OpenMx: mxComputeStandardError – R documentation

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mxComputeStandardError

Compute standard errors

Description

When the fit is in -2 log likelihood units, the SEs are derived from the diagonal of the Hessian or inverse Hessian. The Hessian (in some form) must already be available.

Usage

mxComputeStandardError(freeSet = NA_character_, fitfunction = "fitfunction")

Arguments

`freeSet`	names of matrices containing free variables
`fitfunction`	name of the fitfunction (defaults to 'fitfunction')

Details

If there are active MxConstraints and the fit is in -2logL units, the SEs are derived from the Hessian and the Jacobian of the constraint functions (see references).

References

Moore T & Sadler B. (2006). Maximum-Likelihood Estimation and Scoring Under Parametric Constraints. Army Research Laboratory report ARL-TR-3805. Schoenberg R. (1997). Constrained maximum likelihood. Computational Economics, 10, p. 251-266.

OpenMx

Extended Structural Equation Modelling

v2.19.5

Apache License (== 2.0)

Authors

Steven M. Boker [aut], Michael C. Neale [aut], Hermine H. Maes [aut], Michael J. Wilde [ctb], Michael Spiegel [aut], Timothy R. Brick [aut], Ryne Estabrook [aut], Timothy C. Bates [aut], Paras Mehta [ctb], Timo von Oertzen [ctb], Ross J. Gore [aut], Michael D. Hunter [aut], Daniel C. Hackett [ctb], Julian Karch [ctb], Andreas M. Brandmaier [ctb], Joshua N. Pritikin [aut, cre], Mahsa Zahery [aut], Robert M. Kirkpatrick [aut], Yang Wang [ctb], Ben Goodrich [ctb], Charles Driver [ctb], Massachusetts Institute of Technology [cph], S. G. Johnson [cph], Association for Computing Machinery [cph], Dieter Kraft [cph], Stefan Wilhelm [cph], Sarah Medland [cph], Carl F. Falk [cph], Matt Keller [cph], Manjunath B G [cph], The Regents of the University of California [cph], Lester Ingber [cph], Wong Shao Voon [cph], Juan Palacios [cph], Jiang Yang [cph], Gael Guennebaud [cph], Jitse Niesen [cph]

Initial release

2021-03-26