1 OPTIONS NONOTES NOSTIMER NOSOURCE NOSYNTAXCHECK;
55
56 /**************************** Circle.sas ****************************/
57 title 'Try to fit a non-identified model';
58 title2 'Jerry Brunner: Student Number 999999999';
59
60 data Bizarre;
61 infile '/folders/myfolders/431s17/Circle.data.txt' firstobs=2 ; /* Skipping the header */
62 input id Y1-Y4;
63
64
NOTE: The infile '/folders/myfolders/431s17/Circle.data.txt' is:
Filename=/folders/myfolders/431s17/Circle.data.txt,
Owner Name=root,Group Name=vboxsf,
Access Permission=-rwxrwx---,
Last Modified=30Jan2015:16:40:51,
File Size (bytes)=15311
NOTE: 250 records were read from the infile '/folders/myfolders/431s17/Circle.data.txt'.
The minimum record length was 59.
The maximum record length was 59.
NOTE: The data set WORK.BIZARRE has 250 observations and 5 variables.
NOTE: DATA statement used (Total process time):
real time 0.05 seconds
cpu time 0.01 seconds
65 proc calis pshort nostand vardef=n pcorr;
66 title3 'True beta1 = 0.7071068, beta2 = -0.7071068, psi1 = psi2 = 1';
67 title4 'With psi1 neq psi2, fails parameter count rule';
68 var Y1 Y2; /* Declare observed variables */
69 lineqs
70 /* Latent variables must begin with F for Factor.
71 Error terms must begin with e or d (for disturbance) */
72 Y1 = beta1*F1 + beta2*F2 + epsilon1,
73 Y2 = beta1*F1 + beta2*F2 + epsilon2;
74 variance /* Declare variance parameters. */
75 epsilon1 = psi1, epsilon2 = psi2,
76 F1 = 1, F2 = 1;
77 cov
78 F1 F2 = 0;
79 /* Other unmentioned covariances are assumed zero. */
80 /* If no means or intercepts are given, model is assumed to
81 be in centered form. Unmentioned means and intercepts are
82 re-parameterized and disappear from the likelihood. */
83
WARNING: The estimation problem is not identified: There are more parameters to estimate ( 4 ) than the total number of mean and
covariance elements ( 3 ).
NOTE: Convergence criterion (GCONV2=0) satisfied.
NOTE: The Moore-Penrose inverse is used in computing the covariance matrix for parameter estimates.
WARNING: Standard errors and t values might not be accurate with the use of the Moore-Penrose inverse.
WARNING: Critical N is not computable for df= -1.
NOTE: PROCEDURE CALIS used (Total process time):
real time 2.75 seconds
cpu time 0.41 seconds
84 proc calis pshort nostand vardef=n pcorr;
85 title3 'True beta1 = 0.7071068, beta2 = -0.7071068, psi1 = psi2 = 1';
86 title4 'Passes parameter count rule with psi1=psi1=psi';
87 var Y1 Y2; /* Declare observed variables */
88 lineqs
89 /* Latent variables must begin with F for Factor.
90 Error terms must begin with e or d (for disturbance) */
91 Y1 = beta1*F1 + beta2*F2 + epsilon1,
92 Y2 = beta1*F1 + beta2*F2 + epsilon2;
93 variance /* Declare variance parameters. */
94 epsilon1 = psi, epsilon2 = psi,
95 F1 = 1, F2 = 1;
96 cov
97 F1 F2 = 0;
98
NOTE: Convergence criterion (ABSGCONV=0.00001) satisfied.
NOTE: The Moore-Penrose inverse is used in computing the covariance matrix for parameter estimates.
WARNING: Standard errors and t values might not be accurate with the use of the Moore-Penrose inverse.
WARNING: Critical N is not computable for df= 0.
NOTE: PROCEDURE CALIS used (Total process time):
real time 0.38 seconds
cpu time 0.35 seconds
99 proc calis pshort nostand vardef=n pcorr;
100 title3 'True beta1 = 0.7071068, beta2 = -0.7071068, psi1 = psi2 = 1';
101 title4 'Psi1 neq psi2 again, start at beta1 = -0.9824205, beta2=0';
102 var Y1 Y2; /* Declare observed variables */
103 lineqs
104 /* Latent variables must begin with F for Factor.
105 Error terms must begin with e or d (for disturbance) */
106 Y1 = beta1(-0.9824205)*F1 + beta2(0)*F2 + epsilon1,
107 Y2 = beta1(-0.9824205)*F1 + beta2(0)*F2 + epsilon2;
108 variance /* Declare variance parameters. */
109 epsilon1 = psi1(0.75731), epsilon2 = psi2(1.19528),
110 F1 = 1, F2 = 1;
111 cov
112 F1 F2 = 0;
113
WARNING: The estimation problem is not identified: There are more parameters to estimate ( 4 ) than the total number of mean and
covariance elements ( 3 ).
NOTE: Convergence criterion (ABSGCONV=0.00001) satisfied.
NOTE: The Moore-Penrose inverse is used in computing the covariance matrix for parameter estimates.
WARNING: Standard errors and t values might not be accurate with the use of the Moore-Penrose inverse.
NOTE: The standard error estimate of beta2 is zero or very close to zero.
WARNING: Critical N is not computable for df= -1.
NOTE: PROCEDURE CALIS used (Total process time):
real time 0.34 seconds
cpu time 0.32 seconds
114 proc calis pshort nostand vardef=n pcorr;
115 title3 'True beta1 = beta2 = 0, psi1 = psi2 = 1';
116 title4 'Fails parameter count rule';
117 var Y3 Y4; /* Declare observed variables */
118 lineqs
119 /* Latent variables must begin with F for Factor.
120 Error terms must begin with e or d (for disturbance) */
121 Y3 = beta1*F1 + beta2*F2 + epsilon1,
122 Y4 = beta1*F1 + beta2*F2 + epsilon2;
123 variance /* Declare variance parameters. */
124 epsilon1 = psi1, epsilon2 = psi2,
125 F1 = 1, F2 = 1;
126 cov
127 F1 F2 = 0;
128
129
130 OPTIONS NONOTES NOSTIMER NOSOURCE NOSYNTAXCHECK;
WARNING: The estimation problem is not identified: There are more parameters to estimate ( 4 ) than the total number of mean and
covariance elements ( 3 ).
WARNING: Standard errors and t values might not be accurate with the use of the Moore-Penrose inverse.
WARNING: Critical N is not computable for df= -1.
142