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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 10:40:01 +0100 |

e.g., set seed 100 set obs 1000 gen x = rnormal() gen x1 = x + rnormal() gen x2 = x + rnormal() sem (X ->x1 x2)

1. 1 loading for one of the indicators (the other is constrained to 1) 2. 1 variance of the latent variable 3. 2 variances of the disturbances

sem (X ->x1@a x2@a), var(X@1)

1. 1 loading for one of the indicators (the other is constrained to 1) 2. 1 variance of the latent variable 3. 3 variances of the disturbances 4. 1 structural coefficient 6-6=0 (the model is just-identified)

http://link.springer.com/article/10.1007%2FBF02293855 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 08.12.2012 07:26, JVerkuilen (Gmail) wrote:

On Fri, Dec 7, 2012 at 1:19 PM, William Buchanan <william@williambuchanan.net> 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.There are no truly general tests of identification of a model. A number of algebraic tests exist in many cases and I suspect that other SEM packages are checking them. You can check local identification by computing the Jacobian matrix and checking its rank, which must be full. Bekker, Merckens and Wansbeek (1994) wrote a nice book on the topic and there are some other nice articles around which I can dig up references to if desired. A while back someone posted an example of a model fit by -sem- (an exploratory factor analysis) and I showed that it was unidentified. The sign was that the standard errors were whack, so one of the best signs is that the standard errors are massive compared to what you'd expect. It's easiest to see this in a standardized solution, because in that case the standard errors should be proportional to 1/sqrt(n). If they are not, that's a sure sign that one or more parameters is unidentified, either in the population or empirically. http://www.stata.com/statalist/archive/2012-10/msg00525.html http://www.stata.com/statalist/archive/2012-10/msg00526.html Bekker, P., Merckens, A., Wansbeek, T. (1994). Identification, Equivalent Models and Computer Algebra. Academic Press. * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/faqs/resources/statalist-faq/ * http://www.ats.ucla.edu/stat/stata/

* * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/faqs/resources/statalist-faq/ * http://www.ats.ucla.edu/stat/stata/

**Follow-Ups**:**Re: st: Model identification in Stata sem()***From:*"JVerkuilen (Gmail)" <jvverkuilen@gmail.com>

**References**:**st: Model identification in Stata sem()***From:*W Robert Long <W.R.Long@leeds.ac.uk>

**Re: st: Model identification in Stata sem()***From:*William Buchanan <william@williambuchanan.net>

**Re: st: Model identification in Stata sem()***From:*"JVerkuilen (Gmail)" <jvverkuilen@gmail.com>

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