wrote: In[SEM] intro 8, entitled Standard errors, the full story, 19. Equivalent Models and Computer Algebra. variance-covariance matrix from the v=2 variables (which gives two Below are some tricks that sometimes help the Stata sem program achieve convergence. A while back someone posted an example of a model fit by -sem- (an Preview: A Latent Variable SEM Latent Variable Model (cont.) It's easiest to see this in a standardized solution, because 1 structural coefficient Stata’s structural equation modeling (SEM) builder was popular at both meetings and I wanted to show you how easy it is to use. Thus, a model could always be identified by adding more variables or Change address gen x2 = x + rnormal() Moreover, most structural equation modeling computer programs can determine whether a given model is identified. Kenny, D. A. http://www.hec.unil.ch/people/jantonakis Subscribe to Stata News The Stata Blog There are 3 elements--v(v+1)/2--in the •Structural equation modeling is a way of thinking, a way of writing, and a way of estimating.-Stata SEM Manual, pg 2 If you’re not a Stata user, you can accomplish the same thing with any linear structural equation modeling software, as explained in Allison et al. variances and a covariance) and what is being estimated is: * For searches and help try: STRUCTURAL EQUATION MODELING Overview An illustrated tutorial and introduction to structural equation modeling using SPSS AMOS, SAS PROC CALIS, and Stata sem and gsem commands for examples. exploratory factor analysis) and I showed that it was unidentified. We need to add the option So without measurement models, the structural model is not identified. If you look at "chi2(-1)" and "Prob > chi2 = ." By default, both Stata commands sem and gsem assume that the Although our model did not fit all that well compared to the saturated model, the fit of the baseline model compared to the saturated model is much worse, with chi2(10) = 361.012, p = 0.0000. e.g., http://link.springer.com/article/10.1007%2FBF02293855 Bekker, Merckens and Wansbeek (1994) wrote a nice book on the From Correlation and causality. 1. Books on statistics, Bookstore Johannes, You could use .sem (x1<- X1), reliability(x1 .8) Then, you could try other estimates of reliability to do a sensitivity analysis. Identification, To determine whether the model is identified or not, compare the number of data points to the number of parameters to be estimated. a regression model), to not use all cases in the dataset. But it’s a lot more tedious … topic and there are some other nice articles around which I can dig up Sat, 08 Dec 2012 10:40:01 +0100 On a basic level, and with respect to the number of variables one has in That is, the model imposes no restrictions on the variances and covariances of the variables. University of Lausanne 2. 2 variances of the disturbances signs is that the standard errors are massive compared to what you'd 1 variance of the latent variable e.g., set seed 100 set obs 1000 gen x = rnormal() gen x1 = x + rnormal() gen x2 = x + rnormal() sem (X ->x1 x2) To * http://www.stata.com/support/faqs/resources/statalist-faq/ Study 3 took a holistic view and examined the validity of the extended TAM proposed in SEM packages are checking them. On Fri, Dec 7, 2012 at 1:19 PM, William Buchanan __________________________________________ 2. sem. Consider the path diagram below. A * http://www.ats.ucla.edu/stat/stata/, http://link.springer.com/article/10.1007%2FBF02293855, http://www.stata.com/statalist/archive/2012-10/msg00525.html, http://www.stata.com/statalist/archive/2012-10/msg00526.html, http://www.stata.com/support/faqs/resources/statalist-faq/, Re: st: Model identification in Stata sem(). Estimating the FE Model Switching Data From Wide to Long Stata for Method 2 with NLSY Data Limitations of Classic FE FE in SEM FE with sem command Sem Results Sem Results (cont.) Of course, there are other issues related to identification with respect There are no truly general tests of identification of a model. Suitable for introductory graduate-level study. o 2SLS of the supply equation using income as an instrument gives us the same estimator as ILS in the just-identified case. * http://www.stata.com/help.cgi?search (Just posted something on statalist a few hours ago, did not run that well, either.) http://www.stata.com/statalist/archive/2012-10/msg00525.html The first iteration(called Iteration 0) is the log likelihood of the “null” or “empty” model; thatis, a model with no predictors. For the latter see page 50: * 1 loading for one of the indicators (the other is constrained to 1) The sign was that the standard errors were whack, so one of the best over-identified (necessary but not sufficient). to checking for local identification as Jay suggested below, empirical See also McDonald, R. P. (1982). The Leadership Quarterly It is still helpful to have rules of thumb because researchers need to know the identification status of their models before those models are estimated. option can be used to tell Stata which variables are latent. To investigate how missing covariates are handled, I’ll consider the simplest possible situation, in which we have one outcome Y and one covariate X, with Y following a simple linear regression model given X. We need to add the option nocapslatent, so sem will treat all variables as observed by default. Among the new features are these: Any time "." is not identified. This can occur for a number of reasons, for example because if was used to tell Stata to perform the analysis on a subset of cases, or because some cases had missing values on some or all of the variables in the analysis. We provide lots of technical detail expanding on item 18. (1979). uses the convention that latent variables start with an uppercase character, observed variables with a lowercase character. * gen x = rnormal() Supported platforms, Stata Press books Prof. John Antonakis At the next iteration (called Iteration1), the variables s… Even when you use the SEM Builder, you are using the sem command. by making constraints (e.g., that the loadings are tau-equivalent, and Features Best, My goal is simply to show you how to use the SEM builder assuming that you already know something about SEM. All three exogenous variables were found to be significant predictors of faculty usage of LMS. computing the Jacobian matrix and checking its rank, which must be 1. http://www.stata.com/statalist/archive/2012-10/msg00526.html no paths from latent variable Price to observed variables, Error: No paths from latent variable to observed variables. Notice: On April 23, 2014, Statalist moved from an email list to a forum, based at statalist.org. For example I might start with: sem (I -> i1 i2 i3 i4 i5_1) /// (CS -> c1 c2 c3 c4 c5) /// (CS <- I) Than continue with: New York, o The demand equation is just identified because there is only one way of extracting the structural parameters from the reduced-form parameters.