I am conducting the Cholesky model and wondering how to judge if two phenotypes significantly overlap on a genetic or environmental factor. It should be judged by the loading factor and the 95% CI, right? In the following example, only the third phenotype (P3) does not significantly overlap with the others on the A1 (genetic) factor, as the lower boundary of the 95% CI is smaller than .00. Am I right?
A1
P1 .45 (.20, .81)
P2 .76 (.06, .82)
P3 .39 (-.21, .69)
P4 .30 (.14, .71)
95% confidence interval is presented in the parentheses
Most people find genetic covariances or genetic correlations to be easier to interpret.
Hi
If the numbers you provide are the Cholesky factor loadings, I think this is not a good approach. In a Cholesky, the covariance between two phenotypes, say 3 and 4, depends not only on the first column of the Cholesky, but on columns 2 and 3 as well. So it is best to answer your question, as Rob says, obtain the confidence intervals of the lower triangle of the A matrix where A = L*L' the result of the algebra to obtain the covariance associated with A.