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Re: st: Model identification in Stata sem()


From   W Robert Long <W.R.Long@leeds.ac.uk>
To   "statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu>
Subject   Re: st: Model identification in Stata sem()
Date   Fri, 07 Dec 2012 20:18:51 +0000

Thanks !!
On 07/12/2012 18:19, 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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