Stephan Daus posted on Wednesday, December 07, 2016 - 9:21 am
We are trying to retrieve the parameter variance-covariance matrix (TECH3) when using replicate weights; however, we only get a zero-matrix. (Without the replicate weights it all works well). Is the covariance estimation essentially impossible to get or is it just not (yet) implemented? If the latter is the case, would you be able to help us computing it manually?
You can use model constraints to define new parameters. That usually resolves the need for tech3, but you can also use that method for getting the covariance using new(c); c=a+b; where a and b are model parameters 0.5*(se(c)^2-se(a)^2-se(b)^2) will give you the covariance of a and b. You may also have to multiply everything by 10 to get more precise values as Mplus round of at the third decimal.
Stephan Daus posted on Thursday, December 08, 2016 - 9:48 am
Thanks! So can I also ask: Any convencience feature to free the new model parameter (c) across the GROUPING=CNTRYID(40); or do I need to specify e.g. MODEL USA: Y on X (b1_usa); [Y] (b0_usa); MODEL constraint: c = b0_usa+b1_usa; etc for each group?