[R] SEM:Standard error of std.coef estimates?

John Fox jfox at mcmaster.ca
Wed May 20 17:46:41 CEST 2009


Dear Bastiaan,

I've written an appendix on bootstrapping regression models, available at
<http://socserv.mcmaster.ca/jfox/Books/Companion/appendix-bootstrapping.pdf>
, which describes generally how to proceed. In outline, you'll write a
function that takes your data matrix (not covariance matrix) as an argument,
along with a vector argument for indexing the data matrix. Your function
will calculate covariances from the indexed data matrix, fit your model to
this covariance matrix, get the standardized coefficients from the model,
and return the standardized coefficients as a vector. 

An alternative would be to adapt the boot.sem() function in the sem package
to return standardized coefficients. That might prove simpler for you.

Regards,
 John


> -----Original Message-----
> From: r-help-bounces at r-project.org [mailto:r-help-bounces at r-project.org]
On
> Behalf Of BdeGroot
> Sent: May-20-09 10:54 AM
> To: r-help at r-project.org
> Subject: Re: [R] SEM:Standard error of std.coef estimates?
> 
> 
> Dear John,
> 
> Thank you for your reply. I would like to try the bootstrapping method. I
> have the boot package, however, I have not used it before. I do not know
how
> to compute the correct code to calculate the standarized errors. If
possible
> and easily achievable, could you please tell me what to do specifically or
> provide some more specific guidelines?
> 
> Thanks,
> Bastiaan
> 
> 
> John Fox-6 wrote:
> >
> > Dear Bastiaan,
> >
> > The standard errors of the standardized coefficients aren't simple
because
> > the standard deviations used to standardize the coefficients are also
> > subject to sampling error. I can think of two ways to get standard
errors
> > for the standardized coefficients: by the delta method and by
> > bootstrapping.
> > Neither method is implemented in the sem package. Figuring out how to
> > apply
> > the former would require some work; I'll put it on my to-do list, but
may
> > not get to it. The second approach could easily be implemented via the
> > boot
> > package.
> >
> > I hope this helps,
> >  John
> >
> >
> >> -----Original Message-----
> >> From: r-help-bounces at r-project.org
[mailto:r-help-bounces at r-project.org]
> > On
> >> Behalf Of BdeGroot
> >> Sent: May-20-09 7:41 AM
> >> To: r-help at r-project.org
> >> Subject: [R] SEM:Standard error of std.coef estimates?
> >>
> >>
> >> Hi,
> >>
> >> I am currently working with the sem package in R, to create pathway
> >> diagrams. Id like to use the standardized path coeffcients. To get
these,
> > I
> >> use std.coef. However, using this yields only the standardized
> > coefficients,
> >> but does not give me the standard error. Does someone know how to get
> >> std.coef to show the standard error of the standardized path
coefficients
> > as
> >> well?
> >>
> >>
> >> Thanks,
> >> Bastiaan
> >>
> >>
> >> PS:
> >> When I use std.coef, all I get is this:
> >>
> >> std.coef(path.model.SSI4)
> >>           Std. Estimate
> >> par1 par1  0.39499      com_veg <--- tempm
> >> par2 par2  0.35231      SNutBili <--- tempm
> >> par3 par3 -0.68170      S_SSI4 <--- tempm
> >> par4 par4 -0.39145      com_veg <--- Wdeficit
> >> par5 par5 -0.60025      SNutBili <--- Wdeficit
> >> par6 par6 -0.20562      S_SSI4 <--- Wdeficit
> >> par7 par7  0.14871      SNutBili <--- com_veg
> >> par8 par8  0.14905      S_SSI4 <--- com_veg
> >> par9 par9 -0.39164      S_SSI4 <--- SNutBili
> >> --
> >> View this message in context:
> > http://www.nabble.com/SEM%3AStandard-error-of-
> >> std.coef-estimates--tp23633227p23633227.html
> >> Sent from the R help mailing list archive at Nabble.com.
> >>
> >> ______________________________________________
> >> R-help at r-project.org mailing list
> >> https://stat.ethz.ch/mailman/listinfo/r-help
> >> PLEASE do read the posting guide
> > http://www.R-project.org/posting-guide.html
> >> and provide commented, minimal, self-contained, reproducible code.
> >
> > ______________________________________________
> > R-help at r-project.org mailing list
> > https://stat.ethz.ch/mailman/listinfo/r-help
> > PLEASE do read the posting guide
> > http://www.R-project.org/posting-guide.html
> > and provide commented, minimal, self-contained, reproducible code.
> >
> >
> 
> --
> View this message in context:
http://www.nabble.com/SEM%3AStandard-error-of-
> std.coef-estimates--tp23633227p23636945.html
> Sent from the R help mailing list archive at Nabble.com.
> 
> ______________________________________________
> R-help at r-project.org mailing list
> https://stat.ethz.ch/mailman/listinfo/r-help
> PLEASE do read the posting guide
http://www.R-project.org/posting-guide.html
> and provide commented, minimal, self-contained, reproducible code.



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