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Ari Fodeman, Yves Rosseel2

7/16/20

"NA/NaN Hessian evaluation" error message interpretation help

> ...I get this error message: > > Error in nlminb(start = cache$theta, objective =

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"NA/NaN Hessian evaluation" error message interpretation help

> ...I get this error message: > > Error in nlminb(start = cache$theta, objective =

7/16/20

Henrique Oliveira, Carlos Ossio2

7/5/20

Best option in cfa function for Discrete Data

There is an interesting paper comparing DWLS and WLSMV: DiStefano, C., & Morgan, GB (2014). A

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CFA

WLSMV

estimator

Best option in cfa function for Discrete Data

There is an interesting paper comparing DWLS and WLSMV: DiStefano, C., & Morgan, GB (2014). A

7/5/20

ss xx, Terrence Jorgensen2

6/30/20

What's the robust WLS variants?

what can I do when data is endogenous ordinal data and is not multivariate normal? ordered data

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What's the robust WLS variants?

what can I do when data is endogenous ordinal data and is not multivariate normal? ordered data

6/30/20

ccosciar, … Yves Rosseel6

6/2/20

standard errors in mediation analysis with binary variables using lavaan

On 6/2/20 4:41 AM, Ranaivo Rasolofoson wrote: > Dear Yves, > I was looking at the presentation

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standard errors in mediation analysis with binary variables using lavaan

On 6/2/20 4:41 AM, Ranaivo Rasolofoson wrote: > Dear Yves, > I was looking at the presentation

6/2/20

k stol, … Yves Rosseel5

5/19/20

Specifying an estimator when invoking Lavaan with a covariance matrix

Dear Yves, that works beautifully. thanks for getting back on this! klaas On Tuesday, 19 May 2020 07:

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covarianceMatrix

estimator

Specifying an estimator when invoking Lavaan with a covariance matrix

Dear Yves, that works beautifully. thanks for getting back on this! klaas On Tuesday, 19 May 2020 07:

5/19/20

Joy, … Soumya Ray5

4/28/20

Should I use ML with bootstrapping or MLR with nonnormal data?

Joy, I think the debate is still wide open. Falk (2017) uses simulations to once again make the case

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Should I use ML with bootstrapping or MLR with nonnormal data?

Joy, I think the debate is still wide open. Falk (2017) uses simulations to once again make the case

4/28/20

Павел Валединский, Terrence Jorgensen2

2/11/20

Robust statistics in CFA (or SEM) output with "WLSM" estimator

I'm trying to run SEM (and CFA) models with categorical predictors (factor indicators) Indicators

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Robust statistics in CFA (or SEM) output with "WLSM" estimator

I'm trying to run SEM (and CFA) models with categorical predictors (factor indicators) Indicators

2/11/20

Shajar, Terrence Jorgensen3

8/31/19

MLR estimation - huge difference between P-value and robust P-value

Thanks! On Friday, August 30, 2019 at 1:24:40 PM UTC+3, Terrence Jorgensen wrote: Is this result

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MLR

estimator

MLR estimation - huge difference between P-value and robust P-value

Thanks! On Friday, August 30, 2019 at 1:24:40 PM UTC+3, Terrence Jorgensen wrote: Is this result

8/31/19

Fran, Terrence Jorgensen2

8/25/19

Is the use of DWLS estimator for not normal indicators producing overfitting?

1) from the output below, it there something (some indices) indicating that the model is doing

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Is the use of DWLS estimator for not normal indicators producing overfitting?

1) from the output below, it there something (some indices) indicating that the model is doing

8/25/19

Jaakko Tammilehto, Alex Schoemann4

7/16/19

simsem: Problems to conduct simulation study with missing structure and using ML family estimator

Hmmm, that does sound slow. It's possible that everything is working fine and that's

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MLR

estimator

missing

simsem: Problems to conduct simulation study with missing structure and using ML family estimator

Hmmm, that does sound slow. It's possible that everything is working fine and that's

7/16/19

Anusha Mishra, nick judd2

6/11/19

Help Solving Errors

First deal with the variances I've realized sometimes that solves everything else. Do as it says

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First deal with the variances I've realized sometimes that solves everything else. Do as it says

6/11/19

Jan Brederecke, Terrence Jorgensen3

3/25/19

Semtools EFA / negative factor loadings

Dear Terrence, thank you so much for your incredibly fast answer! Even though it seriously melted my

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Semtools EFA / negative factor loadings

Dear Terrence, thank you so much for your incredibly fast answer! Even though it seriously melted my

3/25/19

Sin Ching See, … Terrence Jorgensen8

3/12/19

SEM with categorical, non-normal variables and missing data - which estimator to use?

Thanks for the reply! My sample size is only 501, do you recommend me to keep using DWLS? I'm

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SEM with categorical, non-normal variables and missing data - which estimator to use?

Thanks for the reply! My sample size is only 501, do you recommend me to keep using DWLS? I'm

3/12/19

Yuen Wan Ho, Terrence Jorgensen2

2/28/19

ways to handle negative variance in latent growth modeling

How can I handle the problem? There are numerous repeated answers to this question on this forum.

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ways to handle negative variance in latent growth modeling

How can I handle the problem? There are numerous repeated answers to this question on this forum.

2/28/19

Damiano D'Urso, Terrence Jorgensen4

2/19/19

Using marginal maximum likelihood for categorical estimators

The code you sent works in the case of one group but once I try to estimate the model specifying that

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Using marginal maximum likelihood for categorical estimators

The code you sent works in the case of one group but once I try to estimate the model specifying that

2/19/19

Isa, … Terrence Jorgensen3

10/23/18

Simulation Study for Cutoffs of Fit Criteria for WLSMV Estimator possible in Lavaan?

I'd recommend checking out the simsem package (simsem.org). Specifically, vignette 21 should be

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categorical

estimator

fit

Simulation Study for Cutoffs of Fit Criteria for WLSMV Estimator possible in Lavaan?

I'd recommend checking out the simsem package (simsem.org). Specifically, vignette 21 should be

10/23/18

Emmanuel W, … Terrence Jorgensen6

10/11/18

negative variance with WLSMV estimator

It seems problematic that one of your depression indicators is dep(ression), which I would expect to

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CFA

estimator

negativevariance

negative variance with WLSMV estimator

It seems problematic that one of your depression indicators is dep(ression), which I would expect to

10/11/18

fotin...@gmail.com, Terrence Jorgensen3

8/26/18

Object doesn't exist longInvariance function

(another limitation I am working on). There is a new function in the development version, which

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Object doesn't exist longInvariance function

(another limitation I am working on). There is a new function in the development version, which

8/26/18

franz...@gmail.com

8/1/18

Are CIs from fitting a SEM with a survey-resampling similar to se = bootstrap?

Dear lavaan-fans and -friends! I have a question which is hopefully not too trivial. I am using

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bootstrap

estimator

mediation

Are CIs from fitting a SEM with a survey-resampling similar to se = bootstrap?

Dear lavaan-fans and -friends! I have a question which is hopefully not too trivial. I am using

8/1/18

Chao Xu, Terrence Jorgensen3

8/10/18

Part of results from ULS and DWLS estimators are different

Hi Terrence, Thanks for your reply. I appreciate your help as always. I posted the issue here because

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estimator

Part of results from ULS and DWLS estimators are different

Hi Terrence, Thanks for your reply. I appreciate your help as always. I posted the issue here because

8/10/18

Sabeeh Baig, … Yves Rosseel5

7/31/18

Ordinal estimation and missigness

This is now fixed in dev 0.6-3.1286. An error is produced if missing = "fiml" (or "

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CFA

estimator

missing

Ordinal estimation and missigness

This is now fixed in dev 0.6-3.1286. An error is produced if missing = "fiml" (or "

7/31/18

Pahud, … Yves Rosseel9

10/1/18

new release: estimator = MLM gone?

Fixed in 0.6-4.1334 Yves.

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MLM

estimator

new release: estimator = MLM gone?

Fixed in 0.6-4.1334 Yves.

10/1/18

Amonet, … Terrence Jorgensen6

7/15/18

How to obtain the 'imputed data' from the FIML estimator? (needed for making QQ plots)

so I can for example make a QQ plot of the observed indicators indicators (ie use the raw data sample

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estimator

missing

skew

How to obtain the 'imputed data' from the FIML estimator? (needed for making QQ plots)

so I can for example make a QQ plot of the observed indicators indicators (ie use the raw data sample

7/15/18

georg kessler, Terrence Jorgensen2

6/15/18

standardized residuals (theta) on model with robust estimator produces error

I use lavaan 0.6_1 I think this issue was fixed in the development version install.packages("

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estimator

robust

standardized residuals (theta) on model with robust estimator produces error

I use lavaan 0.6_1 I think this issue was fixed in the development version install.packages("

6/15/18