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| On Monte Carlo generation |
 
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Dear sir or madam,
I used M+ to generate a set of data, and used the same sentence in order to replicate the model, but it cannot be computed by the software. Following are my codes
MODEL POPULATION:
f1 by x1-x3*0.4 x6*0.01 x4-x5*0;
f2 by x4-x6*0.4 x1*0.01 x2-x3*0;
x2-x5*0.84; x1*0.8375; x6*0.8375; [x1-x6*0];
f1-f2*1; f1 WITH f2*0.3;
MODEL:
f1 by x1-x3*0.4 x6*0.01 x4-x5*0;
f2 by x4-x6*0.4 x1*0.01 x2-x3*0;
x2-x5*0.84; x1*0.8375; x6*0.8375;
f1-f2@1; f1 WITH f2*0.3;
The output reads
THE STANDARD ERRORS OF THE MODEL PARAMETER ESTIMATES COULD NOT BE
COMPUTED. THE MODEL MAY NOT BE IDENTIFIED. CHECK YOUR MODEL.
PROBLEM INVOLVING THE FOLLOWING PARAMETER:
Parameter 18, F2 BY X6
Could you please help me identify the problem? Thank you. |
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| A factor model needs to have at least m^2 restrictions on its factor loadings and factor covariance matrix (m is the number of factors). Your model statement has only 2 restrictions, the fixed factor variances, not 4. |
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