Announcement

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

  • Getting Modification Indices using FIML in SEM

    Hi,

    I have recently started using stata for my SEM analysis. Before, I used AMOS. I know AMOS doesn't give you Modification Indices when using FIML for handling missing values. What about stata? Can I get MIs using FIML is stata?

    I actually did test this but I got an odd outcome for the modification indices:

    Code:
    . estat mindices, showpclass(merrvar) min(1)
    
    Modification indices
    
    ----------------------------------------------------------------------------
                                 |                                      Standard
                                 |        MI     df   P>MI        EPC        EPC
    -----------------------------+----------------------------------------------
          cov(e.ILRein,e.ILRecol)|         .      1      .          .          .
          cov(e.ILRein,e.ILBreed)|         .      1      .          .          .
           cov(e.ILRein,e.CoRein)|         .      1      .          .          .
          cov(e.ILRein,e.CoRecol)|         .      1      .          .          .
          cov(e.ILRein,e.CoBreed)|         .      1      .          .          .
         cov(e.ILRein,e.DeerRisk)|         .      1      .          .          .
         cov(e.ILRein,e.WildRisk)|         .      1      .          .          .
         cov(e.ILRein,e.LiveRisk)|         .      1      .          .          .
        cov(e.ILRein,e.ChildRisk)|         .      1      .          .          .
           cov(e.ILRein,e.PPRisk)|         .      1      .          .          .
       cov(e.ILRein,e.SafetyRisk)|         .      1      .          .          .
           cov(e.ILRein,e.Danger)|         .      1      .          .          .
              cov(e.ILRein,e.Bad)|         .      1      .          .          .
    And here is the code and model outcome:

    Code:
    . sem (ReInt -> ILRein, ) (ReInt -> ILRecol, ) (ReInt -> ILBreed, ) (ReInt -> CoRein, ) (ReInt -> CoRecol, ) (ReInt -> CoBreed, ) (PRA -> DeerRisk, ) (PRA -> WildRisk, ) (PRA -> LiveRisk, ) (PRH -> 
    > ChildRisk, ) (PRH -> PPRisk, ) (PRH -> SafetyRisk, ) (ATT -> Danger, ) (ATT -> Bad, ) (ATT -> Harmful, ) (ATT -> Neg, ) (EMP -> Joy, ) (EMP -> Surp, ) (EMP -> Int, ) (EMP -> Awe, ) (EMN -> Fear, )
    >  (EMN -> Anger, ) (EMN -> Hate, ) (EMN -> Disgust, ) (EMN -> Worry, ) (TR -> Resp, ) (TR -> Risk, ), covstruct(_lexogenous, diagonal) method(mlmv) latent(ReInt PRA PRH ATT EMP EMN TR ) cov( PRA*Re
    > Int PRH*ReInt PRH*PRA ATT*ReInt ATT*PRA ATT*PRH EMP*ReInt EMP*PRA EMP*PRH EMP*ATT EMN*ReInt EMN*PRA EMN*PRH EMN*ATT EMN*EMP TR*ReInt TR*PRA TR*PRH TR*ATT TR*EMP TR*EMN) nocapslatent
    (24 all-missing observations excluded)
    
    Endogenous variables
    
    Measurement:  ILRein ILRecol ILBreed CoRein CoRecol CoBreed DeerRisk WildRisk LiveRisk ChildRisk PPRisk SafetyRisk Danger Bad Harmful Neg Joy Surp Int Awe Fear Anger Hate Disgust Worry Resp Risk
    
    Exogenous variables
    
    Latent:       ReInt PRA PRH ATT EMP EMN TR
    
    Fitting saturated model:
    
    Iteration 0:   log likelihood = -275347.57  
    Iteration 1:   log likelihood = -273836.29  
    Iteration 2:   log likelihood = -273677.84  
    Iteration 3:   log likelihood = -273673.58  
    Iteration 4:   log likelihood = -273673.57  
    
    Fitting baseline model:
    
    Iteration 0:   log likelihood =  -372410.1  
    Iteration 1:   log likelihood = -372390.03  
    Iteration 2:   log likelihood = -372390.02  
    
    Fitting target model:
    
    Iteration 0:   log likelihood =  -289069.1  
    Iteration 1:   log likelihood = -287233.42  
    Iteration 2:   log likelihood = -285447.14  
    Iteration 3:   log likelihood = -284549.52  
    Iteration 4:   log likelihood = -284513.09  
    Iteration 5:   log likelihood = -284512.73  
    Iteration 6:   log likelihood = -284512.73  
    
    Structural equation model                       Number of obs     =      7,726
    Estimation method  = mlmv
    Log likelihood     = -284512.73
    
     ( 1)  [ILRein]ReInt = 1
     ( 2)  [DeerRisk]PRA = 1
     ( 3)  [ChildRisk]PRH = 1
     ( 4)  [Danger]ATT = 1
     ( 5)  [Joy]EMP = 1
     ( 6)  [Fear]EMN = 1
     ( 7)  [Resp]TR = 1
    ----------------------------------------------------------------------------------
                     |                 OIM
                     |      Coef.   Std. Err.      z    P>|z|     [95% Conf. Interval]
    -----------------+----------------------------------------------------------------
    Measurement      |
      ILRein <-      |
               ReInt |          1  (constrained)
               _cons |   2.367832   .0157641   150.20   0.000     2.336935    2.398729
      ---------------+----------------------------------------------------------------
      ILRecol <-     |
               ReInt |   1.053291   .0083114   126.73   0.000     1.037001    1.069581
               _cons |   2.761155    .016473   167.62   0.000     2.728868    2.793441
      ---------------+----------------------------------------------------------------
      ILBreed <-     |
               ReInt |   1.066716   .0072229   147.69   0.000      1.05256    1.080873
               _cons |   2.487935   .0158568   156.90   0.000     2.456856    2.519013
      ---------------+----------------------------------------------------------------
      CoRein <-      |
               ReInt |   .9863733   .0075645   130.40   0.000     .9715472    1.001199
               _cons |    2.17125    .015305   141.87   0.000     2.141253    2.201247
      ---------------+----------------------------------------------------------------
      CoRecol <-     |
               ReInt |   1.063077   .0080581   131.93   0.000     1.047284    1.078871
               _cons |   2.512564   .0163285   153.88   0.000     2.480561    2.544567
      ---------------+----------------------------------------------------------------
      CoBreed <-     |
               ReInt |   1.049597   .0072204   145.37   0.000     1.035446    1.063749
               _cons |   2.296776     .01562   147.04   0.000     2.266161     2.32739
      ---------------+----------------------------------------------------------------
      DeerRisk <-    |
                 PRA |          1  (constrained)
               _cons |   4.042988   .0154249   262.11   0.000     4.012756    4.073221
      ---------------+----------------------------------------------------------------
      WildRisk <-    |
                 PRA |   .9673517   .0121951    79.32   0.000     .9434496    .9912537
               _cons |   4.014848   .0144888   277.10   0.000      3.98645    4.043246
      ---------------+----------------------------------------------------------------
      LiveRisk <-    |
                 PRA |   1.021489   .0165212    61.83   0.000     .9891082     1.05387
               _cons |   4.220008   .0153918   274.17   0.000      4.18984    4.250175
      ---------------+----------------------------------------------------------------
      ChildRisk <-   |
                 PRH |          1  (constrained)
               _cons |    3.95408   .0166497   237.49   0.000     3.921447    3.986713
      ---------------+----------------------------------------------------------------
      PPRisk <-      |
                 PRH |   .9327239   .0090966   102.54   0.000     .9148949    .9505529
               _cons |   3.587606   .0165262   217.09   0.000     3.555216    3.619997
      ---------------+----------------------------------------------------------------
      SafetyRisk <-  |
                 PRH |   1.082668   .0091939   117.76   0.000     1.064648    1.100688
               _cons |    3.42565   .0178095   192.35   0.000     3.390744    3.460556
      ---------------+----------------------------------------------------------------
      Danger <-      |
                 ATT |          1  (constrained)
               _cons |   2.559816   .0172554   148.35   0.000     2.525996    2.593636
      ---------------+----------------------------------------------------------------
      Bad <-         |
                 ATT |   1.553308    .022659    68.55   0.000     1.508897    1.597719
               _cons |    3.32363   .0198359   167.56   0.000     3.284752    3.362507
      ---------------+----------------------------------------------------------------
      Harmful <-     |
                 ATT |   1.566248   .0226288    69.21   0.000     1.521896    1.610599
               _cons |   3.109494   .0201049   154.66   0.000     3.070089    3.148899
      ---------------+----------------------------------------------------------------
      Neg <-         |
                 ATT |   1.565053   .0234165    66.84   0.000     1.519157    1.610948
               _cons |   3.370954     .02047   164.68   0.000     3.330834    3.411074
      ---------------+----------------------------------------------------------------
      Joy <-         |
                 EMP |          1  (constrained)
               _cons |   3.049558   .0231144   131.93   0.000     3.004255    3.094862
      ---------------+----------------------------------------------------------------
      Surp <-        |
                 EMP |    .320706   .0162341    19.76   0.000     .2888877    .3525243
               _cons |   4.908053    .021721   225.96   0.000     4.865481    4.950626
      ---------------+----------------------------------------------------------------
      Int <-         |
                 EMP |    .751333   .0179425    41.87   0.000     .7161663    .7864998
               _cons |    4.58208   .0225093   203.56   0.000     4.537963    4.626197
      ---------------+----------------------------------------------------------------
      Awe <-         |
                 EMP |   .8267311   .0188626    43.83   0.000     .7897611    .8637011
               _cons |    4.26194   .0235476   180.99   0.000     4.215788    4.308093
      ---------------+----------------------------------------------------------------
      Fear <-        |
                 EMN |          1  (constrained)
               _cons |   3.491788   .0230882   151.24   0.000     3.446536     3.53704
      ---------------+----------------------------------------------------------------
      Anger <-       |
                 EMN |   1.401427   .0200105    70.03   0.000     1.362208    1.440647
               _cons |   2.704232   .0240183   112.59   0.000     2.657157    2.751307
      ---------------+----------------------------------------------------------------
      Hate <-        |
                 EMN |    1.24744   .0186942    66.73   0.000       1.2108     1.28408
               _cons |   2.317807   .0221732   104.53   0.000     2.274348    2.361266
      ---------------+----------------------------------------------------------------
      Disgust <-     |
                 EMN |   1.356593   .0200441    67.68   0.000     1.317308    1.395879
               _cons |   2.441522   .0236347   103.30   0.000     2.395198    2.487845
      ---------------+----------------------------------------------------------------
      Worry <-       |
                 EMN |   1.209849   .0199619    60.61   0.000     1.170725    1.248974
               _cons |   3.801556   .0250947   151.49   0.000     3.752372    3.850741
      ---------------+----------------------------------------------------------------
      Resp <-        |
                  TR |          1  (constrained)
               _cons |   2.590681   .0141721   182.80   0.000     2.562904    2.618458
      ---------------+----------------------------------------------------------------
      Risk <-        |
                  TR |   .9981851   .0095531   104.49   0.000     .9794613    1.016909
               _cons |   2.744144   .0147319   186.27   0.000      2.71527    2.773018
    -----------------+----------------------------------------------------------------
        var(e.ILRein)|   .3682032   .0068186                      .3550786    .3818129
       var(e.ILRecol)|   .3739133   .0071168                      .3602216    .3881254
       var(e.ILBreed)|   .1780845    .003995                       .170424    .1860894
        var(e.CoRein)|   .2996124   .0057586                      .2885356    .3111144
       var(e.CoRecol)|   .3061637   .0059993                      .2946282    .3181509
       var(e.CoBreed)|   .1767298   .0039876                      .1690844    .1847208
      var(e.DeerRisk)|   .6267254   .0168351                      .5945827    .6606057
      var(e.WildRisk)|   .4837604   .0146835                      .4558206    .5134127
      var(e.LiveRisk)|   .5713034   .0177459                      .5375597    .6071652
     var(e.ChildRisk)|   .3824045   .0100904                      .3631303    .4027017
        var(e.PPRisk)|   .5689251   .0117176                      .5464164     .592361
    var(e.SafetyRisk)|   .3909516   .0110825                      .3698226    .4132876
        var(e.Danger)|   1.113063   .0204305                      1.073731    1.153835
           var(e.Bad)|   .4305817   .0117229                      .4082075    .4541822
       var(e.Harmful)|   .4793582   .0126248                       .455242    .5047521
           var(e.Neg)|   .5540309   .0135703                       .528062    .5812769
           var(e.Joy)|   1.137634   .0498429                      1.044021    1.239642
          var(e.Surp)|   3.182667   .0546514                      3.077334    3.291604
           var(e.Int)|   2.133382   .0503627                      2.036922     2.23441
           var(e.Awe)|   2.135592   .0543521                      2.031677    2.244822
          var(e.Fear)|   2.132374   .0378683                       2.05943    2.207901
         var(e.Anger)|   .7166806   .0179196                      .6824055    .7526773
          var(e.Hate)|   .8104349   .0179142                      .7760734    .8463177
       var(e.Disgust)|   .8014416   .0189537                      .7651408    .8394646
         var(e.Worry)|    2.02764   .0372388                      1.955951    2.101956
          var(e.Resp)|    .207582   .0092488                      .1902235    .2265244
          var(e.Risk)|     .33481   .0101944                      .3154139     .355399
           var(ReInt)|   1.542687   .0304368                       1.48417     1.60351
             var(PRA)|   1.159012   .0304945                      1.100759    1.220348
             var(PRH)|   1.712068   .0345673                       1.64564    1.781177
             var(ATT)|   .9820016   .0310121                      .9230619    1.044705
             var(EMP)|    2.85128   .0779081                      2.702599     3.00814
             var(EMN)|   1.837868   .0570265                      1.729429    1.953107
              var(TR)|   1.324677   .0260932                      1.274509    1.376818
    -----------------+----------------------------------------------------------------
       cov(ReInt,PRA)|  -.6824721   .0195921   -34.83   0.000    -.7208718   -.6440723
       cov(ReInt,PRH)|  -.9486406   .0235449   -40.29   0.000    -.9947878   -.9024934
       cov(ReInt,ATT)|   .8050419   .0209692    38.39   0.000     .7639429    .8461408
       cov(ReInt,EMP)|   1.514507   .0398869    37.97   0.000      1.43633    1.592684
       cov(ReInt,EMN)|  -1.027537   .0275451   -37.30   0.000    -1.081525   -.9735501
        cov(ReInt,TR)|   1.102744   .0226364    48.72   0.000     1.058377     1.14711
         cov(PRA,PRH)|   .9746683   .0232805    41.87   0.000     .9290394    1.020297
         cov(PRA,ATT)|  -.5145831   .0171027   -30.09   0.000    -.5481037   -.4810624
         cov(PRA,EMP)|  -.7113154   .0303917   -23.40   0.000     -.770882   -.6517487
         cov(PRA,EMN)|   .7170415   .0233436    30.72   0.000     .6712889    .7627941
          cov(PRA,TR)|  -.5527369   .0179764   -30.75   0.000    -.5879699   -.5175038
         cov(PRH,ATT)|  -.6663646   .0203852   -32.69   0.000    -.7063189   -.6264104
         cov(PRH,EMP)|  -1.104646   .0369136   -29.93   0.000    -1.176995   -1.032297
         cov(PRH,EMN)|   1.092838   .0297216    36.77   0.000     1.034584    1.151091
          cov(PRH,TR)|  -.7754056   .0214292   -36.18   0.000    -.8174061   -.7334051
         cov(ATT,EMP)|   1.035356   .0324461    31.91   0.000      .971763     1.09895
         cov(ATT,EMN)|  -.7593164   .0236375   -32.12   0.000    -.8056451   -.7129877
          cov(ATT,TR)|    .625531   .0182521    34.27   0.000     .5897576    .6613043
         cov(EMP,EMN)|  -1.026022   .0414317   -24.76   0.000    -1.107227   -.9448173
          cov(EMP,TR)|   1.111355   .0332034    33.47   0.000     1.046277    1.176433
          cov(EMN,TR)|  -.8763244   .0248456   -35.27   0.000    -.9250208   -.8276281
    ----------------------------------------------------------------------------------
    LR test of model vs. saturated: chi2(303) =  21678.33, Prob > chi2 = 0.0000
    I even used the "slow" option with "mindices", no results:

    Code:
    . estat mindices, slow
    
    Modification indices
    
    ----------------------------------------------------------------------------
                                 |                                      Standard
                                 |        MI     df   P>MI        EPC        EPC
    -----------------------------+----------------------------------------------
    Measurement                  |
      ILRein <-                  |
                             PRA |         .      1      .          .          .
                             PRH |         .      1      .          .          .
                             ATT |         .      1      .          .          .
                             EMP |         .      1      .          .          .
                             EMN |         .      1      .          .          .
                              TR |         .      1      .          .          .
      ---------------------------+----------------------------------------------
      ILRecol <-                 |
                             PRA |         .      1      .          .          .
                             PRH |         .      1      .          .          .
                             ATT |         .      1      .          .          .
                             EMP |         .      1      .          .          .
                             EMN |         .      1      .          .          .
                              TR |         .      1      .          .          .
      ---------------------------+----------------------------------------------
      ILBreed <-                 |
                             PRA |         .      1      .          .          .
Working...
X