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

John Fox jfox at mcmaster.ca
Wed May 20 15:49:43 CEST 2009


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.
> 
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