Model Search With TETRAD II and LISREL

This article is a comment on the paper by Spirtes, Scheines, and Glymour. The problem of equivalent models is discussed. The conclusion of the authors that the automatic model modification procedure in LISREL performs poorly may be due to the fact that all equivalent models are not counted as correct models. Our own experiment based on their model 8 demonstrates that the automatic model modification procedure in LISREL indeed performs very well when all equivalent models are counted as correct. Contrary to what the authors claim, the modification index in LISREL can be used to detect equivalent models and give useful insight into the problem of model modification.