OpenMx General Help
jmatosv
Joined: 04/25/2015
Model identified at solution but not identified at start values
Openmx follows an iterative method when executing mxCheckIdentification function. Therefore, on first iteration start values are used to solve model equation; then, the iterative process continues until the best (optimal) solution is obtained.
If we run mxCheckIdentification(pathrun) and the model is locally identified at solution, but we run mxCheckIdentification(pathmod) and the model is not locally identified at start values, would that be a reason of concern when evaluating the model?
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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