Message/Author 

Luci M. posted on Friday, May 13, 2011  4:52 pm



Hi! I would like to clarify which chisquare values to use for multiple group using MLR. For the unconstrined model, do I use chisquare test of model fit? Or the chisquare test of model fit for the baseline model? I have used the chisquare test of model fit from the unconstrained model and the the chisquare test of model fit from the constrained model. There is a scaling corection factor for MLR under Loglikelihood for H0  is this the one that is used? For the unconstrained model (where paths are set to vary, thus not equal), I keep getting chisquare = 0, degree of freedom = o, p = .000. I am wondering why this is and does it make sense to compute the chisquare test with the scaling correction for MLR as per formula on the website or do I skip that given the 0 value for chisquare. Scaling correction is 1.000. Thanks very much. 


If a model has no degrees of freedom, model fit cannot be assessed. The difference test is the chisquare value for the constrained model. 


Dear Dr. Muthen, I hope you are doing well. I have a quick question. I am running a simple mediation model, 1 DV, 1 IV, and 1 DV mediator. Model: VAR1 ON VAR2 VAR3; VAR2 ON VAR3; Model indirect: VAR1 IND VAR3; The direct effect of VAR3 on VAR1 is not significant, bu the indirect effect is. However, I get chisquare = 0, df = 0, p = .000. I know I cannot say much about my model, but in cases like these can we report the mediation effects? Thank you for your time! Margarita 


Your model is just identified which is why you have degrees of freedom of zero and fit cannot be assessed. You can report the mediation effects. 


Thank you for your prompt reply! That actually helps a lot. Thanks. Margarita 

Jean FRISOU posted on Wednesday, October 02, 2013  8:04 am



Hi, I am testing the equality of the average slopes of growth model, with two groups (women and men) and estimator MLMV. The procedure is DIFFTEST. In the output file the following message is indicated: "THE MODEL ESTIMATION TERMINATED NORMALLY THE CHISQUARE COMPUTATION COULD NOT BE COMPLETED BECAUSE OF A SINGULAR MATRIX." Only the test of differences is not displayed. Are there alternative ways to DIFFTEST for this test? Best regards, Jean 


Please send the output and your license number to support@statmodel.com. 

Margarita posted on Tuesday, September 30, 2014  2:50 am



Dear Dr. Muthen, I am working on a 2nd order CFA for measurement invariance but I receive an error in the most restrictive model and I am not sure why. The configural model works fine: ESTIMATOR = WLSMV; MODEL: dom1 by q5 q6 q7 q20 q26 q30; dom2 by q10 q15 q16 q17 q18; dom3 by q9 q12 q13 q23 q24 q25; qol by dom1 dom2 dom3; [dom1dom3@0]; [qol@0]; {q5q30@1}; q24 with q25; ! Error covariance q15 with q25; q5 with q6; etc... MODEL male: dom1 by q6 q7 q20 q26 q30; dom2 by q15 q16 q17 q18; dom3 by q12 q13 q23 q24 q25; qol by dom2 dom3; [q5$1q30$1]; [q5$2q30$2]; [q5$3q30$3]; [q5$4q30$4]; Most restrictive: MODEL: dom1 by q5 q6 q7 q20 q26 q30; dom2 by q10 q15 q16 q17 q18; dom3 by q9 q12 q13 q23 q24 q25; qol by dom1 dom2 dom3; Error Message: THE MODEL ESTIMATION TERMINATED NORMALLY THE CHISQUARE COMPUTATION COULD NOT BE COMPLETED BECAUSE OF A SINGULAR MATRIX. THE STANDARD ERRORS OF THE MODEL PARAMETER ESTIMATES COULD NOT BE COMPUTED. THE MODEL MAY NOT BE IDENTIFIED. CHECK YOUR MODEL. PROBLEM INVOLVING PARAMETER 92. THE CONDITION NUMBER IS 0.527D17. Thank you so much 


Try running the firstorder factors alone as a first step. 

Margarita posted on Tuesday, September 30, 2014  7:15 am



Thank you for your prompt reply. I already have and it worked fine. Results indicated noninvariance but I did not get any Error Messages. 


Please send the output from the secondorder model to Support with your license number. 

Ryan Snead posted on Friday, September 15, 2017  8:27 am



I wanted to ask about reporting chisquare testing for a path model using TYPE=COMPLEX. Below is my output. Value = 9.139* DF = 9 PValue = 0.4245 Scaling Correction Factor for MLR = 1.0656 *The chisquare value for MLM, MLMV, MLR, ULSMV, WLSM and WLSMV cannot be used for chisquare difference testing in the regular way. MLM, MLR and WLSM chisquare difference testing is described on the Mplus website. MLMV, WLSMV, and ULSMV difference testing is done using the DIFFTEST option. We receive this warning for our test which confuses me. The description found in the user guide regarding our estimator states: “MLR – maximum likelihood parameter estimates with standard errors and a chisquare test statistic (when applicable) that are robust to nonnormality and nonindependence of observations when used with TYPE=COMPLEX. The MLR standard errors are computed using a sandwich estimator. The MLR chisquare test statistic is asymptotically equivalent to the YuanBentler T2* test statistic.” Based on this quote, I assume that the value in the output is supposed to be accurate, however, the warning seems to state otherwise. The website references a formula for this scenario. Should I instead perform manual calculations? If not and the statistic is adequate as is, what does it mean to have a nonsignificant chisquare test while all of our other fit indices indicate a “good fitting” model? Thanks! 


The warning refers to difference testing, so concerning two different H0 models. The chisquare value for this model can be used as is. 

Ryan Snead posted on Monday, September 18, 2017  6:55 am



Great! Thank you! 

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