Sigmatheta.std: Standardized Model-Implied Variance-Covariance Matrix

In jeksterslabds/jeksterslabRmedsimple: Jekster's Lab Simple Mediation Model Utilities

Description

Model-implied variance-covariance matrix from the standardized simple mediation model.

Usage

Sigmatheta.std(
  taudotprime,
  betaprime,
  alphaprime,
  lambdax,
  lambdam,
  lambday,
  sigma2epsilonm,
  sigma2epsilony
)

Arguments

taudotprime	Numeric. Standardized slope of path from x to y ≤ft( \dot{τ}^{\prime} \right).
betaprime	Numeric. Standardized slope of path from m to y ≤ft( β^{\prime} \right) .
alphaprime	Numeric. Standardized slope of path from x to m ≤ft( α^{\prime} \right) .
lambdax	Numeric. Factor loading xlatent ~ x ≤ft( λ_x \right) . Numerically equivalent to the standard deviation of x.
lambdam	Numeric. Factor loading mlatent ~ m ≤ft( λ_m \right) . Numerically equivalent to the standard deviation of m.
lambday	Numeric. Factor loading ylatent ~ y ≤ft( λ_y \right) . Numerically equivalent to the standard deviation of y.
sigma2epsilonm	Numeric. Error variance of \varepsilon_{m_{latent_{i}}} ≤ft( σ_{\varepsilon_{m_{latent}}}^{2} \right).
sigma2epsilony	Numeric. Error variance of \varepsilon_{y_{latent_{i}}} ≤ft( σ_{\varepsilon_{y_{latent}}}^{2} \right).

Author(s)

Ivan Jacob Agaloos Pesigan

See Also

Other reticular action model functions: A.std(), A(), Mfrommu(), M(), S.std(), Sfromsigma2(), Sigmathetafromsigma2(), Sigmatheta(), S(), mutheta()

Examples

Sigmatheta.std(
  taudotprime = 0.2080748,
  betaprime = 0.4126006,
  alphaprime = 0.3708979,
  lambdax = 1.137308,
  lambdam = 1.038248,
  lambday = 1.134973,
  sigma2epsilonm = 0.8624347,
  sigma2epsilony = 0.7227811
)
cov(jeksterslabRdatarepo::thirst)

jeksterslabds/jeksterslabRmedsimple documentation built on Oct. 16, 2020, 11:30 a.m.