In the first stage, foreign exchange exposure is estimated by using Jorion (1990) two factor model
. Then the absolute values of exposure coefficient were used as outcome variable in the second stage cross sectional regression where we use financial hedging instruments as predictor variables.
[chi RMSEA CFI square]/df Null model 23.081 Single model 4.877 0.103 0.717 Two factor model
4.131 0.093 0.753 Three factor model 3.879 0.089 0.807 Four factor model 2.281 0.059 0.901 GFI NNFI PNFI Null model Single model 0.852 0.673 0.579 Two factor model
0.873 0.712 0.602 Three factor model 0.881 0.771 0.633 Four factor model 0.929 0.881 0.685 Table 8: [alpha] coefficients of factors.
Table 1: Measurement model Model [x.sup.2] df [DELTA] [x.sup.2] IFI Three factor model 158.60 60 .93 Two factor model
: Workload 313.76 62 155.16 ** .82 and intention to leave Two factor model
: Workload 556.07 63 397.47 ** .65 and thriving Two factor model
: Thriving 462.27 63 303.67 ** .71 and intention to leave One factor model 683.85 64 525.25 ** .55 Model CFI TLI RMSEA Three factor model .93 .91 .08 Two factor model
: Workload .82 .77 .12 and intention to leave Two factor model
: Workload .64 .58 .17 and thriving Two factor model
: Thriving .71 .64 .15 and intention to leave One factor model .55 .45 .19 Notes: IFI is the Incremental fit index; CFI the comparative fit index; and RMSEA the root-mean-square error of approximation Note.
Result of two factor model
(internet usage and children education) is as follows:
Findings from Terraciano, McCrae, and Costa (2003) showed no differences between the oblique model and the orthogonal two factor model
, but when examining the trait vs.
We compared the fit of the two factor model
to that of a single factor model for the same data.
See http://www.rapidintellect.com/AEQweb/sum2007.htm The confirmatory solution with the two factor model
revealed an adjusted goodness-of-fit index of 0.91 (df=53).
Second, a two factor model
was tested where the items designed to measure work-group support served as the indicators of a latent factor termed perceived work-group support and the items designed to measure organizational support served as the indicators of a latent factor termed perceived organizational support.
TABLE 1 Constrast of the Autoregressive Two Factor Model
Autoregressive Two Factor Model
Variable [alpha] coefficient [R.sup.2]% Q(1.2) ARG.
Assessment of the two factor model
, on a sample of 452 Canadian adults aged 54 to 70, found slightly less than optimal alpha's for positive affect ([alpha] = .62) and negative affect ([alpha] = .62), and moderately stable scores over three years (r = .44 and r = .45 respectively) (Maitland, Dixon, Hultsch & Hertzog, 2001).