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Re: st: sem


From   "Airey, David C" <david.airey@vanderbilt.edu>
To   "statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu>
Subject   Re: st: sem
Date   Sat, 2 Mar 2013 03:35:08 +0000

.

Following up of Jeff's and Billy's replies

http://www.stata.com/statalist/archive/2013-02/msg01056.html

I need to investigate this further, because indeed using the

satopts(tech(dfp))

option instead of assuming the saturated model won't converge with

satopts(iter(10))

will allow convergence and all the post-estimation stats 

estat gof, stats(all)

There are some differences in the baseline and saturated
models fit statistics in Stata and Mplus (below), particulary
the df.

Also, I found this useful (for me) page on the saturated and baseline
models in Stata:

http://www.ats.ucla.edu/stat/stata/faq/sem_baseline.htm

-Dave


. 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) ///
>         satopts(tech(dfp))

-------------------------------------------------------------------------------
              |                 OIM
              |      Coef.   Std. Err.      z    P>|z|     [95% Conf. Interval]
--------------+----------------------------------------------------------------
Measurement   |
  read6 <-    |
    Intercept |          1  (constrained)
        _cons |          0  (constrained)
  ------------+----------------------------------------------------------------
  read7 <-    |
    Intercept |          1  (constrained)
        Slope |          1  (constrained)
        _cons |          0  (constrained)
  ------------+----------------------------------------------------------------
  read8 <-    |
    Intercept |          1  (constrained)
        Slope |          2  (constrained)
        _cons |          0  (constrained)
  ------------+----------------------------------------------------------------
  read9 <-    |
    Intercept |          1  (constrained)
        Slope |          3  (constrained)
        _cons |          0  (constrained)
  ------------+----------------------------------------------------------------
  read10 <-   |
    Intercept |          1  (constrained)
        Slope |          4  (constrained)
        _cons |          0  (constrained)
  ------------+----------------------------------------------------------------
  read11 <-   |
    Intercept |          1  (constrained)
        Slope |          5  (constrained)
        _cons |          0  (constrained)
  ------------+----------------------------------------------------------------
  read12 <-   |
    Intercept |          1  (constrained)
        Slope |          6  (constrained)
        _cons |          0  (constrained)
  ------------+----------------------------------------------------------------
  read13 <-   |
    Intercept |          1  (constrained)
        Slope |          7  (constrained)
        _cons |          0  (constrained)
  ------------+----------------------------------------------------------------
  read14 <-   |
    Intercept |          1  (constrained)
        Slope |          8  (constrained)
        _cons |          0  (constrained)
--------------+----------------------------------------------------------------
Mean          |
    Intercept |   21.83271   .5694494    38.34   0.000     20.71661    22.94881
        Slope |    5.13628   .1159911    44.28   0.000     4.908942    5.363619
--------------+----------------------------------------------------------------
Variance      |
      e.read6 |    28.2614   1.944146                      24.69666    32.34068
      e.read7 |    28.2614   1.944146                      24.69666    32.34068
      e.read8 |    28.2614   1.944146                      24.69666    32.34068
      e.read9 |    28.2614   1.944146                      24.69666    32.34068
     e.read10 |    28.2614   1.944146                      24.69666    32.34068
     e.read11 |    28.2614   1.944146                      24.69666    32.34068
     e.read12 |    28.2614   1.944146                      24.69666    32.34068
     e.read13 |    28.2614   1.944146                      24.69666    32.34068
     e.read14 |    28.2614   1.944146                      24.69666    32.34068
    Intercept |   40.17873   7.117793                      28.39247    56.85771
        Slope |    1.62987    .290664                      1.149088    2.311813
--------------+----------------------------------------------------------------
Covariance    |
  Intercept   |
        Slope |   .8008819   1.079894     0.74   0.458    -1.315672    2.917436
-------------------------------------------------------------------------------
LR test of model vs. saturated: chi2(48)  =    142.26, Prob > chi2 = 0.0000


. estat gof, stats(all)

----------------------------------------------------------------------------
Fit statistic        |      Value   Description
---------------------+------------------------------------------------------
Likelihood ratio     |
         chi2_ms(48) |    142.256   model vs. saturated
            p > chi2 |      0.000
         chi2_bs(36) |    602.769   baseline vs. saturated
            p > chi2 |      0.000
---------------------+------------------------------------------------------
Population error     |
               RMSEA |      0.096   Root mean squared error of approximation
 90% CI, lower bound |      0.078
         upper bound |      0.114
              pclose |      0.000   Probability RMSEA <= 0.05
---------------------+------------------------------------------------------
Information criteria |
                 AIC |   5946.830   Akaike's information criterion
                 BIC |   5967.026   Bayesian information criterion
---------------------+------------------------------------------------------
Baseline comparison  |
                 CFI |      0.834   Comparative fit index
                 TLI |      0.875   Tucker-Lewis index
---------------------+------------------------------------------------------
Size of residuals    |
                  CD |      0.986   Coefficient of determination
----------------------------------------------------------------------------
Note: SRMR is not reported because of missing values.


Mplus 7:

TITLE: Unconditional LGM of read data by age with random intercept,
random slope, equal level-1 error variance across time
 
DATA: file is byage.csv;
 
VARIABLE:
Names are id read6-read14;
Usevariables are read6-read14;
missing are all (-99);
 
ANALYSIS:
type=missing meanstructure;
estimator=ml;
coverage=0;
 
MODEL:
int by read6@1 read7@1 read8@1 read9@1
read10@1 read11@1 read12@1 read13@1 read14@1;
linear by read6@0 read7@1 read8@2 read9@3
read10@4 read11@5 read12@6 read13@7 read14@8;
read6-read14 (1);
[read6-read14@0];
int linear;
[int linear];
int with linear;

MODEL RESULTS
 
                                                    Two-Tailed
                    Estimate       S.E.  Est./S.E.    P-Value
 
 INT      BY
    READ6              1.000      0.000    999.000    999.000
    READ7              1.000      0.000    999.000    999.000
    READ8              1.000      0.000    999.000    999.000
    READ9              1.000      0.000    999.000    999.000
    READ10             1.000      0.000    999.000    999.000
    READ11             1.000      0.000    999.000    999.000
    READ12             1.000      0.000    999.000    999.000
    READ13             1.000      0.000    999.000    999.000
    READ14             1.000      0.000    999.000    999.000
 
 LINEAR   BY
    READ6              0.000      0.000    999.000    999.000
    READ7              1.000      0.000    999.000    999.000
    READ8              2.000      0.000    999.000    999.000
    READ9              3.000      0.000    999.000    999.000
    READ10             4.000      0.000    999.000    999.000
    READ11             5.000      0.000    999.000    999.000
    READ12             6.000      0.000    999.000    999.000
    READ13             7.000      0.000    999.000    999.000
    READ14             8.000      0.000    999.000    999.000
 
 INT      WITH
    LINEAR             0.801      1.080      0.742      0.458
 
 Means
    INT               21.833      0.569     38.340      0.000
    LINEAR             5.136      0.116     44.282      0.000
 
 Intercepts
    READ6              0.000      0.000    999.000    999.000
    READ7              0.000      0.000    999.000    999.000
    READ8              0.000      0.000    999.000    999.000
    READ9              0.000      0.000    999.000    999.000
    READ10             0.000      0.000    999.000    999.000
    READ11             0.000      0.000    999.000    999.000
    READ12             0.000      0.000    999.000    999.000
    READ13             0.000      0.000    999.000    999.000
    READ14             0.000      0.000    999.000    999.000
 
 Variances
    INT               40.179      7.118      5.645      0.000
    LINEAR             1.630      0.291      5.607      0.000
 
 Residual Variances
    READ6             28.261      1.944     14.537      0.000
    READ7             28.261      1.944     14.537      0.000
    READ8             28.261      1.944     14.537      0.000
    READ9             28.261      1.944     14.537      0.000
    READ10            28.261      1.944     14.537      0.000
    READ11            28.261      1.944     14.537      0.000
    READ12            28.261      1.944     14.537      0.000
    READ13            28.261      1.944     14.537      0.000
    READ14            28.261      1.944     14.537      0.000
 
OUTPUT:
TECH1;

MODEL FIT INFORMATION
 
Number of Free Parameters                        6
 
Loglikelihood
 
          H0 Value                       -2967.415
          H1 Value                       -2896.703
 
Information Criteria
 
          Akaike (AIC)                    5946.830
          Bayesian (BIC)                  5967.026
          Sample-Size Adjusted BIC        5948.013
            (n* = (n + 2) / 24)
 
Chi-Square Test of Model Fit
 
          Value                            141.423
          Degrees of Freedom                    44
          P-Value                           0.0000
 
RMSEA (Root Mean Square Error Of Approximation)
 
          Estimate                           0.102
          90 Percent C.I.                    0.083  0.121
          Probability RMSEA <= .05           0.000
 
CFI/TLI
 
          CFI                                0.829
          TLI                                0.876
 
Chi-Square Test of Model Fit for the Baseline Model
 
          Value                            601.936
          Degrees of Freedom                    32
          P-Value                           0.0000
 
SRMR (Standardized Root Mean Square Residual)
 
          Value                             

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