summary for modsem objects
summary.Rdsummary for modsem objects
summary for modsem objects
summary for modsem objects
Usage
# S3 method for class 'modsem_da'
summary(
  object,
  H0 = TRUE,
  verbose = interactive(),
  r.squared = TRUE,
  fit = FALSE,
  adjusted.stat = FALSE,
  digits = 3,
  scientific = FALSE,
  ci = FALSE,
  standardized = FALSE,
  centered = FALSE,
  monte.carlo = FALSE,
  mc.reps = 10000,
  loadings = TRUE,
  regressions = TRUE,
  covariances = TRUE,
  intercepts = TRUE,
  variances = TRUE,
  var.interaction = FALSE,
  ...
)
# S3 method for class 'modsem_mplus'
summary(
  object,
  scientific = FALSE,
  standardized = FALSE,
  ci = FALSE,
  digits = 3,
  loadings = TRUE,
  regressions = TRUE,
  covariances = TRUE,
  intercepts = TRUE,
  variances = TRUE,
  ...
)
# S3 method for class 'modsem_pi'
summary(
  object,
  H0 = TRUE,
  r.squared = TRUE,
  adjusted.stat = FALSE,
  digits = 3,
  scientific = FALSE,
  verbose = TRUE,
  ...
)Arguments
- object
 modsem object to summarized
- H0
 Should the baseline model be estimated, and used to produce comparative fit?
- verbose
 Should messages be printed?
- r.squared
 Calculate R-squared.
- fit
 Print additional fit measures.
- adjusted.stat
 Should sample size corrected/adjustes AIC and BIC be reported?
- digits
 Number of digits for printed numerical values
- scientific
 Should scientific format be used for p-values?
- ci
 print confidence intervals
- standardized
 standardize estimates
- centered
 Print mean centered estimates.
- monte.carlo
 Should Monte Carlo bootstrapped standard errors be used? Only relevant if
standardized = TRUE. IfFALSEdelta method is used instead.- mc.reps
 Number of Monte Carlo repetitions. Only relevant if
monte.carlo = TRUE, andstandardized = TRUE.- loadings
 print loadings
- regressions
 print regressions
- covariances
 print covariances
- intercepts
 print intercepts
- variances
 print variances
- var.interaction
 If FALSE variances for interaction terms will be removed from the output.
- ...
 arguments passed to lavaan::summary()
Examples
# \dontrun{
m1 <- "
 # Outer Model
 X =~ x1 + x2 + x3
 Y =~ y1 + y2 + y3
 Z =~ z1 + z2 + z3
 # Inner model
 Y ~ X + Z + X:Z
"
est1 <- modsem(m1, oneInt, "qml")
summary(est1, ci = TRUE, scientific = TRUE)
#> 
#> modsem (1.0.14) ended normally after 39 iterations
#> 
#>   Estimator                                           QML
#>   Optimization method                              NLMINB
#>   Number of model parameters                           31
#> 
#>   Number of observations                             2000
#> 
#> Loglikelihood and Information Criteria:
#>   Loglikelihood                                  -1.7e+04
#>   Akaike (AIC)                                    3.5e+04
#>   Bayesian (BIC)                                  3.5e+04
#>  
#> Fit Measures for Baseline Model (H0):
#>                                                  Standard
#>   Chi-square                                      1.8e+01
#>   Degrees of Freedom (Chi-square)                      24
#>   P-value (Chi-square)                            0.82554
#>   RMSEA                                             0e+00
#>                                                          
#>   Loglikelihood                                  -1.8e+04
#>   Akaike (AIC)                                    3.6e+04
#>   Bayesian (BIC)                                  3.6e+04
#>  
#> Comparative Fit to H0 (LRT test):
#>   Loglikelihood change                            3.4e+02
#>   Difference test (D)                             6.8e+02
#>   Degrees of freedom (D)                                1
#>   P-value (D)                                  < 2.22e-16
#>  
#> R-Squared Interaction Model (H1):
#>   Y                                              5.99e-01
#> R-Squared Baseline Model (H0):
#>   Y                                              3.95e-01
#> R-Squared Change (H1 - H0):
#>   Y                                              2.04e-01
#> 
#> Parameter Estimates:
#>   Coefficients                             unstandardized
#>   Information                                    observed
#>   Standard errors                                standard
#>  
#> Latent Variables:
#>                  Estimate  Std.Error  z.value     P(>|z|)  ci.lower  ci.upper
#>   X =~          
#>     x1              1.000                                                    
#>     x2              0.804      0.013   63.895  < 2.22e-16     0.779     0.828
#>     x3              0.914      0.013   67.708  < 2.22e-16     0.888     0.940
#>   Z =~          
#>     z1              1.000                                                    
#>     z2              0.810      0.012   65.078  < 2.22e-16     0.786     0.835
#>     z3              0.881      0.013   67.606  < 2.22e-16     0.856     0.907
#>   Y =~          
#>     y1              1.000                                                    
#>     y2              0.798      0.007  107.531  < 2.22e-16     0.784     0.813
#>     y3              0.899      0.008  112.559  < 2.22e-16     0.884     0.915
#> 
#> Regressions:
#>                  Estimate  Std.Error  z.value     P(>|z|)  ci.lower  ci.upper
#>   Y ~           
#>     X               0.673      0.031   21.673  < 2.22e-16     0.612     0.734
#>     Z               0.569      0.030   18.718  < 2.22e-16     0.509     0.628
#>     X:Z             0.719      0.028   25.832  < 2.22e-16     0.664     0.773
#> 
#> Intercepts:
#>                  Estimate  Std.Error  z.value     P(>|z|)  ci.lower  ci.upper
#>    .x1              1.023      0.024   42.824  < 2.22e-16     0.976     1.070
#>    .x2              1.215      0.020   60.904  < 2.22e-16     1.176     1.255
#>    .x3              0.919      0.022   41.418  < 2.22e-16     0.876     0.963
#>    .z1              1.011      0.024   41.560  < 2.22e-16     0.964     1.059
#>    .z2              1.206      0.020   59.254  < 2.22e-16     1.166     1.245
#>    .z3              0.916      0.022   42.048  < 2.22e-16     0.873     0.958
#>    .y1              1.036      0.033   31.393  < 2.22e-16     0.972     1.101
#>    .y2              1.220      0.027   45.418  < 2.22e-16     1.167     1.272
#>    .y3              0.953      0.030   31.798  < 2.22e-16     0.895     1.012
#> 
#> Covariances:
#>                  Estimate  Std.Error  z.value     P(>|z|)  ci.lower  ci.upper
#>   X ~~          
#>     Z               0.200      0.024    8.242  < 2.22e-16     0.153     0.248
#> 
#> Variances:
#>                  Estimate  Std.Error  z.value     P(>|z|)  ci.lower  ci.upper
#>    .x1              0.158      0.009   18.145  < 2.22e-16     0.141     0.175
#>    .x2              0.162      0.007   23.153  < 2.22e-16     0.148     0.176
#>    .x3              0.165      0.008   20.766  < 2.22e-16     0.149     0.180
#>    .z1              0.167      0.009   18.506  < 2.22e-16     0.149     0.185
#>    .z2              0.160      0.007   22.676  < 2.22e-16     0.146     0.173
#>    .z3              0.158      0.008   20.771  < 2.22e-16     0.143     0.173
#>    .y1              0.160      0.009   18.010  < 2.22e-16     0.142     0.177
#>    .y2              0.154      0.007   22.680  < 2.22e-16     0.141     0.168
#>    .y3              0.164      0.008   20.679  < 2.22e-16     0.148     0.179
#>     X               0.983      0.036   26.974  < 2.22e-16     0.911     1.054
#>     Z               1.018      0.038   26.927  < 2.22e-16     0.943     1.092
#>    .Y               0.980      0.038   25.906  < 2.22e-16     0.906     1.054
#> 
# }