Modification Indices for Structural Equation Models
mod.indices
calculates modification indices (score tests)
and estimated parameter changes for the fixed and constrained
parameters in a structural equation model fit by multinormal maximum likelihood.
## S3 method for class 'objectiveML' modIndices(model, duplicated, deviance=NULL, ...) ## S3 method for class 'msemObjectiveML' modIndices(model, ...) ## S3 method for class 'modIndices' print(x, n.largest=5, ...) ## S3 method for class 'msemModIndices' print(x, ...) ## S3 method for class 'modIndices' summary(object, round=2, print.matrices=c("both", "par.change", "mod.indices"), ...) ## S3 method for class 'msemModIndices' summary(object, ...)
model |
an object of class |
object, x |
an object of class |
n.largest |
number of modification indices to print in each of the A and P matrices of the RAM model. |
round |
number of places to the right of the decimal point in printing modification indices. |
print.matrices |
which matrices to print: estimated changes in the fixed parameters, modification indices, or both (the default). |
duplicated, deviance |
for internal use. |
... |
arguments to be passed down. |
Modification indices are one-df chi-square score (“Lagrange-multiplier”) test statistics for the fixed and constrained
parameters in a structural equation model. They may be regarded as an estimate of the improvement
in the likelihood-ratio chi-square statistic for the model if the corresponding parameter is
respecified as a free parameter. The modIndices
function also estimates the change in the
value of a fixed or constrained parameter if the parameter is respecified as free. When several
parameters are set equal, modification indices and estimated changes are given for all but the first.
Modification indices and estimated parameter changes for currently free parameters are given as
NA
.
The method employed is described in Saris, Satorra, and Sorbom (1987) and Sorbom (1989).
modIndices
returns an object of class modIndices
with the following elements:
mod.A |
modification indices for the elements of the A matrix. |
mod.P |
modification indices for the elements of the P matrix. |
par.A |
estimated parameter changes for the elements of the A matrix. |
par.P |
estimated parameter changes for the elements of the P matrix. |
John Fox jfox@mcmaster.ca and Michael Culbertson
Sarris, W. E., Satorra, A., and Sorbom, D. (1987) The detection and correction of specification errors in structural equation models. Pp. 105–129 in Clogg, C. C. (ed.), Sociological Methodology 1987. American Sociological Association.
Sorbom, D. (1989) Model modification. Psychometrika 54, 371–384.
# In the first example, readMoments() and specifyModel() read from the # input stream. This example cannot be executed via example() but can be entered # at the command prompt. The example is repeated using file input; # this example can be executed via example(). ## Not run: # This example is adapted from the SAS manual S.wh <- readMoments(names=c('Anomia67','Powerless67','Anomia71', 'Powerless71','Education','SEI')) 11.834 6.947 9.364 6.819 5.091 12.532 4.783 5.028 7.495 9.986 -3.839 -3.889 -3.841 -3.625 9.610 -21.899 -18.831 -21.748 -18.775 35.522 450.288 model.wh <- specifyModel() Alienation67 -> Anomia67, NA, 1 Alienation67 -> Powerless67, NA, 0.833 Alienation71 -> Anomia71, NA, 1 Alienation71 -> Powerless71, NA, 0.833 SES -> Education, NA, 1 SES -> SEI, lamb, NA SES -> Alienation67, gam1, NA Alienation67 -> Alienation71, beta, NA SES -> Alienation71, gam2, NA Anomia67 <-> Anomia67, the1, NA Anomia71 <-> Anomia71, the1, NA Powerless67 <-> Powerless67, the2, NA Powerless71 <-> Powerless71, the2, NA Education <-> Education, the3, NA SEI <-> SEI, the4, NA Anomia67 <-> Anomia71, the5, NA Powerless67 <-> Powerless71, the5, NA Alienation67 <-> Alienation67, psi1, NA Alienation71 <-> Alienation71, psi2, NA SES <-> SES, phi, NA sem.wh <- sem(model.wh, S.wh, 932) modIndices(sem.wh) ## End(Not run) # The following example can be executed via example(): etc <- system.file(package="sem", "etc") # path to data and model files (S.wh <- readMoments(file=file.path(etc, "S-Wheaton.txt"), names=c('Anomia67','Powerless67','Anomia71', 'Powerless71','Education','SEI'))) (model.wh <- specifyModel(file=file.path(etc, "model-Wheaton-1.txt"))) (sem.wh <- sem(model.wh, S.wh, 932)) modIndices(sem.wh)
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