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lab:projects:18non-normal_power_analysis:index

Some results

structure(c(1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 0.059, 0.072, 0.058, 
0.046, 0.057, 0.065, 0.069, 0.043, 0.055, 0.054, 0.072, 0.059, 
0.058, 0.05, 0.062, 0.059, 0.046, 0.073, 0.042, 0.051, 1, 1, 
1, 1, 1, 1, 1, 1, 1, 1, 0.972, 1, 1, 1, 1, 1, 1, 1, 1, 1, 0.814, 
0.974, 1, 1, 1, 1, 1, 1, 1, 1, 0.146, 0.206, 0.288, 0.384, 0.452, 
0.528, 0.593, 0.651, 0.69, 0.746, 0.291, 0.505, 0.665, 0.794, 
0.897, 0.928, 0.952, 0.979, 0.987, 0.991, 1, 1, 1, 1, 1, 1, 1, 
1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 
1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 
1, 0.442, 0.714, 0.896, 0.962, 0.976, 0.991, 0.997, 1, 1, 1, 
1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 
1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 
1, 1, 1, 1, 1, 1, 1, 1, 0.105, 0.188, 0.239, 0.33, 0.395, 0.474, 
0.499, 0.544, 0.598, 0.65, 0.135, 0.2, 0.236, 0.318, 0.366, 0.432, 
0.484, 0.52, 0.607, 0.622), .Dim = c(10L, 21L))

R code

## Monte Calor based power analysis for indirect effect using bootstrap
## by Zhiyong Zhang

## bootstrap confidence intervals
ci.p<-function(par.boot, par0, cl=.95){
	alpha<-(1-cl)/2
	alpha<-c(alpha, 1-alpha)
	alpha<-sort(alpha)
	ci<-apply(par.boot, 2, quantile, prob=alpha, na.rm=TRUE)
	se.boot<-apply(par.boot, 2, sd, na.rm=TRUE)
	estimate<-par0
	cbind(estimate, se.boot, t(ci))
	}

ci.norm<-function(par.boot, par0, cl=.95){
	alpha<-(1-cl)/2
	alpha<-c(alpha, 1-alpha)
	alpha<-sort(alpha)
	se.boot<-apply(par.boot, 2, sd, na.rm=TRUE)
	estimate<-par0
	ci<-estimate+qnorm(alpha)%*%t(se.boot)
	dig <- max(2L, getOption("digits"))
	np<-length(alpha)
	qs <- paste(if (np < 100) 
            formatC(100 * alpha, format = "fg", width = 1, digits = dig)
        else format(100 * alpha, trim = TRUE, digits = dig), 
            "%", sep = "")
	ci.res<-cbind(estimate, se.boot, t(ci))
	colnames(ci.res)<-c('estimate','se.boot', qs)
	ci.res
	}

ci.bc1<-function(x, b, cl=.95){
	n<-length(x)
	z0<-qnorm(sum(x<b, na.rm=TRUE)/n)
	alpha<-(1-cl)/2
	alpha<-c(alpha, 1-alpha)
	alpha<-sort(alpha)
	alpha1<-alpha
	alpha<-pnorm(2*z0+qnorm(alpha))
	dig <- max(2L, getOption("digits"))
	np<-length(alpha)
	qs<-quantile(x, alpha, na.rm=TRUE)
	names(qs) <- paste(if (np < 100) 
            formatC(100 * alpha1, format = "fg", width = 1, digits = dig)
        else format(100 * alpha1, trim = TRUE, digits = dig), 
            "%", sep = "")
	qs
	}

ci.bc<-function(par.boot, par0, cl=.95){
	se.boot<-apply(par.boot, 2, sd, na.rm=TRUE)
	estimate<-par0
	p<-ncol(par.boot)
	ci<-NULL
	for (i in 1:p){
		ci<-rbind(ci, ci.bc1(par.boot[,i], par0[i], cl))
		}
	cbind(estimate, se.boot, ci)
	}

ci.sig<-function(res){
	sig<-function(a){
		ifelse(a[1]>0 | a[2]<0, 1, 0)
	}
	apply(res[, 3:4], 1, sig)
}

popPar<-function(object){
	par.value<-object@ParTable$ustart
	for (i in 1:length(par.value)){
		if (is.na(par.value[i])){
			if (object@ParTable$op[i]=="~"){
				par.value[i]<-0
			}else{
				par.value[i]<-1
			}
		}
	}
	names(par.value)<-object@ParTable$label
	## for indirect effec defined here
	for (i in 1:length(par.value)){
		if (object@ParTable$op[i]==":="){
			temp<-object@ParTable$rhs[i]
			temp<-gsub(' +','',temp)
			temp<-gsub('-','+', temp, fixed=TRUE)
			temp<-unlist(strsplit(temp, '+', fixed=TRUE))
			m<-length(temp)
			temp.est<-0
			par<-NULL
			for (j in 1:m){
				temp1<-unlist(strsplit(temp[j], '*', fixed=TRUE))
				par<-c(par, temp1)
			}
			ind.exp<-parse(text=object@ParTable$rhs[i])
			par.list<-as.list(par.value[par])
			par.value[i]<-eval(ind.exp, par.list)
		}
	}
	par.value
}

## power function for analysis
power.basic<-function(model, indirect=NULL, nobs, nrep=1000, alpha=.95, skewness=NULL, kurtosis=NULL, se="default", estimator="default", ...){
	if (missing(model)) stop("A model is needed.")
	## repeated the following for nrep times
	all.sig<-NULL
	all.par<-NULL
	all.se<-NULL
	all.cvg<-NULL
	
	model.indirect<-paste(model, "\n", indirect, "\n")
	## Initial analysis for some model information
	newdata<-simulateData(model,sample.nobs=nobs,skewness=skewness,kurtosis=kurtosis, ...)			
	temp.res<-sem(model.indirect, data=newdata, se=se, estimator=estimator, ...)
	par.value<-popPar(temp.res)
	
	for (i in 1:nrep){
		## Step 1: generate data
		newdata<-simulateData(model,sample.nobs=nobs,skewness=skewness,kurtosis=kurtosis, ...)		
		## Step 2: fit the model 		
		temp.res<-sem(model.indirect, data=newdata, se=se, estimator=estimator, ...)
		
		## Step 3: Check significance
		idx <- 1:length( temp.res@ParTable$lhs )
		temp.est<-temp.res@Fit@est[idx]
		temp.se<-temp.res@Fit@se[idx]
		temp.sig<-temp.est/temp.se
		crit<-qnorm(1-(1-alpha)/2)
		temp.sig.ind<-abs(temp.sig)>crit
		temp.sig.ind[!is.finite(temp.sig)]<-NA
		
		## Step 4: Check the coverage
		ci.u<-temp.est+crit*temp.se
		ci.l<-temp.est-crit*temp.se
		temp.cvg<- (ci.u>par.value[idx]) & (ci.l<par.value[idx])
		
		## Step 5: Combine results
		all.sig<-rbind(all.sig, temp.sig.ind)
		all.par<-rbind(all.par, temp.est)
		all.se<-rbind(all.se, temp.se)
		all.cvg<-rbind(all.cvg, temp.cvg)
	}
	cnames<-paste(temp.res@ParTable$lhs[idx], temp.res@ParTable$op[idx], temp.res@ParTable$rhs[idx])
	colnames(all.sig)<-cnames
	power<-apply(all.sig, 2, mean, na.rm=TRUE)
	cvg<-apply(all.cvg, 2, mean, na.rm=TRUE)
	info<-list(nobs=nobs, nrep=nrep, alpha=alpha, method="Normal", bootstrap=NULL)
	print(power)
	object<-list(power=power, coverage=cvg, pop.value=par.value, results=list(estimates=all.par, se=all.se), info=info, out=temp.res)
	class(object)<-'power'
	return(object)
}

power.boot<-function(model, indirect=NULL, nobs, nrep=1000, nboot=1000, alpha=.95, skewness=NULL, kurtosis=NULL, se="default", estimator="default", parallel="no", ncore=Sys.getenv('NUMBER_OF_PROCESSORS'), ...){		
	if (missing(model)) stop("A model is needed.")	
	all.sig<-NULL
	all.par<-NULL
	all.se<-NULL
	all.cvg<-NULL
	ci.all<-list()
	boot.all<-list()
	## internal function
	coef.new<-function(x,...){
		coef(x, ...)
	}
	model.indirect<-paste(model, "\n", indirect, "\n")
	## Initial analysis for some model information
	newdata<-simulateData(model,sample.nobs=nobs,skewness=skewness,kurtosis=kurtosis, ...)			
	temp.res<-sem(model.indirect, data=newdata, se=se, estimator=estimator, ...)
	par.value<-popPar(temp.res)
	idx <- 1:length( temp.res@ParTable$lhs )
	
	## repeated the following for nrep times
	for (i in 1:nrep){
		## Step 1: generate data
		newdata<-simulateData(model,sample.nobs=nobs,skewness=skewness,kurtosis=kurtosis, ...)	
		
		## Step 2: fit the model 		
		temp.res<-sem(model.indirect, data=newdata, se=se, estimator=estimator, ...)
		
		## Step 3: Conduct bootstrap analysis
		orig.res<-coef.new(temp.res)
		boot.res<-bootstrapLavaan(temp.res, FUN=coef.new, R=nboot, parallel=parallel, ncpus=ncore, ...)
		ci.res<-ci.bc(boot.res, orig.res, cl=alpha)
		ci.all[[i]]<-ci.res
		boot.all[[i]]<-boot.res
		## Step 3: Check significance		
		temp.est<-temp.res@Fit@est[idx]
		temp.se<-ci.res[,2]
		temp.sig<-ci.sig(ci.res)
		
		## Step 4: Check the coverage
		temp.cvg<- (ci.res[,4]>par.value[idx]) & (ci.res[,3]<par.value[idx])
		
		## Step 5: Combine results
		all.sig<-rbind(all.sig, temp.sig)
		all.par<-rbind(all.par, temp.est)
		all.se<-rbind(all.se, temp.se)
		all.cvg<-rbind(all.cvg, temp.cvg)
	}
	cnames<-paste(temp.res@ParTable$lhs[idx], temp.res@ParTable$op[idx], temp.res@ParTable$rhs[idx])
	colnames(all.sig)<-cnames
	power<-apply(all.sig, 2, mean, na.rm=TRUE)
	cvg<-apply(all.cvg, 2, mean, na.rm=TRUE)
	info<-list(nobs=nobs, nrep=nrep, alpha=alpha, method="Normal", bootstrap=nboot)
	print(power)
	object<-list(power=power, coverage=cvg, pop.value=par.value, results=list(estimates=all.par, se=all.se, ci=ci.all, boot=boot.all), info=info, out=temp.res)
	class(object)<-'power'
	return(object)
}



summary.power<-function(object) {

    # Show some basic about the simulation methods

    # main part: parameter estimates
    cat("Basic information:\n\n")
	if(object$out@Options$test %in% c("satorra.bentler", "yuan.bentler",
                                  "mean.var.adjusted",
                                  "scaled.shifted") &&
       length(object$out@Fit@test) > 1L) {
        scaled <- TRUE
        if(object$out@Options$test == "scaled.shifted")
            shifted <- TRUE
        else
            shifted <- FALSE
    } else {
        scaled <- FALSE
        shifted <- FALSE
    }
	
	t0.txt <- sprintf("  %-40s", "Esimation method")
    t1.txt <- sprintf("  %10s", object$out@Options$estimator)
    t2.txt <- ifelse(scaled, 
              sprintf("  %10s", "Robust"), "")
    cat(t0.txt, t1.txt, t2.txt, "\n", sep="")
	
	t0.txt <- sprintf("  %-40s", "Standard error")
    t1.txt <- sprintf("  %10s", object$out@Options$se)
	cat(t0.txt, t1.txt, "\n", sep="")
	
	if (!is.null(object$info$bootstrap)){
		t0.txt <- sprintf("  %-40s", "Number of requested bootstrap")
		t1.txt <- sprintf("  %10i", object$info$bootstrap)
		cat(t0.txt, t1.txt, "\n", sep="")
	}

    t0.txt <- sprintf("  %-40s", "Number of requested replications")
    t1.txt <- sprintf("  %10i", object$info$nrep)
    cat(t0.txt, t1.txt, "\n", sep="")
    t0.txt <- sprintf("  %-40s", "Number of successful replications")
    t1.txt <- sprintf("  %10i", nrow(object$results$estimates))
    cat(t0.txt, t1.txt, "\n", sep="")
		
    cat("\n")

    # local print function
    print.estimate <- function(name="ERROR", i=1, z.stat=TRUE) {       
        # cut name if (still) too long
        name <- strtrim(name, width=15L)
        txt <- sprintf("    %-15s %8.3f %8.3f %8.3f %8.3f %8.3f %8.3f\n",
                               name, pop.value[i], est[i], mse[i], sd.est[i], power[i], cvg[i])
        cat(txt)
    }

    est <- apply(object$results$estimates, 2, mean, na.rm=TRUE)
    sd.est  <- apply(object$results$estimates, 2, sd, na.rm=TRUE)
	mse <- apply(object$results$se, 2, mean, na.rm=TRUE)
	power <- object$power
	pop.value<-object$pop.value
	cvg<-object$coverage
	
	object<-object$out
	

    for(g in 1:object@Data@ngroups) {
        ov.names <- lavaan:::vnames(object@ParTable, "ov", group=g)
        lv.names <- lavaan:::vnames(object@ParTable, "lv", group=g)

        # group header
        if(object@Data@ngroups > 1) {
            if(g > 1) cat("\n\n")
            cat("Group ", g, 
                " [", object@Data@group.label[[g]], "]:\n\n", sep="")
        }

        # estimates header
		#txt <- sprintf("%-13s %12s %12s %8s %8s %8s\n", "", "True", "Estimate", "MSE", "SD", "Power")
		#cat(txt)
        cat("                       True  Estimate      MSE      SD     Power Coverage\n")
		
        makeNames <- function(NAMES, LABELS) {
            multiB <- FALSE
            if(any(nchar(NAMES) != nchar(NAMES, "bytes")))
                multiB <- TRUE
            if(any(nchar(LABELS) != nchar(LABELS, "bytes")))
                multiB <- TRUE
            # labels?
            l.idx <- which(nchar(LABELS) > 0L)
            if(length(l.idx) > 0L) {
                if(!multiB) {
                    LABELS <- abbreviate(LABELS, 4)
                    LABELS[l.idx] <- paste(" (", LABELS[l.idx], ")", sep="")
                    MAX.L <- max(nchar(LABELS))
                    NAMES <- abbreviate(NAMES, minlength = (13 - MAX.L), 
                                        strict = TRUE)
                } else {
                    # do not abbreviate anything (eg in multi-byte locales)
                    MAX.L <- 4L
                }
                NAMES <- sprintf(paste("%-", (13 - MAX.L), "s%", MAX.L, "s",
                                       sep=""), NAMES, LABELS)
            } else {
                if(!multiB) {
                    NAMES <- abbreviate(NAMES, minlength = 13, strict = TRUE)
                } else {
                    NAMES <- sprintf(paste("%-", 13, "s", sep=""), NAMES)
                }
            }

            NAMES
        }

        NAMES <- object@ParTable$rhs

        # 1a. indicators ("=~") (we do show dummy indicators)
        mm.idx <- which( object@ParTable$op == "=~" & 
                        !object@ParTable$lhs %in% ov.names &
                         object@ParTable$group == g)
        if(length(mm.idx)) {
            cat("Latent variables:\n")
            lhs.old <- ""
            NAMES[mm.idx] <- makeNames(  object@ParTable$rhs[mm.idx],
                                       object@ParTable$label[mm.idx])
            for(i in mm.idx) {
                lhs <- object@ParTable$lhs[i]
                if(lhs != lhs.old) cat("  ", lhs, " =~\n", sep="")
                print.estimate(name=NAMES[i], i)
                lhs.old <- lhs
            }
            cat("\n")
        }

        # 1b. formative/composites ("<~")
        fm.idx <- which( object@ParTable$op == "<~" &
                         object@ParTable$group == g)
        if(length(fm.idx)) {
            cat("Composites:\n")
            lhs.old <- ""
            NAMES[fm.idx] <- makeNames(  object@ParTable$rhs[fm.idx],
                                       object@ParTable$label[fm.idx])
            for(i in fm.idx) {
                lhs <- object@ParTable$lhs[i]
                if(lhs != lhs.old) cat("  ", lhs, " <~\n", sep="")
                print.estimate(name=NAMES[i], i)
                lhs.old <- lhs
            }
            cat("\n")
        }

        # 2. regressions
        eqs.idx <- which(object@ParTable$op == "~" & object@ParTable$group == g)
        if(length(eqs.idx) > 0) {
            cat("Regressions:\n")
            lhs.old <- ""
            NAMES[eqs.idx] <- makeNames(  object@ParTable$rhs[eqs.idx],
                                        object@ParTable$label[eqs.idx])
            for(i in eqs.idx) {
                lhs <- object@ParTable$lhs[i]
                if(lhs != lhs.old) cat("  ", lhs, " ~\n", sep="")
                print.estimate(name=NAMES[i], i)
                lhs.old <- lhs
            }
            cat("\n")
        }

        # 3. covariances
        cov.idx <- which(object@ParTable$op == "~~" & 
                         !object@ParTable$exo &
                         object@ParTable$lhs != object@ParTable$rhs &
                         object@ParTable$group == g)
        if(length(cov.idx) > 0) {
            cat("Covariances:\n")
            lhs.old <- ""
            NAMES[cov.idx] <- makeNames(  object@ParTable$rhs[cov.idx],
                                        object@ParTable$label[cov.idx])
            for(i in cov.idx) {
                lhs <- object@ParTable$lhs[i]
                if(lhs != lhs.old) cat("  ", lhs, " ~~\n", sep="")
                print.estimate(name=NAMES[i], i)
                lhs.old <- lhs
            }
            cat("\n")
        }

        # 4. intercepts/means
        ord.names <- lavaan:::vnames(object@ParTable, type="ov.ord", group=g)
        int.idx <- which(object@ParTable$op == "~1" & 
                         !object@ParTable$lhs %in% ord.names &
                         !object@ParTable$exo &
                         object@ParTable$group == g)
        if(length(int.idx) > 0) {
            cat("Intercepts:\n")
            NAMES[int.idx] <- makeNames(  object@ParTable$lhs[int.idx],
                                        object@ParTable$label[int.idx])
            for(i in int.idx) {
                print.estimate(name=NAMES[i], i)
            }
            cat("\n")
        }

        # 4b thresholds
        th.idx <- which(object@ParTable$op == "|" &
                        object@ParTable$group == g)
        if(length(th.idx) > 0) {
            cat("Thresholds:\n")
            NAMES[th.idx] <- makeNames(  paste(object@ParTable$lhs[th.idx],
                                               "|",
                                               object@ParTable$rhs[th.idx],
                                               sep=""),
                                         object@ParTable$label[th.idx])
            for(i in th.idx) {
                print.estimate(name=NAMES[i], i)
            }
            cat("\n")
        }

        # 5. (residual) variances
        var.idx <- which(object@ParTable$op == "~~" &
                         !object@ParTable$exo &
                         object@ParTable$lhs == object@ParTable$rhs &
                         object@ParTable$group == g)
        if(length(var.idx) > 0) {
            cat("Variances:\n")
            NAMES[var.idx] <- makeNames(  object@ParTable$rhs[var.idx],
                                        object@ParTable$label[var.idx])
            for(i in var.idx) {
                if(object@Options$mimic == "lavaan") {
                    print.estimate(name=NAMES[i], i, z.stat=FALSE)
                } else {
                    print.estimate(name=NAMES[i], i, z.stat=TRUE)
                }
            }
            cat("\n")
        }

        # 6. latent response scales
        delta.idx <- which(object@ParTable$op == "~*~" &
                         object@ParTable$group == g)
        if(length(delta.idx) > 0) {
            cat("Scales y*:\n")
            NAMES[delta.idx] <- makeNames(  object@ParTable$rhs[delta.idx],
                                            object@ParTable$label[delta.idx])
            for(i in delta.idx) {
                print.estimate(name=NAMES[i], i, z.stat=TRUE)
            }
            cat("\n")
        }

    } # ngroups

    # 6. variable definitions
    def.idx <- which(object@ParTable$op == ":=")
    if(length(def.idx) > 0) {
        if(object@Data@ngroups > 1) cat("\n")
        cat("Indirect effects:\n")
        NAMES[def.idx] <- makeNames(  object@ParTable$lhs[def.idx], "")
        for(i in def.idx) {
            print.estimate(name=NAMES[i], i)
        }
        cat("\n")
    }

}
lab/projects/18non-normal_power_analysis/index.txt · Last modified: 2016/01/24 09:48 by 127.0.0.1