Bookmark and Share

Notice: On April 23, 2014, Statalist moved from an email list to a forum, based at statalist.org.


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

Re: st: Odd SEM Results


From   Joseph Trubisz <[email protected]>
To   "[email protected]" <[email protected]>
Subject   Re: st: Odd SEM Results
Date   Mon, 05 Aug 2013 15:36:57 -0400

I sent this to Stata to see if they can find the issue. I showed it to a colleague and he is stumped as well. He's actually concerned because he's not sure if some of his prior results are correct. Will post the solution if I get one. 

Joe Trubisz
(516) 729-7559 (cell)


On Aug 5, 2013, at 3:30 PM, Anders Alexandersson <[email protected]> wrote:

> Can you simplify the model (e.g., drop all the covariates), put
> everything in a reproducible do-file, and still get different results?
> That would greatly simplify the problem. If you provide a reproducible
> do-file, I and maybe others would try it and report back.
> Alternatively, you could contact StataCorp since -sem- is an official
> command and therefore supported.
> 
> Anders Alexandersson
> [email protected]
> 
> 
> On Mon, Aug 5, 2013 at 1:46 PM, Joseph Trubisz <[email protected]> wrote:
>> Tried that as well.
>> Exact same error.
>> 
>> Joe
>> 
>> 
>> On Aug 5, 2013, at 11:13 AM, Anders Alexandersson <[email protected]> wrote:
>> 
>>> Hi Joe, only the first model from the SEM builder specifies the
>>> options "latent(Intercept Slope ) nocapslatent" which, I guess, might
>>> be why this model has chi2(45) instead of chi2(43) and no output for
>>> _cons in the structural model. What happens if you instead use the
>>> default?
>>> 
>>> Anders Alexandersson
>>> [email protected]
>>> 
>>> On Sat, Aug 3, 2013 at 12:38 PM, Joseph Trubisz <[email protected]> wrote:
>>>> Greetings...
>>>> 
>>>> I probably am just missing something, but I don't know what.
>>>> I'm attempting to use sembuilder to create the diagram from Acock's SEM book, specifically the example
>>>> as shown on p.188.
>>>> 
>>>> If I use sembuilder, it generates the following output:
>>>> 
>>>> . sem (Intercept@1 -> bmi01) (Intercept@1 -> bmi02) (Intercept@1 -> bmi03) (Intercept@1 -> bmi05) (Interc
>>>>> ept@1 -> bmi06) (Intercept@1 -> bmi07) (Intercept@1 -> bmi08) (Intercept@1 -> bmi09) (Slope@0 -> bmi01)
>>>>> (Slope@1 -> bmi02) (Slope@2 -> bmi03) (Slope@4 -> bmi05) (Slope@5 -> bmi06) (Slope@6 -> bmi07) (Slope@
>>>>> 7 -> bmi08) (Slope@8 -> bmi09) (_cons -> Intercept) (_cons -> Slope) (male -> Intercept) (male -> Slope
>>>>> ) (wgtc -> Intercept) (wgtc -> Slope) if bmi01!=.|bmi02!=.|bmi03!=.|bmi05!=.|bmi06!=.|bmi07!=.|bmi08!=.
>>>>> |bmi09!=., method(mlmv) latent(Intercept Slope ) var( e.Intercept*e.Slope) nocapslatent noconstant
>>>> note: Missing values found in observed exogenous variables. Using the noxconditional behavior. Specify
>>>>  the forcexconditional option to override this behavior.
>>>> Endogenous variables
>>>> 
>>>> Measurement:  bmi01 bmi02 bmi03 bmi05 bmi06 bmi07 bmi08 bmi09
>>>> Latent:       Intercept Slope
>>>> 
>>>> Exogenous variables
>>>> 
>>>> Observed:     male wgtc
>>>> 
>>>> Fitting saturated model:
>>>> 
>>>> Iteration 0:   log likelihood = -30162.223
>>>> Iteration 1:   log likelihood = -29297.714
>>>> Iteration 2:   log likelihood = -28707.587
>>>> Iteration 3:   log likelihood = -28564.929
>>>> Iteration 4:   log likelihood = -28557.353
>>>> Iteration 5:   log likelihood = -28557.204
>>>> Iteration 6:   log likelihood = -28557.204
>>>> 
>>>> Fitting baseline model:
>>>> 
>>>> Iteration 0:   log likelihood = -36523.419
>>>> Iteration 1:   log likelihood = -36520.845
>>>> Iteration 2:   log likelihood = -36520.836
>>>> Iteration 3:   log likelihood = -36520.836
>>>> 
>>>> Fitting target model:
>>>> 
>>>> Iteration 0:   log likelihood =  -52919.48  (not concave)
>>>> Iteration 1:   log likelihood = -52675.161  (not concave)
>>>> Iteration 2:   log likelihood = -52171.219  (not concave)
>>>> Iteration 3:   log likelihood = -49397.835  (not concave)
>>>> Iteration 4:   log likelihood = -42220.623  (not concave)
>>>> Iteration 5:   log likelihood = -39274.796
>>>> Iteration 6:   log likelihood =  -38652.54
>>>> Iteration 7:   log likelihood = -34772.666
>>>> Iteration 8:   log likelihood = -32169.128
>>>> Iteration 9:   log likelihood = -31367.639
>>>> Iteration 10:  log likelihood = -30934.922
>>>> Iteration 11:  log likelihood = -30910.018
>>>> Iteration 12:  log likelihood = -30909.236
>>>> Iteration 13:  log likelihood = -30909.234
>>>> 
>>>> Structural equation model                       Number of obs      =      1581
>>>> Estimation method  = mlmv
>>>> Log likelihood     = -30909.234
>>>> 
>>>> ( 1)  [bmi01]Intercept = 1
>>>> ( 2)  [bmi02]Intercept = 1
>>>> ( 3)  [bmi02]Slope = 1
>>>> ( 4)  [bmi03]Intercept = 1
>>>> ( 5)  [bmi03]Slope = 2
>>>> ( 6)  [bmi05]Intercept = 1
>>>> ( 7)  [bmi05]Slope = 4
>>>> ( 8)  [bmi06]Intercept = 1
>>>> ( 9)  [bmi06]Slope = 5
>>>> (10)  [bmi07]Intercept = 1
>>>> (11)  [bmi07]Slope = 6
>>>> (12)  [bmi08]Intercept = 1
>>>> (13)  [bmi08]Slope = 7
>>>> (14)  [bmi09]Intercept = 1
>>>> (15)  [bmi09]Slope = 8
>>>> (16)  [bmi01]_cons = 0
>>>> (17)  [bmi02]_cons = 0
>>>> (18)  [bmi03]_cons = 0
>>>> (19)  [bmi05]_cons = 0
>>>> (20)  [bmi06]_cons = 0
>>>> (21)  [bmi07]_cons = 0
>>>> (22)  [bmi08]_cons = 0
>>>> (23)  [bmi09]_cons = 0
>>>> --------------------------------------------------------------------------------
>>>>           |                 OIM
>>>>           |      Coef.   Std. Err.      z    P>|z|     [95% Conf. Interval]
>>>> ---------------+----------------------------------------------------------------
>>>> Structural     |
>>>> Intercept <- |
>>>>      male |   26.90551   .6496371    41.42   0.000     25.63225    28.17878
>>>>      wgtc |   6.996785   .6003745    11.65   0.000     5.820072    8.173497
>>>> -------------+----------------------------------------------------------------
>>>> Slope <-     |
>>>>      male |   .3657208     .02104    17.38   0.000     .3244831    .4069584
>>>>      wgtc |   .0889063   .0194718     4.57   0.000     .0507423    .1270703
>>>> ---------------+----------------------------------------------------------------
>>>> Measurement    |
>>>> bmi01 <-     |
>>>> Intercept |          1  (constrained)
>>>>     _cons |          0  (constrained)
>>>> -------------+----------------------------------------------------------------
>>>> bmi02 <-     |
>>>> Intercept |          1  (constrained)
>>>>     Slope |          1  (constrained)
>>>>     _cons |          0  (constrained)
>>>> -------------+----------------------------------------------------------------
>>>> bmi03 <-     |
>>>> Intercept |          1  (constrained)
>>>>     Slope |          2  (constrained)
>>>>     _cons |          0  (constrained)
>>>> -------------+----------------------------------------------------------------
>>>> bmi05 <-     |
>>>> Intercept |          1  (constrained)
>>>>     Slope |          4  (constrained)
>>>>     _cons |          0  (constrained)
>>>> -------------+----------------------------------------------------------------
>>>> bmi06 <-     |
>>>> Intercept |          1  (constrained)
>>>>     Slope |          5  (constrained)
>>>>     _cons |          0  (constrained)
>>>> -------------+----------------------------------------------------------------
>>>> bmi07 <-     |
>>>> Intercept |          1  (constrained)
>>>>     Slope |          6  (constrained)
>>>>     _cons |          0  (constrained)
>>>> -------------+----------------------------------------------------------------
>>>> bmi08 <-     |
>>>> Intercept |          1  (constrained)
>>>>     Slope |          7  (constrained)
>>>>     _cons |          0  (constrained)
>>>> -------------+----------------------------------------------------------------
>>>> bmi09 <-     |
>>>> Intercept |          1  (constrained)
>>>>     Slope |          8  (constrained)
>>>>     _cons |          0  (constrained)
>>>> ---------------+----------------------------------------------------------------
>>>> Mean           |
>>>>      male |   .4990512   .0125749    39.69   0.000      .474405    .5236975
>>>>      wgtc |  -.0001655   .0192488    -0.01   0.993    -.0378925    .0375614
>>>> ---------------+----------------------------------------------------------------
>>>> Variance       |
>>>>   e.bmi01 |   2.618815   .2046736                      2.246876    3.052323
>>>>   e.bmi02 |   4.086149   .2175673                      3.681222    4.535619
>>>>   e.bmi03 |   4.674361   .2320231                      4.241024    5.151974
>>>>   e.bmi05 |   5.778033   .2604252                      5.289505    6.311681
>>>>   e.bmi06 |   8.181968   .3511234                      7.521926    8.899928
>>>>   e.bmi07 |   3.794672   .1906747                      3.438769    4.187409
>>>>   e.bmi08 |    2.92201   .1689406                      2.608965    3.272618
>>>>   e.bmi09 |   3.308288   .2088301                      2.923295    3.743984
>>>> e.Intercept |   324.2532   11.61219                      302.2741    347.8304
>>>>   e.Slope |   .2448578   .0117764                      .2228311     .269062
>>>>      male |   .2499991   .0088918                      .2331651    .2680484
>>>>      wgtc |   .5851282   .0208269                      .5456996    .6274057
>>>> ---------------+----------------------------------------------------------------
>>>> Covariance     |
>>>> e.Intercept  |
>>>>   e.Slope |   4.109434    .280162    14.67   0.000     3.560327    4.658542
>>>> -------------+----------------------------------------------------------------
>>>> male         |
>>>>      wgtc |  -.0751429   .0098082    -7.66   0.000    -.0943666   -.0559193
>>>> --------------------------------------------------------------------------------
>>>> LR test of model vs. saturated: chi2(45)  =   4704.06, Prob > chi2 = 0.0000
>>>> 
>>>> 
>>>> However, the output is nothing like what's in the book. However, if I type in
>>>> exactly what's in the book (p.188), I get the correct results as shown below:
>>>> 
>>>> . sem (Intercept@1 Slope@0->bmi01) (Intercept@1 Slope@1->bmi02) (Intercept@1 Slope@2->bmi03) (Intercept@1
>>>>> Slope@4->bmi05)(Intercept@1 Slope@5->bmi06)(Intercept@1 Slope@6->bmi07)(Intercept@1 Slope@7->bmi08)(In
>>>>> tercept@1 Slope@8->bmi09) (Intercept Slope<-male wgtc _cons) if bmi01!=.|bmi02!=.|bmi03!=.|bmi05!=.|bmi
>>>>> 06!=.|bmi07!=.|bmi08!=.|bmi09!=.,var(e.Intercept*e.Slope) method(mlmv) noconstant
>>>> note: Missing values found in observed exogenous variables. Using the noxconditional behavior. Specify
>>>>  the forcexconditional option to override this behavior.
>>>> Endogenous variables
>>>> 
>>>> Measurement:  bmi01 bmi02 bmi03 bmi05 bmi06 bmi07 bmi08 bmi09
>>>> Latent:       Intercept Slope
>>>> 
>>>> Exogenous variables
>>>> 
>>>> Observed:     male wgtc
>>>> 
>>>> Fitting saturated model:
>>>> 
>>>> Iteration 0:   log likelihood = -30162.223
>>>> Iteration 1:   log likelihood = -29297.714
>>>> Iteration 2:   log likelihood = -28707.587
>>>> Iteration 3:   log likelihood = -28564.929
>>>> Iteration 4:   log likelihood = -28557.353
>>>> Iteration 5:   log likelihood = -28557.204
>>>> Iteration 6:   log likelihood = -28557.204
>>>> 
>>>> Fitting baseline model:
>>>> 
>>>> Iteration 0:   log likelihood = -36523.419
>>>> Iteration 1:   log likelihood = -36520.845
>>>> Iteration 2:   log likelihood = -36520.836
>>>> Iteration 3:   log likelihood = -36520.836
>>>> 
>>>> Fitting target model:
>>>> 
>>>> Iteration 0:   log likelihood =  -52919.48  (not concave)
>>>> Iteration 1:   log likelihood = -52663.873  (not concave)
>>>> Iteration 2:   log likelihood = -52499.164  (not concave)
>>>> Iteration 3:   log likelihood = -52371.927  (not concave)
>>>> Iteration 4:   log likelihood = -46362.021  (not concave)
>>>> Iteration 5:   log likelihood = -34630.285  (not concave)
>>>> Iteration 6:   log likelihood = -34303.836  (not concave)
>>>> Iteration 7:   log likelihood = -29724.362
>>>> Iteration 8:   log likelihood =   -29095.8
>>>> Iteration 9:   log likelihood = -28787.969
>>>> Iteration 10:  log likelihood = -28750.647
>>>> Iteration 11:  log likelihood =  -28750.02
>>>> Iteration 12:  log likelihood = -28750.019
>>>> 
>>>> Structural equation model                       Number of obs      =      1581
>>>> Estimation method  = mlmv
>>>> Log likelihood     = -28750.019
>>>> 
>>>> ( 1)  [bmi01]Intercept = 1
>>>> ( 2)  [bmi02]Intercept = 1
>>>> ( 3)  [bmi02]Slope = 1
>>>> ( 4)  [bmi03]Intercept = 1
>>>> ( 5)  [bmi03]Slope = 2
>>>> ( 6)  [bmi05]Intercept = 1
>>>> ( 7)  [bmi05]Slope = 4
>>>> ( 8)  [bmi06]Intercept = 1
>>>> ( 9)  [bmi06]Slope = 5
>>>> (10)  [bmi07]Intercept = 1
>>>> (11)  [bmi07]Slope = 6
>>>> (12)  [bmi08]Intercept = 1
>>>> (13)  [bmi08]Slope = 7
>>>> (14)  [bmi09]Intercept = 1
>>>> (15)  [bmi09]Slope = 8
>>>> (16)  [bmi01]_cons = 0
>>>> (17)  [bmi02]_cons = 0
>>>> (18)  [bmi03]_cons = 0
>>>> (19)  [bmi05]_cons = 0
>>>> (20)  [bmi06]_cons = 0
>>>> (21)  [bmi07]_cons = 0
>>>> (22)  [bmi08]_cons = 0
>>>> (23)  [bmi09]_cons = 0
>>>> --------------------------------------------------------------------------------
>>>>           |                 OIM
>>>>           |      Coef.   Std. Err.      z    P>|z|     [95% Conf. Interval]
>>>> ---------------+----------------------------------------------------------------
>>>> Structural     |
>>>> Intercept <- |
>>>>      male |   1.555545   .2436739     6.38   0.000     1.077953    2.033137
>>>>      wgtc |   3.759441    .160021    23.49   0.000     3.445806    4.073077
>>>>     _cons |   24.85781    .170538   145.76   0.000     24.52356    25.19206
>>>> -------------+----------------------------------------------------------------
>>>> Slope <-     |
>>>>      male |   .0173321   .0271012     0.64   0.522    -.0357853    .0704495
>>>>      wgtc |   .0459197   .0178505     2.57   0.010     .0109333    .0809062
>>>>     _cons |   .3430045   .0189564    18.09   0.000     .3058506    .3801584
>>>> ---------------+----------------------------------------------------------------
>>>> Measurement    |
>>>> bmi01 <-     |
>>>> Intercept |          1  (constrained)
>>>>     _cons |          0  (constrained)
>>>> -------------+----------------------------------------------------------------
>>>> bmi02 <-     |
>>>> Intercept |          1  (constrained)
>>>>     Slope |          1  (constrained)
>>>>     _cons |          0  (constrained)
>>>> -------------+----------------------------------------------------------------
>>>> bmi03 <-     |
>>>> Intercept |          1  (constrained)
>>>>     Slope |          2  (constrained)
>>>>     _cons |          0  (constrained)
>>>> -------------+----------------------------------------------------------------
>>>> bmi05 <-     |
>>>> Intercept |          1  (constrained)
>>>>     Slope |          4  (constrained)
>>>>     _cons |          0  (constrained)
>>>> -------------+----------------------------------------------------------------
>>>> bmi06 <-     |
>>>> Intercept |          1  (constrained)
>>>>     Slope |          5  (constrained)
>>>>     _cons |          0  (constrained)
>>>> -------------+----------------------------------------------------------------
>>>> bmi07 <-     |
>>>> Intercept |          1  (constrained)
>>>>     Slope |          6  (constrained)
>>>>     _cons |          0  (constrained)
>>>> -------------+----------------------------------------------------------------
>>>> bmi08 <-     |
>>>> Intercept |          1  (constrained)
>>>>     Slope |          7  (constrained)
>>>>     _cons |          0  (constrained)
>>>> -------------+----------------------------------------------------------------
>>>> bmi09 <-     |
>>>> Intercept |          1  (constrained)
>>>>     Slope |          8  (constrained)
>>>>     _cons |          0  (constrained)
>>>> ---------------+----------------------------------------------------------------
>>>> Mean           |
>>>>      male |   .4990512   .0125749    39.69   0.000      .474405    .5236975
>>>>      wgtc |  -.0009276   .0192434    -0.05   0.962    -.0386439    .0367888
>>>> ---------------+----------------------------------------------------------------
>>>> Variance       |
>>>>   e.bmi01 |   2.443884    .191981                      2.095144    2.850673
>>>>   e.bmi02 |     4.1472   .2157233                      3.745229    4.592315
>>>>   e.bmi03 |   4.772852   .2325326                       4.33818    5.251077
>>>>   e.bmi05 |   5.789807   .2596509                      5.302625    6.321749
>>>>   e.bmi06 |   8.228898   .3520222                       7.56708    8.948599
>>>>   e.bmi07 |   3.810727   .1909167                      3.454322    4.203904
>>>>   e.bmi08 |   2.922193   .1687984                      2.609396    3.272487
>>>>   e.bmi09 |   3.298484   .2089123                      2.913418    3.734444
>>>> e.Intercept |    20.5145   .8043478                      18.99706    22.15315
>>>>   e.Slope |    .189059   .0097265                       .170925    .2091168
>>>>      male |   .2499991   .0088918                      .2331651    .2680484
>>>>      wgtc |   .5849257   .0208131                      .5455228    .6271748
>>>> ---------------+----------------------------------------------------------------
>>>> Covariance     |
>>>> e.Intercept  |
>>>>   e.Slope |  -.0272943   .0635517    -0.43   0.668    -.1518533    .0972647
>>>> -------------+----------------------------------------------------------------
>>>> male         |
>>>>      wgtc |  -.0747626   .0098037    -7.63   0.000    -.0939775   -.0555478
>>>> --------------------------------------------------------------------------------
>>>> LR test of model vs. saturated: chi2(43)  =    385.63, Prob > chi2 = 0.0000
>>>> 
>>>> Problem: I look at the command not working and comparing it to the command that does
>>>> work and I don't see the difference.
>>>> 
>>>> Can anyone point out to me where I might be going wrong?
>>> *
>>> *   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/
> *
> *   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/


© Copyright 1996–2018 StataCorp LLC   |   Terms of use   |   Privacy   |   Contact us   |   Site index