Likelihood ratio test between nested ... PreviousNext
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 Jinseok Kim posted on Sunday, November 28, 2010 - 12:38 am
Hi, I am conducting an LCA using a set of categorical(ordinal) indicators. I am trying to impose a few constraints in the original model (M0) and to test whether the model with the constraints (M1) should be selected. In the following, I presented the outputs from M0 & M1 and wonder if you could direct me regarding which numbers should I use to determine likelihood ratio chi-square value for the test. Also, do I have to consider scaling correction factor in the test? Thanks.

Jinseok

M0 (no constraints):

TESTS OF MODEL FIT
Loglikelihood
H0 Value -11384.819
H0 Scaling Correction Factor 1.291

Information Criteria
Number of Free Parameters 62
** omitted ***

Pearson Chi-Square Value 15932.368
Degrees of Freedom 268435144
P-Value 1.0000

Likelihood Ratio Chi-Square 3892.824
Degrees of Freedom 268435144
P-Value 1.0000


M1 (with constraints):

TESTS OF MODEL FIT
Loglikelihood
H0 Value -11464.515
H0 Scaling Correction Factor 1.320

Information Criteria
Number of Free Parameters 59

** omitted **

Pearson Chi-Squar Value 16608.856
Degrees of Freedom 268435137
P-Value 1.0000

Likelihood Ratio Chi-Square 3940.894
Degrees of Freedom 268435137
P-Value 1.0000
 Linda K. Muthen posted on Monday, November 29, 2010 - 9:31 am
You use the H0 loglikelihood values and their scaling correction factors as described on the website under Chi-square difference test for MLM and MLR.
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