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st: inflated SEs with FIML in sem


From   Eric Reither <[email protected]>
To   "[email protected]" <[email protected]>
Subject   st: inflated SEs with FIML in sem
Date   Mon, 31 Dec 2012 04:46:29 +0000

Hello everyone.

I have a question about the estimation of SEs with complex survey data in Stata, when using the FIML option in the new sem command.  But first, a small bit of background.

I'm using FIML as an alternative to MI for missing data in a simple regression model (i.e., 1 dependent variable, no latent variables). Since I'm using complex survey data, I also use the svy: procedures to identify the weight/cluster/strata - and this works fine in sem when I leave out the FIML option.  When I do use FIML, the point estimates appear correct - and the sample size increases appropriately - but the standard errors go completely bonkers, which is a highly technical way of saying that they become so inflated that the t-values are reduced to almost zero across the board.

Now the question(s): Has anyone else had a similar experience with sem in Stata?  Any thoughts about the cause of the problem, or about possible solutions?

Thanks so much for considering my problem.  Best wishes, and happy new year.

- Eric


Eric N. Reither, Ph.D.
Director, Population Research Laboratory
Associate Professor of Sociology
Utah State University
Office: 435-797-1217
Mobile: 435-757-9313
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