Hi, I receive the following message, when I try to use my sampling weight: "NO CONVERGENCE. NUMBER OF ITERATIONS EXCEEDED", while there is no problem in estimating the same model without weights (I use MLR as estimator for the weighted estimation). How can I solve this problem? Thank you very much.
It seems you are using a version of Mplus prior to Version 6. The degrees of freedom for WLSMV were not computed in the regular way. You should use WLS or WLSM to see the expected degrees of freedom for your model. Prior to Version 6, the chi-square and degrees of freedom were adjusted to obtain a correct p-value and only this p-value was interpretable.
Because I have many dichotomous indicators, I have been using WLSMV estimation. You mentioned that with versions of Mplus prior to Version 6, the Chi-Square values and degrees of freedom in the output are not correct, and that one can get the appropriate degrees of freedom from a model estimated with WLS.
Should one get the Chi-Square fit statistic from a WLS-estimated model as well? (I think the fit would be different if I used WLS instead of WLSMV, though, because I am working with several dichotomous indicators, and my matrices do break assumptions of multivariate normality.)
Also, are the Chi-Square statistics for the DIFFTEST command (used for Chi-Square fit comparisons when one is using WLSMV) accurate with versions of Mplus prior to Version 6? I ran DIFFTEST several times in my work, but I am using Version 5.2, and I wonder if the results from the DIFFTESTs that I am reporting are accurate.
In Version 5.2, you should report only the p-value for the chi-square when WLSMV is used for the reasons stated above. If you want the degrees of freedom calculated in the regular way, you will find them if you use WLS or WLSM or you can calculate them yourself.