Description Usage Arguments Value Examples
gscmcov
determines the covariance matrix of a GSC model. This is a wrapper for the functions
gscmcovrr, gscmcovfr and gscmcovff
1 2 |
B |
(q,q) lower triangular matrix describing the interrelations of the latent variables: b_ij = 1 regression coefficient of eta_j in the regression relation in which eta_i is the depend variable b_ij = 0 if eta_i does not depend on eta_j in a direct way (b_ii = 0 !) |
indicatorx |
vector describing with which exogenous composite the X-variables are connected |
indicatory |
vector describing with which endogenous composite the Y-variables are connected |
lambdax |
vector of loadings of indicators for exogenous composites or NULL when there are no loadings for the X-variables in the model |
lambday |
vector of loadings of indicators for endogenous composites or NULL when there are no loadings for the Y-variables in the model |
wx |
vector of weights for building exogenous composites or NULL when loadings are present |
wy |
vector of weights for building endogenous composites or NULL when loadings are present |
Sxixi |
covariance matrix of exogenous composites |
R2 |
vector of coefficients of determination for regressions belonging to the structural model |
out list with components
S | covariance matrix of manifest variables |
B | (q,q) lower triangular matrix with possibly modified coefficients of the structural model |
Scomp | covariance matrix of composites |
wx | vector of weights for building exogenous composites |
wy | vector of weights for building endoogenous composites |
Sdd | diagonal matrix of variances of errors of X variable loadings or NA |
See | diagonal matrix of variances of errors of Y variable loadings or NA |
1 2 3 4 5 6 7 8 9 | Sxixi <- matrix(c(1.0, 0.01, 0.01, 1),2,2)
B <- matrix(c( 0,0,0, 0,0,0, 0.7,0.4,0),3,3,byrow=TRUE)
indicatorx <- c(1,1,1,2,2,2)
indicatory <- c(1,1,1)
lambdax <- c(0.83,0.87,0.87,0.91,0.88,0.82)
lambday <- c(0.89,0.90,0.80)
wx <- c(0.46, 0.31, 0.32, 0.34, 0.40, 0.37)
wy <- c(0.41, 0.39, 0.37)
out <- gscmcov(B,indicatorx,indicatory,lambdax,lambday,wx=NULL,wy=NULL,Sxixi,R2=NULL)
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