Posterior predictive checking PreviousNext
Mplus Discussion > Dynamic Structural Equation Modeling >
 Steven A. Miller posted on Monday, April 08, 2019 - 7:50 pm
Does posterior predictive checking apply in the DSEM context? Why? I can't seem to obtain the plots. If they apply, what's the command?
 Tihomir Asparouhov posted on Tuesday, April 09, 2019 - 7:38 pm
PPP as computed in Mplus for SEM is based on fitting the sample mean and variance, assuming independent observations.

In DSEM the observations are not independent across time and the models are fitting means variances and auto correlations. New posterior predictive checking must be developed that is appropriate for that model. It has not been done yet.
 AH posted on Tuesday, January 21, 2020 - 6:10 am
Dear Timohir,

may I ask you - is the status quo the same today? No PPP for DSEM yet?

Thank you!
 Tihomir Asparouhov posted on Tuesday, January 21, 2020 - 9:33 am
That is correct. It is not possible to use that same methodology because the fit for Means and Variances is not sufficient given the time-series nature of the data where covariance across time is in play. I think that the current trend is to estimate as unrestricted model as the data allows and then walk it back to obtain a more parsimonious model by removing insignificant effects. You can use credibility intervals, model constraints, model test and DIC for testing of nested models.
 AH posted on Wednesday, January 22, 2020 - 12:53 am
Thank you very much for your answer, that helps!
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