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Re: st: assessing model fit when using method(mlmv) vce(cluster clustervar)


From   John Antonakis <John.Antonakis@unil.ch>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: assessing model fit when using method(mlmv) vce(cluster clustervar)
Date   Mon, 23 Jul 2012 14:58:25 +0200

Hi:

At this time, Stata cannot do it, unfortunately, with -sem-. This is technically possible. Stata can do this with ivregress if the -robust- or -cluster- option is used. Likewise, so can -overid- do it. Mplus, a competing SEM software package does provide a robust chi-square test of fit so it is also possible with latent variables (Mplus even allows categorical and ordinal indicators, as well as a robust test of fit based on a WLS estimator). I hope that the Stata people are listening in and will plan this on the next -sem- upgrade (I have made this suggestion already to technical support).

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 23.07.2012 05:48, Stratford, Brandon J. wrote:
I am new to sem in stata. How does one assess model fit when using cluster-robust variance estimation? I am only provided with SRMR and CD when I ask for goodness-of-fit indices.


Brandon Stratford, LICSW
PhD Candidate
Bloomberg School of Public Health
Johns Hopkins University
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