
0.00

0.79
0.42

AVE
0.92

0.78

HELP: Std Loading.

In this column type in the standardized loadings on the single
direction arrows like the ones shown in the model to the right. Only
type in the loadings for the particular factor you are interested in.

HELP: Shared Var.

In this column type in the standardized covariance on the double
ended arrows like the ones shown in the model to the right. Only
type in the ones that connect with the particular factor you are
interested in. Notice in this example we are interested in the
factor called F1 PwC and we have only included the covariances .
42 and .79. We have excluded .75 because it is a covariance not
shared with Factor 1.

HELP: Interpretation
For Convergent Validity:
CR > .7
CR > AVE
AVE > .5
For Discriminant Validity:
MSV < AVE
ASV < AVE

MSV

ASV
0.62

0.40
e1

e2

e3

p1

p2

p3

.95

.74

.95

F1
PwC

F2
Compliance

.42

HELP: Interpretation
For Convergent Validity:
CR > .7
CR > AVE
AVE > .5
For Discriminant Validity:
MSV < AVE
ASV < AVE

.79

F2
Knowledge
.92

.90

p7

p6

e7

e6

.75

.73

.76

p4

e4

p5

e5

p4

e4

p5

e5

Chi-square
Overall Model
Unconstrained
Fully constrained
Number of groups
Difference

3405.7
3474.8
69.1

Chi-square Thresholds
90% Confidence
Difference
2.71
95% Confidence
Difference
3.84
99% Confidence
Difference
6.63

Group1
Sample Size
Regression Weight
Standard Error (S.E.)
t-statistic
p-value (2-tailed)
(m-1)^2
(m+n-2)
(n-1)^2
sqrt(1/m+1/n)
1st half denom
2nd half denom
sqrt(1st half + 2nd half)
Full denom
numerator

df

3408.41
3409.54
3412.33

1872
1918
2
46
1873
1
1873
1
1873
1

Group2
76
207
0.3
0.62
0.05
0.06
3.367
#MACRO?
5625
281
42436
0.13
0.05
0.47
0.72
0.1
0.33

p-val Invariant?

0.015

NO

0.100
0.050
0.010

<-- Enter Data Here

<-- View Results Here

Step 1. provide chi-square and df for unconstrained

and constrained models, and provide the number of
groups. The thresholds (green cells) will be updated
automatically.
Groups are different at the model level. Check path
differences.

Any chi-square more than the threshold (Green

Cells) will be variant for a path by path analysis

er Data Here
Results Here

This worksheet plots two-way interaction effects for standardized variables. For further information see www.jerem
Enter information from your regression in the shaded
cells

Part
Feedback
Satisfaction
0.130
0.200
0.130

Intercept / Constant:

The independent variable is the one whose relationship with the DV

is being moderated. The moderator is the other IV doing the
moderating. The Interaction is the product variable. The
intercept/constant, is just the virtical position for the graph (pick
anything you want, but 3 makes the most sense). You'll need to
change the label of the y axis yourself (should be the dependend
variable name).

5
4.5

Satisfaction

Variable names:
Independent variable:
Moderator:
Dependent variable
Unstandardized Regression Coefficients:
Independent variable:
Moderator:
Interaction:

3.5
3
2.5
2
1.5
1

Low Part

Do not type below this line

Low Part
Low Feedback
High Feedback

2.8
2.94

or further information see www.jeremydawson.co.uk/slopes.htm.

Moderator
5

Satisfaction

4.5
4
3.5

Low Feedback
High Feedback

3
2.5
2
1.5
1

Low Part
High Part
2.8
3.46

High Part

back
dback

High Part

indirect effect (Not standardized)

standard error

Group 1 Group 2
Female
Male
z
2-tailed p
0.05
0.2
1.702
0.089
0.06
0.06

Enter values into the ORANGE cells

1-tailed p
0.044

<--Paste Mahalanobis table from AMOS into A1

Then press the button -->

Create Syntax for ne

Syntax for new Outlier variable

1. Paste Data Here

2. Make sure all the
data is still selected
3. Click the button
4. Smile :)

Remove Missing
Rows

move Missing Data

Rows

Processing
Row
Column
Removed

6
4
0

Impute Missing Dat

Imputing Instructions:
1. Paste data into Cell A1
2. Click the Impute button
3. The button automatically recopied the
making imputations, so now all you have
into SPSS over the current data set.
4. The pasting may take a few seconds.

e Missing Data

:
1
on
ally recopied the dataset after
now all you have to do is paste it
nt data set.
a few seconds.

Item # Comprehension Retrieval Judgment Response

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Comments Sum of Issues

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The Stats tools package is a collection of tools that I've either developed or adapted for making statis
The current version was last updated on
6/29/2011
James Gaskin
doctoral candidate
Case Western Reserve University
Information Systems Department

ed for making statistical analysis less painful.