cvsem: Cross-Validation of Structural Equation Models

In cvsem: SEM Model Comparison with K-Fold Cross-Validation

Cross-Validation of Structural Equation Models

Description

Do model comparison on SEM models using cross-validation as described in \insertCiteCudeck1983cvsem and \insertCiteBrowneCudeck1992cvsem. Cross-validation is based on the discrepancy between the sample covariance matrix and the model implied matrix. Currently, cvsem supports 'KL-Divergence', Frobenius Distance and Generalized Least Squares 'GLS' as discrepancy metrics.

Usage

cvsem(
  data = NULL,
  Models,
  discrepancyMetric = "KL-Divergence",
  k = 5,
  lavaanFunction = "sem",
  echo = TRUE,
  ...
)

Arguments

data	Data
Models	A collection of models, specified in lavaan syntax. Provide Models with the cvgather() function.
discrepancyMetric	Specify which discrepancy metric to use (one of 'KL-Divergence', 'FD', 'GLS'). Default is KL Divergence.
k	The number of folds. Default is 5.
lavaanFunction	Specify which lavaan function to use. Default is "sem". Other options are "lavaan" and "cfa"
echo	Provide feedback on progress to user, defaults to TRUE. Set to FALSE to suppress.
...	Not used

Value

A list with the prediction error for each model.

References

\insertAllCited

()

Examples

example_data <- lavaan::HolzingerSwineford1939
colnames(example_data) <- c("id", "sex", "ageyr", "agemo", 'school', "grade",
"visualPerception", "cubes", "lozenges", "comprehension",
"sentenceCompletion", "wordMeaning", "speededAddition",
"speededCounting", "speededDiscrimination")

model1 <- 'comprehension ~ meaning

           ## Add some latent variables:
        meaning =~ wordMeaning + sentenceCompletion
        speed =~ speededAddition + speededDiscrimination + speededCounting
        speed ~~ meaning'

model2 <- 'comprehension ~ wordMeaning + speededAddition'
model3 <- 'comprehension ~ wordMeaning + speededAddition'

models <- cvgather(model1, model2, model3)

fit <- cvsem( data = example_data, Models = models, k = 10, discrepancyMetric = "KL-Divergence")

cvsem documentation built on Aug. 13, 2022, 5:06 p.m.