sem は,最尤法により構造方程式モデリングを行う。
使用法
sem(ram, S, N, param.names = paste("Param", 1:t, sep = ""),
var.names = paste("V", 1:m, sep = ""), fixed.x = NULL, raw=FALSE,
debug = FALSE, analytic.gradient = TRUE, warn = FALSE, maxiter = 500,
par.size=c('ones', 'startvalues'), refit=TRUE, start.tol=1E-6, ...)
引数
> library(sem)
> R.DHP <- readMoments(diag=FALSE, names=c('ROccAsp', 'REdAsp', 'FOccAsp',
+ 'FEdAsp', 'RParAsp', 'RIQ', 'RSES', 'FSES', 'FIQ', 'FParAsp'))
1: .6247
2: .3269 .3669
4: .4216 .3275 .6404
7: .2137 .2742 .1124 .0839
11: .4105 .4043 .2903 .2598 .1839
16: .3240 .4047 .3054 .2786 .0489 .2220
22: .2930 .2407 .4105 .3607 .0186 .1861 .2707
29: .2995 .2863 .5191 .5007 .0782 .3355 .2302 .2950
37: .0760 .0702 .2784 .1988 .1147 .1021 .0931 -.0438 .2087
46:
Read 45 items
> model.dhp <- specifyModel()
1: RParAsp -> RGenAsp, gam11, NA
2: RIQ -> RGenAsp, gam12, NA
3: RSES -> RGenAsp, gam13, NA
4: FSES -> RGenAsp, gam14, NA
5: RSES -> FGenAsp, gam23, NA
6: FSES -> FGenAsp, gam24, NA
7: FIQ -> FGenAsp, gam25, NA
8: FParAsp -> FGenAsp, gam26, NA
9: FGenAsp -> RGenAsp, beta12, NA
10: RGenAsp -> FGenAsp, beta21, NA
11: RGenAsp -> ROccAsp, NA, 1
12: RGenAsp -> REdAsp, lam21, NA
13: FGenAsp -> FOccAsp, NA, 1
14: FGenAsp -> FEdAsp, lam42, NA
15: RGenAsp <-> RGenAsp, ps11, NA
16: FGenAsp <-> FGenAsp, ps22, NA
17: RGenAsp <-> FGenAsp, ps12, NA
18: ROccAsp <-> ROccAsp, theta1, NA
19: REdAsp <-> REdAsp, theta2, NA
20: FOccAsp <-> FOccAsp, theta3, NA
21: FEdAsp <-> FEdAsp, theta4, NA
22:
Read 21 records
> sem.dhp <- sem(model.dhp, R.DHP, 329,
+ fixed.x=c('RParAsp', 'RIQ', 'RSES', 'FSES', 'FIQ', 'FParAsp'))
> sem.dhp # print メソッドでは,係数しか表示されない
Model Chisquare = 26.69722 Df = 15
gam11 gam12 gam13 gam14 gam23 gam24
0.16122243 0.24964929 0.21840307 0.07183948 0.06188722 0.22886655
gam25 gam26 beta12 beta21 lam21 lam42
0.34903584 0.15953378 0.18423260 0.23547774 1.06267796 0.92972549
ps11 ps22 ps12 theta1 theta2 theta3
0.28098701 0.26383553 -0.02260953 0.41214545 0.33614511 0.31119482
theta4
0.40460363
Iterations = 32
> summary(sem.dhp) # 結果の表示は summary メソッドを使う
Model Chisquare = 26.697 Df = 15 Pr(>Chisq) = 0.031302
Chisquare (null model) = 872 Df = 45
Goodness-of-fit index = 0.98439
Adjusted goodness-of-fit index = 0.94275
RMSEA index = 0.048759 90% CI: (0.014517, 0.078309)
Bentler-Bonnett NFI = 0.96938
Tucker-Lewis NNFI = 0.95757
Bentler CFI = 0.98586
SRMR = 0.020204
AIC = 64.697
AICc = 29.157
BIC = 136.82
CAIC = -75.244
Normalized Residuals
Min. 1st Qu. Median Mean 3rd Qu. Max.
-0.8000 -0.1180 0.0000 -0.0120 0.0397 1.5700
R-square for Endogenous Variables
RGenAsp FGenAsp ROccAsp REdAsp FOccAsp FEdAsp
0.5220 0.6170 0.5879 0.6639 0.6888 0.5954
Parameter Estimates
Estimate Std Error z value Pr(>|z|)
gam11 0.161222 0.038792 4.15604 3.2381e-05 RGenAsp <--- RParAsp
gam12 0.249649 0.043981 5.67631 1.3763e-08 RGenAsp <--- RIQ
gam13 0.218403 0.044197 4.94154 7.7508e-07 RGenAsp <--- RSES
gam14 0.071839 0.049707 1.44526 1.4838e-01 RGenAsp <--- FSES
gam23 0.061887 0.051720 1.19659 2.3147e-01 FGenAsp <--- RSES
gam24 0.228867 0.044162 5.18241 2.1904e-07 FGenAsp <--- FSES
gam25 0.349036 0.045290 7.70672 1.2909e-14 FGenAsp <--- FIQ
gam26 0.159534 0.038826 4.10895 3.9746e-05 FGenAsp <--- FParAsp
beta12 0.184233 0.094888 1.94158 5.2188e-02 RGenAsp <--- FGenAsp
beta21 0.235478 0.119389 1.97235 4.8570e-02 FGenAsp <--- RGenAsp
lam21 1.062678 0.090139 11.78937 4.4286e-32 REdAsp <--- RGenAsp
lam42 0.929725 0.070281 13.22868 5.9934e-40 FEdAsp <--- FGenAsp
ps11 0.280987 0.046232 6.07782 1.2183e-09 RGenAsp <--> RGenAsp
ps22 0.263836 0.044667 5.90674 3.4895e-09 FGenAsp <--> FGenAsp
ps12 -0.022610 0.051194 -0.44164 6.5875e-01 FGenAsp <--> RGenAsp
theta1 0.412145 0.051225 8.04584 8.5654e-16 ROccAsp <--> ROccAsp
theta2 0.336145 0.052100 6.45193 1.1043e-10 REdAsp <--> REdAsp
theta3 0.311195 0.045927 6.77584 1.2369e-11 FOccAsp <--> FOccAsp
theta4 0.404604 0.046184 8.76062 1.9418e-18 FEdAsp <--> FEdAsp
Iterations = 32