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#
# Copyright 2007-2018 by the individuals mentioned in the source code history
#
# Licensed under the Apache License, Version 2.0 (the "License");
# you may not use this file except in compliance with the License.
# You may obtain a copy of the License at
#
# http://www.apache.org/licenses/LICENSE-2.0
#
# Unless required by applicable law or agreed to in writing, software
# distributed under the License is distributed on an "AS IS" BASIS,
# WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
# See the License for the specific language governing permissions and
# limitations under the License.
#------------------------------------------------------------------------------
# Author: Michael D. Hunter
# Date: 2011.04.09
# Filename: LISRELExoEndoOnly.R
# Purpose: Create a test for the mxExpectationLISREL function using only
# exogenous or only endogenous variables. This test was created based on
# models/passing/LISRELFactorRegressionWithMeans_Matrix*.R.
#------------------------------------------------------------------------------
# Revision History:
# Mon Apr 09 19:16:11 Central Daylight Time 2012 -- Michael Hunter created test from LISRELFactorRegressionWithMeans_Matrix*.R
#
#--------------------------------------------------------------------
# Load OpenMx
require(OpenMx)
#--------------------------------------------------------------------
# Read in and set up the data
IndManExo <- 1:8
IndManEnd <- 9:12
# The data
data(latentMultipleRegExample1)
# Rearange Columns to separate exogenous and endogenous variables
rawlisdat <- latentMultipleRegExample1[, c(IndManEnd, IndManExo)]
rawlisy <- latentMultipleRegExample1[, IndManEnd]
rawlisx <- latentMultipleRegExample1[, IndManExo]
# Take covariance and means
covlisdat <- cov(rawlisdat)
mealisdat <- colMeans(rawlisdat)
# Number of manifest and latent exogenous and endogenous variables
numLatExo <- 2
numLatEnd <- 1
numManExo <- 8
numManEnd <- 4
# Dimnames
LatExo <- paste('xi', 1:numLatExo, sep='')
LatEnd <- paste('eta', 1:numLatEnd, sep='')
ManExo <- names(rawlisdat)[(numManEnd+1):(numManEnd+numManExo)]
ManEnd <- names(rawlisdat)[1:numManEnd]
#--------------------------------------------------------------------
# Specify the 13 extended LISREL matrices
lx <- mxMatrix("Full", numManExo, numLatExo,
free=c(F,T,T,T,F,F,F,F,F,F,F,F,F,T,T,T),
values=c(1, .2, .2, .2, 0, 0, 0, 0, 0, 0, 0, 0, 1, .2, .2, .2),
labels=c( paste('l', 1, 1:4, sep=''), rep(NA, 8), paste('l', 2, 5:8, sep='')),
name='LX',
dimnames=list(ManExo, LatExo)
) #DONE
ly <- mxMatrix("Full", numManEnd, numLatEnd,
free=c(F,T,T,T),
values=c(1, .2, .2, .2),
labels= paste('l', 3, 9:12, sep=''),
name='LY',
dimnames=list(ManEnd, LatEnd)
) #DONE
be <- mxMatrix("Zero", numLatEnd, numLatEnd, name='BE', dimnames=list(LatEnd, LatEnd)) #DONE
ga <- mxMatrix("Full", numLatEnd, numLatExo,
free=T,
values=.2,
labels=c('b13', 'b23'),
name='GA',
dimnames=list(LatEnd, LatExo)
) #DONE
ph <- mxMatrix("Symm", numLatExo, numLatExo,
free=c(T,T,T),
values=c(.8, .3, .8),
labels=c('varF1', 'covF1F2', 'varF2'),
name='PH',
dimnames=list(LatExo, LatExo)
) #DONE
ps <- mxMatrix("Symm", numLatEnd, numLatEnd,
free=T,
values=.8,
labels='varF3',
name='PS',
dimnames=list(LatEnd, LatEnd)
) #DONE
td <- mxMatrix("Diag", numManExo, numManExo,
free=T,
values=.8,
labels=paste('d', 1:8, sep=''),
name='TD',
dimnames=list(ManExo, ManExo)
) #DONE
te <- mxMatrix("Diag", numManEnd, numManEnd,
free=T,
values=.8,
labels=paste('e', 9:12, sep=''),
name='TE',
dimnames=list(ManEnd, ManEnd)
) #DONE
th <- mxMatrix("Zero", numManExo, numManEnd, name='TH', dimnames=list(ManExo, ManEnd)) #DONE
tx <- mxMatrix("Full", numManExo, 1,
free=T,
values=.1,
labels=paste('m', 1:8, sep=''),
name='TX',
dimnames=list(ManExo, "TXMeans")
) #DONE
ty <- mxMatrix("Full", numManEnd, 1,
free=T,
values=.1,
labels=paste('m', 9:12, sep=''),
name='TY',
dimnames=list(ManEnd, "TYMeans")
) #DONE
ka <- mxMatrix("Zero", numLatExo, 1, name='KA', dimnames=list(LatExo, "KAMeans")) #DONE
al <- mxMatrix("Zero", numLatEnd, 1, name='AL', dimnames=list(LatEnd, "ALMeans")) #DONE
#--------------------------------------------------------------------
# Define Endogenous-only the model
ymod <- mxModel(
name='LISREL Endogenous Model with Means',
mxData(observed=rawlisy, type='raw'),
ly, be, ps, te, ty, al,
mxExpectationLISREL(
LY=ly$name,
BE=be$name,
PS=ps$name,
TE=te$name,
TY=ty$name,
AL=al$name
),
mxFitFunctionML()
)
#--------------------------------------------------------------------
# Run the Endogenous-only model
# Uncomment the following lines when debugbing
#ymodRun <- mxRun(ymod, onlyFrontend=TRUE) # This runs fine.
#ymod <- mxOption(ymod, "Calculate Hessian", "No")
#ymod <- mxOption(ymod, "Standard Errors", "No")
#ymod <- mxOption(ymod, "Major iterations", 1)
ymodRun <- mxRun(ymod)
summary(ymodRun)
#--------------------------------------------------------------------
#--------------------------------------------------------------------
# Define the model
xmod <- mxModel(
name='LISREL Exogenous Model with Means',
mxData(observed=rawlisx, type='raw'),
lx, ph, td, tx, ka,
mxExpectationLISREL(
LX=lx$name,
PH=ph$name,
TD=td$name,
TX=tx$name,
KA=ka$name
),
mxFitFunctionML()
)
#--------------------------------------------------------------------
# Run the Exogenous-only model
# Uncomment the following lines when debugbing
#xmodRun <- mxRun(xmod, onlyFrontend=TRUE) # This runs fine.
#xmod <- mxOption(xmod, "Calculate Hessian", "No")
#xmod <- mxOption(xmod, "Standard Errors", "No")
#xmod <- mxOption(xmod, "Major iterations", 1)
xmodRun <- mxRun(xmod)
summary(xmodRun)
#--------------------------------------------------------------------
# Create RAM models that mirror the LISREL ones
xman <- names(rawlisx)
xrmod <- mxModel(
mxData(observed=rawlisx, type='raw'),
name="RAM Exogenous",
type="RAM",
manifestVars=xman,
latentVars=c("f1", "f2"),
mxPath("f1", xman[1:4], free=c(F, T, T, T), values=c(1, .2, .2, .2)),
mxPath("f2", xman[5:8], free=c(F, T, T, T), values=c(1, .2, .2, .2)),
mxPath(c("f1", "f2"), connect="unique.pairs", free=T, arrows=2, values=c(.8, .3, .8)),
mxPath(xman, arrows=2, free=T, values=.8),
mxPath("one", c(xman, "f1", "f2"), free=c(rep(T, 8), F, F), values=c(rep(.1, 8), 0, 0))
)
xrmodRun <- mxRun(xrmod)
yman <- names(rawlisy)
yrmod <- mxModel(
mxData(observed=rawlisy, type='raw'),
name="RAM Endogenous",
type="RAM",
manifestVars=yman,
latentVars="f1",
mxPath("f1", yman[1:4], free=c(F, T, T, T), values=c(1, .2, .2, .2)),
mxPath("f1", free=T, arrows=2, values=.8),
mxPath(yman, arrows=2, free=T, values=.8),
mxPath("one", c(yman, "f1"), free=c(rep(T, 4), F), values=c(rep(.1, 4), 0))
)
yrmodRun <- mxRun(yrmod)
summary(yrmodRun)
#--------------------------------------------------------------------
# Compare the estimate parameters in LISREL and RAM
# Check the exogenous only model
omxCheckCloseEnough(xmodRun$output$estimate, xrmodRun$output$estimate[c(1:6, 15:17, 7:14, 18:25)], epsilon=0.001)
# Check the endogenoug only model
omxCheckCloseEnough(ymodRun$output$estimate, yrmodRun$output$estimate[c(1:3, 8, 4:7, 9:12)], epsilon=0.001)
#--------------------------------------------------------------------
#require(rbenchmark)
#benchmark(mxRun(xmod), mxRun(xrmod), replications=10)
# LISREL and RAM models here take about the same amount of time
# LISREL is acutally .9% faster
#benchmark(mxRun(ymod), mxRun(yrmod), replications=10)
# LISREL takes about 9% longer than RAM models here
# For the combined model, LISREL is about 10% slower.
#--------------------------------------------------------------------
# End
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