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Re: st: Model identification in Stata sem()
From
John Antonakis <[email protected]>
To
[email protected]
Subject
Re: st: Model identification in Stata sem()
Date
Sat, 08 Dec 2012 10:13:50 +0100
Right. A model cannot have negative degrees (-1) of freedom; it is
obvious that it is not defined. Though in these cases it would be good
if Stata refused to estimate it or gave an explicit message that the
model is undefined.
Best,
J.
__________________________________________
Prof. John Antonakis
Faculty of Business and Economics
Department of Organizational Behavior
University of Lausanne
Internef #618
CH-1015 Lausanne-Dorigny
Switzerland
Tel ++41 (0)21 692-3438
Fax ++41 (0)21 692-3305
http://www.hec.unil.ch/people/jantonakis
Associate Editor
The Leadership Quarterly
__________________________________________
On 07.12.2012 19:19, William Buchanan wrote:
> Hi Robert,
>
> On the slide (32) that you referenced, there may not be a "formal"
warning in terms of any blaring error messages but the output that they
show includes information (or more accurately a lack thereof) that would
indicate problems with the model. If you look at "chi2(-1)" and "Prob >
chi2 = ." that serves as a subtle indication that the model is not
identified. Any time "." shows up in the output, it generally is an
indication that there were problems fitting the model to the data and it
should be investigated further.
>
> HTH,
> Billy
>
>
> On Dec 7, 2012, at 10:06 AM, W Robert Long wrote:
>
>> Hi Statalist
>>
>> In "An Overview of Stata’s “sem” for Structural Equation Modeling"
by Bollen and Bauldry (2012)
>> the authors state that a limitation of sem() is in detecting
under-identified models, giving an example of a two-indicator CFA with
simulated data which is not identified, but Stata gives no warning about
that. The document can be downloaded here:
>> http://www.cpc.unc.edu/training/seminars/BollenBauldry%20SEM%20JAN13.pdf
>>
>> Yet, here (
http://www.stata.com/capabilities/structural-equation-modeling/ ) it
states that models are checked for identification.
>>
>> Could anyone clarify ?
>>
>> FWIW I don't have Stata 12 (yet) so I can't check it for myself at
the moment.
>>
>> Thanks !
>> RL
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>
>
> *
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