Dear StataListers, I am working on a project on which I am trying to estimate a factor analysis using 9 dummies variables.

On a first step I estimated a first order confirmatory factor analysis, and I didn't have problems but when I tries to estimate

a second order confirmatory factor analysis, the model runs and runs and runs and gives me the message that iterations are "not concave".

Because of all the variables have two categories, I use the method adf (asympotically distribution free),

but I also tried to estimate the model using the method (ml) combined with option vce (robust) and with vce (bootstrap). I have the same problem

My question is the following: what does this "not concave" message mean? What should I do?

My code:

(1) FIRST ORDER CONFIRMATORY FACTOR ANALYSIS

sem (Ayudaeconomica -> coberturamedica ITICBT ayudaexterna ,)

(Zonaubicacion -> basural zonainundable villaemergencia,)

(Infraestructura -> baño pisos techointerior hacinamiento),

latent (Ayudaeconomica Zonaubicacion Infraestructura) method(adf)

(2) SECOND ORDER CONFIRMATORY FACTOR ANALYSIS

sem (Incapacidadeconomica -> coberturamedica ITICBT ayudaexterna ,)

(Zonaubicacion -> basural zonainundable villaemergencia,)

(Infraestructura -> baño pisos techointerior hacinamiento,)

(Pobrezamultidimensional -> Infraestructura Incapacidadeconomica Zonaubicacion ),

latent (Pobrezamultidimensional Incapacidadeconomica Zonaubicacion Infraestructura)

method(adf) iterate ( 100 )

RESULTS

Endogenous variables

Measurement: coberturamedica ITICBT ayudaexterna basural zonainundable villaemergencia baño pisos techointerior hacinamiento

Latent: Incapacidadeconomica Zonaubicacion Infraestructura

Exogenous variables

Latent: Pobrezamultidimensional

Fitting baseline model:

Iteration 0: discrepancy = .43060013

Iteration 1: discrepancy = .28040098

Iteration 2: discrepancy = .28040098

Fitting target model:

Iteration 0: discrepancy = 11.835502 (not concave)

Iteration 1: discrepancy = 1.3103552 (not concave)

Iteration 2: discrepancy = .07200014 (not concave)

Iteration 3: discrepancy = .06590574 (not concave)

Iteration 4: discrepancy = .06213892 (not concave)

Iteration 5: discrepancy = .06168234 (not concave)

Iteration 6: discrepancy = .06140415 (not concave)

Iteration 7: discrepancy = .06100357 (not concave)

Iteration 8: discrepancy = .06040023 (not concave)

Iteration 9: discrepancy = .06021822 (not concave)

Iteration 10: discrepancy = .05955194 (not concave)

Iteration 11: discrepancy = .0594336 (not concave)

Iteration 12: discrepancy = .05862482 (not concave)

Iteration 13: discrepancy = .0575207 (not concave)

Iteration 14: discrepancy = .05601082 (not concave)

Iteration 15: discrepancy = .05516756 (not concave)

Iteration 16: discrepancy = .05490172 (not concave)

Iteration 17: discrepancy = .05486508 (not concave)

Iteration 18: discrepancy = .05484651 (not concave)

Iteration 19: discrepancy = .05484535 (not concave)

Iteration 20: discrepancy = .05484476 (not concave)

Iteration 21: discrepancy = .05484462 (not concave)

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.

.

.

Iteration 98: discrepancy = .05484455 (not concave)

Iteration 99: discrepancy = .05484455 (not concave)

Iteration 100: discrepancy = .05484455 (not concave)

convergence not achieved

Structural equation model

Number of obs = 15,254

Estimation method = adf

Discrepancy = .05484455

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