modIndices function

Modification Indices for Structural Equation Models

mod.indices calculates modification indices (score tests) and estimated parameter changes for the fixed and constrained parameters in a structural equation model fit by multinormal maximum likelihood.

## S3 method for class 'objectiveML'
modIndices(model, duplicated, deviance=NULL, ...)
## S3 method for class 'msemObjectiveML'
modIndices(model, ...)

## S3 method for class 'modIndices'
print(x, n.largest=5, ...)
## S3 method for class 'msemModIndices'
print(x, ...)

## S3 method for class 'modIndices'
summary(object, round=2, 
    print.matrices=c("both", "par.change", "mod.indices"), ...)
## S3 method for class 'msemModIndices'
summary(object, ...)

Arguments

• model: an object of class objectiveML or msemObjectiveML, produced by the sem function.
• object, x: an object of class modIndices or msemModIndices, produced by the modIndices function.
• n.largest: number of modification indices to print in each of the $A$ and $P$ matrices of the RAM model.
• round: number of places to the right of the decimal point in printing modification indices.
• print.matrices: which matrices to print: estimated changes in the fixed parameters, modification indices, or both (the default).
• duplicated, deviance: for internal use.
• ...: arguments to be passed down.

Details

Modification indices are one-df chi-square score (Lagrange-multiplier ) test statistics for the fixed and constrained parameters in a structural equation model. They may be regarded as an estimate of the improvement in the likelihood-ratio chi-square statistic for the model if the corresponding parameter is respecified as a free parameter. The modIndices function also estimates the change in the value of a fixed or constrained parameter if the parameter is respecified as free. When several parameters are set equal, modification indices and estimated changes are given for all but the first. Modification indices and estimated parameter changes for currently free parameters are given as NA.

The method employed is described in Saris, Satorra, and Sorbom (1987) and Sorbom (1989).

Returns

modIndices returns an object of class modIndices with the following elements: - mod.A: modification indices for the elements of the $A$ matrix.

• mod.P: modification indices for the elements of the $P$ matrix.

• par.A: estimated parameter changes for the elements of the $A$ matrix.

• par.P: estimated parameter changes for the elements of the $P$ matrix.

References

Sarris, W. E., Satorra, A., and Sorbom, D. (1987) The detection and correction of specification errors in structural equation models. Pp. 105--129 in Clogg, C. C. (ed.), Sociological Methodology 1987.

American Sociological Association.

Sorbom, D. (1989) Model modification. Psychometrika 54 , 371--384.

Author(s)

John Fox jfox@mcmaster.ca and Michael Culbertson

See Also

sem

Examples

# In the first example, readMoments() and specifyModel() read from the
# input stream. This example cannot be executed via example() but can be entered
# at the command prompt. The example is repeated using file input;
# this example can be executed via example(). 
        ## Not run:

# This example is adapted from the SAS manual

S.wh <- readMoments(names=c('Anomia67','Powerless67','Anomia71',
                                    'Powerless71','Education','SEI'))
   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

model.wh <- specifyModel()
    Alienation67   ->  Anomia67,      NA,   1
    Alienation67   ->  Powerless67,   NA,   0.833
    Alienation71   ->  Anomia71,      NA,   1
    Alienation71   ->  Powerless71,   NA,   0.833
    SES            ->  Education,     NA,   1     
    SES            ->  SEI,           lamb, NA
    SES            ->  Alienation67,  gam1, NA
    Alienation67   ->  Alienation71,  beta, NA
    SES            ->  Alienation71,  gam2, NA
    Anomia67       <-> Anomia67,      the1, NA
    Anomia71       <-> Anomia71,      the1, NA
    Powerless67    <-> Powerless67,   the2, NA
    Powerless71    <-> Powerless71,   the2, NA
    Education      <-> Education,     the3, NA
    SEI            <-> SEI,           the4, NA
    Anomia67       <-> Anomia71,      the5, NA
    Powerless67    <-> Powerless71,   the5, NA
    Alienation67   <-> Alienation67,  psi1, NA
    Alienation71   <-> Alienation71,  psi2, NA
    SES            <-> SES,           phi,  NA

sem.wh <- sem(model.wh, S.wh, 932)
modIndices(sem.wh)
## End(Not run)

        
# The following example can be executed via example():

etc <- system.file(package="sem", "etc") # path to data and model files

(S.wh <- readMoments(file=file.path(etc, "S-Wheaton.txt"),
                                        names=c('Anomia67','Powerless67','Anomia71',
                            'Powerless71','Education','SEI')))
(model.wh <- specifyModel(file=file.path(etc, "model-Wheaton-1.txt")))                    
(sem.wh <- sem(model.wh, S.wh, 932))
modIndices(sem.wh)