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Re: st: "not concave"


From   Nick Cox <njcoxstata@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: "not concave"
Date   Fri, 1 Mar 2013 13:18:02 +0000

It's not the model; it's your log-likelihood function that is awkward
over part of the parameter space.

It's important to realise also that maximum likelihood is emphatically
not an algorithm. It is an estimation method.

This isn't necessarily a big problem. Nor is the absence of warning
messages from other software necessarily diagnostic. Perhaps Stata is
just more explicit, or they used different algorithms to implement
their fits. It's difficult to say.

However, it is not clear from your post whether the command you used
-- not even spelled out here -- converged to give a fit.

To say more experts in this technique (not me) would need to see your
command syntax and results from Stata.

Your post is strong on "I think I have a problem" but much more
context is needed for a fuller answer. See the FAQ on advice on this.

Nick

On Fri, Mar 1, 2013 at 12:55 PM, Wahideh Achbari
<wahideh.achbari@vub.ac.be> wrote:

> Here's a query about a very simple confirmatory factor analysis with 4
> factors. I have been trying to estimate this model, but unfortunately
> the model is "not concave" running a Maximum Liklihood algorithm. What
> surprises me most is that I have been running the same model in AMOS
> and MPLUS without any difficulties. I would like to know what can be
> done to remedy this. Your help is greatly appreciated.
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