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 Anonymous posted on Friday, April 01, 2005 - 2:35 pm
Hi,

Quick question, I hope. Anyway to bootstrap the standardized factor loadings? The unstandardized are great, but we really report the standardized more often. So, I was wondering if there is any way to perform this type of test. Thanks
 Linda K. Muthen posted on Saturday, April 02, 2005 - 8:32 pm
Not at this time.
 Alexander Kapeller posted on Thursday, October 08, 2009 - 11:33 am
Hi,

is it possible to get bootstrap results for the 90% confidence intervall? Thanks.

Alex
 Linda K. Muthen posted on Thursday, October 08, 2009 - 12:11 pm
No, there is no option for this.
 Alexander Kapeller posted on Saturday, October 10, 2009 - 1:26 am
Hi Linda,

in brief my task: I've a moderated mediation model with observ. var. only which has only n=46 and therefor low power. I wanted to use a 90% bcbootstrap. Can you suggest another idea? Second question: is the model result also generated by the bootstrap sample e.g. estimator for path b or only the confidence intervalls and the estimator in that section?

thanks a lot.

Alex
 Linda K. Muthen posted on Saturday, October 10, 2009 - 10:03 am
We will add 90% bootstrap in the future but for now, I have no suggestions. Only standard errors and confidence intervals are bootstrapped not parameter estimates.
 marie posted on Wednesday, October 02, 2013 - 4:32 pm
Hi,

My reviewer asked me to use a bootstrapping to test my indirect effects in addition to the DELTA method. My sample size is small (140). I have missing cases so I have been using MLR in my path analysis. Bootstrapping is not available with MLR. I am using Mplus 6.2. I was wondring if it was available in the later versions or there is some other reason why the bootstrapping won't work with MLR. Is it acceptable to delete the missing values and then use ML with the bias-corrected bootstrap? The data does not seem to violate the normality assumption.

Thanks

Thanks,
ML
 Linda K. Muthen posted on Thursday, October 03, 2013 - 11:29 am
You can only use BOOTSTRAP wit ML and not MLR etc. because BOOTSTRAP affects the standard errors not the parameter estimates. The parameter estimates for ML, MLR, etc. are exactly the same. It is only the standard errors that differ. So use ML.
 marie posted on Saturday, October 12, 2013 - 6:29 am
Thanks.
Using the commands for bootstrapping in the users' guide, I got everything I wanted except for the the Standard errors of the standardized path coefficients (direct effects). All I have is a column entitled "StdYX Estimate" with the standardized path coefficients. I am asked about the effect size. I can thus provide the standardized path coefficients but no SE from the bootstrapped results. How can I ask Mplus to give me the SE for those?

Thanks
 Linda K. Muthen posted on Saturday, October 12, 2013 - 9:47 am
Please send the output and your license number to support@statmodel.com.
 Glenn Walters posted on Tuesday, May 13, 2014 - 4:32 am
I was wondering if it is possible to get MPlus to print out the confidence intervals to the ten thousands place. I have a lower limit of .000 and wanted to see if the value is positive or negative.
 Linda K. Muthen posted on Wednesday, May 14, 2014 - 7:53 am
You can save the results in scientific notation using the RESULTS option of the SAVEDATA command. However, it would report -.000 if it was negative. So this is positive.
 Glenn Walters posted on Wednesday, May 14, 2014 - 8:18 am
Thank you Linda. I didn't realize that MPlus used -0.000. My question has been answered.
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