Confimratory Factor Analysis(CFA)
Hello I'm trying to compute CFA with matrix data. But I didn't succeed.
I get the error message:
fit.cfaMod<-cfa(cfaMod,sample.cov=Mal1,sample.nobs=1193, estimator = "ML",std.lv=TRUE)
Error in lavData(data = data, group = group, cluster = cluster, ov.names = OV.NAMES, :
lavaan ERROR: at least one variance in the sample covariance matrix is (near) zero or negative.
My sample size is 1193 and I have 9 variables.
Any help to solve this error message will begood from your side.
Comments
Hi @gouvidejeang ,
This forum is dedicated to Python DataMatrix, whereas your question relates to an R package! I will move the discussion to the JASP/ BayesFactor category, which is closer to your question. (But I'm still not sure anyone will be able to help you!)
— Sebastiaan
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This question is more appropriate for our GitHub page (for details see https://jasp-stats.org/2018/03/29/request-feature-report-bug-jasp/). This way you'll be in direct contact with the programming team and the issue can be assigned to the team member with the most expertise on the topic. Please make sure you add as much information as possible.
Cheers,
E.J.