Ryan Marek posted on Tuesday, December 11, 2012 - 9:15 am
I'm currently a graduate student who is new to this area of statistics in general. I apologize in advanced if this has been addressed earlier.
I'm currently modeling some CFAs to produce latent factors at various time points. The indicators are categorical (1 = Presence; 0 = Absence). I have around 800 cases for the first time point, 600 cases for the second time point, and 300 cases for the third time point. I used the WLSMV estimator and found excellent fitting models as well as model invariance. However, I have been told that I should be using FIML to handle my missing data. I'm curious as to what I should do.
Is there a way to use FIML with WLSMV? If not, what would you suggest I do or do you feel the analytic plan is fine as is.
Also, any recommended readings would be most helpful!
You can change the estimator to ML and you will be using FIML. With maximum likelihood and categorical dependent variables, numerical integration is required. Each factor requires one dimension of integration. A model with more than four factors can be computationally demanding.
Ryan Marek posted on Tuesday, December 11, 2012 - 2:31 pm
Thanks for the advice! I have 3 factors for each time point. When doing one dimension of integration, do I just use this syntax or do I need to specify something else?
You don't need to specify anything to obtain numerical integration is most cases. How many time points do you have?
Ryan Marek posted on Wednesday, December 12, 2012 - 7:17 am
We're taking two approaches. I am looking to model 3 latent constructs (pre-surgery, 1 month post-surgery, and 3 months post-surgery) for a longitudinal study.
For now, I believe my adviser would like to try to take a more applied approach. We have a measure we used at the first time point (pre-surgery) and we'd like to demonstrate how latent construct modeling can help clean up our post-surgical measures to show how our pre-surgical measure can adequately predict these latent constructs 1 and 3 months from surgery. In this case, we would have two time points, but we'd not really be modeling change across time.
Ryan Marek posted on Wednesday, December 12, 2012 - 7:21 am
Let me be more clear in my above message. We have 3 latent constructs for three time points in our first approach to model change across time. In our second approach, we have 3 latent constructs for two time points and want to our measure to predict these latent constructs.
Your models have too many dimensions of integration to be practical using maximum likelihood. Weighted least squares does not handle your missing data properly. I would suggest using Bayes with the default of non-informative priors. This handles missing data in a full-information way like maximum likelihood.
J Owens posted on Wednesday, January 02, 2013 - 9:52 am
Dear Dr. Muthen:
I am running a path analytic model with a categorical endogenous mediating variable. I am estimating nested models and need the Chi-square goodness-of-fit results to test for statistical significance using the sequential/forward constraint imposition method. As a result, I am using the WLS estimator with the theta parameterization. However, I also have missing data and would like to use FIML estimation to handle it. Is this possible? If so, what command would I use to tell MPlus to use FIML for the missing data?
FIML refers to maximum likelihood estimation not weighted least squares. The default in Mplus is to use all available information for all estimators. If you have a lot of missing data, I suggest using maximum likelihood estimation or multiple imputation. However, you will not obtain chi-square values for these methods that can be used for testing nested models.