[R] sem & testing multiple hypotheses with BIC

John Fox jfox at mcmaster.ca
Thu Jul 24 23:11:04 CEST 2008


Dear Donald,

My apologies for the slow response: I was out of town and taking a break
from r-help when you posted your message.

The sem() function does not automatically fit alternative models. If you're
considering removing all possible combinations of a subset of paths, then
you should be able to write a program to generate the models, using, e.g.,
the combn() function. If you go this route, you may be able to speed up the
computations by using start values for each model selected from the
estimated coefficients for the largest model. For a model named mod,
summary(mod)$BIC will give you the BIC.

I hope this helps,
 John

--------original message ---------
Donald Braman dbraman at law.gwu.edu 
Tue Jul 15 22:20:44 CEST 2008 
I'm coming from the AMOS world and am wondering if there is a simple
way to do multiple hypothesis testing in the manner of BIC analyses in
AMOS using the sem package in R.  I've read the documentation, but
don't see anything in there except for basic BIC scores.  Perhaps
someone has devised a simple way to compare the relative likelihood of
all possible path-fittings within a specified set of paths?



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