Tryntsje Hoving-Wesselius
2012-Mar-26 13:24 UTC
[R] SEM: Dependent binary: impact estimating wrong standard errors with hetcor()
Hi, I'm using the SEM package to estimate a model with a binary variabele as dependent variable. In the literature I have to use then the correlation matrix, made by function hetcor(). Literature also says that the standard errors are not correct then. My question is if somebody knows what the impact is on the estimated coefficients. If I want to calculate the estimated probability I see a large difference if I'm using the covariance-matrix of the correlation-matrix. And I'm wondering if this is because of the standard errors. I hope somebody can help me. Best, Tryntsje [[alternative HTML version deleted]]