

Adding indicator residuals to a regre... 

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Joe Crozier posted on Wednesday, July 18, 2007  11:21 am



Hi, I am trying to respond to a reviewer's comment on a paper. I have been asked to estimate a twogroup model in which an observed variable (Y) is regressed on a latent factor (F) which has six indicators (X1X6). In addition, I have been asked to add the residuals of X1X6 into the regression as well. I am not sure how to code this or if this is even identified. My initial attempt at a model statement is below: Model: F by X1X6; Y on F X1X6; Model Group2: F by X2X6; Y on F X1X6; Is this correct? Thanks! Joe 


Saying "y on x1x6" will regress y on the x variables themselves, not their residuals in the factor model. You have to define a factor corresponding to each residual and regress on those factors. And, delete the usual residual so you don't get two per indicator. So say, f by x1x6; x1x6@0; ! deleting the usual residual var fx1 by; ! this will be a new residual fx2 by;  fx6 by; fx1 with fx2fx6@0; !zero res covs fx2 with fx3fx6@0; etc fx1fx6 with f@0; x1 on fx1@1; ! this adds the new residual ! to x1  x6 on fx6@1; y on f fx1fx6; I think that should work. 

Joe Crozier posted on Wednesday, July 18, 2007  3:49 pm



Hi, Thanks for the help. I tried to implement this approach, but I received an error indicating that the model may not be identified. Here is the model statement that I used: ASB by ly12ext abq12 a12agg sip2 sip4 sip5: ly12ext@0; abq12@0; a12agg@0; sip2@0; sip4@0; sip5@0; fx1 by; fx2 by; fx3 by; fx4 by; fx5 by; fx6 by; fx1 with fx2fx6@0; fx2 with fx3fx6@0; fx3 with fx4fx6@0; fx4 with fx5fx6@0; fx5 with fx6@0; fx1fx6 with ASB@0; ly12ext on fx1@1; abq12 on fx2@1; a12agg on fx3@1; sip2 on fx4@1; sip4 on fx5@1; sip5 on fx6@1; ev01hrNO on ASB fx1 fx2 fx3 fx4 fx5 fx6 ; Does this look right? Thanks, Joe 


I don't see a problem off hand, so you'd better send the input, output, data, and license number to support@statmodel.com for further scrutiny. 

Hyunsik Kim posted on Friday, January 26, 2018  10:43 am



Dear Dr. Muthen, Following up on posts on this thread, basically, I'm trying to model a latent factor (INT) and residuals of the indicators (continuous) of the latent factor to predict mortality in continuous time survival analysis (semiparametric cox model). Here is the Analysis and Model statements that I used: SURVIVAL = Survival (10); TIMECENSORED = dstatus (1 = NOT 0 = RIGHT); ANALYSIS: BASEHAZARD = ON; Estimator = MLR; ALGORITHM = INTEGRATION; INTEGRATION=MONTECARLO; INTEGRATION= (5000); STARTS = 5000 500; MODEL: INT BY A1MDD* A1GAD A1PAN ; INT@1; [INT@0]; A1MDD@0; A1GAD@0; A1PAN@0; fx1MDD by; fx2GAD by; fx3PAN by; fx1MDD with fx2GAD fx3PAN@0; fx2GAD with fx3PAN@0; fx1MDD fx2GAD fx3PAN with INT@0; A1MDD on fx1MDD@1; A1GAD on fx2GAD@1; A1PAN on fx3PAN@1; Survival ON age gender edu; Survival ON INT fx1MDD ; Let me continue it in the next posting. 

Hyunsik Kim posted on Friday, January 26, 2018  10:43 am



But, it keeps giving me the error messages below. But then, when I run another analysis without the survival analysis component (i.e., turning off "SURVIVAL" "TIMECENSORED" and "BASEHAZARD"), the model did converge. Given this, I assume it's the survival analysis component that gives the error. Do you see any problems in my code, or do you have any suggestions for me to make this happen? Error messages: 5000 perturbed starting value run(s) did not converge. Final stage loglikelihood values at local maxima, seeds, and initial stage start numbers: Unperturbed starting value run did not converge. 499 perturbed starting value run(s) did not converge. THE ESTIMATED COVARIANCE MATRIX COULD NOT BE INVERTED. COMPUTATION COULD NOT BE COMPLETED IN ITERATION 1. CHANGE YOUR MODEL AND/OR STARTING VALUES. THE MODEL ESTIMATION DID NOT TERMINATE NORMALLY DUE TO AN ERROR IN THE COMPUTATION. CHANGE YOUR MODEL AND/OR STARTING VALUES. Best regards, Hyunsik 


Please send the nonconverging output as well as the converging output without the survival to Support along with your license number. We ask that postings be limited to one window. If that doesn't fit, send to Support along with license number. 

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