I have two questions regarding auxiliary option in GMM.
First, using AUXILIARY option(three step approach), I am now analyzing conditional GMM. Regarding auxiliary variables, my first question is whether Mplus allows to specify auxiliary variables as a latent variable.
Second, when applying to 3-step approach (R3STEP) for predictors and/or Lanza's two methods ((DCAT) and (DCON) options) for distal outcomes, I detected missing cases were automatically deleted from the covariate analyses (Multinomial regression for predictors and Mean Equality test for distal outcomes, respectively). However, when applying to another 3-step approach for distal outcomes such as (DU3STEP) or (DE3STEP), I couldn't find any missing cases issues in the results of Mean equality test. So, if I run the GMM in a correct way, my second question is why these missing cases differently influence the 3-STEP approach. Can I ask you for your advice regarding?