Reply To: How to read a model's degrees of freedom

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#812
Timo von Oertzen
Participant

Hi Sebwin,

these are the “restricted degrees of freedom”; they are sadly sometimes, not fully precisely, also just called “degrees of freedom”. The k(k-1)/2 are the number of entries in the covariance matrix, so these would be the degrees of freedom of the “saturated model”, i.e., the most complex possible model which estimates every entry of the covariance matrix separately. The difference of k(k-1)/2 to q is the number of degrees of freedom that your model has less than the saturated model. Note that it doesn’t make any difference if you compare two models, because the “k(k-1)/2” part appears on both sides of the minus sign and goes away anyway.

Cheers,

Timo

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