WLSMV vs LISREL's DWLS PreviousNext
Mplus Discussion > Categorical Data Modeling >
 Jaume Aguado Carné posted on Wednesday, June 08, 2005 - 9:09 am

What are the differences between the estimators mentioned in the title? I've used both with similar but not equal results and I wonder what are the differences.

Thank you
 bmuthen posted on Wednesday, June 08, 2005 - 6:24 pm
They have similar philosophies, but use different asymptotic approximations in estimating the asymptotic covariance matrix of the estimated sample statistics used to fit the model (i.e. the weight matrix) - see the papers from both camps. So the larger the sample gets, the closer the results should be.

Note also that the scope of models that can be handled by the two approaches is different. As shown in Mplus Web Note #4, it is my opinion that the Mplus approach is advantageous with multiple-group modeling and with longitudinal modeling.
 Jaume Aguado Carné posted on Thursday, June 09, 2005 - 2:28 am
Thank you very much. Just a little question more, is it possible to compute a RMSEA confidence interval with the WLSMV estimator?, I ask this because Lisrel does it with DWLS and I don't know if it makes sense at all.

Thanks again
 Linda K. Muthen posted on Thursday, June 09, 2005 - 8:29 am
We have not yet developed the theory for doing confidence intervals for WLSMV RMSEA. I don't know what Lisrel does for their DWLS confidence intervals. You would need to check with them on that.
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