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Mplus Users Guide v6.. - Muthén & Muthén

Mplus Users Guide v6.. - Muthén & Muthén

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CHAPTER 1When there are no covariates in the model, this is analogous to pairwisepresent analysis. Non-ignorable missing data (NMAR) modeling ispossible using maximum likelihood estimation where categoricaloutcomes are indicators of missingness and where missingness can bepredicted by continuous and categorical latent variables (<strong>Muthén</strong>, Jo, &Brown, 2003; <strong>Muthén</strong> et al., 2010 ).In all models, missingness is not allowed for the observed covariatesbecause they are not part of the model. The model is estimatedconditional on the covariates and no distributional assumptions are madeabout the covariates. Covariate missingness can be modeled if thecovariates are brought into the model and distributional assumptionssuch as normality are made about them. With missing data, the standarderrors for the parameter estimates are computed using the observedinformation matrix (Kenward & Molenberghs, 1998). Bootstrapstandard errors and confidence intervals are also available with missingdata.<strong>Mplus</strong> provides multiple imputation of missing data using Bayesiananalysis (Rubin, 1987; Schafer, 1997). Both the unrestricted H1 modeland a restricted H0 model can be used for imputation.Multiple data sets generated using multiple imputation can be analyzedusing a special feature of <strong>Mplus</strong>. Parameter estimates are averaged overthe set of analyses, and standard errors are computed using the averageof the standard errors over the set of analyses and the between analysisparameter estimate variation (Rubin, 1987; Schafer, 1997). A chi-squaretest of overall model fit is provided (Asparouhov & <strong>Muthén</strong>, 2008c;Enders, 2010).ESTIMATORS AND ALGORITHMS<strong>Mplus</strong> provides both Bayesian and frequentist inference. Bayesiananalysis uses Markov chain Monte Carlo (MCMC) algorithms. Posteriordistributions can be monitored by trace and autocorrelation plots.Convergence can be monitored by the Gelman-Rubin potential scalingreduction using parallel computing in multiple MCMC chains. Posteriorpredictive checks are provided.Frequentist analysis uses maximum likelihood and weighted leastsquares estimators. <strong>Mplus</strong> provides maximum likelihood estimation for8

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