Set up Kenny-Judd (1984) example model in LISREL 8

DA NI=9 NO=500 MA=CM
! 9 observed variables, 500 sample size, analyze covar. matrix
! Must analyze covariance matrix when modeling interaction

LA   
x1 x2 z1 z2 x1_z1 x1_z2 x2_z1 x2_z2 y 
! labels for observed variables, same order as in covar. matrix

CM FI=KJEXAMPL.CM 
! covariance matrix from Kenny and Judd (1984)

SE
9 1 2 3 4 5 6 7 8
! re-order observed variables so that "y" variables come first

MO NY=1 NE=1 NX=8 NK=7 PS=SY TE=FI PH=SY,FI TD=SY,FI GA=FI
! Main parameter matrices, most parameters fixed

LE
ETA_Y
! Label for Eta construct

LK
KSI_X   KSI_Z   KSI_XZ   X_TD3   X_TD4   Z_TD1   Z_TD2
! Labels for Ksi constructs--main effects are X and Z

FR GA(1,1) GA(1,2) GA(1,3)
! paths from main effects and interaction to dependent

VA 1.0 LY(1,1)
VA 1.0 LX(1,1) LX(3,2)
! set reference variables for Y, X and Z

FR LX(2,1) LX(4,2) PH(1,1) PH(2,2) PH(2,1) TD(1,1) TD(2,2) TD(3,3) TD(4,4)
! Other "free" parameters for the main effects constructs

! Here come the constrained interaction parameters
VA 1.0 LX(5,3)
CO LX(6,3) = LX(4,2)
CO LX(7,3) = LX(2,1) 
CO LX(8,3) = LX(2,1) * LX(4,2)
CO TD(5,5) = TD(1,1) * TD(3,3)
CO TD(6,6) = TD(1,1) * TD(4,4)
CO TD(7,7) = TD(2,2) * TD(3,3)
CO TD(8,8) = TD(2,2) * TD(4,4)
CO PH(3,3) = PH(1,1) * PH(2,2) + PH(2,1)^2
VA 1.0 LX(5,4) 
CO LX(7,4) = LX(2,1)
CO PH(4,4) = PH(1,1) * TD(3,3)
VA 1.0 LX(6,5) 
CO LX(8,5) = LX(2,1)
CO PH(5,5) = PH(1,1) * TD(4,4)
VA 1.0 LX(5,6) 
CO LX(6,6) = LX(4,2)
CO PH(6,6) = PH(2,2) * TD(1,1)
VA 1.0 LX(7,7) 
CO LX(8,7) = LX(4,2)
CO PH(7,7) = PH(2,2) * TD(2,2)

! Starting values are important to help LISREL deal with
! this very nonstandard model
ST -.15 GA(1,1)
ST .35 GA(1,2) 
ST .70 GA(1,3)
ST 0.16 PS(1,1)
ST .20 PH(2,1)
ST 2.15 PH(1,1)
ST 1.60 PH(2,2)
ST 0.36 TD(1,1)
ST 0.81 TD(2,2)
ST 0.49 TD(3,3)
ST 0.64 TD(4,4)
ST 0.60 LX(2,1)
ST 0.70 LX(4,2)

! Output line--usual keywords
OU AD=OFF RS MI