[R] sem: variance explained

[John Fox]

Dear James,

Model-implied variances and covariances of the non-error variables (observed
and latent) are given by (I - A)^-1 P [(I - A)^-1]', where the A and P
matrices are from the RAM formulation of the model, and are in the object
returned by sem(), and I is an identity matrix. Your model presumably
includes estimated error variances for the endogenous variables in the
model. Subtract these from the variances to get "variance explained."

I hope this helps,
 John

--------------------------------
John Fox
Senator William McMaster 
  Professor of Social Statistics
Department of Sociology
McMaster University
Hamilton, Ontario, Canada
web: socserv.mcmaster.ca/jfox


> -----Original Message-----
> From: r-help-bounces at r-project.org [mailto:r-help-bounces at r-project.org]
On
> Behalf Of James Stegen
> Sent: November-10-10 10:33 AM
> To: r-help at r-project.org
> Subject: [R] sem: variance explained
> 
> Hi, does anyone know if there is a way to extract the variance of each
> variable explained in a structural equation model when using the sem()
> function?
> Thanks,
> James Stegen
> 
> --
> James C. Stegen
> NSF Postdoctoral Fellow in Bioinformatics
> University of North Carolina
> Chapel Hill, NC
> 919-962-8795
> stegen at email.unc.edu
> http://www.unc.edu/~stegen/index.html
> 
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