Description Usage Arguments Author(s)
Helper function to construct LISREL Matrices
1 | lisrel_mat(LY, LX, TE, TD, eta_on_eta = NULL, eta_on_xi, PS, PH, latent = TRUE)
|
LY |
\boldsymbol{Λ}_{\mathbf{y}} p \times m matrix of factor loadings (\boldsymbol{λ}). p is the number of observed indicators (\mathbf{y}) and m is the number of latent endogenous variables (\boldsymbol{η}). |
LX |
\boldsymbol{Λ}_{\mathbf{x}} q \times n matrix of factor loadings (\boldsymbol{λ}). q is the number of observed indicators (\mathbf{x}) and n is the number of latent exogenous variables (\boldsymbol{ξ}). |
TE |
\boldsymbol{Θ_{\boldsymbol{ε}}}
p \times p
matrix
of residual variances and covariances for
\mathbf{y}
(\boldsymbol{ε}).
If a vector is supplied,
the matrix is assummed to be a diagonal matrix
with diagonals equal to |
TD |
\boldsymbol{Θ_{\boldsymbol{δ}}}
q \times q
matrix
of residual variances and covariances for
\mathbf{x}
(\boldsymbol{δ}).
If a vector is supplied,
the matrix is assummed to be a diagonal matrix
with diagonals equal to |
eta_on_eta |
Vector values of the strict lower triangle of
\mathbf{B}_{m \times m}
( |
eta_on_xi |
Vector values of \boldsymbol{Γ}_{m \times n} coefficient matrix for latent exogenous variables. Note that matrix is populated by column. |
PS |
\boldsymbol{Ψ}_{m \times m}
variance-covariance of
\boldsymbol{ζ}.
\boldsymbol{ζ}
is a
matrix of
residual variances and covariances in regression equations.
If a vector is supplied,
the matrix is assummed to be a diagonal matrix
with diagonals equal to |
PH |
\boldsymbol{Φ}_{n \times n}
variance-covariance matrix of
\boldsymbol{ξ}.
If a vector is supplied,
the matrix is assummed to be a diagonal matrix
with diagonals equal to |
latent |
Logical.
If |
Ivan Jacob Agaloos Pesigan
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