I created following structural equation model from iris data set using lavaan package in R:
How do I interpret these numbers. The output (of sem() function of lavaan package) is given below. It did not give any P values:
lavaan (0.5-18) converged normally after 64 iterations
Number of observations 150
Estimator ML
Minimum Function Test Statistic NA
Degrees of freedom -4
Minimum Function Value 0.0000000000000
Parameter estimates:
Information Expected
Standard Errors Standard
Estimate Std.err Z-value P(>|z|)
Latent variables:
sepf =~
Sepal.Length 1.000
Sepal.Width -0.469
petf =~
Petal.Length 1.000
Petal.Width 0.507
lenf =~
Petal.Length 1.000
Sepal.Length -0.177
widf =~
Sepal.Width 1.000
strf =~
sepf 1.000
petf 2.084
bulkf =~
lenf 1.000
widf 0.579
Regressions:
strf ~
Species 0.842
bulkf ~
Species 0.290
Covariances:
strf ~~
bulkf 0.065
Variances:
Sepal.Length 0.361
Sepal.Width 0.129
Petal.Length 0.231
Petal.Width 0.047
sepf -0.120
petf -0.220
lenf -0.179
widf 0.084
strf 0.053
bulkf -0.025
-----------------------------------------------
Warning messages:
1: In lav_data_full(data = data, group = group, group.label = group.label, :
lavaan WARNING: unordered factor(s) with more than 2 levels detected in data: Species
2: In lav_model_vcov(lavmodel = lavmodel, lavsamplestats = lavsamplestats, :
lavaan WARNING: could not compute standard errors!
lavaan NOTE: this may be a symptom that the model is not identified.
3: In lavaan::lavaan(model = model, data = mydf, model.type = "sem", :
lavaan WARNING: some estimated variances are negative
4: In lavaan::lavaan(model = model, data = mydf, model.type = "sem", :
lavaan WARNING: covariance matrix of latent variables is not positive definite; use inspect(fit,"cov.lv") to investigate.
5: In sqrt(ETA2) : NaNs produced
6: In sqrt(ETA2) : NaNs produced
7: In sqrt(ETA2) : NaNs produced
>
Do I just take large estimates as signficant? Thanks for your insight.
Best Answer
Moving comments above to an answer:
You really can't say anything at all about this model. On top of being completely unidentified it is badly broken (negative variance terms abound). So I would throw this model out and try something completely different.
Edit: This model is vastly over-identified and hence it is not unique (therefore, it's likelihood surface has no curvature, and no standard errors can be computed). The model converges to some location, but given some different starting values it will almost certainly converge to an entirely different location that fits equally well. Therefore, do not interpret this model at all, as it is largely meaningless, and lavaan surely printed a warning message saying that the model is probably not identified