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constraints and SE

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smedland's picture
Joined: 08/04/2009 - 16:08
constraints and SE

It would be very helpful to add a comment to the mxConstraint documentation to tell users that using this will turn off the standard errors.
I couldn't find any comments in the example ordinal data scripts advising users about this.

Ryne's picture
Joined: 07/31/2009 - 15:12
New paragraph in the

New paragraph in the mxConstraint help file for future release. Hope this is what you're looking for.

The mxConstraint function should not be used to constrain free parameters to equality with other free parameters, either by name or by their position in an \link{MxMatrix} or \link{MxAlgebra} object. Including mxConstraint objects in \link{MxModel} objects will disable standard errors and the calculation of the final Hessian, as making constraints on free parameters, and thus should be avoided when standard errors are of importance or when constraints can be made using labels, lbound or ubound arguments or algebras. Free parameters in the same \link{MxModel} may be constrained to equality by giving them the same name in their respective 'labels' matrices. Similarly, parameters may be fixed to an individual element in a \link{MxModel} object or the result of an \link{MxAlgebra} object through labeling. For example, assigning a label of name[1,1] fixes the value of a parameter at the value in first row and first column of whatever matrix or algebra is named name. The mxConstraint function should be used to enforce inequalities that cannot be conveyed using other methods.

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