Description Usage Arguments Details Value See Also Examples
This function tries to find the best set of parameter estimates of a
structural equation model. It is very slow compared to
sem
in lavaan
and does not handle equality
constraints, multiple groups and intercepts. We made this to aid those who
are learning SEM to understand the very basics of the technique.
Please refer to lavaan
for more serious usage.
1 | fit.nlminb(model, sigma, n, fun = "fml")
|
model |
A character vector containing a model specification. |
sigma |
Population covariance matrix. |
n |
Number of observations in the dataset used to build sigma. |
fun |
Fitting function to be minimised by the optimiser. Should return a scalar. |
This function is coded to be as expressive as possible and speed has not been our aim here. Users should be able to understand at least some of what is going on internally by taking a peak at the code.
The first thing this function does is to call lavaan to get a good set
of starting values for the parameters to be estimated and use lavaan's
internal representation of a SEM model as a starting point. After that, the
chosen function calls an optimiser, nlminb
, which will try to converge to a
solution given a set of parameter estimates and a population
covariance matrix. Then, it will try to calculate standard errors from
the Hessian matrix, z-values for each estimate and its correspondent
p-values. The next step is to calculate the fit of the model to,
finally, build a response.
model |
The internal representation of the model |
est |
The best set of parameter estimates |
se |
Standard errors |
z |
Z-values |
p |
P-values |
chisquared |
The maximum likelihood chi-squared |
df |
The number of degrees of freedom |
n |
The number of observations |
pval |
The significance of the chi-squared statistics |
estimator |
The fitting function used |
sigma.hat |
The model-implied covariance matrix |
sigma |
The population covariance matrix |
sem
in lavaan
is much faster and converges to a
unique solution more frequently. It can also handle a much more
diverse range of models, including those with multiple groups,
equality constraints, growth models and so on.
1 2 3 4 5 6 7 | ## Not run:
data(albert)
cat(albert.model)
fit <- fit.nlminb(albert.model, albert.litho.cov, 107)
summary(fit)
## End(Not run)
|
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