calculateModelSelectionCriteria: Model selection criteria

In cSEM: Composite-Based Structural Equation Modeling

Model selection criteria

Description

Calculate several information or model selection criteria (MSC) such as the Akaike information criterion (AIC), the Bayesian information criterion (BIC) or the Hannan-Quinn criterion (HQ).

Usage

calculateModelSelectionCriteria(
  .object          = NULL,
  .ms_criterion    = c("all", "aic", "aicc", "aicu", "bic", "fpe", "gm", "hq",
                       "hqc", "mallows_cp"),
  .by_equation     = TRUE, 
  .only_structural = TRUE 
  )

Arguments

.object	An R object of class cSEMResults resulting from a call to csem().
.ms_criterion	Character string. Either a single character string or a vector of character strings naming the model selection criterion to compute. Defaults to "all".
.by_equation	Should the criteria be computed for each structural model equation separately? Defaults to TRUE.
.only_structural	Should the the log-likelihood be based on the structural model? Ignored if .by_equation == TRUE. Defaults to TRUE.

Details

By default, all criteria are calculated (.ms_criterion == "all"). To compute only a subset of the criteria a vector of criteria may be given.

If .by_equation == TRUE (the default), the criteria are computed for each structural equation of the model separately, as suggested by \insertCiteSharma2019;textualcSEM in the context of PLS. The relevant formula can be found in Table B1 of the appendix of \insertCiteSharma2019;textualcSEM.

If .by_equation == FALSE the AIC, the BIC and the HQ for whole model are calculated. All other criteria are currently ignored in this case! The relevant formula are (see, e.g., \insertCiteAkaike1974cSEM, \insertCiteSchwarz1978;textualcSEM, \insertCiteHannan1979;textualcSEM):

AIC = - 2*log(L) + 2*k

BIC = - 2*log(L) + k*ln(n)

HQ = - 2*log(L) + 2*k*ln(ln(n))

where log(L) is the log likelihood function of the multivariate normal distribution of the observable variables, k the (total) number of estimated parameters, and n the sample size.

If .only_structural == TRUE, log(L) is based on the structural model only. The argument is ignored if .by_equation == TRUE.

Value

If .by_equation == TRUE a named list of model selection criteria.

References

\insertAllCited

See Also

assess(), cSEMResults

cSEM documentation built on Nov. 25, 2022, 1:05 a.m.