

Undefined Rsqd without negative resi... 

Message/Author 

Suyin Chang posted on Monday, January 20, 2014  9:38 pm



Dears Dr and Dra Muthen, I've found many different questions in the archives about what does the Undefined Rsquared means. I myself have faced a few outputs with it. But the interesting part is that sometimes I have such result without any negative residual variance being present (and very good model fit statistics). After replicating those models in different software, I found negative Rsquared where Mplus gives "undefined". However, couldn't negative Rsqd sometimes be not a problem, as it is described by Bentler and Raykov (1998) or Hayduk (1996)? Thanks! 


Please send the output and your license number to support@statmodel.com. 

Suyin Chang posted on Tuesday, January 21, 2014  4:02 pm



Thanks Dra. Muthen, but I was not thinking of a specific model in mind. This sometimes happens and I've read many diferente questions and debates here about this topic. Then yesterday just by chance it occured to me that usually the undefined Rsquared in nonrecursive models estimated in Mplus are the negative Rsquared in Stata and other softwares. It made me recall those papers, where authors argue that negative Rsquared are not always a problem in nonrecursive models. They claim that we should try and check the square of the correlation between observed and predicted values of the endogenous variables. Then, my main general question here is: is there a way to know in which cases the undefined Rsquared in Mplus is caused by negative Rsquared and in which cases it is something else? Because if there is, we could just check such mentioned correlation for more information when Mplus gives the Undefined Rsquare result. Many thanks for any insights you may have on this. 


If you have a model with reciprocal interaction, you should study the Bollen SEM book on this topic. 

Back to top 

