Announcement

Collapse
No announcement yet.
X
  • Filter
  • Time
  • Show
Clear All
new posts

  • Model identification SEM

    Hi everyone,

    I am working with a 4-wave panel dataset, N=4,500. The dataset looks like this:

    Code:
    * Example generated by -dataex-. For more info, type help dataex
    clear
    input float(sum_helpfromchildren srh) byte alter float spouse byte anzkind
     0 5 59 1 0
     0 4 62 1 0
     0 4 65 1 0
     0 4 73 0 1
     0 3 76 0 1
     0 3 79 0 1
     0 4 59 0 2
     0 4 65 0 2
     0 4 68 0 2
     0 3 68 0 3
     0 4 71 0 3
     1 4 74 0 3
     0 4 77 0 3
     0 4 83 1 2
     0 3 86 1 2
     0 2 89 1 2
     0 4 74 1 1
     0 3 77 1 1
     0 3 74 1 0
     0 3 77 1 0
     0 3 80 1 0
     0 2 89 1 1
     0 1 92 1 4
     1 4 95 1 1
     0 3 97 1 1
     1 1 75 1 3
     0 1 78 1 3
     0 2 88 0 4
     0 2 91 0 4
     1 2 84 0 2
     1 3 87 0 1
     1 3 90 0 2
     1 3 93 0 2
     0 3 86 0 1
     1 3 89 0 1
     1 2 92 0 1
     0 4 90 0 2
     0 4 93 0 2
     1 2 85 1 2
     0 3 88 1 2
     1 1 91 1 2
     0 4 82 1 3
     0 3 85 1 3
     0 3 88 1 3
     0 5 91 0 0
     0 4 95 0 0
     0 4 97 0 0
     0 3 84 0 2
     0 3 87 0 2
     0 3 90 0 2
     0 3 93 0 1
     0 4 83 1 2
     0 3 86 1 1
     0 3 70 1 3
     0 4 73 1 3
     1 4 76 1 3
     0 4 84 0 0
     0 3 87 0 0
     0 3 90 0 0
     0 4 71 0 1
     0 2 77 0 1
     0 1 92 0 2
     0 1 95 0 2
     0 3 87 0 2
     1 4 90 0 2
     1 4 93 0 2
     0 2 79 1 2
     0 2 82 0 2
     0 4 74 1 2
     0 4 77 1 2
     0 4 80 1 2
     0 4 76 1 3
     0 3 79 1 3
     1 3 82 1 3
     1 3 93 0 4
     1 3 95 0 4
     1 4 67 1 1
     0 4 70 1 1
     0 3 73 1 1
     0 4 76 1 1
     0 4 70 1 1
     1 3 73 1 1
     0 3 76 1 1
     0 3 77 0 2
     1 4 80 0 2
    .a 3 83 0 2
     1 2 86 0 2
     0 3 78 0 3
     0 3 81 0 3
     0 2 84 0 3
     0 3 88 1 3
     0 1 91 1 3
     0 4 79 1 5
     1 4 82 1 5
     0 4 70 1 5
     0 4 76 1 5
     0 4 79 1 5
     0 3 88 0 0
     0 4 91 0 0
     0 4 86 0 2
    end
    label values alter ALTER_17
    label def ALTER_17 97 "97. 96-97", modify
    label values anzkind ANZKIND
    label def ANZKIND 0 "0. keine", modify

    I want to estimate a Cross lagged panel model with fixed effects.
    Using the xtdpdml command, stata gives me the wanted coefficients as output.
    Code:
    .         xtdpdml         sum_helpfromchildren alter spouse anzkind, pre(srh L.srh) errorinv title(ML-SE
    > M of instrumental help on self-rated health) details gof decimals(3) showcmd fiml   
    
    The generated sem command is
    
    sem (sum_helpfromchildren2 <- sum_helpfromchildren1@b1
        alter2@b2 spouse2@b3 anzkind2@b4 srh2@b5 srh1@b6 Alpha@1
        E2@1 ) (sum_helpfromchildren3 <- sum_helpfromchildren2@b1
        alter3@b2 spouse3@b3 anzkind3@b4 srh3@b5 srh2@b6 Alpha@1
        E3@1 ) (sum_helpfromchildren4 <- sum_helpfromchildren3@b1
        alter4@b2 spouse4@b3 anzkind4@b4 srh4@b5 srh3@b6 Alpha@1
        ), var(e.sum_helpfromchildren2@0
        e.sum_helpfromchildren3@0) var(Alpha) cov(Alpha*(E2 E3)@0
        _OEx*(E2 E3)@0 E2*(E3)@0 srh3*(E2) srh4*(E2 E3) srh3*(E2))
        cformat(%9.3f) var(E2@v1 E3@v1 e.sum_helpfromchildren4@v1)
        iterate(250) technique(nr 25 bhhh 25) noxconditional method(mlmv)
    
    (62 observations containing extended missing values excluded)
    
    Endogenous variables
      Observed: sum_helpfromchildren2 sum_helpfromchildren3 sum_helpfromchildren4
    
    Exogenous variables
      Observed: sum_helpfromchildren1 alter2 spouse2 anzkind2 srh2 srh1 alter3 spouse3 anzkind3 srh3
                alter4 spouse4 anzkind4 srh4
      Latent:   Alpha E2 E3
    
    Fitting saturated model:
    Iteration 0:   log likelihood = -46981.921  
    Iteration 1:   log likelihood = -44926.541  
    Iteration 2:   log likelihood = -44272.425  
    Iteration 3:   log likelihood = -44151.991  
    Iteration 4:   log likelihood = -44144.762  
    Iteration 5:   log likelihood = -44144.732  
    Iteration 6:   log likelihood = -44144.732  
    
    Fitting baseline model:
    Iteration 0:   log likelihood = -44678.978  
    Iteration 1:   log likelihood = -44677.583  
    Iteration 2:   log likelihood = -44677.582  
    
    Fitting conditional model:
    (setting technique to nr)
    Iteration 0:   log likelihood = -53044.686  (not concave)
    Iteration 1:   log likelihood = -50285.277  (not concave)
    Iteration 2:   log likelihood = -47735.654  (not concave)
    Iteration 3:   log likelihood = -45591.374  (not concave)
    Iteration 4:   log likelihood = -44681.152  (not concave)
    Iteration 5:   log likelihood = -44240.888  
    Iteration 6:   log likelihood = -44162.472  
    Iteration 7:   log likelihood = -44158.498  
    Iteration 8:   log likelihood = -44158.484  
    Iteration 9:   log likelihood = -44158.312  
    Iteration 10:  log likelihood = -44158.309  
    Iteration 11:  log likelihood = -44158.308  
    Iteration 12:  log likelihood = -44158.308  
    Iteration 13:  log likelihood = -44158.308  
    
    Fitting target model:
    (setting technique to nr)
    Iteration 0:   log likelihood = -44158.308  
    Iteration 1:   log likelihood = -44158.291  
    Iteration 2:   log likelihood = -44158.291  
    
    Structural equation model                                Number of obs = 4,479
    Estimation method: mlmv
    
    Log likelihood = -44158.291
    
     ( 1)  - [sum_helpfromchildren2]sum_helpfromchildren1 + [sum_helpfromchildren3]sum_helpfromchildren2 = 0
     ( 2)  - [sum_helpfromchildren2]sum_helpfromchildren1 + [sum_helpfromchildren4]sum_helpfromchildren3 = 0
     ( 3)  [sum_helpfromchildren2]alter2 - [sum_helpfromchildren4]alter4 = 0
     ( 4)  [sum_helpfromchildren2]spouse2 - [sum_helpfromchildren4]spouse4 = 0
     ( 5)  [sum_helpfromchildren2]anzkind2 - [sum_helpfromchildren4]anzkind4 = 0
     ( 6)  [sum_helpfromchildren2]srh2 - [sum_helpfromchildren4]srh4 = 0
     ( 7)  [sum_helpfromchildren2]srh1 - [sum_helpfromchildren4]srh3 = 0
     ( 8)  [sum_helpfromchildren2]Alpha = 1
     ( 9)  [sum_helpfromchildren2]E2 = 1
     (10)  [sum_helpfromchildren3]srh2 - [sum_helpfromchildren4]srh3 = 0
     (11)  [sum_helpfromchildren3]alter3 - [sum_helpfromchildren4]alter4 = 0
     (12)  [sum_helpfromchildren3]spouse3 - [sum_helpfromchildren4]spouse4 = 0
     (13)  [sum_helpfromchildren3]anzkind3 - [sum_helpfromchildren4]anzkind4 = 0
     (14)  [sum_helpfromchildren3]srh3 - [sum_helpfromchildren4]srh4 = 0
     (15)  [sum_helpfromchildren3]Alpha = 1
     (16)  [sum_helpfromchildren3]E3 = 1
     (17)  [sum_helpfromchildren4]Alpha = 1
     (18)  [var(e.sum_helpfromchildren2)]_cons = 0
     (19)  [var(e.sum_helpfromchildren3)]_cons = 0
     (20)  [var(e.sum_helpfromchildren4)]_cons - [var(E3)]_cons = 0
     (21)  [var(E2)]_cons - [var(E3)]_cons = 0
    ----------------------------------------------------------------------------------------------------
                                       |                 OIM
                                       | Coefficient  std. err.      z    P>|z|     [95% conf. interval]
    -----------------------------------+----------------------------------------------------------------
    Structural                         |
      sum_helpfromchildren2            |
                 sum_helpfromchildren1 |      0.078      0.021     3.82   0.000        0.038       0.119
                                alter2 |      0.001      0.016     0.06   0.951       -0.030       0.032
                               spouse2 |      0.000      0.023     0.02   0.984       -0.045       0.046
                              anzkind2 |      0.021      0.015     1.37   0.170       -0.009       0.052
                                  srh2 |     -0.004      0.015    -0.26   0.797       -0.034       0.026
                                  srh1 |     -0.001      0.010    -0.07   0.943       -0.020       0.019
                                 Alpha |      1.000      0.000  1.9e+16   0.000        1.000       1.000
                                    E2 |      1.000      0.000  4.2e+15   0.000        1.000       1.000
                                 _cons |      0.010      1.063     0.01   0.992       -2.074       2.094
      ---------------------------------+----------------------------------------------------------------
      sum_helpfromchildren3            |
                 sum_helpfromchildren2 |      0.078      0.021     3.82   0.000        0.038       0.119
                                  srh2 |     -0.001      0.010    -0.07   0.943       -0.020       0.019
                                alter3 |      0.001      0.016     0.06   0.951       -0.030       0.032
                               spouse3 |      0.000      0.023     0.02   0.984       -0.045       0.046
                              anzkind3 |      0.021      0.015     1.37   0.170       -0.009       0.052
                                  srh3 |     -0.004      0.015    -0.26   0.797       -0.034       0.026
                                 Alpha |      1.000  (constrained)
                                    E3 |      1.000  (constrained)
                                 _cons |      0.019      1.111     0.02   0.987       -2.159       2.197
      ---------------------------------+----------------------------------------------------------------
      sum_helpfromchildren4            |
                 sum_helpfromchildren3 |      0.078      0.021     3.82   0.000        0.038       0.119
                                  srh3 |     -0.001      0.010    -0.07   0.943       -0.020       0.019
                                alter4 |      0.001      0.016     0.06   0.951       -0.030       0.032
                               spouse4 |      0.000      0.023     0.02   0.984       -0.045       0.046
                              anzkind4 |      0.021      0.015     1.37   0.170       -0.009       0.052
                                  srh4 |     -0.004      0.015    -0.26   0.797       -0.034       0.026
                                 Alpha |      1.000  (constrained)
                                 _cons |      0.021      1.159     0.02   0.986       -2.251       2.292
    -----------------------------------+----------------------------------------------------------------
            mean(sum_helpfromchildren1)|      0.078      0.004    18.36   0.000        0.069       0.086
                           mean(alter2)|     66.066      0.155   426.37   0.000       65.763      66.370
                          mean(spouse2)|      0.746      0.007   113.39   0.000        0.733       0.758
                         mean(anzkind2)|      2.021      0.017   119.25   0.000        1.987       2.054
                             mean(srh2)|      3.482      0.013   264.47   0.000        3.457       3.508
                             mean(srh1)|      3.571      0.013   279.59   0.000        3.546       3.596
                           mean(alter3)|     69.068      0.155   445.80   0.000       68.764      69.372
                          mean(spouse3)|      0.718      0.007   104.78   0.000        0.705       0.732
                         mean(anzkind3)|      2.019      0.017   119.38   0.000        1.986       2.052
                             mean(srh3)|      3.440      0.013   258.61   0.000        3.414       3.466
                           mean(alter4)|     72.060      0.155   464.13   0.000       71.756      72.365
                          mean(spouse4)|      0.680      0.008    89.04   0.000        0.665       0.695
                         mean(anzkind4)|      2.009      0.017   116.86   0.000        1.975       2.043
                             mean(srh4)|      3.380      0.015   230.17   0.000        3.351       3.409
    -----------------------------------+----------------------------------------------------------------
           var(e.sum_helpfromchildren2)|      0.000  (constrained)
           var(e.sum_helpfromchildren3)|      0.000  (constrained)
           var(e.sum_helpfromchildren4)|      0.083      0.002                         0.079       0.087
             var(sum_helpfromchildren1)|      0.072      0.002                         0.069       0.075
                            var(alter2)|    107.538      2.272                       103.175     112.086
                           var(spouse2)|      0.189      0.004                         0.181       0.197
                          var(anzkind2)|      1.270      0.027                         1.218       1.325
                              var(srh2)|      0.714      0.016                         0.683       0.746
                              var(srh1)|      0.675      0.015                         0.646       0.705
                            var(alter3)|    107.505      2.272                       103.143     112.051
                           var(spouse3)|      0.202      0.004                         0.193       0.211
                          var(anzkind3)|      1.252      0.027                         1.200       1.307
                              var(srh3)|      0.677      0.016                         0.647       0.710
                            var(alter4)|    107.877      2.282                       103.495     112.444
                           var(spouse4)|      0.218      0.005                         0.208       0.229
                          var(anzkind4)|      1.241      0.028                         1.187       1.298
                              var(srh4)|      0.674      0.018                         0.639       0.711
                             var(Alpha)|      0.015      0.009                         0.005       0.049
                                var(E2)|      0.083      0.002                         0.079       0.087
                                var(E3)|      0.083      0.002                         0.079       0.087
    -----------------------------------+----------------------------------------------------------------
      cov(sum_helpfromchildren1,alter2)|      0.295      0.044     6.74   0.000        0.209       0.381
     cov(sum_helpfromchildren1,spouse2)|     -0.007      0.002    -3.81   0.000       -0.011      -0.003
    cov(sum_helpfromchildren1,anzkind2)|      0.030      0.005     6.30   0.000        0.021       0.040
        cov(sum_helpfromchildren1,srh2)|     -0.018      0.004    -4.77   0.000       -0.025      -0.010
        cov(sum_helpfromchildren1,srh1)|     -0.024      0.004    -6.74   0.000       -0.031      -0.017
      cov(sum_helpfromchildren1,alter3)|      0.295      0.044     6.75   0.000        0.210       0.381
     cov(sum_helpfromchildren1,spouse3)|     -0.008      0.002    -3.97   0.000       -0.012      -0.004
    cov(sum_helpfromchildren1,anzkind3)|      0.030      0.005     6.20   0.000        0.020       0.039
        cov(sum_helpfromchildren1,srh3)|     -0.017      0.004    -4.38   0.000       -0.024      -0.009
      cov(sum_helpfromchildren1,alter4)|      0.293      0.044     6.68   0.000        0.207       0.379
     cov(sum_helpfromchildren1,spouse4)|     -0.008      0.002    -3.73   0.000       -0.013      -0.004
    cov(sum_helpfromchildren1,anzkind4)|      0.028      0.005     5.60   0.000        0.018       0.037
        cov(sum_helpfromchildren1,srh4)|     -0.018      0.004    -4.15   0.000       -0.026      -0.009
       cov(sum_helpfromchildren1,Alpha)|      0.015      0.005     2.99   0.003        0.005       0.025
                    cov(alter2,spouse2)|     -0.584      0.069    -8.49   0.000       -0.719      -0.449
                   cov(alter2,anzkind2)|      0.796      0.176     4.52   0.000        0.451       1.141
                       cov(alter2,srh2)|     -1.292      0.138    -9.35   0.000       -1.563      -1.021
                       cov(alter2,srh1)|     -1.040      0.133    -7.85   0.000       -1.300      -0.780
                     cov(alter2,alter3)|    107.512      2.272    47.32   0.000      103.059     111.965
                    cov(alter2,spouse3)|     -0.599      0.072    -8.30   0.000       -0.740      -0.457
                   cov(alter2,anzkind3)|      0.734      0.176     4.16   0.000        0.388       1.080
                       cov(alter2,srh3)|     -1.258      0.142    -8.84   0.000       -1.537      -0.979
                     cov(alter2,alter4)|    107.640      2.276    47.29   0.000      103.179     112.101
                    cov(alter2,spouse4)|     -0.870      0.083   -10.53   0.000       -1.032      -0.708
                   cov(alter2,anzkind4)|      0.618      0.181     3.42   0.001        0.264       0.972
                       cov(alter2,srh4)|     -1.595      0.162    -9.82   0.000       -1.913      -1.276
                      cov(alter2,Alpha)|      0.272      1.728     0.16   0.875       -3.114       3.658
                  cov(spouse2,anzkind2)|      0.036      0.007     4.78   0.000        0.021       0.050
                      cov(spouse2,srh2)|      0.022      0.006     3.73   0.000        0.010       0.033
                      cov(spouse2,srh1)|      0.020      0.006     3.61   0.000        0.009       0.031
                    cov(spouse2,alter3)|     -0.583      0.069    -8.48   0.000       -0.718      -0.449
                   cov(spouse2,spouse3)|      0.179      0.004    44.40   0.000        0.171       0.187
                  cov(spouse2,anzkind3)|      0.031      0.007     4.17   0.000        0.017       0.046
                      cov(spouse2,srh3)|      0.020      0.006     3.36   0.001        0.008       0.031
                    cov(spouse2,alter4)|     -0.583      0.069    -8.46   0.000       -0.718      -0.448
                   cov(spouse2,spouse4)|      0.162      0.004    38.93   0.000        0.154       0.170
                  cov(spouse2,anzkind4)|      0.035      0.008     4.54   0.000        0.020       0.050
                      cov(spouse2,srh4)|      0.015      0.007     2.22   0.026        0.002       0.028
                     cov(spouse2,Alpha)|     -0.010      0.010    -0.92   0.359       -0.030       0.011
                     cov(anzkind2,srh2)|     -0.002      0.015    -0.12   0.908       -0.031       0.028
                     cov(anzkind2,srh1)|      0.005      0.014     0.36   0.722       -0.023       0.033
                   cov(anzkind2,alter3)|      0.790      0.176     4.49   0.000        0.445       1.136
                  cov(anzkind2,spouse3)|      0.045      0.008     5.76   0.000        0.030       0.061
                 cov(anzkind2,anzkind3)|      1.206      0.026    45.80   0.000        1.154       1.257
                     cov(anzkind2,srh3)|     -0.003      0.015    -0.18   0.857       -0.033       0.028
                   cov(anzkind2,alter4)|      0.787      0.177     4.46   0.000        0.441       1.133
                  cov(anzkind2,spouse4)|      0.043      0.009     4.92   0.000        0.026       0.061
                 cov(anzkind2,anzkind4)|      1.181      0.026    44.81   0.000        1.130       1.233
                     cov(anzkind2,srh4)|     -0.012      0.017    -0.70   0.483       -0.046       0.022
                    cov(anzkind2,Alpha)|      0.010      0.023     0.42   0.673       -0.036       0.055
                         cov(srh2,srh1)|      0.381      0.013    30.15   0.000        0.356       0.406
                       cov(srh2,alter3)|     -1.289      0.138    -9.33   0.000       -1.560      -1.018
                      cov(srh2,spouse3)|      0.026      0.006     4.29   0.000        0.014       0.038
                     cov(srh2,anzkind3)|     -0.001      0.015    -0.06   0.949       -0.031       0.029
                         cov(srh2,srh3)|      0.400      0.013    29.82   0.000        0.374       0.427
                       cov(srh2,alter4)|     -1.302      0.139    -9.38   0.000       -1.574      -1.030
                      cov(srh2,spouse4)|      0.026      0.007     3.78   0.000        0.013       0.040
                     cov(srh2,anzkind4)|      0.007      0.015     0.48   0.633       -0.023       0.037
                         cov(srh2,srh4)|      0.368      0.014    25.47   0.000        0.339       0.396
                        cov(srh2,Alpha)|     -0.024      0.024    -1.00   0.317       -0.072       0.023
                       cov(srh1,alter3)|     -1.037      0.133    -7.82   0.000       -1.296      -0.777
                      cov(srh1,spouse3)|      0.023      0.006     3.90   0.000        0.011       0.035
                     cov(srh1,anzkind3)|      0.008      0.014     0.59   0.556       -0.020       0.037
                         cov(srh1,srh3)|      0.338      0.013    27.00   0.000        0.313       0.362
                       cov(srh1,alter4)|     -1.053      0.133    -7.93   0.000       -1.313      -0.793
                      cov(srh1,spouse4)|      0.021      0.007     3.25   0.001        0.009       0.034
                     cov(srh1,anzkind4)|      0.006      0.015     0.38   0.701       -0.023       0.035
                         cov(srh1,srh4)|      0.327      0.014    24.03   0.000        0.300       0.353
                        cov(srh1,Alpha)|     -0.021      0.020    -1.05   0.292       -0.059       0.018
                    cov(alter3,spouse3)|     -0.598      0.072    -8.29   0.000       -0.740      -0.457
                   cov(alter3,anzkind3)|      0.728      0.176     4.13   0.000        0.383       1.074
                       cov(alter3,srh3)|     -1.256      0.142    -8.83   0.000       -1.535      -0.977
                     cov(alter3,alter4)|    107.591      2.275    47.29   0.000      103.132     112.051
                    cov(alter3,spouse4)|     -0.870      0.083   -10.53   0.000       -1.032      -0.708
                   cov(alter3,anzkind4)|      0.613      0.181     3.39   0.001        0.259       0.967
                       cov(alter3,srh4)|     -1.595      0.162    -9.82   0.000       -1.913      -1.276
                      cov(alter3,Alpha)|      0.272      1.727     0.16   0.875       -3.113       3.657
                  cov(spouse3,anzkind3)|      0.041      0.008     5.20   0.000        0.025       0.056
                      cov(spouse3,srh3)|      0.025      0.006     4.04   0.000        0.013       0.036
                    cov(spouse3,alter4)|     -0.599      0.072    -8.29   0.000       -0.741      -0.457
                   cov(spouse3,spouse4)|      0.183      0.004    40.61   0.000        0.174       0.192
                  cov(spouse3,anzkind4)|      0.046      0.008     5.72   0.000        0.030       0.061
                      cov(spouse3,srh4)|      0.018      0.007     2.73   0.006        0.005       0.032
                     cov(spouse3,Alpha)|     -0.013      0.011    -1.20   0.232       -0.034       0.008
                     cov(anzkind3,srh3)|     -0.007      0.015    -0.46   0.643       -0.037       0.023
                   cov(anzkind3,alter4)|      0.726      0.177     4.10   0.000        0.379       1.072
                  cov(anzkind3,spouse4)|      0.039      0.009     4.49   0.000        0.022       0.057
                 cov(anzkind3,anzkind4)|      1.189      0.027    44.62   0.000        1.137       1.242
                     cov(anzkind3,srh4)|     -0.007      0.017    -0.42   0.671       -0.041       0.026
                    cov(anzkind3,Alpha)|      0.011      0.023     0.50   0.620       -0.033       0.056
                       cov(srh3,alter4)|     -1.262      0.143    -8.85   0.000       -1.541      -0.982
                      cov(srh3,spouse4)|      0.024      0.007     3.62   0.000        0.011       0.038
                     cov(srh3,anzkind4)|     -0.008      0.016    -0.52   0.602       -0.039       0.022
                         cov(srh3,srh4)|      0.401      0.014    27.82   0.000        0.373       0.429
                        cov(srh3,Alpha)|     -0.025      0.025    -1.03   0.302       -0.074       0.023
                           cov(srh3,E2)|      0.003      0.007     0.47   0.637       -0.011       0.018
                    cov(alter4,spouse4)|     -0.870      0.083   -10.51   0.000       -1.032      -0.708
                   cov(alter4,anzkind4)|      0.610      0.181     3.37   0.001        0.255       0.964
                       cov(alter4,srh4)|     -1.604      0.163    -9.85   0.000       -1.923      -1.285
                      cov(alter4,Alpha)|      0.273      1.730     0.16   0.874       -3.117       3.664
                  cov(spouse4,anzkind4)|      0.048      0.009     5.43   0.000        0.031       0.065
                      cov(spouse4,srh4)|      0.019      0.007     2.61   0.009        0.005       0.033
                     cov(spouse4,Alpha)|     -0.016      0.015    -1.06   0.290       -0.045       0.013
                     cov(anzkind4,srh4)|     -0.006      0.017    -0.37   0.714       -0.040       0.027
                    cov(anzkind4,Alpha)|      0.012      0.022     0.58   0.564       -0.030       0.055
                        cov(srh4,Alpha)|     -0.024      0.030    -0.81   0.417       -0.083       0.034
                           cov(srh4,E2)|      0.002      0.010     0.20   0.844       -0.017       0.021
                           cov(srh4,E3)|      0.006      0.007     0.74   0.459       -0.009       0.020
    ----------------------------------------------------------------------------------------------------
    LR test of model vs. saturated: chi2(23) = 27.12                                Prob > chi2 = 0.2510
    
    Highlights: ML-SEM of instrumental help on self-rated health
    --------------------------------------------------------------------------------------
                         |                 OIM
    sum_helpfromchildren | Coefficient  std. err.      z    P>|z|     [95% conf. interval]
    ---------------------+----------------------------------------------------------------
    sum_helpfromchildren |
    sum_helpfromchildren |
                     L1. |      0.078      0.021     3.82   0.000        0.038       0.119
                         |
                   alter |      0.001      0.016     0.06   0.951       -0.030       0.032
                  spouse |      0.000      0.023     0.02   0.984       -0.045       0.046
                 anzkind |      0.021      0.015     1.37   0.170       -0.009       0.052
                         |
                     srh |
                     --. |     -0.004      0.015    -0.26   0.797       -0.034       0.026
                     L1. |     -0.001      0.010    -0.07   0.943       -0.020       0.019
    --------------------------------------------------------------------------------------
    # of units = 4479. # of periods = 4. First dependent variable is from period 2. 
    Constants are free to vary across time periods
    LR test of model vs. saturated: chi2(23)  =      27.12, Prob > chi2 =  0.2510
    IC Measures: BIC =   89552.43  AIC =   88610.58
    Wald test of all coeff = 0: chi2(6) =      16.59, Prob > chi2 =  0.0109
    
    ----------------------------------------------------------------------------
    Fit statistic        |      Value   Description
    ---------------------+------------------------------------------------------
    Likelihood ratio     |
             chi2_ms(23) |     27.117   model vs. saturated
                p > chi2 |      0.251
             chi2_bs(45) |   1065.699   baseline vs. saturated
                p > chi2 |      0.000
    ---------------------+------------------------------------------------------
    Population error     |
                   RMSEA |      0.006   Root mean squared error of approximation
     90% CI, lower bound |      0.000
             upper bound |      0.014
                  pclose |      1.000   Probability RMSEA <= 0.05
    ---------------------+------------------------------------------------------
    Information criteria |
                     AIC |  88610.582   Akaike's information criterion
                     BIC |  89552.434   Bayesian information criterion
    ---------------------+------------------------------------------------------
    Baseline comparison  |
                     CFI |      0.996   Comparative fit index
                     TLI |      0.992   Tucker–Lewis index
    ---------------------+------------------------------------------------------
    Size of residuals    |
                      CD |      0.198   Coefficient of determination
    ----------------------------------------------------------------------------
    Note: SRMR is not reported because of missing values.
    However, when transfering the estimation to Mplus (using the mplus option in xtdpdml), my model does not seem to be identified and therefore does not provide the std. dev. and p-values in the output.

    I already tried different options (e.g., only estimating the IV and DV without controls, which works perfectly in both programms).
    Does anybody have an idea why the model does not converge/ can't be identified in mplus, but in stata?
    Best,
    Lisa


  • #2
    P.S.
    I tried to use the sem option to estimate the same model using the following code:

    Code:
    sem (sum_helpfromchildren2 <- sum_helpfromchildren1@b1 alter2@b2 spouse2@b3 anzkind2@b4 srh2@b5 srh1@b6 Alpha@1 E2@1 ) //
        (sum_helpfromchildren3 <- sum_helpfromchildren2@b1 alter3@b2 spouse3@b3 anzkind3@b4 srh3@b5 srh2@b6 Alpha@1 E3@1 ) //
        (sum_helpfromchildren4 <- sum_helpfromchildren3@b1 alter4@b2 spouse4@b3 anzkind4@b4 srh4@b5 srh3@b6 Alpha@1),        //
        var(e.sum_helpfromchildren2@0 e.sum_helpfromchildren3@0) var(Alpha) cov(Alpha*(E2 E3)@0_OEx*(E2 E3)@0 E2*(E3)@0 srh3*(E2) srh4*(E2 E3) srh3*(E2)) //
        cformat(%9.3f) var(E2@v1 E3@v1 e.sum_helpfromchildren4@v1)                                            //
        iterate(250) technique(nr 25 bhhh 25) noxconditional method(mlmv)
    It seems that the model does not converge (just like Mplus told me before):

    Code:
    . sem (sum_helpfromchildren2 <- sum_helpfromchildren1@b1 alter2@b2 spouse2@b3 anzkind2@b4 srh2@b5 srh1@b
    > 6 Alpha@1 E2@1 ) //
    (1038 observations with missing values excluded)
    
    Endogenous variables
      Observed: sum_helpfromchildren2
    
    Exogenous variables
      Observed: sum_helpfromchildren1 alter2 spouse2 anzkind2 srh2 srh1
      Latent:   Alpha E2
    model not identified;
    too many latent variables
    r(503);
    HOWEVER, when I try the simple model with only DV + IV, which works with the xtdpdml command and in Mplus, I receive the following output:

    Code:
    sem (sum_helpfromchildren2 <- sum_helpfromchildren1@b1 srh2@b2 srh1@b3 Alpha@1 E2@1 ) //
        (sum_helpfromchildren3 <- sum_helpfromchildren2@b1 srh3@b2 srh2@b3 Alpha@1 E3@1 ) //
        (sum_helpfromchildren4 <- sum_helpfromchildren3@b1 srh4@b2 srh3@b3 Alpha@1 ),     //
        var(e.sum_helpfromchildren2@0 e.sum_helpfromchildren3@0) var(Alpha)               //
        cov(Alpha*(E2 E3)@0_OEx*(E2 E3)@0 E2*(E3)@0 srh3*(E2) srh4*(E2 E3) srh3*(E2))     //
        cformat(%9.3f) var(E2@v1 E3@v1 e.sum_helpfromchildren4@v1)                          //
        iterate(250) technique(nr 25 bhhh 25) noxconditional method(mlmv)
    
    
    . sem (sum_helpfromchildren2 <- sum_helpfromchildren1@b1 srh2@b2 srh1@b3 Alpha@1 E2@1 ) //
    (1038 observations with missing values excluded)
    
    Endogenous variables
      Observed: sum_helpfromchildren2
    
    Exogenous variables
      Observed: sum_helpfromchildren1 srh2 srh1
      Latent:   Alpha E2
    model not identified;
    too many latent variables
    r(503);

    Comment

    Working...
    X