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Re: st: sem


From   jpitblado@stata.com (Jeff Pitblado, StataCorp LP)
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: sem
Date   Tue, 26 Feb 2013 10:42:12 -0600

"Airey, David C" <david.airey@vanderbilt.edu> asks about a recent update to
-sem-:

> Does anyone find that the recent fix for -sem-:
> 
> -------- update 25feb2013 -----------------
> 1.  sem with method(mlmv) will now attempt to fit the specified model 
> even if the saturated model fails to converge.
> 
> works as advertised? Can someone else confirm on a mac with the 
> most recent update it works?
> 
> Running my do file below I get the same convergence problem I had
> previously.

The saturated model is not identified for this model specifiation/data.  David
can cut down on the number of iterations that -sem- spends trying to fit the
saturated model by adding option

	satopts(iter(10))

With the above mentioned update to -sem-, this option will allow -sem- to
quickly continue with the model fit even if the saturated model fails to
converge.

--Jeff
jpitblado@stata.com

> clear
> 
> input id   read1   read2   read3   read4   age1y   age2y   age3y   age4y  
>       2      31      47      56      64       7      10      12      14  
>       3      36      52      60      75       8      11      13      14  
>      13      26      42      53      69       7       9      11      13  
>      17      17      37      50      65       6       9      11      13  
>      20      27      34      40      47       8      10      12      14  
>      21      25      37      41      72       7       9      11      13  
>      22      31      49      61      67       8      10      12      14  
>      23      32      40      44      59       6       9      11      13  
>      26      18      36      46      47       6       8      11      13  
>      27      28      28      39      40       8      10      12      14  
>      28      21      35      45      51       7       9      11      13  
>      29      38      60      60      69       6       9      11      13  
>      30      22      40      51      63       7       9      11      13  
>      31      72      51      65      76       8      10      12      14  
>      32      22      43      60      63       6       9      11      13  
>      34      23      49      59      60       7       9      11      13  
>      35      19      48      58      74       6       9      11      13  
>      36      23      41      57      67       7       9      11      13  
>      40      27      41      54      57       8      10      13      14  
>      42      18      24      37      54       7       9      12      14  
>      44      20      43      50      57       7       9      11      13  
>      45      25      43      65      60       7       9      11      13  
>      46      16      25      26      37       6       9      11      13  
>      47      24      39      44      48       8      10      12      14  
>      49      28      50      60      61       6       9      10      12  
>      50      36      54      62      77       6       9      11      13  
>      51      38      48      54      71       8      10      12      14  
>      55      32      36      47      59       8      10      12      14  
>      56      26      48      61      74       7       9      11      13  
>      57      17      41      54      73       6       8      10      12  
>      59      24      37      47      55       8      10      12      14  
>      60      23      44      56      72       7       9      11      13  
>      62      22      37      48      54       7       9      11      13  
>      65      23      45      42      46       7       9      11      14  
>      66      23      32      45      53       6       8      11      12  
>      67      14      36      52      60       6       9      11      13  
>      69      22      33      40      42       7      10      12      14  
>      71      18      39      54      58       6       8      11      13  
>      72      23      34      45      48       7       9      11      13  
>      73      20      29      38      44       7      10      12      13  
>      74      19      31      41      51       6       9      11      13  
>      76      30      41      50      55       7       9      11      13  
>      78      35      42      49      44       8      10      12      14  
>      80      18      35      43      54       6       9      11      13  
>      81      21      31      39      47       7      10      12      14  
>      82      43      53      84      79       7      10      12      14  
>      83      21      47      57      52       7       9      11      13  
>      84      21      29      45      45       7       9      11      13  
>      85      23      38      43      62       6       9      10      12  
>      86      18      43      51      72       6       8      11      12  
>      87      24      36      46      51       7      10      12      14  
>      89      37      50      69      57       8      10      13      14  
>      90      20      23      66      58       8      10      12      14  
>      91      17      31      54      61       7       9      11      13  
>      92      43      56      55      58       7       9      11      13  
>      93      18      49      59      70       6       9      11      13  
>      95      17      48      58      60       8      10      13      14  
>      97      17      37      47      70       6       9      11      13  
>      98      47      60      70      80       6       9      11      13  
>     101      27      47      59      69       7       9      11      13  
>     102      23      42      53      54       7       9      11      13  
>     103      18      25      36      47       7       9      11      13  
>     106      22      29      34      51       8      10      12      14  
>     107      32      36      42      44       7       9      11      13  
>     108      22      53      57      61       7      10      12      13  
>     109      21      32      49      59       7       9      11      13  
>     112      25      40      44      55       6       8      11      13  
>     113      18      39      47      58       7       9      11      13  
>     115      24      52      58      79       7      10      12      14  
>     116      36      38      53      59       6       8      11      12  
>     117      16      52      56      66       7      10      12      14  
>     118      44      54      58      63       8      10      12      14  
>     119      17      40      49      52       7       9      11      13  
>     120      40      61      75      66       7       9      11      13  
>     121      17      16      22      25       7       9      11      13  
>     122      24      50      57      69       7       9      11      13  
>     123      21      46      58      68       8      10      12      14  
>     124      21      24      34      39       7      10      12      14  
>     129      20      40      47      60       7       9      12      14  
>     130      18      33      44      61       6       9      11      13  
>     134      22      32      46      56       6       9      11      13  
>     135      30      47      65      61       7       9      11      13  
>     138      24      50      51      58       6       9      11      13  
>     139      38      47      63      67       8      10      12      14  
>     142      51      57      63      75       8      10      12      14  
>     143      32      47      64      74       6       9      11      13  
>     144      20      33      40      47       7       9      11      13  
>     145      25      39      53      51       7       9      11      13  
>     149      18      25      40      41       7       9      11      13  
>     150      25      26      37      35       6       9      11      13  
>     151      21      34      43      44       7      10      12      14  
>     152      17      37      55      63       6       8      10      12  
>     153      18      45      56      64       7       9      12      13  
>     154      20      23      39      45       6       9      11      13  
>     157      35      59      78      71       7       9      11      13  
>     158      17      42      48      56       8      10      13      14  
>     159      18      33      50      62       8      11      13      14  
>     160      17      44      49      58       6       8      11      12  
>     161      19      34      35      50       6       9      11      13  
>     164      35      50      55      77       7       9      11      13  
>     166      18      36      43      51       8      10      12      14  
>     171      21      30      37      48       7       9      11      13  
>     173      18      25      29      35       7       9      11      13  
>     174      21      25      40      33       8      10      13      14  
>     175      25      47      53      55       7       9      11      13  
>     176      29      45      48      64       7       9      11      13  
>     177      19      55      55      55       6       9      11      12  
>     178      21      25      31      34       8      10      12      14  
>     179      20      36      35      51       7       9      12      13  
>     180      28      57      53      58       8      10      12      14  
>     182      35      48      59      67       7      10      12      14  
>     183      25      51      57      62       6       8      10      12  
>     187      18      31      37      43       6       9      11      13  
>     188      31      54      66      78       6       8      10      12  
>     190      18      24      35      44       6       8      10      12  
>     191      22      50      61      81       7      10      12      14  
>     195      18      35      45      59       6       8      11      12  
>     196      18      39      56      65       8      10      12      14  
>     197      23      27      41      44       8      10      13      14  
>     199      26      35      41      62       7      10      12      14  
>     200      28      38      39      50       7       9      12      13  
>     201      30      38      45      55       7       9      11      13  
>     202      22      51      60      70       7      10      12      14  
>     203      35      43      48      56       8      11      13      14  
>     204      18      26      41      40       7       9      11      13  
>     207      17      28      39      48       6       9      11      13  
>     211      32      50      65      72       7       9      11      13  
>     215      16      34      45      57       7      10      12      13  
>     217      21      41      49      58       7      10      12      13  
>     219      20      36      54      61       6       8      11      12  
>     220      35      43      48      59       8      10      12      14  
>     221      46      60      61      61       8      10      12      14  
>     222      31      52      62      68       7       9      11      13  
>     226      19      38      50      48       7       9      11      13  
>     227      13      23      25      34       6       9      11      13  
>     228      18      32      53      59       8      10      12      14  
>     229      23      41      58      69       7      10      12      14  
>     231      35      48      58      75       7      10      12      14  
>     234      35      48      54      62       8      10      12      14  
>     236      32      55      56      49       7      10      12      14  
>     240      19      28      33      36       6       9      11      13  
>     244      18      35      37      56       6       9      11      13  
>     248      31      41      58      74       8      10      12      14  
>     250      21      39      50      53       6       9      11      13  
>     252      24      36      42      47       7       9      12      13  
>     253      19      23      30      28       8      10      12      14  
>     255      18      48      65      68       6       9      11      13  
>     258      24      38      47      52       7       9      11      13  
>     259      33      42      44      66       7       9      11      13  
>     262      24      43      55      55       7      10      12      14  
>     263      18      38      51      65       6       9      11      13  
>     267      33      44      59      58       6       9      11      13  
>     269      23      26      31      40       7       9      11      13  
>     272      21      41      42      43       8      10      12      14  
>     273      15      26      53      56       6       9      11      13  
>     275      35      57      61      67       7       9      11      13  
>     277      24      54      65      77       7       9      11      13  
>     279      12      20      31      34       7      10      11      13  
>     280      18      41      53      55       6       9      11      13  
>     281      14      22      40      52       6       9      11      13  
>     282      27      39      49      55       8      10      12      14  
>     287      26      38      58      61       7       9      11      13  
>     288      20      39      49      77       6       9      11      13  
>     291      37      52      57      78       6       9      11      13  
>     295      47      53      61      70       8      10      12      14  
>     296      35      57      70      69       8      10      12      14  
>     297      26      38      63      61       7      10      12      14  
>     299      38      57      62      68       8      10      12      14  
>     300      21      30      40      40       7       9      12      13  
>     302      18      34      55      64       6       9      11      13  
>     303      18      41      50      51       6       8      11      13  
>     304      17      32      39      47       7       9      11      13  
>     312      20      41      70      80       8      10      12      14  
>     313      31      48      48      65       8      10      12      14  
>     315      18      49      53      78       7       9      11      13  
>     316      26      40      48      51       7       9      11      13  
>     318      31      41      47      51       7      10      12      14  
>     319      34      46      58      64       8      10      12      14  
>     321      28      38      43      50       7      10      12      14  
>     322      18      42      51      72       6       8      10      12  
>     333      36      56      83      79       7       9      12      13  
>     335      19      30      41      44       6       9      11      13  
>     337      45      52      61      79       7       9      11      13  
>     341      22      47      55      66       7      10      12      14  
>     342      22      39      57      60       8      10      12      14  
>     344      23      25      29      36       8      10      12      14  
>     345      35      40      61      62       6       8      10      12  
>     348      26      44      46      50       6       8      11      12  
>     350      16      27      40      57       6       9      11      12  
>     351      27      49      56      67       7       9      11      13  
>     352      18      26      31      40       7       9      11      13  
>     353       7      28      37      41       6       8      10      12  
>     354      24      32      43      57       8      10      12      14  
>     358      18      45      56      58       6       9      11      13  
>     359      30      56      51      65       8      10      12      14  
>     360      15      38      46      64       6       9      11      13  
>     363      35      42      59      63       7       9      11      13  
>     368      17      26      31      35       6       9      11      13  
>     373      33      49      61      68       8      10      12      14  
>     375      22      60      50      56       7       9      12      13  
>     378      18      37      44      42       6       9      11      13  
>     383      21      55      68      69       7       9      11      13  
>     386      40      52      57      80       8      10      12      14  
>     388      26      37      46      63       8      10      12      14  
>     389      27      40      59      65       7       9      11      13  
>     390      20      36      46      55       7       9      11      13  
>     392      21      47      70      82       6       9      11      13  
>     393      17      21      24      34       8      10      12      14  
>     394      28      44      51      60       6       9      11      13  
>     395      13      26      34      42       6       9      11      12  
>     397      26      25      33      44       6       8      11      12  
>     398      56      46      60      63       6       9      11      13  
>     399      22      28      34      45       6       9      11      13  
>     405      24      39      51      56       7       9      11      13  
> end
> 
> *** random intercept, random slope, equal error variances
> *** on by wave and by age data; by age has missings as a
> *** result of data restructuring
> 
> // works fine
> sem (read1 <- Intercept@1 Slope@0 _cons@0) ///
> 	(read2 <- Intercept@1 Slope@1 _cons@0) ///
> 	(read3 <- Intercept@1 Slope@2 _cons@0) ///
> 	(read4 <- Intercept@1 Slope@3 _cons@0), ///
> 	latent(Intercept Slope) ///
> 	cov(Intercept*Slope) ///
> 	var(e.read1@var e.read2@var e.read3@var e.read4@var) ///
> 	means(Intercept Slope) ///
> 	method(ml)
> 
> reshape long read@ age@y, i(id) j(wave)
> drop wave
> reshape wide read, i(id) j(agey)
> 
> // will not converge
> sem (read6 <- Intercept@1 Slope@0 _cons@0) ///
> 	(read7 <- Intercept@1 Slope@1 _cons@0) ///
> 	(read8 <- Intercept@1 Slope@2 _cons@0) ///
> 	(read9 <- Intercept@1 Slope@3 _cons@0) ///
> 	(read10 <- Intercept@1 Slope@4 _cons@0) ///
> 	(read11 <- Intercept@1 Slope@5 _cons@0) ///
> 	(read12 <- Intercept@1 Slope@6 _cons@0) ///
> 	(read13 <- Intercept@1 Slope@7 _cons@0) ///
> 	(read14 <- Intercept@1 Slope@8 _cons@0), ///
> 	latent(Intercept Slope) ///
> 	cov(Intercept*Slope) ///
> 	var(e.read6@var e.read7@var e.read8@var e.read9@var ///
> 	e.read10@var e.read11@var e.read12@var e.read13@var ///
> 	e.read14@var) ///
> 	means(Intercept Slope) ///
> 	method(mlmv)

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