SEM on the cheapHelen M sent a message to the psych-postgrads list, because she didn't have the AMOS package for SEM. And it ain't cheap.
I sent the following reply:
First, there is a program called Mx, which is free, and available from http://www.vcu.edu/mx/ - it was designed for twin studies, but can do any kind of structural equation modelling. It has a path diagram input, but it needs tweaking in syntax, which is a little fiddly - until you get used to it.
Second, there is a program call R, which is also free - it's available from www.r-project.org. R can read an SPSS file, and can do everything you'll ever want to do - it can also read an SPSS file. R comes in packages, and one of the packages is called sem (note - lower case), it's written by John Fox, and can do, SEM (upper case).
It's syntax based, but it's pretty easy - you write y <- x to regress y on x, and y <-> x to correlate y with x. R will download the sem package itself, if you ask it nicely, but the sem home page is here: http://socserv.mcmaster.ca
pronounced, JaGuaR - which you can find here: http://rosuda.org/JGR/
(JGR stands for Java GUI for R (hmmm... I'll explain an acronym with
three more abbreviations).
Third, precisely for people in your situation, you can 'rent' a copy
of LISREL, which will do SEM for you - LISREL has something of a bad
reputation, because it was the first package out there, and so people
remember that, but it's much easier nowadays. It costs $65 feeble
American dollars, which works out at about £33 nowadays - or for a
year, it's $100. http://estore.e-academy.com
Fourth, if you've got access to Stata, there's a free Stata add on
called gllamm (generalized linear latent and multilevel models - or
something like that), it's free and it's available from
www.gllamm.org. It can do SEM, but it doesn't seem that
straightforward to me (which means I tried for 5 minutes and gave up).
Fifth, if you're doing something very straightforward, and you're not
bad at Excel, you can do SEM using Excel - although if you want to do
anything more complicated than a one factor CFA, you're in trouble.
And even if you only want to do that, you're in a bit of trouble.
I'm only saying it 'cos I wrote a paper that tells you how to do it.
And no one ever does it. Not even me.
Also, you're going to want some help when you make trivial mistakes
which will drive you insane to spot (comma in the wrong place - things
like that). You can email this list, which might help, the
psych-methods list (on jiscmail as well), semnet - although you will
immediately get bogged down with arguments about arcane details of
your models. If you use sem, you can ask the r-users list (you'll
find stuff on the R web site about that - you get an awful lot of
email on it though).
I'm assuming you've got a book, so I won't go into that now.