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lasman
2012 Jan 31
0
Using 2SLS to mimic SEM with nested data
...ne of my uncertainties though is how to assess model fit. For example, one of the rules of thumb I learned is that the R2 from all first stage regressions should be at least .10. It's not clear to me though what the correspnding criterion would be if I were running a mixed model.
I also used a Basman F-statistic to assess model fit when a did a 2SLS. I no longer rember the details of its calculation, but wonder if it translates well to mixed models (or if there are other fit statistics that do).
If anyone has knowledge of/experience with this and would be willing to point me in the right direc...