I tried to create the pooled within groups covariance matrix for a CFA using this function:
ml.s.change <- mcfa.input("Vkst", s.change)
I had to use Google to figure out that you were using a function (which is not part of the lavaan package) from this article:
Did you know that the development version of lavaan can handle some simple cases of multilevel SEM? Only 2 levels, continuous data, random intercepts (sufficient for multilevel CFA). No random slopes, categorical data, or missing data. Maybe lavaan provides what you need now, so you don't need this article's ad-hoc solution?
Unfortunately, r shows this "Warning message: In cov2cor(w.cov) : diag(.) had 0 or NA entries; non-finite result is doubtful" afterwards.
However, it is possible to fit a model. So I am a bit confused: what does the message mean?
A correlation is a standardized covariance. You standardize the covariance between X and Y by dividing it by the SD of X and the SD of Y. If the diagonal of the covariance matrix (i.e., the variances) includes a 0 or NA, then you cannot get a correlation because you cannot divide by zero (or NA, which is R's missing-data code).
Can I trust the fit measures r displays when I fit the pw-matrix with my CFA?
I don't know anything about Huang's ad-hoc solution. Perhaps you can email him directly, since he is the author of that software.
And most important: how can I get rid of the message?
Instead of loading the source code from the article, trying actually stepping through it to see why the error occurs:
Terrence D. Jorgensen
Postdoctoral Researcher, Methods and Statistics
Research Institute for Child Development and Education, the University of Amsterdam