Hi, When assessing the fit of a GMM, is it possible to test whether a slope or intercept variance should be free, or held equal to zero, using a chi-square difference test on the difference in the loglikelihoods?
I.e. if the less restricted model M1 is (with likelihood L1), k=3;
VARIABLE: NAMES are t1 t2 t3 t4 t5; CATEGORICAL = t1 t2 t3 t4 t5; CLASSES = c(3); ANALYSIS: TYPE = MIXTURE; ALGORITHM = integration; STARTS 200; MODEL: %OVERALL% i s | t1@0t2@1t3@2t4@3t5@4; S20;
I would not do a difference test in this way with a mixture model. I would use MODEL TEST to test whether coefficients are equal. I would not test if a variance is zero. This is on the border of the permissible parameter space.