Utility Functions For Covariance Matrices
Convenience functions to deal with covariance and correlation matrices.
getCov(x, lower = TRUE, diagonal = TRUE, sds = NULL,
names = paste("V", 1:nvar, sep=""))
char2num(s)
cor2cov(R, sds, names = NULL)x |
The elements of the covariance matrix. Either inside a character
string or as a numeric vector. In the former case, the function
|
lower |
Logical. If |
diagonal |
Logical. If |
sds |
A numeric vector containing the standard deviations to be
used to scale the elements in |
names |
The variable names of the observed variables. |
s |
Character string containing numeric values; comma's and semi-colons are ignored. |
R |
A correlation matrix, to be scaled into a covariance matrix. |
The getCov function is typically used to input the lower
(or upper) triangular elements of a (symmetric) covariance matrix. In many
examples found in handbooks, only those elements are shown. However, lavaan
needs a full matrix to proceed.
The cor2cov function is the inverse of the cov2cor
function, and scales a correlation matrix into a covariance matrix given
the standard deviations of the variables. Optionally, variable names can
be given.
# The classic Wheaton et. al. (1977) model
# panel data on he stability of alienation
lower <- '
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 '
# convert to a full symmetric covariance matrix with names
wheaton.cov <- getCov(lower, names=c("anomia67","powerless67", "anomia71",
"powerless71","education","sei"))
# the model
wheaton.model <- '
# measurement model
ses =~ education + sei
alien67 =~ anomia67 + powerless67
alien71 =~ anomia71 + powerless71
# equations
alien71 ~ alien67 + ses
alien67 ~ ses
# correlated residuals
anomia67 ~~ anomia71
powerless67 ~~ powerless71
'
# fitting the model
fit <- sem(wheaton.model, sample.cov=wheaton.cov, sample.nobs=932)
# showing the results
summary(fit, standardized=TRUE)Please choose more modern alternatives, such as Google Chrome or Mozilla Firefox.