[R] sem vs. LISREL: sem fails
John Fox
jfox at mcmaster.ca
Tue Apr 10 14:55:22 CEST 2007
Dear Dimitri,
> -----Original Message-----
> From: John Smith [mailto:ld7631 at yahoo.com]
> Sent: Tuesday, April 10, 2007 8:11 AM
> To: John Fox
> Cc: r-help at stat.math.ethz.ch
> Subject: Re: [R] sem vs. LISREL: sem fails
>
> Dear Scott,
(John, actually.)
> thanks a lot - all your comments are extremely valuable!
> One quick follow-up question - the thing is, I was really
> trying to compare sem and LISREL solutions, which is why I
> was trying to specify exactly the same model. Hence, I'd
> prefer to stick to the Var-Covar matrix, rather than
> Correlation matrix. Also, I really like fixing the metric for
> latent variables along the metric of one of the observed
> variables - just for practical and didactical reasons
> (although I'll try to run your suggestion as well - in both
> sem and LISREL).
You should be able to do what you want to do; that you can't is a weakness
of sem(). When I have some time, I'll take another look at how sem()
computes start values.
> Any advice/guidance on picking the starting values for sem if
> I still want to estimate my original model or run into a
> similar problem in the future? I know how to do it (in terms
> of entering something else but NA in the last column) - but
> what starting values should I pick?
Of course, if I knew the answer to this question I'd implement it. What you
could do, however, is start with one of the solutions that I suggested and
then rescale to the metric that you want. I've thought about implementing
that internally in sem() -- rescaling to correlations and then translating
back at the end -- but have to figure out how to handle equality
constraints.
Regards,
John
> Thanks a lot again for your help!
> Dimitri
>
>
> ----- Original Message ----
> From: John Fox <jfox at mcmaster.ca>
> To: John Smith <ld7631 at yahoo.com>
> Cc: r-help at stat.math.ethz.ch
> Sent: Monday, April 9, 2007 9:46:03 PM
> Subject: RE: [R] sem vs. LISREL: sem fails
>
>
> Dear Dimitri,
>
> You haven't done anything wrong: Your model is a
> straightforward confirmatory factor analysis and it is
> correctly specified. I suspect that
> sem() is picking poor start values.
>
> I can get a solution by specifying two alternative models
> that are equivalent to yours:
>
> (1) Rescaling the problem by using correlation-matrix input:
>
> sem.anxiety <- sem(model, KM, N=150)
>
> (2) Fixing the variances of the factors (latent variables)
> rather than using reference indicators:
>
> model.2 <- specify.model()
> ANXIETY -> a1, lam_anx_1, NA
> ANXIETY -> a2, lam_anx_2, NA
> ANXIETY -> a3, lam_anx_3, NA
> DEPRESS -> d1, lam_dep_1, NA
> DEPRESS -> d2, lam_dep_2, NA
> DEPRESS -> d3, lam_dep_3, NA
> FEAR -> f1, lam_fear_1, NA
> FEAR -> f2, lam_fear_2, NA
> FEAR -> f3, lam_fear_3, NA
> a1 <-> a1, theta_a1, NA
> a2 <-> a2, theta_a2, NA
> a3 <-> a3, theta_a3, NA
> d1 <-> d1, theta_d1, NA
> d2 <-> d2, theta_d2, NA
> d3 <-> d3, theta_d3, NA
> f1 <-> f1, theta_f1, NA
> f2 <-> f2, theta_f2, NA
> f3 <-> f3, theta_f3, NA
> ANXIETY <-> ANXIETY,NA, 1
> DEPRESS <-> DEPRESS,NA, 1
> FEAR <-> FEAR, NA, 1
> ANXIETY <-> FEAR, phi_AF, NA
> ANXIETY <-> DEPRESS,phi_AD, NA
> DEPRESS <-> FEAR, phi_DF, NA
>
> # Running the estimation using sem:
> sem.anxiety.2 <- sem(model.2, COVAR, N=150)
>
>
> A couple of small points unrelated to the problem you
> experienced: (1) You didn't need to load the MASS package,
> since you didn't appear to use anything in it; (2) comments
> in R are prefixed by #, not !.
>
> I hope this helps,
> John
>
> --------------------------------
> John Fox
> Department of Sociology
> McMaster University
> Hamilton, Ontario
> Canada L8S 4M4
> 905-525-9140x23604
> http://socserv.mcmaster.ca/jfox
> --------------------------------
>
> > -----Original Message-----
> > From: r-help-bounces at stat.math.ethz.ch
> > [mailto:r-help-bounces at stat.math.ethz.ch] On Behalf Of John Smith
> > Sent: Monday, April 09, 2007 5:28 PM
> > To: r-help at stat.math.ethz.ch
> > Subject: [R] sem vs. LISREL: sem fails
> >
> > I am new to R.
> > I just tried to recreate in R (using sem package and the identical
> > input data) a solution for a simple measurment model I have found
> > before in LISREL. LISREL had no problems and converged in just 3
> > iterations.
> > In sem, I got no solution, just the warning message:
> >
> > "Could not compute QR decomposition of Hessian.
> > Optimization probably did not converge.
> > in: sem.default(ram = ram, S = S, N = N, param.names = pars,
> > var.names = vars, "
> >
> > What does it mean? Maybe I am doing something wrong?
> >
> > I have 3 latent factors (Anxiety, Depression, and Fear) -
> each of them
> > has 3 observed indicators (a1, a2, a3; d1, d2, d3, and f1, f2, f3)
> > Below is my script in R:
> >
> > ! ANALYSIS OF ANXIETY, DEPRESSION, AND FEAR - LISREL P.31
> >
> > ! Creating the ANXIETY, DEPRESSION, AND FEAR
> intercorrelation matrix
> > (KM):
> > KM<-matrix(
> > c(1,.8,.83,.2,.21,.19,.18,.18,.18,
> > 0,1,.81,.22,.24,.18,.19,.19,.21,
> > 0,0,1,.22,.19,.2,.2,.2,.22,
> > 0,0,0,1,.84,.82,.22,.22,.21,
> > 0,0,0,0,1,.84,.19,.18,.19,
> > 0,0,0,0,0,1,.18,.18,.18,
> > 0,0,0,0,0,0,1,.84,.82,
> > 0,0,0,0,0,0,0,1,.81,
> > 0,0,0,0,0,0,0,0,1), 9, 9)
> >
> > ! Creating the ANXIETY, DEPRESSION, AND FEAR Standard Deviations
> > vector (SD):
> > SD<-c(1.5, 2.4, 3.2, 2.3, 2.3, 2.6, 4.5, 4.7, 5.6)
> >
> > ! Calculating the Var-Covar matrix based on correlations and SDs:
> > library(MASS)
> > COVAR<-outer(SD, SD) * KM
> >
> > ! Creating variable names
> > rownames(COVAR)<-colnames(COVAR)<-c('a1','a2','a3','d1','d2','
> > d3','f1','f2','f3')
> >
> > ! Specifying the measurement model to estimate:
> > model<-specify.model()
> > ANXIETY -> a1, NA, 1
> > ANXIETY -> a2, lam_anx_2, NA
> > ANXIETY -> a3, lam_anx_3, NA
> > DEPRESS -> d1, NA, 1
> > DEPRESS -> d2, lam_dep_2, NA
> > DEPRESS -> d3, lam_dep_3, NA
> > FEAR -> f1, NA, 1
> > FEAR -> f2, lam_fear_2, NA
> > FEAR -> f3, lam_fear_3, NA
> > a1 <-> a1, theta_a1, NA
> > a2 <-> a2, theta_a2, NA
> > a3 <-> a3, theta_a3, NA
> > d1 <-> d1, theta_d1, NA
> > d2 <-> d2, theta_d2, NA
> > d3 <-> d3, theta_d3, NA
> > f1 <-> f1, theta_f1, NA
> > f2 <-> f2, theta_f2, NA
> > f3 <-> f3, theta_f3, NA
> > ANXIETY <-> ANXIETY, phi_AA, NA
> > DEPRESS <-> DEPRESS, phi_DD, NA
> > FEAR <-> FEAR, phi_FF, NA
> > ANXIETY <-> FEAR, phi_AF, NA
> > ANXIETY <-> DEPRESS, phi_AD, NA
> > DEPRESS <-> FEAR, phi_DF, NA
> >
> > ! Running the estimation using sem:
> > sem.anxiety<-sem(model, COVAR, N=150)
> >
> > Thank you very much for your advice!
> > Dimitri
> >
> >
> >
> > ______________________________________________________________
> > ______________________
> >
> >
> >
> > [[alternative HTML version deleted]]
> >
> > ______________________________________________
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