Message/Author 

KKO posted on Wednesday, July 07, 2004  6:51 am



There is an error message of my program that is NO CONVERGENCE. SERIOUS PROBLEMS IN ITERATIONS. ESTIMATED COVARIANCE MATRIX NONINVERTIBLE. CHECK YOUR STARTING VALUES. Can u tell me how to solve t INPUT INSTRUCTIONS TITLE: this is the analysis of a confirmatory SEM two level modelling DATA: FILE IS data1.txt; VARIABLE: NAMES ARE s1s3 x1 y1y3 dist; USEVARIABLES ARE s1s3 y1y3; MISSING IS .; CLUSTER is dist; ANALYSIS: TYPE=COMPLEX; ITERATIONS = 10000000; CONVERGENCE = 0.00005; MODEL: f1 by y1 ; f2 by y2 ; f3 by s1s3; y3 on f3; f1 ON f3; f2 ON f1 y3; OUTPUT: STANDARDIZED MODINDICES(0) TECH1; 

KKO posted on Wednesday, July 07, 2004  7:07 am



y1@0; y2@0; s1@0; i put the above into the model but the model still cannot be identified ? why 


A good place to start if you have convergence problems is by looking in the Index of the Mplus User's Guide under Convergence Problems and following the suggestions given there. If you continue to have problems, send the full output and data to support@statmodel.com. 

Anonymous posted on Monday, January 03, 2005  7:41 pm



Even when following the suggestions on pp 16062 of the Mplus Guide i continue running in convergence problems. Could it be because of the relatively small sample size (n=150) or is due to low factor variance? 


Depdending on the model, it could be one of those things. Why don't you send your output and data to support@statmodel.com and I will take a look at it. 


Hi, this is my first time joining the dicussion group. I am a PhD student running my first SEM in Mplus. I have a model, which is well grounded in theory and should be ok. When running the model in Mplus, I got the following WARNING which I do not know quite how to either interpret or fix. Can you please help me with what to do? Mplus WARNING: "THE STANDARD ERRORS OF THE MODEL PARAMETER ESTIMATES MAY NOT BE TRUSTWORTHY FOR SOME PARAMETERS DUE TO A NONPOSITIVE DEFINITE FIRSTORDER DERIVATIVE PRODUCT MATRIX. THIS MAY BE DUE TO THE STARTING VALUES BUT MAY ALSO BE AN INDICATION OF MODEL NONIDENTIFICATION. THE CONDITION NUMBER IS 0.544D16. PROBLEM INVOLVING PARAMETER 52." Thank you for all your help, Matevz 


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


Hello, I have a data set of two variables measured at two time points. I tried to do a SEM analysis according to the example 6.13 on your guide: GROWTH MODEL FOR TWO PARALLEL PROCESSES FOR CONTINUOUS OUTCOMES WITH REGRESSIONS AMONG THE RANDOM EFFECTS. I got the following message: THE DEGREES OF FREEDOM FOR THIS MODEL ARE NEGATIVE. THE MODEL IS NOT IDENTIFIED. NO CHISQUARE TEST IS AVAILABLE. CHECK YOUR MODEL. Could the problem be that I only have two time points for each variable? How many measurements of each variable are required for this kind of analysis? Thank you 


Yes, this could be a problem. For a linear model, a minimum of three time points is needed. With two time points, an intercept only model can be estimated. 

Back to top 