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Re: st: Model identification in Stata sem()


From   John Antonakis <John.Antonakis@unil.ch>
To   statalist@hsphsun2.harvard.edu
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
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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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