Package 'lvnet'

Title: Latent Variable Network Modeling
Description: Estimate, fit and compare Structural Equation Models (SEM) and network models (Gaussian Graphical Models; GGM) using OpenMx. Allows for two possible generalizations to include GGMs in SEM: GGMs can be used between latent variables (latent network modeling; LNM) or between residuals (residual network modeling; RNM). For details, see Epskamp, Rhemtulla and Borsboom (2017) <doi:10.1007/s11336-017-9557-x>.
Authors: Sacha Epskamp
Maintainer: Sacha Epskamp <[email protected]>
License: GPL-2
Version: 0.3.5
Built: 2024-11-13 06:41:34 UTC
Source: CRAN

Help Index


Latent variable graphical LASSO using EBIC to select optimal tuning parameter

Description

This function minimizes the Extended Bayesian Information Criterion (EBIC; Chen and Chen, 2008) to choose the lvglasso tuning parameter. See lvglasso

Usage

EBIClvglasso(S, n, nLatents, gamma = 0.5, nRho = 100, lambda, ...)

Arguments

S

Sample variance-covariance matrix

n

Sample Size

nLatents

Number of latent variables

gamma

EBIC hyper-parameter

nRho

Number of tuning parameters to test

lambda

The lambda argument containing factor loadings, only used for starting values!

...

Arguments sent to lvglasso

Value

The optimal result of lvglasso, with two more elements:

rho

The selected tuning parameter

ebic

The optimal EBIC

Author(s)

Sacha Epskamp <[email protected]>

References

Chen, J., & Chen, Z. (2008). Extended Bayesian information criteria for model selection with large model spaces. Biometrika, 95(3), 759-771.

See Also

lvglasso


Update lvnatLasso results to select a different model

Description

This function can be used to select a model using any fit index

Usage

lassoSelect(object, select, minimize = TRUE, refit = TRUE, lassoTol = 1e-04)

Arguments

object

An lvnetLasso object

select

A raw R expression using names used in the object$fitMeasures part of the output of lvnet

minimize

Logical. Minimize or maximize?

refit

Logical. Should the new best model be refitted.

lassoTol

Tolerance for absolute values to be treated as zero in counting parameters.

Author(s)

Sacha Epskamp <[email protected]>

Examples

## Not run: 
# Load dataset:
library("lavaan")
data(HolzingerSwineford1939)
Data <- HolzingerSwineford1939[,7:15]

# Measurement model:
Lambda <- matrix(0, 9, 3)
Lambda[1:3,1] <- NA
Lambda[4:6,2] <- NA
Lambda[7:9,3] <- NA

# Search best fitting omega_theta:
res <- lvnetLasso(Data, "omega_theta", lambda = Lambda)
res$best
summary(res)

# Update to use EBIC:
resEBIC <- lassoSelect(res, ebic)
summary(resEBIC)

# Update to use minimal fitting model with RMSEA < 0.05:
resMinimal <- lassoSelect(res, df * (rmsea < 0.05), minimize = FALSE)
summary(resMinimal)

## End(Not run)

Convert lavaan model to lvnet model matrices

Description

This function can be used to easily generate input matrices for lvnet based on a lavaan model.

Usage

lav2lvnet(model, data, std.lv = TRUE, lavaanifyOps = list(auto = TRUE, std.lv = std.lv))

Arguments

model

Lavaan model syntax

data

The dataset. Only used to extract order of variables names from the columnnames.

std.lv

Should the model be identified by constraining latent variable variance to 1. Defaults to TRUE unlike lavaan! This is because the starting values work better for this identification.

lavaanifyOps

A list with other options sent to lavaanify

Value

A list with the model matrices for lambda, psi, theta and beta

Author(s)

Sacha Epskamp <[email protected]>

Examples

## Not run: 
library("lavaan")

# Load dataset:
data(HolzingerSwineford1939)
Data <- HolzingerSwineford1939[,7:15]

# lavaan model
HS.model <- '
visual  =~ x1 + x2 + x3
textual =~ x4 + x5 + x6
speed   =~ x7 + x8 + x9 '

# fit via lavaan:
lavFit <- cfa(HS.model, HolzingerSwineford1939[7:15],std.lv=TRUE)

# Fit via lvnet:
mod <- lav2lvnet(HS.model, HolzingerSwineford1939[7:15])
lvnetFit <- lvnet(Data, lambda = mod$lambda, psi = mod$psi)

# Compare:
Compare <- data.frame(
  lvnet = round(unlist(lvnetFit$fitMeasures)[c("npar","df","chisq","fmin","aic","bic",
                                              "rmsea","cfi","tli","nfi","logl")],3),
  lavaan = round(fitMeasures(lavFit)[c("npar","df","chisq","fmin","aic","bic","rmsea",
                                      "cfi","tli","nfi","logl")],3))

Compare

## End(Not run)

Latent variable graphical LASSO

Description

The lvglasso algorithm to estimate network structures containing latent variables, as proposed by Yuan (2012). Uses the glasso package (Friedman, Hastie and Tibshirani, 2014) and mimics input and output of the glasso function.

Usage

lvglasso(S, nLatents, rho = 0, thr = 1e-04, maxit = 10000, lambda)

Arguments

S

Sample variance-covariance matrix

nLatents

Number of latent variables.

rho

The LASSO tuning parameter

thr

The threshold to use for convergence

maxit

Maximum number of iterations

lambda

The lambda argument containing factor loadings, only used for starting values!

Value

A list of class lvglasso containing the following elements:

w

The estimated variance-covariance matrix of both observed and latent variables

wi

The estimated inverse variance-covariance matrix of both observed and latent variables

pcor

Estimated partial correlation matrix of both observed and latent variables

observed

Logical vector indicating which elements of w, wi and pcor are observed

niter

The number of iterations used

lambda

The estimated lambda matrix, when result is transformed to EFA model

theta

The estimated theta matrix

omega_theta

The estimated omega_theta matrix

psi

The estimated psi matrix

Author(s)

Sacha Epskamp <[email protected]>

References

Yuan, M. (2012). Discussion: Latent variable graphical model selection via convex optimization.The Annals of Statistics,40, 1968-1972.

Jerome Friedman, Trevor Hastie and Rob Tibshirani (2014). glasso: Graphical lasso-estimation of Gaussian graphical models. R package version 1.8. http://CRAN.R-project.org/package=glasso


Confirmatory Latent Variable Network Models

Description

This function utilizes OpenMx (Boker et al., 2011, 2014) to confirmatory test latent variable network models between P manifests and M latents. See the details section for information about the modeling framework used. All the input matrices can be assigned R matrices with numbers indicating fixed values and NA indicating a value is free to estimate.

Usage

lvnet(data, lambda, beta, omega_theta, delta_theta, omega_psi, delta_psi, psi, theta, 
        sampleSize, fitInd, fitSat, startValues = list(), scale = FALSE, nLatents,
        lasso = 0,  lassoMatrix, lassoTol = 1e-4, ebicTuning = 0.5, 
        mimic = c("lavaan","lvnet"), fitFunction = c("penalizedML", "ML"), exogenous)

Arguments

data

An N (sample size) x P matrix or data frame containing the raw data, or a P x P variance-covariance matrix.

lambda

A P x M matrix indicating factor loadings. Defaults to a full NA P x M matrix if psi or omega_psi is not missing, or a P x 0 dummy matrix.

beta

An M x M matrix indicating linear effects between latent variables. Defaults to an M x M matrix containing only zeroes.

omega_theta

A P x P matrix encoding the residual network structure. By default, theta is modeled instead.

delta_theta

A P x P diagonal scaling matrix. Defaults to NA on all diagonal elements. Only used if omega_theta is modeled.

omega_psi

An M x M matrix containing the latent network structure. Dy default, psi is modeled instead.

delta_psi

A diagonal M x M scaling matrix. Defaults to an identity matrix. Only used if omega_psi is modeled.

psi

An M x M variance-covariance matrix between latents and latent residuals. Defaults to a full NA matrix.

theta

A P x P variance-covariance matrix of residuals of the observed variables. Defaults to a diagonal matrix containing NAs

sampleSize

The sample size, only used if data is assigned a variance-covariance matrix.

fitInd

The fit of the independence model. Used to speed up estimation fitting multiple models.

fitSat

The fit of the saturated model. Used to speed up estimation fitting multiple models.

startValues

An optional named list containing starting values of each model. e.g., list(lambda = matrix(1,9,3)) would set the starting values of a 10 x 3 lambda matrix to ones.

scale

Logical, should data be standardized before running lvnet?

nLatents

The number of latents. Allows for quick specification when lambda is missing. Not needed is lambda is assigned.

lasso

The LASSO tuning parameter.

lassoMatrix

Character vector indicating the names of matrices to apply LASSO regularization on. e.g., "omega_psi" or "omega_theta".

lassoTol

Tolerance for absolute values to be treated as zero in counting parameters.

ebicTuning

Tuning parameter used in extended Bayesian Information Criterion.

mimic

If set to "lavaan" (default), covariance matrix is rescaled and N is used rather than N - 1 in likelihood computation.

fitFunction

The fit function to be used. penalizedML will fit the penalized fit function and ML the maximum likelihood function.

exogenous

Numeric vector indicating which variables are exogenous.

Details

The modeling framework follows the all-y LISREL framework for Structural Equation Models (SEM; Hayduk, 1987) to model relationships between P observed variables and M latent variables:

sigma = lambda * (I - beta)^(-1) psi (I - beta)^(-1 T) * lambda^T + theta

Where Sigma is the P x P model-implied covariance matrix, lambda a P x M matrix of factor loadings, B an M x M matrix containing regression effects between latent variables, Psi a M x M covariance matrix of the latent variables/residuals and Theta a P x P covariance matrix of residuals of the observed indicators.

The lvnet function allows for two extensions of this modeling framework. First, psi can be chosen to be modeled as follows:

psi = delta_psi (I - omega_psi)^(-1) delta_psi

In which delta_psi is a M x M diagonal scaling matrix and omega_psi a M x M matrix containing zeroes on the diagonal and partial correlation coefficients on the offdiagonal values of two latent variables conditioned on all other latent variables. omega_psi therefore corresponds to a Gaussian Graphical Model, or a network structure.

Similarly, theta can be chosen to be modeled as follows:

theta = delta_theta (I - omega_theta)^(-1) delta_theta

In which delta_theta is a P x P diagonal scaling matrix and omega_theta a P x P matrix containing zeroes on the diagonal and partial correlation coefficients on the offdiagonal values of two residuals conditioned on all other residuals.

Modeling omega_psi is termed Latent Network Modeling (LNM) and modeling omega_theta is termed Residual Network Modeling (RNM). lvnet automatically chooses the appropriate modeling framework based on the input.

Value

An lvnet object, which is a list containing the following elements:

matrices

A list containing thee estimated model matrices

sampleStats

A list containing the covariance matrix (covMat) and sample size sampleSize

mxResults

The OpenMx object of the fitted model

fitMeasures

A named list containing the fit measures of the fitted model

Author(s)

Sacha Epskamp <[email protected]>

References

Boker, S. M., Neale, M., Maes, H., Wilde, M., Spiegel, M., Brick, T., ... Fox, J. (2011). OpenMx: an open source extended structural equation modelingframework. Psychometrika, 76(2), 306-317

Boker, S. M., Neale, M. C., Maes, H. H., Wilde, M. J., Spiegel, M., Brick, T. R., ..., Team OpenMx. (2014). Openmx 2.0 user guide [Computer software manual].

Hayduk, L. A. (1987).Structural equation modeling with LISREL: Essentials advances. Baltimore, MD, USA: Johns Hopkins University Press.

See Also

lvnetSearch

Examples

# Load dataset:
library("lavaan")
data(HolzingerSwineford1939)
Data <- HolzingerSwineford1939[,7:15]

# Measurement model:
Lambda <- matrix(0, 9, 3)
Lambda[1:3,1] <- NA
Lambda[4:6,2] <- NA
Lambda[7:9,3] <- NA

# Fit CFA model:
CFA <- lvnet(Data, lambda = Lambda)

# Latent network:
Omega_psi <- matrix(c(
  0,NA,NA,
  NA,0,0,
  NA,0,0
),3,3,byrow=TRUE)

# Fit model:
LNM <- lvnet(Data, lambda = Lambda, omega_psi=Omega_psi)

# Compare fit:
lvnetCompare(cfa=CFA,lnm=LNM)

# Summary:
summary(LNM)

# Plot latents:
plot(LNM, "factorStructure")

Compare lvnet objects

Description

Compares several results of lvnet

Usage

lvnetCompare(...)
## S3 method for class 'lvnet'
anova(object, ...)

Arguments

object

An lvnet object

...

Any number of lvnet objects. Arguments can be named to make the resulting table named.

Author(s)

Sacha Epskamp <[email protected]>

See Also

lvnet


LASSO model selection

Description

This function runs lvnet for a number of different tuning parameters, selects the best model based on some criterion and refits that model to obtain accurate parameter estimates. The lassoSelect function can afterwards be used to select a different model.

Usage

lvnetLasso(data, lassoMatrix, lassoTol = 1e-04, nTuning = 20, 
  tuning.min = 0.01, tuning.max = 0.5, criterion = c("bic", "aic", 
  "ebic"), verbose = TRUE, refitFinal = TRUE, refitAll = FALSE, 
  nCores = 1, ...)

Arguments

data

The data argument as used in lvnet

lassoMatrix

Vector indicating the matrix or matrices to use in LASSO optmimization

lassoTol

Tolerance for absolute values to be treated as zero in counting parameters.

nTuning

Number of tuning parameters to estimate.

tuning.min

Minimal tuning parameter

tuning.max

Maximal tuning parameter

criterion

Criterion to use in model selection

verbose

Should progress be printed to the console?

refitFinal

Logical, should the best fitting model be refitted without LASSO regularization?

refitAll

Logical, should *all* models be refitted without LASSO regularization (but with zeroes constrained) before evaluating fit criterium?

nCores

Number of cores to use in parallel computing.

...

Arguments sent to lvnet

Author(s)

Sacha Epskamp <[email protected]>

Examples

# Load dataset:
library("lavaan")
data(HolzingerSwineford1939)
Data <- HolzingerSwineford1939[,7:15]

# Measurement model:
Lambda <- matrix(0, 9, 3)
Lambda[1:3,1] <- NA
Lambda[4:6,2] <- NA
Lambda[7:9,3] <- NA

# Search best fitting omega_theta:
## Not run: 
res <- lvnetLasso(Data, "omega_theta", lambda = Lambda)
res$best
summary(res)

## End(Not run)

Refit lvnet model to new data

Description

Obtain fit indices from the estimated model parameters on a new dataset.

Usage

lvnetRefit(lvnetObject, data, sampleSize)

Arguments

lvnetObject

Output of lvnet.

data

New dataset or variance-covariance matrix.

sampleSize

Sample size (if data is a variance-covariance matrix).

Author(s)

Sacha Epskamp <[email protected]>


Step-wise exploratory search for optimal fitting model

Description

Performs stepwise search to optimize the structure of omega_theta, omega_psi, theta or psi. Starts at empty or full structure and iteratively adds or removes edges to optimize the criterion.

Usage

lvnetSearch(data, matrix = c("omega_theta", "omega_psi", "theta", "psi"), 
          criterion = c("bic", "ebic","chisq","aic"), 
          start =  c("default","empty","full"),  alpha = 0.05, lambda, sampleSize, 
          maxIter,  nCores = 1, maxChange = 1, ...,  verbose = TRUE, file, 
          startValues = list())

Arguments

data

The data argument as used in lvnet

matrix

Character string indicating the matrix to be optimized. Can be "omega_theta", "omega_psi", "theta" and "psi".

criterion

Character string indicating the criterion to be used. "AIC" and "BIC" optimize the AIC or BIC respectively, and "chisq" performs chi-square tests to see if adding an edge significantly improves model fit or removing an edges does not significantly reduce model fit.

start

A character string indicating the structure of the matrix at the start of the algorithm. "empty" starts with a matrix with only zeroes and "full" starts with a matrix in which all elements are free to estimate. "lvglasso" employs the lvglasso algorithm (EBIClvglasso to find a starting structure for omega_theta and "glasso" employs the glasso algorithm to find a starting point for omega_psi (EBICglasso). "default" will lead to a full matrix if omega_psi or psi is optimized, and an empty matrix if omega_theta or theta is optimized.

alpha

The alpha level for chi-square significance testing.

lambda

The lambda argument as used in lvnet

sampleSize

The sample size, only used if data is a covariance matrix.

maxIter

The maximum number of edges to test. Defaults to M(M-1)/2

nCores

Number of cores to use in parallel estimation.

maxChange

Set to higher than one to change multiple edges in each run. Each iteration, maxChange is reset to max(number of changed edges - 1, 1). Can result in instable results when searching "omega_theta".

...

Arguments sent to lvnet

verbose

Logical if progress should be printed to the consile.

file

An optional character string containing a file name to store temporary results in.

startValues

A list containing start values as used in lvnet

Value

An object of class lvnetSearch, which is a list containing:

best

The lvnet object of the best fitting model

modList

A list containing the chain of fitted models

niter

The number of iterations used

Author(s)

Sacha Epskamp <[email protected]>

See Also

lvnet

Examples

# Load dataset:
library("lavaan")
data(HolzingerSwineford1939)
Data <- HolzingerSwineford1939[,7:15]

# Measurement model:
Lambda <- matrix(0, 9, 3)
Lambda[1:3,1] <- NA
Lambda[4:6,2] <- NA
Lambda[7:9,3] <- NA

# Search best fitting omega_psi:
## Not run: 
res <- lvnetSearch(Data, "omega_psi", lambda = Lambda)
res$best

## End(Not run)

Plot model matrices

Description

Plot method for lvnet. For lvnetSearch and lvnetLasso objects this is simply defined as plot(object$best, ...)

Usage

## S3 method for class 'lvnet'
plot(x, what = c("factorStructure", "residual", "latent"), partial, 
        layout = "circle", ...)
 ## S3 method for class 'lvnetLasso'
plot(x, ...)
 ## S3 method for class 'lvnetSearch'
plot(x, ...)

Arguments

x

An lvnet object.

what

What to plot? "factorStructure" plots the factor loadings and latent correlations or network. "residual" the residual correlations or network and "latent" the latent correlations or network.

partial

Plot partial correlations instead of correlations? Defaults to TRUE if omega_psi or omega_theta is estimated.

layout

The layour argument as used in qgraph

...

Arguments sent to qgraph

Author(s)

Sacha Epskamp <[email protected]>


Summary method for lvnet

Description

Plot method for lvnet. For lvnetSearch and lvnetLasso objects this is simply defined as summary(object$best, ...)

Usage

## S3 method for class 'lvnet'
summary(object, include = c("input", "chisq", "infcrit", "fitindices", 
        "rmsea", "parests"), digits = 3, ...)
  ## S3 method for class 'lvnetLasso'
summary(object, ...)
 ## S3 method for class 'lvnetSearch'
summary(object, ...)

Arguments

object

An lvnet object

include

Vector indicating what to include? "input" for the input used, "chisq" for the chi-square fit, "infcrit" for information criteria, "fitindices" for fit indices, "rmsea" for the RMSEA, ans "parests" for parameter estimates.

digits

Number of digits to round to.

...

Not used.

Author(s)

Sacha Epskamp <[email protected]>