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hansfredriksunde
Joined: 12/10/2021
Weird model comparison results when using WLS
UPDATE!
pehkawn
Joined: 05/24/2020
Dealing with duplicated data in a multilevel model
I have two datasets of teacher and student data, each representing a level in a multilevel model. The teachers have a unique link to a student taught in one specific class, and teachers have unique response items for each class. On the other hand, each student have only a single entry and do not have unique data for each class. This leads to the issue that teachers may teach the same student in more than one class, which creates a duplicated entry of the student if the datasets are merged.
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suzannejak
Joined: 01/06/2010
Equivalent of qnorm() and pnorm() in mxAlgebra?
Dear OpenMx team,
I would like to use the quantile and distribution function for a (not standard) normal distribution in an mxAlgebra, equivalent to using qnorm() and pnorm() in R. Does this exist?
Thanks in advance!
hansfredriksunde
Joined: 12/10/2021
Problems with variance estimation with missing continuous data: WLS seem to replace NA with 0
Hi everyone
I'm currently building an extended children-of-twins-and-siblings model that will have dichotomous data in the child generation and continuous data in the parent generation. The model includes both twins and their partners (co-parents), so that assortative mating can be taken into account. The number of free parameters (>10) make maximum likelihood unfeasible when using dichotomous data (i.e., the processing time is too long). I therefore use the WLS fit function instead.
kme
Joined: 04/27/2022
Vector of individual scores (logL derivatives)?
Is there a way to obtain the vector of individual logL derivatives? I could find stuff about finding the Hessian, and individual likelihoods, but not the individual scores.
pehkawn
Joined: 05/24/2020
Identification of CFA with continuous vs. ordinal variables
As a step to building a larger SEM, I am currently trying to fit a MIMIC CFA with ordinal indicators.
As demonstrated in the sample script and dataset, the model (using ML) with continuous variables the model is identified and no error is thrown.
If I recode variables as ordinal, and add thresholds to the model I get the error messages differing based on fit function.
ou.yang@unimel…
Joined: 03/19/2022
Algorithm underlying omxMnor
Dear all,
I am currently using omxMnor to calculate the multivariate normal integral in my paper. Wonder what is the underlying algorithm implemented by omxMnor. Any references would be greatly appreciated!
Cheers,
Ou
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pehkawn
Joined: 05/24/2020
Fitting model with three latent variables and 16 ordinal and four continuous indicators
I am having trouble fitting a SEM with three latent variables with the following specification: An endogenous latent variable, created from four continuous manifest indicator variables, is regressed on two exogenous latent variables created from multiple ordinal manifest indicator variables. Prior to creating the SEM model I ran a CFA model, with similar specification, but where the three latent variables covary. I used the resulting factor loading values as a starting point for the SEM model.
pehkawn
Joined: 05/24/2020
Effects coding method in CFA
I am trying to run a CFA where one latent variable is regressed on four manifest variables. I am trying to constrain the pattern coefficients ($\lambda$) mean to equal one, according to [Kline's (2015, p. 200)](https://www.guilford.com/books/Principles-and-Practice-of-Structural-Equation-Modeling/Rex-Kline/9781462523344) *effects coding method*:
$$ \frac{\lambda_1 + \lambda_2 + \lambda_3 + \lambda_4}{4} = 1 $$
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cjvanlissa
Joined: 04/10/2019
CRAN test failure
Dear OpenMx team,
As I'm sure you're aware, OpenMx and its dependencies have been scheduled for archival from CRAN. I was just wondering whether a response is underway on your side?
Hope you are all well; sincerely,
Caspar
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