objective.functions: sem Objective-Function Builders

In sem: Structural Equation Models

sem Objective-Function Builders

Description

These functions return objective functions suitable for use with optimizers called by sem. The user would not normally call these functions directly, but rather supply one of them in the objective argument to sem. Users may also write their own objective functions. objectiveML and objectiveML2 are for multinormal maximum-likelihood estimation; objectiveGLS and objectiveGLS2 are for generalized least squares; and objectiveFIML2 is for so-called “full-information maximum-likelihood” estimation in the presence of missing data. The FIML estimator provides the same estimates as the ML estimator when there is no missing data; it can be slow because it iterates over the unique patterns of missing data that occur in the data set. objectiveML and objectiveGLS use compiled code and are therefore substantially faster. objectiveML2 and objectiveGLS2 are provided primarily to illustrate how to write sem objective functions in R. msemObjectiveML uses compiled code is for fitting multi-group models by multinormal maximum likelihood; msemObjectiveML2 is similar but doesn't use compiled code. msemObjectiveGLS uses compiled code and is for fitting multi-group models by generalized least squares.

Usage

objectiveML(gradient=TRUE, hessian=FALSE)
objectiveML2(gradient=TRUE)

objectiveGLS(gradient=FALSE)
objectiveGLS2(gradient=FALSE)

objectiveFIML(gradient=TRUE, hessian=FALSE)
objectiveFIML2(gradient=TRUE, hessian=FALSE)

msemObjectiveML(gradient=TRUE)
msemObjectiveML2(gradient=TRUE)

msemObjectiveGLS(gradient=FALSE)

Arguments

gradient	If TRUE, the object that's returned includes a function for computing an analytic gradient; there is at present no analytic gradient available for objectiveFIML, objectiveGLS, objectiveGLS2, or msemObjectiveGL.
hessian	If TRUE, the objected returned includes a function to compute an analytic Hessian; only avaiable for objectiveML and not generally recommended.

Value

These functions return an object of class "semObjective", with up to two elements:

objective	an objective function.
gradient	a gradient function.

Author(s)

John Fox [e-mail]

References

See sem.

See Also

sem, optimizers

sem documentation built on Sept. 12, 2024, 7:39 a.m.