From: John Fox <jfox_at_mcmaster.ca>

Date: Mon 05 Dec 2005 - 09:08:28 EST

John Fox

Department of Sociology

McMaster University

Hamilton, Ontario

Canada L8S 4M4

905-525-9140x23604

http://socserv.mcmaster.ca/jfox

-----Original Message-----

From: John Fox [mailto:jfox@mcmaster.ca] Sent: Sunday, December 04, 2005 5:01 PM

To: 'Sunil W'

Subject: RE: [R] Error in structural equation model - "The model hasnegativedegrees of freedom"

R-help@stat.math.ethz.ch mailing list

https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html Received on Mon Dec 05 09:33:10 2005

Date: Mon 05 Dec 2005 - 09:08:28 EST

Dear R-help list members,

I forgot to copy my reply to the r-help list. Here's most of it.

John

John Fox

Department of Sociology

McMaster University

Hamilton, Ontario

Canada L8S 4M4

905-525-9140x23604

http://socserv.mcmaster.ca/jfox

-----Original Message-----

From: John Fox [mailto:jfox@mcmaster.ca] Sent: Sunday, December 04, 2005 5:01 PM

To: 'Sunil W'

Subject: RE: [R] Error in structural equation model - "The model hasnegativedegrees of freedom"

Dear Sunil,

> -----Original Message-----

*> From: r-help-bounces@stat.math.ethz.ch
**> [mailto:r-help-bounces@stat.math.ethz.ch] On Behalf Of Sunil W
**> Sent: Sunday, December 04, 2005 11:03 AM
**> To: R-help@stat.math.ethz.ch
**> Subject: [R] Error in structural equation model - "The model
**> hasnegativedegrees of freedom"
**>
**> Hi John
**> Thanks a lot for the reply.
**>
**> Could you suggest how I can correct this problem? I tried using a
**> correlation matrix instead of raw moments, but still got the same
**> error. I also fixed parameters v1,v2,v3,a1 at 1; then it gave me the
**> error that the system is exatly singular.
**>
*

The model is underidentified regardless of the input matrix. My point was that if you're using raw moments (as opposed to covariances or correlations) you should have a constant term in each equation.

> To answer the points that you raised:

*>
**> 1. x1-x6 are not causes; they are just indicatiors. Does that change
**> my model?
**>
*

Yes. The arrows should go the other way.

> 2. Is the size of the dataset going to be a real limitation?

*> How can I take care of that?
**>
*

. . .

> -----------------------------------

*> Dear Sunil,
**>
**> There are 7*8/2 = 28 raw moments among the 7 observed variables. Of
**> these,
**> 6*7/2 = 21 are used for the moments among the 6 fixed-exogenous
**> variables, leaving 28 - 21 = 7 df. You model has 11 free parameters.
**> So df for the model = 11 - 7 = -4.
**>
**> Some additional comments:
**>
**> If you're using raw moments, why isn't there a constant variable in
**> the model?
**>
**> Do you really intend x1 -- x6 to be causes, rather than indicators, of
**> m1 and m2?
**>
**> Why are there no normalizing constraints on the latent variables?
**>
**> Do you really want to fit a model like this to so small a data set?
**>
**> I hope this helps,
**> John
**>
**> John Fox
**> Department of Sociology
**> McMaster University
**> Hamilton, Ontario
**> Canada L8S 4M4
**> 905-525-9140x23604
**> http://socserv.mcmaster.ca/jfox
**>
**> >-----Original Message-----
**> >From: r-help-bounces@stat.math.ethz.ch
**> >[mailto:r-help-bounces@stat.math.ethz.ch] On Behalf Of Sunil W
**> >Sent: Wednesday, November 30, 2005 10:08 PM
**> >To: r-help@stat.math.ethz.ch
**> >Subject: [R] Error in structural equation model - "The model has
**> >negativedegrees of freedom"
**> >
**> >Hi
**> >
**> >I am running a structural equation model with R using the
**> sem command;
**> >am getting the following error:
**> >
**> >"Error in sem.default : The model has negative degrees of
**> freedom = -4"
**> >
**> >
**> >My model is as follows:
**> >
**> >s_model = specify.model()
**> >x1->m1, b1,NA
**> >x2->m1, b2,NA
**> >x3->m2, b3,NA
**> >x4->m2, b4,NA
**> >x5->m2, b5,NA
**> >x6->m2, b6,NA
**> >m1->y, a1,NA
**> >m2->y, a2,NA
**> >m1<->m1, v1,NA
**> >m2<->m2, v2,NA
**> >y<->y, v3,NA
**> >
**> >
**> >x1-x6 are observed independent variables, m1 and m2 are the latent
**> >variables and y is the observed dependent variable. I use the
**> >raw.moments command for calculating the covariance matrix,
**> based on a
**> >data with 147 observations.
**> >
**> >The command that I use is as follows:
**> >
**> >s = sem(s_model,S=R,obs.variables=colnames(R),
**> >fixed.x=c('x1','x2','x3','x4','x5','x6'), raw=TRUE)
**> >
**> >
**> >I would appreciate any help on this; I am new to structural equation
**> >models and realize that I may be making a silly error.
**> >
*

>

R-help@stat.math.ethz.ch mailing list

https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html Received on Mon Dec 05 09:33:10 2005

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