vcov_corrected: First-order correction of sampling covariance for 2S-PA...

In Gengrui-Zhang/R2spa: An R package for two-stage path analysis (2S-PA) to adjust for measurement errors

First-order correction of sampling covariance for 2S-PA estimates

Description

First-order correction of sampling covariance for 2S-PA estimates

Usage

vcov_corrected(tspa_fit, vfsLT, which_free = NULL, ...)

Arguments

tspa_fit	A fitted model from tspa().
vfsLT	The sampling covariance matrix of fsL and fsT, which can be obtained with get_fs() with the argument vfsLT = TRUE.
which_free	An optional numeric vector indicating which parameters in fsL and fsT are free. The parameters are ordered by the fsL matrix and the lower-triangular part of fsT, by columns. For example, for a two-factor model, fsL and fsT are both 2 x 2 matrices, and the error covariance between the two factor scores (i.e., the ⁠[2, 1]⁠ element in fsT) has an index of 6.
...	Currently not used.

Value

A corrected covariance matrix in the same dimension as vcov(tspa_fit).

Gengrui-Zhang/R2spa documentation built on Sept. 6, 2024, 5:01 p.m.