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Macky Mincer's user avatar
Macky Mincer's user avatar
Macky Mincer's user avatar
Macky Mincer
  • Member for 7 years
  • Last seen more than 3 years ago
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Can I compare a just-identified model and an overidentified model?
Thanks, I checked several books as well as Kenny's website, they never discussed this exact issue of comparing just-identified and overidentified models.
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Can I compare a just-identified model and an overidentified model?
Thank you. Do you know by any chance any paper I can refer to in this regard?
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Can I be sure about the parameter's SIGN if the convergence is problematic?
@TrungDung I've added the plot with three chains in the post. For this parameter, ESS(bulk)= 541, ESS(tail)= 962, Rhat=1.013.
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Can I be sure about the parameter's SIGN if the convergence is problematic?
@TrungDung I used Mplus software and created plots manually. The above plot used thinning of 100 and it didn't help either. Do you think it's fine to have an autocorrelation of .6 or higher? The closer look at the chains shows estimates between .8 and 1.6 for different chains, which is quite a lot substantively.
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