Bookmark and Share

Notice: On March 31, it was announced that Statalist is moving from an email list to a forum. The old list will shut down at the end of May, and its replacement, statalist.org is already up and running.


[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

Re: st: Model identification in Stata sem()


From   "JVerkuilen (Gmail)" <jvverkuilen@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Model identification in Stata sem()
Date   Sat, 8 Dec 2012 10:42:34 -0500

On Sat, Dec 8, 2012 at 4:13 AM, John Antonakis <John.Antonakis@unil.ch> wrote:
> 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.

Yes, definitely. -factor-, for instance, gives a solution at a Heywood
case but it quite appropriately whines. It would be good if -sem- did
the same thing. I definitely think it should give the solution because
that's often helpful for figuring out what the identification problem
is, but there should be a hefty cautionary note. While I have the
strong habit of checking the size of the standard errors of models I
fit and often output the parameter VCE to check for ridiculous values,
many folks do not.
*
*   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/


© Copyright 1996–2014 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   Site index