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Hello, I want to estimate a modified CP model, where I have a Cholesky model with three latent traits (see picture attached).

The d- and e-variables are ordinal (d = 2 categories; e = 3 categories). The s-variable is continuous and in order to integrate it into the LISREL-matrices I define a single factor measurement model with the residual variance set to 0 and the factor loading to 1.

For the ordinal variables I fix the means to zero and the residual variances to 1. I followed the approach proposed here to fix the residual variances of the categorical variables to one instead of the variance of the underlying continuous variable. So I can set the thresholds free.

Do I need an additional constraint for the second order factors?

I get the following error:

`All fit attempts resulted in errors - check starting values or model specification`

since I have tried to estimate the model with different starting values and I am using mxTryHardOrdinal() I suppose that the specification and not the starting values is the cause of the error.

I used WLS because of the high number of categorical variables: I tried the estimation with FIML but after waiting a long time without results I stopped the process. Since the s-variable has a relative high number of NAs, this may be an issue?

Here is my code:

rm(list=ls()) library(OpenMx) library(dplyr) # Import Data data <- read.csv(file = "data_wide.csv", header = TRUE) # Number of variables m <- 6 # lat. end. V. n <- 18 # lat. ex. V. p <- 32 # Ind. of lat. end. V. q <- 0 # Ind. of lat. ex. V. # Vectors of variables enLV <- c("E","D","S") mlab <- c(paste0(enLV,1),paste0(enLV,2)) exLV <- c("A","C","E") nlab <- c(paste0(exLV[1],enLV,1),paste0(exLV[2],enLV,1),paste0(exLV[3],enLV,1), paste0(exLV[1],enLV,2),paste0(exLV[2],enLV,2),paste0(exLV[3],enLV,2)) plab <- c(paste0("e",1:5,"t",1),paste0("d",1:10,"t",1),"st1",paste0("e",1:5,"t",2),paste0("d",1:10,"t",2),"st2") del <- c(plab[c(6:15,22:31)]) ext <- c(plab[c(1:5,17:21)]) mzData <- subset(data, zyg==1, plab) dzData <- subset(data, zyg==2, plab) # define categorical items as mxfactors # 1. externalizing items (3 levels) mzData[ext] <- mxFactor(mzData[ext], levels = 1:3) dzData[ext] <- mxFactor(dzData[ext], levels = 1:3) # 2. delinquency items (2 levels) mzData[del] <- mxFactor(mzData[del], levels = 0:1) dzData[del] <- mxFactor(dzData[del], levels = 0:1) # Define the expected covariance matrix using hte LISREL approach pathA <- mxMatrix(type = "Lower", nrow = 3, ncol = 3, byrow = TRUE, free = c(TRUE,FALSE,FALSE, TRUE,TRUE,FALSE, TRUE,TRUE,TRUE), values = c(.5,0,0, 0,.5,0, 0,0,.5), labels = c("a11",NA,NA, "a21","a22",NA, "a31","a32","a33"), lbound = c(.0001,NA,NA, -10,.0001,NA, -10,-10,.0001), name = "A") pathC <- mxMatrix(type = "Lower", nrow = 3, ncol = 3, byrow = TRUE, free = c(TRUE,FALSE,FALSE, TRUE,TRUE,FALSE, TRUE,TRUE,TRUE), values = c(.5,0,0, 0,.5,0, 0,0,.5), labels = c("c11",NA,NA, "c21","a22",NA, "c31","c32","c33"), lbound = c(.0001,NA,NA, -10,.0001,NA, -10,-10,.0001), name = "C") pathE <- mxMatrix(type = "Lower", nrow = 3, ncol = 3, byrow = TRUE, free = c(TRUE,FALSE,FALSE, TRUE,TRUE,FALSE, TRUE,TRUE,TRUE), values = c(1,0,0, 0,1,0, 0,0,1), labels = c("e11",NA,NA, "e21","e22",NA, "e31","e32","e33"), lbound = c(.0001,NA,NA, -10,.0001,NA, -10,-10,.0001), name = "E") Null <- mxMatrix(type = "Zero", nrow = 3, ncol = 9, name = "Zeros") Gamma <- mxAlgebra(rbind(cbind(A,C,E,Zeros), cbind(Zeros,A,C,E)), name = "GA") Beta <- mxMatrix(type = "Zero", nrow = m, ncol = m, name = "B") Id <- mxMatrix(type = "Iden", nrow = m, ncol = m, name = "I") LaExt <- mxMatrix(type = "Full", nrow = 5, ncol = 1, byrow = TRUE, free = c(FALSE,TRUE,TRUE,TRUE,TRUE), values = c(1,.8,.8,.8,.8), labels = c("la_ex1","la_ex2","la_ex3","la_ex4","la_ex5"), name = "LExt") NullExt <- mxMatrix(type = "Zero", nrow = 16-5, ncol = 1, name = "NExt") LaDel <- mxMatrix(type = "Full", nrow = 11, ncol = 1, byrow = TRUE, free = c(FALSE,TRUE,TRUE,TRUE,TRUE,TRUE,TRUE,TRUE,TRUE,TRUE,FALSE), values = c(1,.8,.8,.8,.8,.8,.8,.8,.8,.8,0), labels = c("la_de1","la_de2","la_de3","la_de4","la_de5","la_de6","la_de7","la_de8","la_de9","la_de10", NA), name = "LDel") NullDel <- mxMatrix(type = "Zero", nrow = 5, ncol = 1, name = "NDel") LaSt <- mxMatrix(type = "Full", nrow = 1, ncol = 1, free = FALSE, values = 1, labels = "la_st", name = "LSt") NullSt <- mxMatrix(type = "Zero", nrow = 16-1, ncol = 1, name = "NSt") NullFull <- mxMatrix(type = "Zero", nrow = 16, ncol = 1, name = "NFull") LaY <- mxAlgebra(expression = cbind(rbind(LExt, NExt, NFull), rbind(NDel, LDel, NFull), rbind(NSt, LSt, NFull), rbind(NFull, LExt, NExt), rbind(NFull, NDel, LDel), rbind(NFull, NSt, LSt)), name = "LY") errorval <- rep(c(rep(0,15),0),2) errorlab <- rep(c("eex1","eex2","eex3","eex4","eex5", "ed1","ed2","ed3","ed4","ed5","ed6","ed7","ed8","ed9","ed10", "es"),2) Thee <- mxMatrix(type = "Diag", nrow = 32, ncol = 32, byrow = FALSE, free = FALSE, values = errorval, lbound = 0, labels = errorlab, name = "THE") Psi <- mxMatrix(type = "Diag", nrow = 6, ncol = 6, free = FALSE, values = 0, lbound = 0, labels = rep(c("eEx","eD","eS"),2), name = "PS") PhiVar <- mxMatrix(type = "Iden", ncol = 9, nrow = 9, name = "PHV") PhiCMZ <- mxMatrix(type = "Diag", ncol = 9, nrow = 9, values = c(1,1,1,1,1,1,0,0,0), name = "PHCMZ") PhiCDZ <- mxMatrix(type = "Diag", ncol = 9, nrow = 9, values = c(.5,.5,.5,1,1,1,0,0,0), name = "PHCDZ") PhiMZ <- mxAlgebra(rbind(cbind(PHV,PHCMZ), cbind(PHCMZ,PHV)), name = "PHMZ") PhiDZ <- mxAlgebra(rbind(cbind(PHV,PHCDZ), cbind(PHCDZ,PHV)), name = "PHDZ") eCovMZ <- mxAlgebra(expression= LY%*%solve(I-B)%*%(GA%*%PHMZ%*%t(GA)+PS)%*%t(solve(I-B))%*%t(LY)+THE, name="expCovMZ") # Formula: Bollen (1989) eCovDZ <- mxAlgebra(expression= LY%*%solve(I-B)%*%(GA%*%PHDZ%*%t(GA)+PS)%*%t(solve(I-B))%*%t(LY)+THE, name="expCovDZ") #eCovMZ <- mxAlgebra(expression= LY%*%I%*%(GA%*%PHMZ%*%t(GA)+PS)%*%I%*%t(LY)+THE, name="expCovMZ") #eCovDZ <- mxAlgebra(expression= LY%*%I%*%(GA%*%PHDZ%*%t(GA)+PS)%*%I%*%t(LY)+THE, name="expCovDZ") # Defining the mean matrix # mean of isei mean <- mxMatrix(type = "Full", nrow = 1, ncol = 32, free = rep(c(rep(FALSE,15),TRUE),2), values = rep(c(rep(0,15),40),2), labels = rep(c(rep(NA,15),"mst"),2), name = "expMean") # Defining the threshold matrix # Example of logic of premultiplication of thinG with inc ! -> Ensures ordering of thresholds for items with >1 thresholds #start <- matrix(c(rep(-1.5,30),rep(1,30)),nrow = 2, ncol = 30, byrow = TRUE) #one <- matrix(c(1,0,1,1), nrow = 2, ncol = 2, byrow = TRUE) #one%*%start thDim <- plab[c(1:5, 17:21, 6:15, 22:31)] thLab <- c(rep(paste0("th1","e",1:5),2),rep(paste0("th1","d",1:10),2),rep(paste0("th2","e",1:5),2),rep(NA,20)) thFree <- c(rep(TRUE,40),rep(FALSE,20)) thVal <- c(rep(-1.5,30),rep(1,10),rep(NA,20)) thBound <- c(rep(-3,30),rep(0.001,10),rep(NA,20)) thinG <- mxMatrix( type="Full", nrow=2, ncol=30, byrow = TRUE, free=thFree, values=thVal, lbound=thBound, labels=thLab, name="thinG" ) # Incremental matrix: 1 row = start values of 1. threshold; next rows = increments departing from upper row (lbound necessary so that there is at least a 0.0001 increase! nad no decrease to insure the order!) inc <- mxMatrix( type="Lower", nrow=2, ncol=2, free=FALSE, values=1, name="inc" ) threG <- mxAlgebra( expression= inc %*% thinG, name="expTh" ) # Define data object dataMZ <- mxData( observed=mzData, type="raw" ) dataDZ <- mxData( observed=dzData, type="raw" ) # Define expectation objects expMZ <- mxExpectationNormal(covariance="expCovMZ", means="expMean", thresholds="expTh", dimnames=plab, threshnames = thDim) expDZ <- mxExpectationNormal(covariance="expCovDZ", means="expMean", thresholds="expTh", dimnames=plab, threshnames = thDim) # Fit function (WLS) fitfun <- mxFitFunctionWLS() # parameters pars <- list(pathA, pathC, pathE, Null, Gamma, Beta, Id, LaExt, NullExt, LaDel, NullDel, LaSt, NullSt, NullFull, LaY, Thee, Psi, mean, thinG, inc, threG, PhiVar) # group specific model objects modelMZ <- mxModel(pars, PhiMZ, PhiCMZ, eCovMZ, dataMZ, expMZ, fitfun, name="MZ") modelDZ <- mxModel(pars, PhiDZ, PhiCDZ, eCovDZ, dataDZ, expDZ, fitfun, name="DZ") multi <- mxFitFunctionMultigroup( c("MZ","DZ") ) # overall model object modelACE <- mxModel( "ACE", pars, modelMZ, modelDZ, multi) # run model mxOption( NULL , 'Default optimizer' , 'SLSQP' ) set.seed(1) fitACE <- mxTryHardOrdinal(modelACE, extraTries = 10, exhaustive = TRUE) sumACE <- summary( fitACE ) sumACE

Here is the output:

Summary of ACE Starting values are not feasible. Consider mxTryHard() free parameters: name matrix row col Estimate lbound ubound 1 a11 A 1 1 0.66719606 1e-04 2 a21 A 2 1 0.24639404 -10 3 a31 A 3 1 0.01989468 -10 4 a22 A 2 2 0.58462127 1e-04 5 a32 A 3 2 0.23233684 -10 6 a33 A 3 3 0.20895600 1e-04 7 c11 C 1 1 0.38163935 1e-04 8 c21 C 2 1 -0.23787426 -10 9 c31 C 3 1 0.05621162 -10 10 c32 C 3 2 0.09830437 -10 11 c33 C 3 3 0.65105809 1e-04 12 e11 E 1 1 0.78303864 1e-04 13 e21 E 2 1 -0.17010759 -10 14 e31 E 3 1 0.24441680 -10 15 e22 E 2 2 0.81938448 1e-04 16 e32 E 3 2 -0.15604409 -10 17 e33 E 3 3 1.10636594 1e-04 18 la_ex2 LExt 2 1 0.92273536 19 la_ex3 LExt 3 1 0.88631576 20 la_ex4 LExt 4 1 1.03505741 21 la_ex5 LExt 5 1 0.95816739 22 la_de2 LDel 2 1 0.54168182 23 la_de3 LDel 3 1 0.65248564 24 la_de4 LDel 4 1 1.02872796 25 la_de5 LDel 5 1 0.47255096 26 la_de6 LDel 6 1 0.58154706 27 la_de7 LDel 7 1 0.92095349 28 la_de8 LDel 8 1 0.83431902 29 la_de9 LDel 9 1 0.75920953 30 la_de10 LDel 10 1 0.74839136 31 mst expMean 1 16 48.11579465 32 th1e1 thinG 1 1 -1.72455967 -3 33 th2e1 thinG 2 1 0.88925538 0.001 34 th1e2 thinG 1 2 -1.31678786 -3 35 th2e2 thinG 2 2 1.29860129 0.001 36 th1e3 thinG 1 3 -1.97153396 -3 37 th2e3 thinG 2 3 0.81570670 0.001 38 th1e4 thinG 1 4 -1.31957163 -3 39 th2e4 thinG 2 4 1.23111741 0.001 40 th1e5 thinG 1 5 -1.09611506 -3 41 th2e5 thinG 2 5 1.07165598 0.001 42 th1d1 thinG 1 11 -0.91010120 -3 43 th1d2 thinG 1 12 -1.38949672 -3 44 th1d3 thinG 1 13 -1.66416074 -3 45 th1d4 thinG 1 14 -0.97191166 -3 46 th1d5 thinG 1 15 -1.64255135 -3 47 th1d6 thinG 1 16 -1.15400035 -3 48 th1d7 thinG 1 17 -1.11629872 -3 49 th1d8 thinG 1 18 -1.49572992 -3 50 th1d9 thinG 1 19 -1.97838685 -3 51 th1d10 thinG 1 20 -1.98501499 -3 Model Statistics: | Parameters | Degrees of Freedom | Fit ( units) Model: 51 62399 NA Saturated: NA NA NA Independence: NA NA NA Number of observations/statistics: 2042/62450 timestamp: 2020-11-13 08:57:16 Wall clock time: 2.551282 secs OpenMx version number: 2.18.1 Need help? See help(mxSummary)

Do you get the same problem using CSOLNP?

Yes, I get the same warning for CSOLNP, SLSQP and NPSOL.

I just saw that I wrongly set a zero constraint to the residual variances of the categorical variables. So the object "errorval" should be (constraint to 1 for the categorical variables and to zero for the continuous single-indicator model):

But the problem remains.

I'm not sure if it will work with a model that cannot get started, but mxGetExpected() could be used to extract the expected covariance matrix of the measures, and the expected means. If you use eigen() on the expected covariance matrix, you can check for pathologies like whether the matrix is positive definite or not. If it isn't, I recommend lowering starting values for stuff that causes covariance (like A and C) and increasing E. Also check that the expected means are reasonable - ideally within 2SD of the observed mean (where the SD is the square root of the

expectedvariance for that variable under the model).Essentially, one thing that screws up is when the likelihood of a row of data works out to be zero. If that is the case for any of the data rows, model-fitting will usually fail because the log-likelihood is negative infinity and it's hard to go anywhere from there. As mentioned, zero likelihood can happen with singular or negative-definite expected matrices, or starting values for means that are way off.

I have run the model now with different starting values for the ACE-paths and the means following your suggestions and calculated the expected covariance matrices and their eigenvalues. Also, I used mxTryHardOrdinal().

The warning remains and the eigenvalues are all positive, but at the same time there are a lot of negative estimated variances in the expected covariance matrix. Also, there is a strange behavior with the eigenvalues. The last 26 values are always identical with the constraints for the residual variances of the observed categorical variables. That is definitely strange but I am not sure what might be the conclusion from this observation.

Besides the starting values I have some suspicions regarding possible causes of the warning:

Data: Some e-variables have a very (!) skew distribution, some only have 2 or 10 observations in the third category. Also there is substantial non-response for the s-variable (~ 450 NAs compared to max. 60 NAs for the categorical variables).

Different modeling approach of the ordinal variables: As far as I understood, there are the following approaches:

2 categories:

a) Fixed mean + fixed variance (-> mxConstraint) (and free residual variances) + free Threshold

b) Fixed mean + fixed residual variance (and free variance) + free Threshold

> 2 categories:

a) Fixed mean + fixed variance (-> mxConstraint) (and free residual variances) + free Thresholds

b) Fixed mean + fixed residual variance (and free variance) + free Thresholds

c) Free mean + free variance (-> mxConstraint) (and free residual variances) + first two thresholds fixed

d) Free mean + free residual variance (and free variance) + first two thresholds fixed

Is that true? So I could try some different options for the ordinal variables.

Coding error: Also, I checked the code several times and I only found one bug regarding the residual variances (see post#4), but at the moment I can't see that there is another. Maybe you see some coding error that I don't see?

It seems that I have fixed the bugs of the model but after having read some papers about the inclusion of categorical indicators in SEM models I have a question due to curiosity: The literatureoften tells me that when I fix the scale of y* to one, the residual variance is not a free parameter anymore but is obtained as a simple remainder (Delta parametrization in mplus-terms). See for example Muthén and Asparouhov (2002). In OpenMx it is possible to estimate the residual variance as a free parameter with a SE when I fix the variance of y* to 1 and it counts as a parameter (not e.g. like in Mplus or lavaan). At the same time the d.f. are the same because the constraint "contributes 1 observed statistic". Why is it like that? It would be nice if you could give me some literature tipps where the rationale behind the OpenMx approach is explained and/or further elaborated.