Is it possible to fit a structural equation model with link functions in R? I am trying to build a logistic-regression-like model in sem, because incorporating the dichotomous variables linearly seems inappropriate. Mplus can do something similar by specifying a 'link' parameter, but I would like to be able to do it in R, ofcourse. I have explored the 'sem' package from John Fox, but it does not seem to be able to fit non-linear relations. Is there some R-package or way to get this done? I have also considered creating a seperate latent variable in the sem model for the systematic component of the predictors, but then I still need a way to fix a non-linear link from the systematic component to the dichotomous Y variable. -- View this message in context: http://www.nabble.com/Link-functions-in-SEM-tp18679236p18679236.html Sent from the R help mailing list archive at Nabble.com.
sem is package for pretty traditional covariance matrix analysis. To deal with other members of exponential family than normal, you can also look at GLLAMM package (http://www.gllamm.org) that works from Stata. Or Mplus. Or you might have some luck building up a mixed model for your purpose, see ?nlme. Even if you get your latent variables from sem, they will be subject to sampling and measurement error, and that would be devastating for logistic regression: on top of the usual attenuation bias typical for measurement error models, you have a wrong scale for your coefficients. Economists have good explanation for those effects in terms of the scaling of the coefficients and errors in nonlinear models; statisticians usually don't care so much about those. On Sun, Jul 27, 2008 at 1:51 PM, Jeroen Ooms <j.c.l.ooms at uu.nl> wrote:> > Is it possible to fit a structural equation model with link functions in R? I > am trying to build a logistic-regression-like model in sem, because > incorporating the dichotomous variables linearly seems inappropriate. Mplus > can do something similar by specifying a 'link' parameter, but I would like > to be able to do it in R, ofcourse. > > I have explored the 'sem' package from John Fox, but it does not seem to be > able to fit non-linear relations. Is there some R-package or way to get this > done? I have also considered creating a seperate latent variable in the sem > model for the systematic component of the predictors, but then I still need > a way to fix a non-linear link from the systematic component to the > dichotomous Y variable. > ---- Stas Kolenikov, also found at http://stas.kolenikov.name Small print: I use this email account for mailing lists only.
Dear Jeroen, It's true that the sem() function only handles quantitative endogenous variables, but you could use it along with functions in the polycor package to fit models with ordered or dichotomous observed variables. There's an example of a confirmatory factor analysis model with ordinal indicators in the paper at <http://socserv.mcmaster.ca/jfox/Misc/sem/SEM-paper.pdf>. I hope this helps, John ------------------------------ John Fox, Professor 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 Jeroen Ooms > Sent: July-27-08 2:52 PM > To: r-help at r-project.org > Subject: [R] Link functions in SEM > > > Is it possible to fit a structural equation model with link functions inR? I> am trying to build a logistic-regression-like model in sem, because > incorporating the dichotomous variables linearly seems inappropriate.Mplus> can do something similar by specifying a 'link' parameter, but I wouldlike> to be able to do it in R, ofcourse. > > I have explored the 'sem' package from John Fox, but it does not seem tobe> able to fit non-linear relations. Is there some R-package or way to getthis> done? I have also considered creating a seperate latent variable in thesem> model for the systematic component of the predictors, but then I stillneed> a way to fix a non-linear link from the systematic component to the > dichotomous Y variable. > -- > View this message in context: http://www.nabble.com/Link-functions-in-SEM- > tp18679236p18679236.html > Sent from the R help mailing list archive at Nabble.com. > > ______________________________________________ > R-help at r-project.org mailing list > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guidehttp://www.R-project.org/posting-guide.html> and provide commented, minimal, self-contained, reproducible code.