RESIDUAL COVARIANCE MATRIX NOT POSIT... PreviousNext
Mplus Discussion > Growth Modeling of Longitudinal Data >
Message/Author
 Hao Duong posted on Thursday, May 22, 2008 - 7:09 pm
Dr. Muthen,
I compare three models: linear, quadratic, and piecewise model. When I run a quadratic model, the result appears as follows:
THE MODEL ESTIMATION TERMINATED NORMALLY
WARNING: THE RESIDUAL COVARIANCE MATRIX (THETA) IS NOT POSITIVE DEFINITE. THIS COULD INDICATE A NEGATIVE VARIANCE/RESIDUAL VARIANCE FOR AN OBSERVED VARIABLE, A CORRELATION GREATER OR EQUAL TO ONE BETWEEN TWO OBSERVED VARIABLES, OR A LINEAR DEPENDENCY AMONG MORE THAN TWO OBSERVED VARIABLES. CHECK THE RESULTS SECTION FOR MORE INFORMATION. PROBLEM INVOLVING VARIABLE BMI12.

Does this warning influence the result accuracy? Should I say this model is not appropriate or I can use its BIC to compare with BIC in other models?
Thank you
Hao
 Bengt O. Muthen posted on Thursday, May 22, 2008 - 7:27 pm
Consider the text of the printed WARNING, for instance look at the Theta estimate for BMI12 - is it negative? If so, you may want to modify the model.
 cchien posted on Monday, April 26, 2010 - 8:04 am
I got the same warning messages when running an EFA with complex survey design. I am just wondering what else I can do if the variable showing in this warning message should be included in my analysis.
Thank you.
 Linda K. Muthen posted on Monday, April 26, 2010 - 10:29 am
Please send the full output and your license number to support@statmodel.com so I can see the exact situation.
 Joshua Wiley posted on Monday, August 06, 2012 - 11:20 am
When the theta matris is not positive definite due to a residual correlation greater r where |r| >= 1, are there any general suggestions for what to look at? I am hoping for pointers and likely culprits to change or check to address the residual correlation issue.

I can certainly send output and license info for this particular model, but I have run into the issue before and searched the discussion boards looking for general suggestions without much luck. I thought a general question might be useful to me and other users.
 Linda K. Muthen posted on Monday, August 06, 2012 - 1:43 pm
This message is usually due to some model misspecification. With a residual correlation greater than one, it may point to the need for more factors.
 Joshua Wiley posted on Monday, August 06, 2012 - 8:05 pm
Thanks Linda!
 Danyel A.Vargas posted on Saturday, September 14, 2013 - 3:29 pm
Dr. Muthen,

I am receiving this error:
WARNING: THE RESIDUAL COVARIANCE MATRIX (THETA) IS NOT POSITIVE DEFINITE.
THIS COULD INDICATE A NEGATIVE VARIANCE/RESIDUAL VARIANCE FOR AN OBSERVED
VARIABLE, A CORRELATION GREATER OR EQUAL TO ONE BETWEEN TWO OBSERVED
VARIABLES, OR A LINEAR DEPENDENCY AMONG MORE THAN TWO OBSERVED VARIABLES.
CHECK THE RESULTS SECTION FOR MORE INFORMATION.
PROBLEM INVOLVING VARIABLE D1HILED.

This variable is being used as an auxiliary variable. I cannot see where the problem is in my output.

Can you please help me?

Thanks,

Danyel
 Linda K. Muthen posted on Saturday, September 14, 2013 - 5:26 pm
Please send the output and your license number to support@statmodel.com.
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