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FW: st: SEM
From
"Tucker, Graeme (Health)" <[email protected]>
To
"'[email protected]'" <[email protected]>
Subject
FW: st: SEM
Date
Fri, 12 Oct 2012 11:40:00 +1030
Brilliant. Thank you.
-----Original Message-----
From: [email protected] [mailto:[email protected]] On Behalf Of JVerkuilen (Gmail)
Sent: Friday, 12 October 2012 11:07 AM
To: [email protected]
Subject: Re: st: SEM
On Thu, Oct 11, 2012 at 8:14 PM, Tucker, Graeme (Health)
<[email protected]> wrote:
> This is a repeat post (original on 3rd October) with some code in the hope I can elicit a response from someone.
>
> I find I can fit a full orthogonal EFA in Stata using the "sem" command and get very sensible results. The problem is that the model is unidentified in other popular SEM programs (LISREL, AMOS). How does Stata get around the identification problem?
>
<snippety doo dah>
It's unidentified.
My SEM professor, the late R. P. McDonald (yes that one), gave us a
really useful rule: Standard errors in an identified model should be
proportional to 1/sqrt(n). When they are not, even if the
log-likelihood appears OK, it's not. If you convert to a standardized
solution it's MUCH easier to see this, so even if you intend to use
the unstandardized solution its worth generating the standardized
solution for inspection.
Here's the standardized output for your model (all I changed was
adding "stand" as an option), in which it is brutally apparent that
things are bad. I suspect it's just a quirk of fate (or, more likely,
simulated data) that the log-likelihood was concave and so you didn't
get a bunch of error messages.
. use http://www.stata-press.com/data/r12/sem_2fmm
. sem (L1 -> a1 a2 a3 a4 a5 c1 c2 c3 c4 c5) (L2 -> a1 a2 a3 a4 a5 c1
c2 c3 c4 c5) , covstruct(_lexogenous, diagonal) latent(L1 L2) stand
Endogenous variables
Measurement: a1 a2 a3 a4 a5 c1 c2 c3 c4 c5
Exogenous variables
Latent: L1 L2
Fitting target model:
Iteration 0: log likelihood = -10309.339 (not concave)
Iteration 1: log likelihood = -10285.537 (not concave)
Iteration 2: log likelihood = -10231.81 (not concave)
Iteration 3: log likelihood = -10060.861 (not concave)
Iteration 4: log likelihood = -9920.2176 (not concave)
Iteration 5: log likelihood = -9726.1648 (not concave)
Iteration 6: log likelihood = -9588.4151 (not concave)
Iteration 7: log likelihood = -9553.7786 (not concave)
Iteration 8: log likelihood = -9540.1666
Iteration 9: log likelihood = -9539.3031
Iteration 10: log likelihood = -9534.884
Iteration 11: log likelihood = -9534.7931
Iteration 12: log likelihood = -9534.793
Structural equation model Number of obs = 216
Estimation method = ml
Log likelihood = -9534.793
( 1) [a1]L1 = 1
( 2) [a2]L2 = 1
( 3) [cov(L1,L2)]_cons = 0
------------------------------------------------------------------------------
| OIM
Standardized | Coef. Std. Err. z P>|z| [95% Conf. Interval]
-------------+----------------------------------------------------------------
Measurement |
a1 <- |
L1 | .5115907 15.24519 0.03 0.973 -29.36844 30.39162
L2 | .7461977 10.45207 0.07 0.943 -19.73948 21.23187
-----------+----------------------------------------------------------------
a2 <- |
L1 | .4947181 15.47373 0.03 0.974 -29.83324 30.82268
L2 | .7573831 10.10735 0.07 0.940 -19.05266 20.56743
-----------+----------------------------------------------------------------
a3 <- |
L1 | .5168972 16.02201 0.03 0.974 -30.88566 31.91945
L2 | .7842178 10.5605 0.07 0.941 -19.91397 21.48241
-----------+----------------------------------------------------------------
a4 <- |
L1 | .4698141 14.97014 0.03 0.975 -28.87112 29.81075
L2 | .7327321 9.598579 0.08 0.939 -18.08014 19.5456
-----------+----------------------------------------------------------------
a5 <- |
L1 | .4656534 16.90655 0.03 0.978 -32.67058 33.60188
L2 | .8275131 9.513554 0.09 0.931 -17.81871 19.47374
-----------+----------------------------------------------------------------
c1 <- |
L1 | -.0649107 17.44735 -0.00 0.997 -34.26109 34.13127
L2 | .8539805 1.326338 0.64 0.520 -1.745595 3.453556
-----------+----------------------------------------------------------------
c2 <- |
L1 | -.0322915 17.82959 -0.00 0.999 -34.97764 34.91306
L2 | .8726903 .6600055 1.32 0.186 -.4208968 2.166277
-----------+----------------------------------------------------------------
c3 <- |
L1 | -.0827462 17.59861 -0.00 0.996 -34.57539 34.4099
L2 | .8613845 1.690683 0.51 0.610 -2.452292 4.175061
-----------+----------------------------------------------------------------
c4 <- |
L1 | -.1043651 17.5395 -0.01 0.995 -34.48116 34.27243
L2 | .8584912 2.132346 0.40 0.687 -3.320831 5.037813
-----------+----------------------------------------------------------------
c5 <- |
L1 | -.0156541 18.14773 -0.00 0.999 -35.58455 35.55324
L2 | .8882625 .3202817 2.77 0.006 .2605219 1.516003
-------------+----------------------------------------------------------------
Variance |
e.a1 | .1814639 .0257661 .1373814 .2396915
e.a2 | .1816248 .0256626 .1376909 .239577
e.a3 | .1178198 .0192061 .0855976 .1621715
e.a4 | .2423784 .0318532 .1873397 .313587
e.a5 | .098389 .0161366 .0713415 .1356909
e.c1 | .2665038 .0365583 .203675 .3487138
e.c2 | .2373689 .0328135 .1810319 .3112381
e.c3 | .2511698 .0358107 .1899358 .3321453
e.c4 | .2521008 .0363222 .1900793 .3343596
e.c5 | .2107447 .0303307 .1589462 .2794235
L1 | 1 . . .
L2 | 1 . . .
-------------+----------------------------------------------------------------
Covariance |
L1 |
L2 | 0 (constrained)
------------------------------------------------------------------------------
LR test of model vs. saturated: chi2(25) = 79.69, Prob > chi2 = 0.0000
--
JVVerkuilen, PhD
[email protected]
"Out beyond ideas of wrong-doing and right-doing there is a field.
I'll meet you there. When the soul lies down in that grass the world
is too full to talk about." ---Rumi
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