modindices.mi: Modification Indices for Multiple Imputations

In lavaan.mi: Fit Structural Equation Models to Multiply Imputed Data

Modification Indices for Multiple Imputations

Description

Modification indices (1-df Lagrange multiplier tests) from a latent variable model fitted to multiple imputed data sets. Statistics for releasing one or more fixed or constrained parameters in model can be calculated by pooling the gradient and information matrices across imputed data sets in a method proposed by Mansolf, Jorgensen, & Enders (2020)—analogous to the "D1" Wald test proposed by Li, Meng, Raghunathan, & Rubin (1991)—or by pooling the complete-data score-test statistics across imputed data sets (i.e., "D2"; Li et al., 1991).

Usage

modindices.mi(
  object,
  pool.method = c("D2", "D1"),
  omit.imps = c("no.conv", "no.se"),
  standardized = TRUE,
  cov.std = TRUE,
  information = "expected",
  power = FALSE,
  delta = 0.1,
  alpha = 0.05,
  high.power = 0.75,
  sort. = FALSE,
  minimum.value = 0,
  maximum.number = nrow(LIST),
  na.remove = TRUE,
  op = NULL
)

modificationIndices.mi(
  object,
  pool.method = c("D2", "D1"),
  omit.imps = c("no.conv", "no.se"),
  standardized = TRUE,
  cov.std = TRUE,
  information = "expected",
  power = FALSE,
  delta = 0.1,
  alpha = 0.05,
  high.power = 0.75,
  sort. = FALSE,
  minimum.value = 0,
  maximum.number = nrow(LIST),
  na.remove = TRUE,
  op = NULL
)

modificationindices.mi(
  object,
  pool.method = c("D2", "D1"),
  omit.imps = c("no.conv", "no.se"),
  standardized = TRUE,
  cov.std = TRUE,
  information = "expected",
  power = FALSE,
  delta = 0.1,
  alpha = 0.05,
  high.power = 0.75,
  sort. = FALSE,
  minimum.value = 0,
  maximum.number = nrow(LIST),
  na.remove = TRUE,
  op = NULL
)

Arguments

object	An object of class lavaan.mi
pool.method	character indicating which pooling method to use. "D1" requests Mansolf, Jorgensen, & Enders' (2020) proposed Wald-like test for pooling the gradient and information, which are then used to calculate score-test statistics in the usual manner. "D2" (default because it is less computationally intensive) requests to pool the complete-data score-test statistics from each imputed data set, then pool them across imputations, described by Li et al. (1991) and Enders (2010).
omit.imps	character vector specifying criteria for omitting imputations from pooled results. Can include any of c("no.conv", "no.se", "no.npd"), the first 2 of which are the default setting, which excludes any imputations that did not converge or for which standard errors could not be computed. The last option ("no.npd") would exclude any imputations which yielded a nonpositive definite covariance matrix for observed or latent variables, which would include any "improper solutions" such as Heywood cases. Specific imputation numbers can also be included in this argument, in case users want to apply their own custom omission criteria (or simulations can use different numbers of imputations without redundantly refitting the model).
standardized	logical. If TRUE, two extra columns (⁠$sepc.lv⁠ and ⁠$sepc.all⁠) will contain standardized values for the EPCs. In the first column (⁠$sepc.lv⁠), standardizization is based on the variances of the (continuous) latent variables. In the second column (⁠$sepc.all⁠), standardization is based on both the variances of both (continuous) observed and latent variables. (Residual) covariances are standardized using (residual) variances.
cov.std	logical. TRUE if pool.method == "D2". If TRUE (default), the (residual) observed covariances are scaled by the square-root of the diagonal elements of the \Theta matrix, and the (residual) latent covariances are scaled by the square-root of the diagonal elements of the \Psi matrix. If FALSE, the (residual) observed covariances are scaled by the square-root of the diagonal elements of the model-implied covariance matrix of observed variables (\Sigma), and the (residual) latent covariances are scaled by the square-root of the diagonal elements of the model-implied covariance matrix of the latent variables.
information	character indicating the type of information matrix to use (check lavaan::lavInspect() for available options). "expected" information is the default, which provides better control of Type I errors.
power	logical. If TRUE, the (post-hoc) power is computed for each modification index, using the values of delta and alpha.
delta	The value of the effect size, as used in the post-hoc power computation, currently using the unstandardized metric of the ⁠$epc⁠ column.
alpha	The significance level used for deciding if the modification index is statistically significant or not.
high.power	If the computed power is higher than this cutoff value, the power is considered 'high'. If not, the power is considered 'low'. This affects the values in the ⁠$decision⁠ column in the output.
sort.	logical. If TRUE, sort the output using the values of the modification index values. Higher values appear first.
minimum.value	numeric. Filter output and only show rows with a modification index value equal or higher than this minimum value.
maximum.number	integer. Filter output and only show the first maximum number rows. Most useful when combined with the sort. option.
na.remove	logical. If TRUE (default), filter output by removing all rows with NA values for the modification indices.
op	character string. Filter the output by selecting only those rows with operator op.

Value

A data.frame containing modification indices and (S)EPCs.

Note

When pool.method = "D2", each (S)EPC will be pooled by taking its average across imputations. When pool.method = "D1", EPCs will be calculated in the standard way using the pooled gradient and information, and SEPCs will be calculated by standardizing the EPCs using model-implied (residual) variances.

Author(s)

Terrence D. Jorgensen (University of Amsterdam; [e-mail])

Based on source code for lavaan::modindices() by Yves Rosseel

pool.method = "D1" method proposed by Maxwell Mansolf (University of California, Los Angeles; [e-mail])

References

Enders, C. K. (2010). Applied missing data analysis. New York, NY: Guilford.

Li, K.-H., Meng, X.-L., Raghunathan, T. E., & Rubin, D. B. (1991). Significance levels from repeated p-values with multiply-imputed data.Statistica Sinica, 1(1), 65–92. Retrieved from https://www.jstor.org/stable/24303994

Mansolf, M., Jorgensen, T. D., & Enders, C. K. (2020). A multiple imputation score test for model modification in structural equation models. Psychological Methods, 25(4), 393–411. \Sexpr[results=rd]{tools:::Rd_expr_doi("10.1037/met0000243")}

See Also

lavTestScore.mi()

Examples

data(HS20imps) # import a list of 20 imputed data sets

## specify CFA model from lavaan's ?cfa help page
HS.model <- '
  visual  =~ x1 + x2 + x3
  textual =~ x4 + x5 + x6
  speed   =~ x7 + x8 + x9
'

fit <- cfa.mi(HS.model, data = HS20imps)

modindices.mi(fit) # default: Li et al.'s (1991) "D2" method

## Li et al.'s (1991) "D1" method,
## adapted for score tests by Mansolf et al. (2020)
modindices.mi(fit, pool.method = "D1")

lavaan.mi documentation built on April 3, 2025, 9:36 p.m.