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Authors = Benjamin Nagengast ORCID = 0000-0001-9868-8322

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14 pages, 351 KiB  
Article
What Is the Maximum Likelihood Estimate When the Initial Solution to the Optimization Problem Is Inadmissible? The Case of Negatively Estimated Variances
by Steffen Zitzmann, Julia-Kim Walther, Martin Hecht and Benjamin Nagengast
Psych 2022, 4(3), 343-356; https://doi.org/10.3390/psych4030029 - 30 Jun 2022
Cited by 5 | Viewed by 2270
Abstract
The default procedures of the software programs Mplus and lavaan tend to yield an inadmissible solution (also called a Heywood case) when the sample is small or the parameter is close to the boundary of the parameter space. In factor models, a [...] Read more.
The default procedures of the software programs Mplus and lavaan tend to yield an inadmissible solution (also called a Heywood case) when the sample is small or the parameter is close to the boundary of the parameter space. In factor models, a negatively estimated variance does often occur. One strategy to deal with this is fixing the variance to zero and then estimating the model again in order to obtain the estimates of the remaining model parameters. In the present article, we present one possible approach for justifying this strategy. Specifically, using a simple one-factor model as an example, we show that the maximum likelihood (ML) estimate of the variance of the latent factor is zero when the initial solution to the optimization problem (i.e., the solution provided by the default procedure) is a negative value. The basis of our argument is the very definition of ML estimation, which requires that the log-likelihood be maximized over the parameter space. We present the results of a small simulation study, which was conducted to evaluate the proposed ML procedure and compare it with Mplus’ default procedure. We found that the proposed ML procedure increased estimation accuracy compared to Mplus’ procedure, rendering the ML procedure an attractive option to deal with inadmissible solutions. Full article
(This article belongs to the Special Issue Computational Aspects and Software in Psychometrics II)
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