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Re: st: sem


From   William Buchanan <[email protected]>
To   [email protected]
Subject   Re: st: sem
Date   Tue, 26 Feb 2013 07:19:07 -0800

Hi David,

It might not be ideal, but the problem you ran into came from estimating the saturated model.  Adding:

satopts(tech(dfp))

Will allow the saturated model to converge (after about 650 iterations).  However, the difference in the estimated means of the latent variables is fairly substantial:

first model:

Mean          |
    Intercept |   26.96308   .5693756    47.36   0.000     25.84713    28.07904
        Slope |   10.89299   .2475877    44.00   0.000     10.40773    11.37825


second model:

Mean          |
    Intercept |   21.83271   .5694494    38.34   0.000     20.71661    22.94881
        Slope |    5.13628   .1159911    44.28   0.000     4.908942    5.363619

That being said, it might be an issue that tech support at StataCorp would be in a better position to answer/solve.  

HTH,

Billy



On Feb 25, 2013, at 5:36 PM, "Airey, David C" <[email protected]> wrote:

> .
> 
> Does anyone find that the recent fix for -sem-:
> 
> 
> -------- update 25feb2013 -----------------
> 1.  sem with method(mlmv) will now attempt to fit the specified model 
> even if the saturated model fails to converge.
> 
> 
> works as advertised? Can someone else confirm on a mac with the 
> most recent update it works?
> 
> Running my do file below I get the same convergence problem I had
> previously.
> 
> clear
> 
> input id   read1   read2   read3   read4   age1y   age2y   age3y   age4y  
>      2      31      47      56      64       7      10      12      14  
>      3      36      52      60      75       8      11      13      14  
>     13      26      42      53      69       7       9      11      13  
>     17      17      37      50      65       6       9      11      13  
>     20      27      34      40      47       8      10      12      14  
>     21      25      37      41      72       7       9      11      13  
>     22      31      49      61      67       8      10      12      14  
>     23      32      40      44      59       6       9      11      13  
>     26      18      36      46      47       6       8      11      13  
>     27      28      28      39      40       8      10      12      14  
>     28      21      35      45      51       7       9      11      13  
>     29      38      60      60      69       6       9      11      13  
>     30      22      40      51      63       7       9      11      13  
>     31      72      51      65      76       8      10      12      14  
>     32      22      43      60      63       6       9      11      13  
>     34      23      49      59      60       7       9      11      13  
>     35      19      48      58      74       6       9      11      13  
>     36      23      41      57      67       7       9      11      13  
>     40      27      41      54      57       8      10      13      14  
>     42      18      24      37      54       7       9      12      14  
>     44      20      43      50      57       7       9      11      13  
>     45      25      43      65      60       7       9      11      13  
>     46      16      25      26      37       6       9      11      13  
>     47      24      39      44      48       8      10      12      14  
>     49      28      50      60      61       6       9      10      12  
>     50      36      54      62      77       6       9      11      13  
>     51      38      48      54      71       8      10      12      14  
>     55      32      36      47      59       8      10      12      14  
>     56      26      48      61      74       7       9      11      13  
>     57      17      41      54      73       6       8      10      12  
>     59      24      37      47      55       8      10      12      14  
>     60      23      44      56      72       7       9      11      13  
>     62      22      37      48      54       7       9      11      13  
>     65      23      45      42      46       7       9      11      14  
>     66      23      32      45      53       6       8      11      12  
>     67      14      36      52      60       6       9      11      13  
>     69      22      33      40      42       7      10      12      14  
>     71      18      39      54      58       6       8      11      13  
>     72      23      34      45      48       7       9      11      13  
>     73      20      29      38      44       7      10      12      13  
>     74      19      31      41      51       6       9      11      13  
>     76      30      41      50      55       7       9      11      13  
>     78      35      42      49      44       8      10      12      14  
>     80      18      35      43      54       6       9      11      13  
>     81      21      31      39      47       7      10      12      14  
>     82      43      53      84      79       7      10      12      14  
>     83      21      47      57      52       7       9      11      13  
>     84      21      29      45      45       7       9      11      13  
>     85      23      38      43      62       6       9      10      12  
>     86      18      43      51      72       6       8      11      12  
>     87      24      36      46      51       7      10      12      14  
>     89      37      50      69      57       8      10      13      14  
>     90      20      23      66      58       8      10      12      14  
>     91      17      31      54      61       7       9      11      13  
>     92      43      56      55      58       7       9      11      13  
>     93      18      49      59      70       6       9      11      13  
>     95      17      48      58      60       8      10      13      14  
>     97      17      37      47      70       6       9      11      13  
>     98      47      60      70      80       6       9      11      13  
>    101      27      47      59      69       7       9      11      13  
>    102      23      42      53      54       7       9      11      13  
>    103      18      25      36      47       7       9      11      13  
>    106      22      29      34      51       8      10      12      14  
>    107      32      36      42      44       7       9      11      13  
>    108      22      53      57      61       7      10      12      13  
>    109      21      32      49      59       7       9      11      13  
>    112      25      40      44      55       6       8      11      13  
>    113      18      39      47      58       7       9      11      13  
>    115      24      52      58      79       7      10      12      14  
>    116      36      38      53      59       6       8      11      12  
>    117      16      52      56      66       7      10      12      14  
>    118      44      54      58      63       8      10      12      14  
>    119      17      40      49      52       7       9      11      13  
>    120      40      61      75      66       7       9      11      13  
>    121      17      16      22      25       7       9      11      13  
>    122      24      50      57      69       7       9      11      13  
>    123      21      46      58      68       8      10      12      14  
>    124      21      24      34      39       7      10      12      14  
>    129      20      40      47      60       7       9      12      14  
>    130      18      33      44      61       6       9      11      13  
>    134      22      32      46      56       6       9      11      13  
>    135      30      47      65      61       7       9      11      13  
>    138      24      50      51      58       6       9      11      13  
>    139      38      47      63      67       8      10      12      14  
>    142      51      57      63      75       8      10      12      14  
>    143      32      47      64      74       6       9      11      13  
>    144      20      33      40      47       7       9      11      13  
>    145      25      39      53      51       7       9      11      13  
>    149      18      25      40      41       7       9      11      13  
>    150      25      26      37      35       6       9      11      13  
>    151      21      34      43      44       7      10      12      14  
>    152      17      37      55      63       6       8      10      12  
>    153      18      45      56      64       7       9      12      13  
>    154      20      23      39      45       6       9      11      13  
>    157      35      59      78      71       7       9      11      13  
>    158      17      42      48      56       8      10      13      14  
>    159      18      33      50      62       8      11      13      14  
>    160      17      44      49      58       6       8      11      12  
>    161      19      34      35      50       6       9      11      13  
>    164      35      50      55      77       7       9      11      13  
>    166      18      36      43      51       8      10      12      14  
>    171      21      30      37      48       7       9      11      13  
>    173      18      25      29      35       7       9      11      13  
>    174      21      25      40      33       8      10      13      14  
>    175      25      47      53      55       7       9      11      13  
>    176      29      45      48      64       7       9      11      13  
>    177      19      55      55      55       6       9      11      12  
>    178      21      25      31      34       8      10      12      14  
>    179      20      36      35      51       7       9      12      13  
>    180      28      57      53      58       8      10      12      14  
>    182      35      48      59      67       7      10      12      14  
>    183      25      51      57      62       6       8      10      12  
>    187      18      31      37      43       6       9      11      13  
>    188      31      54      66      78       6       8      10      12  
>    190      18      24      35      44       6       8      10      12  
>    191      22      50      61      81       7      10      12      14  
>    195      18      35      45      59       6       8      11      12  
>    196      18      39      56      65       8      10      12      14  
>    197      23      27      41      44       8      10      13      14  
>    199      26      35      41      62       7      10      12      14  
>    200      28      38      39      50       7       9      12      13  
>    201      30      38      45      55       7       9      11      13  
>    202      22      51      60      70       7      10      12      14  
>    203      35      43      48      56       8      11      13      14  
>    204      18      26      41      40       7       9      11      13  
>    207      17      28      39      48       6       9      11      13  
>    211      32      50      65      72       7       9      11      13  
>    215      16      34      45      57       7      10      12      13  
>    217      21      41      49      58       7      10      12      13  
>    219      20      36      54      61       6       8      11      12  
>    220      35      43      48      59       8      10      12      14  
>    221      46      60      61      61       8      10      12      14  
>    222      31      52      62      68       7       9      11      13  
>    226      19      38      50      48       7       9      11      13  
>    227      13      23      25      34       6       9      11      13  
>    228      18      32      53      59       8      10      12      14  
>    229      23      41      58      69       7      10      12      14  
>    231      35      48      58      75       7      10      12      14  
>    234      35      48      54      62       8      10      12      14  
>    236      32      55      56      49       7      10      12      14  
>    240      19      28      33      36       6       9      11      13  
>    244      18      35      37      56       6       9      11      13  
>    248      31      41      58      74       8      10      12      14  
>    250      21      39      50      53       6       9      11      13  
>    252      24      36      42      47       7       9      12      13  
>    253      19      23      30      28       8      10      12      14  
>    255      18      48      65      68       6       9      11      13  
>    258      24      38      47      52       7       9      11      13  
>    259      33      42      44      66       7       9      11      13  
>    262      24      43      55      55       7      10      12      14  
>    263      18      38      51      65       6       9      11      13  
>    267      33      44      59      58       6       9      11      13  
>    269      23      26      31      40       7       9      11      13  
>    272      21      41      42      43       8      10      12      14  
>    273      15      26      53      56       6       9      11      13  
>    275      35      57      61      67       7       9      11      13  
>    277      24      54      65      77       7       9      11      13  
>    279      12      20      31      34       7      10      11      13  
>    280      18      41      53      55       6       9      11      13  
>    281      14      22      40      52       6       9      11      13  
>    282      27      39      49      55       8      10      12      14  
>    287      26      38      58      61       7       9      11      13  
>    288      20      39      49      77       6       9      11      13  
>    291      37      52      57      78       6       9      11      13  
>    295      47      53      61      70       8      10      12      14  
>    296      35      57      70      69       8      10      12      14  
>    297      26      38      63      61       7      10      12      14  
>    299      38      57      62      68       8      10      12      14  
>    300      21      30      40      40       7       9      12      13  
>    302      18      34      55      64       6       9      11      13  
>    303      18      41      50      51       6       8      11      13  
>    304      17      32      39      47       7       9      11      13  
>    312      20      41      70      80       8      10      12      14  
>    313      31      48      48      65       8      10      12      14  
>    315      18      49      53      78       7       9      11      13  
>    316      26      40      48      51       7       9      11      13  
>    318      31      41      47      51       7      10      12      14  
>    319      34      46      58      64       8      10      12      14  
>    321      28      38      43      50       7      10      12      14  
>    322      18      42      51      72       6       8      10      12  
>    333      36      56      83      79       7       9      12      13  
>    335      19      30      41      44       6       9      11      13  
>    337      45      52      61      79       7       9      11      13  
>    341      22      47      55      66       7      10      12      14  
>    342      22      39      57      60       8      10      12      14  
>    344      23      25      29      36       8      10      12      14  
>    345      35      40      61      62       6       8      10      12  
>    348      26      44      46      50       6       8      11      12  
>    350      16      27      40      57       6       9      11      12  
>    351      27      49      56      67       7       9      11      13  
>    352      18      26      31      40       7       9      11      13  
>    353       7      28      37      41       6       8      10      12  
>    354      24      32      43      57       8      10      12      14  
>    358      18      45      56      58       6       9      11      13  
>    359      30      56      51      65       8      10      12      14  
>    360      15      38      46      64       6       9      11      13  
>    363      35      42      59      63       7       9      11      13  
>    368      17      26      31      35       6       9      11      13  
>    373      33      49      61      68       8      10      12      14  
>    375      22      60      50      56       7       9      12      13  
>    378      18      37      44      42       6       9      11      13  
>    383      21      55      68      69       7       9      11      13  
>    386      40      52      57      80       8      10      12      14  
>    388      26      37      46      63       8      10      12      14  
>    389      27      40      59      65       7       9      11      13  
>    390      20      36      46      55       7       9      11      13  
>    392      21      47      70      82       6       9      11      13  
>    393      17      21      24      34       8      10      12      14  
>    394      28      44      51      60       6       9      11      13  
>    395      13      26      34      42       6       9      11      12  
>    397      26      25      33      44       6       8      11      12  
>    398      56      46      60      63       6       9      11      13  
>    399      22      28      34      45       6       9      11      13  
>    405      24      39      51      56       7       9      11      13  
> end
> 
> *** random intercept, random slope, equal error variances
> *** on by wave and by age data; by age has missings as a
> *** result of data restructuring
> 
> // works fine
> sem (read1 <- Intercept@1 Slope@0 _cons@0) ///
> 	(read2 <- Intercept@1 Slope@1 _cons@0) ///
> 	(read3 <- Intercept@1 Slope@2 _cons@0) ///
> 	(read4 <- Intercept@1 Slope@3 _cons@0), ///
> 	latent(Intercept Slope) ///
> 	cov(Intercept*Slope) ///
> 	var(e.read1@var e.read2@var e.read3@var e.read4@var) ///
> 	means(Intercept Slope) ///
> 	method(ml)
> 
> reshape long read@ age@y, i(id) j(wave)
> drop wave
> reshape wide read, i(id) j(agey)
> 
> // will not converge
> sem (read6 <- Intercept@1 Slope@0 _cons@0) ///
> 	(read7 <- Intercept@1 Slope@1 _cons@0) ///
> 	(read8 <- Intercept@1 Slope@2 _cons@0) ///
> 	(read9 <- Intercept@1 Slope@3 _cons@0) ///
> 	(read10 <- Intercept@1 Slope@4 _cons@0) ///
> 	(read11 <- Intercept@1 Slope@5 _cons@0) ///
> 	(read12 <- Intercept@1 Slope@6 _cons@0) ///
> 	(read13 <- Intercept@1 Slope@7 _cons@0) ///
> 	(read14 <- Intercept@1 Slope@8 _cons@0), ///
> 	latent(Intercept Slope) ///
> 	cov(Intercept*Slope) ///
> 	var(e.read6@var e.read7@var e.read8@var e.read9@var ///
> 	e.read10@var e.read11@var e.read12@var e.read13@var ///
> 	e.read14@var) ///
> 	means(Intercept Slope) ///
> 	method(mlmv)
> 	
> 
> 
> 
> 
> 
> 
> 
> 
> 
> 
> *
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