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st: confa with R2>1


From   <Sorada.Tapsuwan@csiro.au>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: confa with R2>1
Date   Tue, 30 Aug 2011 14:52:39 +0800

Hi

I ran a confa model and found that one of my variables has an R2>1 (see variable called BORED). Did I specify something wrong?

If anyone can help that would be greatly appreciated.

Regards

****OUTPUT BELOW*******

. confa (neg:  ANG ASH GUILT FEAR) (pos:  JOYFUL EXCITED HOPE) (amb:  IRRITATED BORED) (dep:  POWERL CONF DESPAIR), from(ones)

initial:       log likelihood = -84914.337
rescale:       log likelihood = -84914.337
rescale eq:    log likelihood = -78612.142
Iteration 0:   log likelihood = -81064.132  (not concave)
......
Iteration 19:  log likelihood =  -77373.37  

log likelihood = -77373.37                                Number of obs = 5036
------------------------------------------------------------------------------
             |      Coef.   Std. Err.      z    P>|z|     [95% Conf. Interval]
-------------+----------------------------------------------------------------
Means        |            
         ANG |   3.123709   .0142666   218.95   0.000     3.095747    3.151671
         ASH |   2.899921    .015182   191.01   0.000     2.870164    2.929677
       GUILT |   2.737093   .0147503   185.56   0.000     2.708183    2.766003
        FEAR |   3.028396   .0153336   197.50   0.000     2.998342    3.058449
      JOYFUL |   2.080222   .0118671   175.29   0.000     2.056963    2.103482
     EXCITED |   2.240667   .0125435   178.63   0.000     2.216082    2.265252
        HOPE |   3.068308   .0134245   228.56   0.000     3.041997     3.09462
   IRRITATED |   2.944003   .0157463   186.97   0.000     2.913141    2.974865
       BORED |   2.522836   .0155474   162.27   0.000     2.492363    2.553308
      POWERL |    2.96525   .0148476   199.71   0.000     2.936149    2.994351
        CONF |   2.854647   .0145914   195.64   0.000     2.826048    2.883245
     DESPAIR |   2.682089   .0140073   191.48   0.000     2.654635    2.709543
Loadings     |            
         neg |            
         ANG |          1          .        .       .            .           .
         ASH |   1.579704   .0339973    46.47   0.000      1.51307    1.646337
       GUILT |   1.505902     .03365    44.75   0.000     1.439949    1.571855
        FEAR |   1.397302    .032981    42.37   0.000     1.332661    1.461944
         pos |            
      JOYFUL |          1          .        .       .            .           .
     EXCITED |   1.013741   .0486186    20.85   0.000     .9184503    1.109032
        HOPE |   .4086095   .0300903    13.58   0.000     .3496336    .4675855
         amb |            
   IRRITATED |          1          .        .       .            .           .
       BORED |   3.301409   .3563765     9.26   0.000     2.602924    3.999894
         dep |            
      POWERL |          1          .        .       .            .           .
        CONF |   1.094665   .0518229    21.12   0.000     .9930941    1.196236
     DESPAIR |   1.846063   .0887291    20.81   0.000     1.672158    2.019969
Factor cov.  |            
     neg-neg |   .3664532   .0164218    22.32   0.000      .334267    .3986394
     pos-pos |   .4531698   .0247016    18.35   0.000     .4047555    .5015841
     neg-pos |   .0260532   .0077567     3.36   0.001     .0108504     .041256
     amb-amb |    .178603   .0220692     8.09   0.000     .1353482    .2218578
     pos-amb |   .0716326   .0099202     7.22   0.000     .0521893    .0910758
     neg-amb |  -.0649312   .0077399    -8.39   0.000    -.0801012   -.0497612
     dep-dep |   .1885474   .0151063    12.48   0.000     .1589396    .2181552
     amb-dep |  -.0056526   .0026358    -2.14   0.032    -.0108187   -.0004865
     pos-dep |    .059415   .0063754     9.32   0.000     .0469194    .0719107
     neg-dep |   .1716627   .0091215    18.82   0.000     .1537849    .1895405
Var[error]   |            
         ANG |   .6585535   .0140318    46.93   0.000     .6310516    .6860554
         ASH |   .2462854    .008448    29.15   0.000     .2297277     .262843
       GUILT |   .2646737    .008064    32.82   0.000     .2488685    .2804789
        FEAR |   .4685809    .011499    40.75   0.000     .4460433    .4911184
      JOYFUL |   .2560423   .0215055    11.91   0.000     .2138922    .2981924
     EXCITED |   .3266487   .0224156    14.57   0.000      .282715    .3705824
        HOPE |   .8319053   .0175012    47.53   0.000     .7976035    .8662071
   IRRITATED |   1.070049   .0278611    38.41   0.000     1.015443    1.124656
       BORED |  -.7293374   .1959337    -3.72   0.000     -1.11336   -.3453144
      POWERL |    .921647   .0203328    45.33   0.000     .8817954    .9614986
        CONF |   .8462675   .0192783    43.90   0.000     .8084827    .8840523
     DESPAIR |   .3455323   .0220215    15.69   0.000      .302371    .3886935
-------------+----------------------------------------------------------------
R2           |
         ANG |     0.3574
         ASH |     0.7877
       GUILT |     0.7583
        FEAR |     0.6041
      JOYFUL |     0.6388
     EXCITED |     0.5876
        HOPE |     0.0834
   IRRITATED |     0.1430
       BORED |     1.5988
      POWERL |     0.1698
        CONF |     0.2107
     DESPAIR |     0.6502
------------------------------------------------------------------------------

Goodness of fit test: LR = 2675.768    ; Prob[chi2(48) > LR] = 0.0000
Test vs independence: LR =  1.8e+04    ; Prob[chi2(66) > LR] = 0.0000

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