Two questions: 1. Consider the model Y on lagY X lagX g1 g2 z1 X on lagX M lagM g1 g2 z2 M on lagM g1 g2 z3 I am interested in Y and X, and mostly in XY. I wonder whether I need to specify an equation for M too or not (note: I am not interested in interpreting parameters related to what influences M, I just wonder what’s correct). I tried including and excluding the M equation and I noticed that results on parameters and SE are identical and the only difference is in model fit measures.
2. It is my understanding (but I am not sure I got this right) that in Mplus a Wald test for the coefficients of the instruments being equal 0 is asymptotically equivalent to an F test (and if F>10 I should be fine in terms of instrument strength). So consider the model Y on lagY X lagX z1(a1); X on lagX Y lagY g1 g2 z2(a2); Model test: a1=0; a2=0; This would give as output Wald Test 47.273, df 2, P-Value 0.000 So I would conclude instruments are valid. However I am unable to do this when I use more than one instrument in each equation, as I get an error message. So if I have for example Y on lagY X lagX z1(a1) z3(a3); X on lagX Y lagY z2(a2) z4(a4); Model test: a1=0; a2=0; a3=0; a4=0; Mplus gives me an error. Any insight? Thank you.