Wlsmv estimation PreviousNext
Mplus Discussion > Growth Modeling of Longitudinal Data >
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 patrick sturgis posted on Monday, June 05, 2006 - 5:20 am
I am fitting a growth model to a binary outcome at three time points and have a number of time varying covriates (this is equivalent to a fixed effects x-sectional time series model in econometric parlance). the model converges and provides sensible estimates when I use MLR but when I use WLSMV, I get no parameter estimates. I receive no warning or error messages, there is just no sign of any model estimates. Please help!

Patrick
 Linda K. Muthen posted on Monday, June 05, 2006 - 7:03 am
You would need to send your input, data, output, and license number to support@statmodel.com for help on this problem.
 patrick sturgis posted on Tuesday, June 06, 2006 - 12:44 am
thanks Linda

I have now managed to get parameter estimates for both MLR and WLSMV. I now have a further question. These different estimators give very similar results but for a couple of predictors, the significance tests come out different, so in one model a predictor is significant at 95% while in the other it is not. for presentational purposes, then, the choice of estimator is crucial. should we have reason to prefer MLR over WlSMV or vice versa in terms of efficiency/consistency? Can you point me to some references on this? thanks again,

Patrick
 Linda K. Muthen posted on Tuesday, June 06, 2006 - 10:30 am
Both estimators are consistent. Maximum likelihood is asymptotically efficient. How they behave in practice can depend on the sample size, the particulars of the data, and the model. The only way to know which works best for your data and your model is to do a Monte Carlo simulation study. I don't think this topic has been studied much.
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