Two-stage estimator (non-linear SEM)
Two-stage estimator for non-linear structural equation models
## S3 method for class 'lvmfit' twostage( object, model2, data = NULL, predict.fun = NULL, id1 = NULL, id2 = NULL, all = FALSE, formula = NULL, std.err = TRUE, ... )
object |
Stage 1 measurement model |
model2 |
Stage 2 SEM |
data |
data.frame |
predict.fun |
Prediction of latent variable |
id1 |
Optional id-variable (stage 1 model) |
id2 |
Optional id-variable (stage 2 model) |
all |
If TRUE return additional output (naive estimates) |
formula |
optional formula specifying non-linear relation |
std.err |
If FALSE calculations of standard errors will be skipped |
... |
Additional arguments to lower level functions |
m <- lvm(c(x1,x2,x3)~f1,f1~z, c(y1,y2,y3)~f2,f2~f1+z) latent(m) <- ~f1+f2 d <- simulate(m,100,p=c("f2,f2"=2,"f1,f1"=0.5),seed=1) ## Full MLE ee <- estimate(m,d) ## Manual two-stage ## Not run: m1 <- lvm(c(x1,x2,x3)~f1,f1~z); latent(m1) <- ~f1 e1 <- estimate(m1,d) pp1 <- predict(e1,f1~x1+x2+x3) d$u1 <- pp1[,] d$u2 <- pp1[,]^2+attr(pp1,"cond.var")[1] m2 <- lvm(c(y1,y2,y3)~eta,c(y1,eta)~u1+u2+z); latent(m2) <- ~eta e2 <- estimate(m2,d) ## End(Not run) ## Two-stage m1 <- lvm(c(x1,x2,x3)~f1,f1~z); latent(m1) <- ~f1 m2 <- lvm(c(y1,y2,y3)~eta,c(y1,eta)~u1+u2+z); latent(m2) <- ~eta pred <- function(mu,var,data,...) cbind("u1"=mu[,1],"u2"=mu[,1]^2+var[1]) (mm <- twostage(m1,model2=m2,data=d,predict.fun=pred)) if (interactive()) { pf <- function(p) p["eta"]+p["eta~u1"]*u + p["eta~u2"]*u^2 plot(mm,f=pf,data=data.frame(u=seq(-2,2,length.out=100)),lwd=2) } ## Splines f <- function(x) cos(2*x)+x+-0.25*x^2 m <- lvm(x1+x2+x3~eta1, y1+y2+y3~eta2, latent=~eta1+eta2) functional(m, eta2~eta1) <- f d <- sim(m,500,seed=1,latent=TRUE) m1 <- lvm(x1+x2+x3~eta1,latent=~eta1) m2 <- lvm(y1+y2+y3~eta2,latent=~eta2) mm <- twostage(m1,m2,formula=eta2~eta1,type="spline") if (interactive()) plot(mm) nonlinear(m2,type="quadratic") <- eta2~eta1 a <- twostage(m1,m2,data=d) if (interactive()) plot(a) kn <- c(-1,0,1) nonlinear(m2,type="spline",knots=kn) <- eta2~eta1 a <- twostage(m1,m2,data=d) x <- seq(-3,3,by=0.1) y <- predict(a, newdata=data.frame(eta1=x)) if (interactive()) { plot(eta2~eta1, data=d) lines(x,y, col="red", lwd=5) p <- estimate(a,f=function(p) predict(a,p=p,newdata=x))$coefmat plot(eta2~eta1, data=d) lines(x,p[,1], col="red", lwd=5) confband(x,lower=p[,3],upper=p[,4],center=p[,1], polygon=TRUE, col=Col(2,0.2)) l1 <- lm(eta2~splines::ns(eta1,knots=kn),data=d) p1 <- predict(l1,newdata=data.frame(eta1=x),interval="confidence") lines(x,p1[,1],col="green",lwd=5) confband(x,lower=p1[,2],upper=p1[,3],center=p1[,1], polygon=TRUE, col=Col(3,0.2)) } ## Not run: ## Reduce timing ## Cross-validation example ma <- lvm(c(x1,x2,x3)~u,latent=~u) ms <- functional(ma, y~u, value=function(x) -.4*x^2) d <- sim(ms,500)#,seed=1) ea <- estimate(ma,d) mb <- lvm() mb1 <- nonlinear(mb,type="linear",y~u) mb2 <- nonlinear(mb,type="quadratic",y~u) mb3 <- nonlinear(mb,type="spline",knots=c(-3,-1,0,1,3),y~u) mb4 <- nonlinear(mb,type="spline",knots=c(-3,-2,-1,0,1,2,3),y~u) ff <- lapply(list(mb1,mb2,mb3,mb4), function(m) function(data,...) twostage(ma,m,data=data,st.derr=FALSE)) a <- cv(ff,data=d,rep=1) a ## End(Not run)
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