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 KKO posted on Wednesday, July 07, 2004 - 12:51 am
There is an error message of my program that is
NO CONVERGENCE. SERIOUS PROBLEMS IN ITERATIONS.
ESTIMATED COVARIANCE MATRIX NON-INVERTIBLE.
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 s1-s3 x1 y1-y3 dist;
USEVARIABLES ARE s1-s3 y1-y3;
MISSING IS .;
CLUSTER is dist;

ANALYSIS: TYPE=COMPLEX;
ITERATIONS = 10000000;
CONVERGENCE = 0.00005;

MODEL:

f1 by y1 ;
f2 by y2 ;
f3 by s1-s3;
y3 on f3;
f1 ON f3;
f2 ON f1 y3;


OUTPUT: STANDARDIZED MODINDICES(0) TECH1;
 KKO posted on Wednesday, July 07, 2004 - 1:07 am
y1@0;
y2@0;
s1@0;

i put the above
into the model
but
the model still cannot be identified ?
why
 Linda K. Muthen posted on Wednesday, July 07, 2004 - 6:51 am
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 - 1:41 pm
Even when following the suggestions on pp 160-62 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?
 Linda K. Muthen posted on Monday, January 03, 2005 - 4:12 pm
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.
 Matevz Raskovic posted on Thursday, November 17, 2011 - 6:39 am
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 NON-POSITIVE DEFINITE FIRST-ORDER DERIVATIVE PRODUCT MATRIX. THIS MAY BE DUE TO THE STARTING VALUES BUT MAY ALSO BE AN INDICATION OF MODEL NONIDENTIFICATION. THE CONDITION NUMBER IS -0.544D-16. PROBLEM INVOLVING PARAMETER 52."

Thank you for all your help, Matevz
 Linda K. Muthen posted on Thursday, November 17, 2011 - 7:27 am
Please send your output and license number to supprt@statmodel.com.
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