How to obtain saturated model fit?

Posted on
Picture of user. wuhao_osu Joined: 09/07/2010

Hello, guys,

When using the MLObjective, how to obtain the saturated model fit? Is it somewhere in the output slot? If discrepancy function value can be found, that is even better. I think most softwares when analyzing a sample covariance matrix would return the discrepancy function value.

Thanks.

Hao

Replied on Tue, 05/24/2011 - 12:21
Picture of user. Ryne Joined: Jul 31, 2009

The saturated -2 log likelihood is named "SaturatedLikelihood" in the output slot. Access it like so:

model@output$SaturatedLikelihood

Replied on Tue, 05/24/2011 - 12:30
Picture of user. wuhao_osu Joined: Sep 07, 2010

In reply to by Ryne

Thanks for the quick response, Ryne.

I do not see it in the output slot, probably because I used a wrapper model to include two groups and the grand objective is the sum of the two group level ones. I checked the submodels but do not see it in fit@submodels$submodelA either.

Replied on Fri, 05/27/2011 - 10:00
Picture of user. Ryne Joined: Jul 31, 2009

In reply to by wuhao_osu

Unless the groups are independent, the output should return to the top model rather than the group specific ones. As that objective is an algebra objective, the saturated likelihood isn't returned. We'll consider this a feature request.

It should be easy enough to put together a saturated model script for ML data. Let me know if you need a hand.