lab:r_codes_for_simulation_study_in_experiment_4
## Dec 14, 2008 ## Estimating the parameters est.g34.inv<-function(par, data, cor=TRUE){ x1<-data$x1 x2<-data$x2 ## factor correlation matrix phi<-matrix(c(1, par[1], par[2], par[1], 1, par[3], par[2], par[3], 1 ), nrow=3, byrow=T) ## factor residual variance psi1<-diag(1,9,9) for (i in 1:9){ psi1[i,i]<-par[3+i] } ## factor loading matrix lam11<-diag(1,3,3) for (i in 1:3){ lam11[i,i]<-par[12+i] } lam12<-matrix(par[16:33],nrow=6,byrow=T) lambda1<-rbind(lam11,lam12) ## the population covariance matrix sigma1<-lambda1%*%phi%*%t(lambda1)+psi1 ## the observed covariance/correlation matrix if (cor){ S1<-cor(x1) }else{ S1<-cov(x1) } ## the likelihood function n1<-dim(x1)[1] p1<-dim(x2)[2] l1<-n1*(log(det(sigma1))+sum(diag(S1%*%solve(sigma1)))-log(det(S1))-p1)/2 ## for the second group ## factor residual variance psi2<-diag(1,9,9) for (i in 1:9){ psi2[i,i]<-par[33+i] } ## factor loading matrix lam21<-diag(1,3,3) for (i in 1:3){ lam21[i,i]<-par[43+i] } lam22<-matrix(par[46:63],nrow=6,byrow=T) lambda2<-rbind(lam21,lam22) ## the population covariance matrix sigma2<-lambda2%*%phi%*%t(lambda2)+psi2 ## the observed covariance/correlation matrix if (cor){ S2<-cor(x2) }else{ S2<-cov(x2) } ## the likelihood function n2<-dim(x2)[1] p2<-dim(x2)[2] l2<-n2*(log(det(sigma2))+sum(diag(S2%*%solve(sigma2)))-log(det(S2))-p2)/2 l1+l2 } ## estimate the model with different factor correlation matrices est.g34.v<-function(par, data, cor=TRUE){ x1<-data$x1 x2<-data$x2 ## factor correlation matrix phi1<-matrix(c(1, par[1], par[2], par[1], 1, par[3], par[2], par[3], 1 ), nrow=3, byrow=T) ## factor residual variance psi1<-diag(1,9,9) for (i in 1:9){ psi1[i,i]<-par[3+i] } ## factor loading matrix lam11<-diag(1,3,3) for (i in 1:3){ lam11[i,i]<-par[12+i] } lam12<-matrix(par[16:33],nrow=6,byrow=T) lambda1<-rbind(lam11,lam12) ## the population covariance matrix sigma1<-lambda1%*%phi1%*%t(lambda1)+psi1 ## the observed covariance/correlation matrix if (cor){ S1<-cor(x1) }else{ S1<-cov(x1) } ## the likelihood function n1<-dim(x1)[1] p1<-dim(x2)[2] l1<-n1*(log(det(sigma1))+sum(diag(S1%*%solve(sigma1)))-log(det(S1))-p1)/2 ## for the second group ## factor correlation matrix phi2<-matrix(c(1, par[64], par[65], par[64], 1, par[66], par[65], par[66], 1 ), nrow=3, byrow=T) ## factor residual variance psi2<-diag(1,9,9) for (i in 1:9){ psi2[i,i]<-par[33+i] } ## factor loading matrix lam21<-diag(1,3,3) for (i in 1:3){ lam21[i,i]<-par[43+i] } lam22<-matrix(par[46:63],nrow=6,byrow=T) lambda2<-rbind(lam21,lam22) ## the population covariance matrix sigma2<-lambda2%*%phi2%*%t(lambda2)+psi2 ## the observed covariance/correlation matrix if (cor){ S2<-cor(x2) }else{ S2<-cov(x2) } ## the likelihood function n2<-dim(x2)[1] p2<-dim(x2)[2] l2<-n2*(log(det(sigma2))+sum(diag(S2%*%solve(sigma2)))-log(det(S2))-p2)/2 l1+l2 } ## data #x<-read.table("test.txt") #res<-nlm(hof, par, x=x, cor=T, hessian=T) ## data generation library(mvtnorm) sim.data.g3<-function(par,n1,n2){ ## factor correlation matrix phi<-matrix(c(1, par[1], par[2], par[1], 1, par[3], par[2], par[3], 1 ), nrow=3, byrow=T) ## factor residual variance psi<-diag(1,9,9) for (i in 1:9){ psi[i,i]<-par[3+i] } ## factor loading matrix lam1<-diag(1,3,3) for (i in 1:3){ lam1[i,i]<-par[12+i] } lam2<-matrix(par[16:33],nrow=6,byrow=T) lambda<-rbind(lam1,lam2) x<-array(NA, dim=c(n1,9)) for (i in 1:n1){ f<-rmvnorm(1,c(0,0,0),phi) x[i,]<-rmvnorm(1,lambda%*%t(f),psi) } ## for the second group ## factor residual variance psi2<-diag(1,9,9) for (i in 1:9){ psi2[i,i]<-par[33+i] } ## factor loading matrix lam21<-diag(1,3,3) for (i in 1:3){ lam21[i,i]<-par[43+i] } lam22<-matrix(par[46:63],nrow=6,byrow=T) lambda2<-rbind(lam21,lam22) y<-array(NA, dim=c(n2,9)) for (i in 1:n2){ f<-rmvnorm(1,c(0,0,0),phi) y[i,]<-rmvnorm(1,lambda2%*%t(f),psi2) } list(x1=x,x2=y) } ## starting values par<-c(.5,.4,.3,rep(.5,9),rep(.707,3), rep(c(.41,.41,0,0,.439,.439,.422,0,.422),2), rep(.5,9),rep(.707,3), rep(c(.707,0,0,0,.707,0,0,0,.707),2)) par1<-c(.5,.4,.3,rep(.45,9),rep(.707,3), rep(c(.41,.41,0,0,.439,.439,.422,0,.422),2), rep(.45,9),rep(.707,3), rep(c(.707,0,0,0,.707,0,0,0,.707),2)) par2<-c(.5,.4,.3,rep(.45,9),rep(.707,3), rep(c(.41,.41,0,0,.439,.439,.422,0,.422),2), rep(.45,9),rep(.707,3), rep(c(.707,0,0,0,.707,0,0,0,.707),2),.5,.4,.3) n1<-500 n2<-500 R<-1000 sim.res<-NULL chi.res<-NULL i<-1 while (i<=R){ data.i<-sim.data.g3(par,n1,n2) res1.i<-nlm(est.g34.inv,par1,data=data.i,cor=T) res2.i<-nlm(est.g34.v,par2,data=data.i,cor=T) if (res1.i$code<=2 && res2.i$code<=2 ){ sim.res<-rbind(sim.res,c(res1.i$estimate,res2.i$estimate)) chi.res<-rbind(chi.res,c(res1.i$minimum,res2.i$minimum)) i<-i+1 } } dim(sim.res)
lab/r_codes_for_simulation_study_in_experiment_4.txt · Last modified: 2016/01/24 09:48 by 127.0.0.1