OUTPUT: MOD provided me with the modification indicies for BY statement only.
Linda K. Muthen posted on Tuesday, July 24, 2007 - 2:52 pm |
Sofie Wouters posted on Wednesday, August 05, 2009 - 7:52 am |
I am trying to fit a model with one latent factor that was measured by 10 items.
First, I did a CFA with these 10 items being indicators of my latent factor (without parcels). However, the fit of the model was not good. I then looked at modification indices and ended up adding 9 WITH-statements which did result in a good fit(item2 with item 6, . ), but I'm asking myself if this makes any sense? Is this a common finding?
I also tried to remedy the bad fit of my model by using item parcels, with result in very good fit indices, but then my structural paths were no longer significant, whereas these paths were significant in the adjusted model with the WITH-statements.
Any ideas on how to solve this problem? Or is my model just not good enough?
Linda K. Muthen posted on Wednesday, August 05, 2009 - 10:11 am |
Sofie Wouters posted on Thursday, August 06, 2009 - 12:34 am |
Linda K. Muthen posted on Thursday, August 06, 2009 - 7:28 am |
Sofie Wouters posted on Friday, August 07, 2009 - 12:33 am |
mpluslover posted on Monday, January 11, 2010 - 11:21 am |
I am trying to run measurement model.
Is there any commend to view all modication indices?
I ran my measurement model with several latent variables.
I wrote "mod(all)", then output did not show modification indices across indicators.
In other words, my latent variables, A, B, & C, have three indicators, a1 a2 a3, b1 b2 b3, c1 c2 c3.
But the modification indices showed a1&b1, a1&b2, a1 & c1 and so on.
However, I'd like to see correlated errors within one latent variable such as a1 & a2, a1 & a3, a2 & a3.
What commands can I use instead of "mod(all)"?
Linda K. Muthen posted on Monday, January 11, 2010 - 2:57 pm |
mpluslover posted on Thursday, January 21, 2010 - 3:55 pm |
However, even though I tried to use that, it does not seem to give what I wanted.
Are there any other reasons for this problem?
If you don't mind, could you have a look at my input commands?
pwb by pposaf pnegaf; pposaf @3;
PLE by psoact ppasset@.5; psoact@.5;
Health by HealPro poars18 poars19 ;
PES by MNEEDS FINEMRG PEXTRAS;
PHY by piadlsum ppadlsum; ppadlsum@3.5;
SS by PSRES02 PSRES01 PSRES03;
pwb with PLE @0; pwb with health @0; pwb with PES @0; pwb with PHY @0; pwb with SS @0; PLE with health@0; PLE with PES @0; PLE with PHY@0; PLE with SS@0;health with PES@0; health with PHY@0; health with SS@0; PES with PHY@0; PES with SS@0; PHY with SS@0;
Linda K. Muthen posted on Thursday, January 21, 2010 - 5:05 pm |
Pranav Gandhi posted on Saturday, May 08, 2010 - 4:06 pm |
Linda K. Muthen posted on Sunday, May 09, 2010 - 9:14 am |
Pranav Gandhi posted on Sunday, May 09, 2010 - 5:35 pm |
Linda K. Muthen posted on Monday, May 10, 2010 - 7:46 am |
Pranav Gandhi posted on Monday, May 10, 2010 - 8:37 pm |
Jak posted on Wednesday, May 12, 2010 - 5:28 am |
I am fitting a factor model on 5 items. Instead of adding a residual covariance between item 2 and 4, I want to add an uncorrelated common factor with its variance fixed to 1 and equality constraints on the factor loadings (gives identical fit).
The covariance is negative, so this is the syntax I used:
f2 by v2* (l1) ;
f2 by v4 (l2);
MODEL CONSTRAINT:
l1 = -1 * l2;
Using this syntax however, modification indices are not given, because
"MODINDICES option is not available in conjunction with nonlinear constraints
through the use of MODEL CONSTRAINT. "
Is there a way to still obtain the modification indices in my situation?
Linda K. Muthen posted on Wednesday, May 12, 2010 - 8:24 am |
Jak posted on Wednesday, May 19, 2010 - 2:08 am |
In your example syntax, if p is negative, the model implied covariance between the items is still positive (p*p).
Because I want the extra factor instead of a negative residual covariance, lambda21*psi11*lambda41 should be negative. And therefore one of the factorloadings should be negative and the other positive, but of equal size.
Is there an other way to do this then via the MODEL CONSTRAINT command so that i still obtain modification incidices?
Bengt O. Muthen posted on Wednesday, May 19, 2010 - 11:20 am |
This will give a loading fixed at 1 for y1 and a free loading lambda_2 for y2. The residual covariance is then parameterized as lambda_2:
The lambda_2 loading can be negative or positive, so you get full flexibility.
But if you insist on the y1 loading being free as well and holding them equal but with opposite signs, you can use Model Constraint with
Jak posted on Thursday, May 20, 2010 - 3:14 am |
Emily Blood posted on Thursday, October 21, 2010 - 1:42 pm |
Linda K. Muthen posted on Thursday, October 21, 2010 - 2:19 pm |
Utkun Ozdil posted on Monday, March 14, 2011 - 9:09 am |
Is there a way to get these indices with WLSM estimation or should ML estimation be used instead to get them?
Linda K. Muthen posted on Tuesday, March 15, 2011 - 10:30 am |
Samuel McAbee posted on Friday, June 24, 2011 - 10:20 am |
I am new to the Mplus software, and was wondering how the MODINDICES command is scaled. Does the output reflect Modification Indices by fixing the factor variance or by fixing a reference indicator?
In our current project we would like to be able to run multiple models using each possible reference indicator and generate their respective resulting modification indices, following the strategy suggested by Cheung & Rensvold (1999) and Nye, Roberts, Saucier, & Zhou (2008).
Linda K. Muthen posted on Friday, June 24, 2011 - 4:47 pm |
Christoph Weber posted on Monday, July 25, 2011 - 12:57 pm |
Does the modindices already correct for the MLR-estimation? Or does the reported chi-square correspond to the ML-Chi-Square?
And is it correct, that the p-value of the chi�-difference is equivalent to the p-value of the relevant estimate (for ML)?
And if this is true, does it also apply to MLR-estimation?
Linda K. Muthen posted on Tuesday, July 26, 2011 - 10:19 am |
Christoph Weber posted on Wednesday, July 27, 2011 - 3:27 am |
Christoph Weber posted on Wednesday, July 27, 2011 - 6:48 am |
is it possible, that this (see above) is the result of multicollinearity.
Is the Chi�-difference test to the same extent affected by multicoll. like the SE of the estimate?
Linda K. Muthen posted on Wednesday, July 27, 2011 - 8:19 am |
Christoph Weber posted on Wednesday, July 27, 2011 - 8:54 am |
Linda K. Muthen posted on Thursday, July 28, 2011 - 9:21 am |
Jan Breitsohl posted on Saturday, August 20, 2011 - 1:16 am |
What is considered to be an EPC high enough to modify the parameter?
I get the following and am not sure which to consider for modification:
M.I. E.P.C. Std E.P.C. StdYX E.P.C.
25.818 -0.123 -0.106 -0.093
43.591 0.174 0.140 0.146
11.818 0.171 0.171 0.306
41.095 0.109 0.109 0.201
15.937 0.037 0.037 0.123
10.939 -0.046 -0.046 -0.090
Thank you very much
Bengt O. Muthen posted on Saturday, August 20, 2011 - 8:55 am |
Richard E. Zinbarg posted on Thursday, November 10, 2011 - 10:01 am |
Linda K. Muthen posted on Thursday, November 10, 2011 - 11:56 am |
Richard E. Zinbarg posted on Thursday, November 10, 2011 - 1:46 pm |
Linda K. Muthen posted on Thursday, November 10, 2011 - 1:55 pm |
Richard E. Zinbarg posted on Thursday, November 10, 2011 - 6:02 pm |
Eefje Steenvoorden posted on Tuesday, August 28, 2012 - 7:58 am |
My CFA model turns out nicely I think, with an RMSEA of 0.035 and CFI/TLI of 0.985/0.980. But some MI's turn out to be 999.999. When I exclude an item, this effect is gone and the model is still very similar in other respets. Could you tell be why these very similar model suddenly have not calculable MI's? And how should I judge my model?
Thank you in advance,
Linda K. Muthen posted on Tuesday, August 28, 2012 - 8:40 am |
Eefje Steenvoorden posted on Wednesday, August 29, 2012 - 1:22 am |
Linda K. Muthen posted on Wednesday, August 29, 2012 - 9:37 am |
Jennifer Clark posted on Tuesday, December 11, 2012 - 5:47 am |
I think I have read the MIs are related to chi squared values and hence are affected by sample size? I was just wondering because I have a sample of over 6,500 people. I am testing a CFA (3 factors, each with 6-9 observed indicators) for a new theoretical concept (first explored with an EFA). My chi squared value is understandably large at 5,192 with 227 degrees of freedom, but my model fit indices are very good (CFI/TFI=0.97, RMSEA= 0.55 with tight 90%CI). My observed indicators are ordinal and very skewed so I am using WLSMV estimator.
My questions:
1) I have very large MI values (in just the BY statements I have 15 with values over 100, 5 over 400) but could the size of these values be affected by my sample size? Only 5 of them have StdYX E.P.C greater than 0.3, so potentially not all of them affect the model parameters that much? Or is this saying something counter to my good model fit indices?
2) My WRMR value is 3.707. This seems oddly large? What does that mean?
Linda K. Muthen posted on Tuesday, December 11, 2012 - 8:21 am |
fallleafsean posted on Sunday, January 06, 2013 - 5:06 am |
Bengt O. Muthen posted on Sunday, January 06, 2013 - 5:21 pm |
Typically, if you free a parameter that has a large MI, convergence problems don't occur. If they do, you can request SVALUES in the Output command of the first run which gives the estimates of that run to be used as starting values in the second run where you free the parameter.
maryam habibi posted on Wednesday, November 13, 2013 - 11:54 pm |
If i want to reduce my chi squared because in my modification indices two with statement variables are correlated, how do i do this in the codes??
lets say the MI for
x with Y, and
Y with Z
are larger than 3.84 and correlated theoretically
What is the code to free the parameters in my CFA ?
Linda K. Muthen posted on Thursday, November 14, 2013 - 6:09 am |
Yeshim Iqbal posted on Tuesday, June 02, 2015 - 2:59 am |
I am currently using the MODEL CONSTRAINT command to set parameters equal across groups (all variables are observed), but this means I cannot get any modindices to see which parameters "ask to" be set free. is there an alternate way to do this that would allow me to access modindices?
Linda K. Muthen posted on Tuesday, June 02, 2015 - 6:22 am |
Noud Frielink posted on Monday, September 28, 2015 - 9:30 am |
We conducted a CFA, and although the model fit is good, there are some misspecifications in the model as indicated by 'the detection of misspecification�-procedure (Saris, Satorra, & van der Veld, 2009). We can deal with these misspecifications by adding three additional parameters to the model, but this is not preferable as these parameters needs to be added to items that are not in the same factor. Therefore, although the model scores good with respect to the traditional fit indices, the model fit is not good (enough).
We are now thinking about a solution to test whether the model we tested may have a few misspecifications, but regardless of these misspecifications, the tested model is the best possible model. We want to use a permutation test for this (in which we test whether the dividing of the items in the factors in our tested model is significantly better than the dividing of items in any other model), but I'm not sure whether this is possible in Mplus. And if so, how can I use it in mplus?
Bengt O. Muthen posted on Tuesday, September 29, 2015 - 6:30 am |
Rohan Jayasuriya posted on Sunday, February 28, 2016 - 5:14 am |
My model fit is poor and MI's are numerous
What I do not understand is (A) why the following MI's are given
MSE_1 ON RSE_1 /
RSE_1 BY MSE_1 49.837 -1.321 -1.581 -1.581
when RSE_1 on MSE_1 is in the model.
(B) what change(modification) do I need to make in the model for
CP_1 ON AP_1 /
AP_1 BY CP_1 44.125 1.587 1.576 1.576
(c) which modification do I choose first
RSE_1 WITH INTEX1 49.626 0.155 0.867 0.867
RSE_1 WITH MSE_1 49.837 -0.221 -1.285 -1.285
[please note the model had RSE_1 on MSE_1: so why is this indicating a change]
Linda K. Muthen posted on Sunday, February 28, 2016 - 5:59 am |
Rohan Jayasuriya posted on Wednesday, March 02, 2016 - 3:44 am |
thank you for the prompt reply. Sorry, can I ask a clarification here. In the case of RSE_1 on MSE_1 , a parameter was estimated in the model "RSE_1 on MSE_1;"
It is a substantive question. If it is already in the model what modification can I ask for as model2 ?
Linda K. Muthen posted on Wednesday, March 02, 2016 - 10:02 am |
Rohan Jayasuriya posted on Saturday, March 05, 2016 - 3:22 am |
Your last sentence clarifies what I need to do
Jon A Watford posted on Friday, July 28, 2017 - 2:27 pm |
Why does Mplus sometimes give me modification indices for things I already have in the model?
For example, if I have specified:
Why will it sometimes give me a mod index that suggests that adding
F1 BY A
will improve the fit?
Does this especially happen in invariance models?
Bengt O. Muthen posted on Friday, July 28, 2017 - 4:55 pm |
CG posted on Friday, March 23, 2018 - 8:52 am |
Bengt O. Muthen posted on Friday, March 23, 2018 - 4:36 pm |
CG posted on Thursday, March 29, 2018 - 6:03 pm |
Bengt O. Muthen posted on Friday, March 30, 2018 - 1:43 pm |
Daniel Lee posted on Thursday, January 31, 2019 - 9:19 am |
I am ran a CFA for the same measure between two groups (males & femaleS). Both CFAs did not fit the data well (RMSEA = .10, CFI = .90), and the fit improved after covarying two residuals.
My question is, when proceeding to test measurement invariance, what should we do with the modifications we applied to the measurement models? If we are to proceed with the modifications in the tests of measurement invariance, should we constrain the residual covariances to be equal between both groups?
Bengt O. Muthen posted on Thursday, January 31, 2019 - 4:16 pm |
Susan Collins posted on Saturday, June 08, 2019 - 12:30 pm |
What is being regressed on what in this case?
Bengt O. Muthen posted on Saturday, June 08, 2019 - 4:03 pm |