lavTestScore: Score test

Description Usage Arguments Details Value References Examples

View source: R/lav_test_score.R

Description

Score test (or Lagrange Multiplier test) for releasing one or more fixed or constrained parameters in model.

Usage

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lavTestScore(object, add = NULL, release = NULL,
             univariate = TRUE, cumulative = FALSE, epc = FALSE,
             verbose = FALSE, warn = TRUE, information = "expected")

Arguments

object

An object of class lavaan.

add

Either a character string (typically between single quotes) or a parameter table containing additional (currently fixed-to-zero) parameters for which the score test must be computed.

release

Vector of Integers. The indices of the constraints that should be released. The indices correspond to the order of the equality constraints as they appear in the parameter table.

univariate

Logical. If TRUE, compute the univariate score statistics, one for each constraints.

cumulative

Logical. If TRUE, order the univariate score statistics from large to small, and compute a series of multivariate score statistics, each time adding an additional constraint.

epc

Logical. If TRUE, and we are releasing existing constraints, compute the expected parameter changes for the existing (free) parameters, for each released constraint.

verbose

Logical. Not used for now.

warn

Logical. If TRUE, print out warnings if they occur.

information

character indicating the type of information matrix to use (check lavInspect for available options). "expected" information is the default, which provides better control of Type I errors.

Details

This function can be used to compute both multivariate and univariate score tests. There are two modes: 1) releasing fixed-to-zero parameters (using the add argument), and 2) releasing existing equality constraints (using the release argument). The two modes can not be used simultaneously.

When adding new parameters, they should not already be part of the model (i.e. not listed in the parameter table). If you want to test for a parameter that was explicitly fixed to a constant (say to zero), it is better to label the parameter, and use an explicit equality constraint.

Value

A list containing at least one data.frame:

References

Bentler, P. M., & Chou, C. P. (1993). Some new covariance structure model improvement statistics. Sage Focus Editions, 154, 235-255.

Examples

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HS.model <- '
    visual  =~ x1 + b1*x2 + x3
    textual =~ x4 + b2*x5 + x6
    speed   =~ x7 + b3*x8 + x9

    b1 == b2
    b2 == b3
'
fit <- cfa(HS.model, data=HolzingerSwineford1939)

# test 1: release both two equality constraints
lavTestScore(fit, cumulative = TRUE)

# test 2: the score test for adding two (currently fixed
# to zero) cross-loadings
newpar = '
    visual =~ x9
    textual =~ x3
'
lavTestScore(fit, add = newpar)

# equivalently, "add" can be a parameter table specifying parameters to free,
# but must include some additional information:
PT.add <- data.frame(lhs = c("visual","textual"),
                     op = c("=~","=~"),
                     rhs = c("x9","x3"),
                     user = 10L, # needed to identify new parameters
                     free = 1, # arbitrary numbers > 0
                     start = 0) # null-hypothesized value
PT.add
lavTestScore(fit, add = PT.add) # same result as above

yrosseel/lavaan documentation built on Dec. 7, 2018, 12:02 p.m.