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comparison_of_npsol_slsqp_lavaan.txt [6] | 3.98 KB |
I ran a very simple one-factor with 3 indicators measurement error model. I used the default optimizer (SLSQP) and then the NPSOL optimizer that I've been using for a long time. Either NPSOL has been outputting bad intervals for a long time or SLSQP is not working very well for confidence intervals. Please see the attached text file that compares SLSQP, NPSOL, and lavaan results for the same model and same data. SLSQP does not compute some bounds, even though NPSOL has no problem computing bounds. (Note that the results include factor loadings, intercepts and variances. The OpenMx results have sds rather than variances while the lavaan results show the variances.)
I also needed to re-run a much more complex model using OpenMx 2.2.6 and using the default optimizer SLSQP. It ran much more quickly than under 1.3 with NPSOL - but many intervals were not computed and the bounds that were computed did not match very well (the estimates appeared to be very similar).