cSEM (version 0.5.0)

resamplecSEMResults: Resample cSEMResults

Description

Resample a cSEMResults object using bootstrap or jackknife resampling. The function is called by csem() if the user sets csem(..., .resample_method = "bootstrap") or csem(..., .resample_method = "jackknife") but may also be called directly.

Usage

resamplecSEMResults(
 .object                = NULL,
 .resample_method       = c("bootstrap", "jackknife"), 
 .resample_method2      = c("none", "bootstrap", "jackknife"), 
 .R                     = 499,
 .R2                    = 199,
 .handle_inadmissibles  = c("drop", "ignore", "replace"),
 .user_funs             = NULL,
 .eval_plan             = c("sequential", "multicore", "multisession"),
 .force                 = FALSE,
 .seed                  = NULL,
 .sign_change_option    = c("none","individual","individual_reestimate",
                            "construct_reestimate"),
 ...
)

Value

The core structure is the same structure as that of .object with the following elements added:

• $Estimates_resamples: A list containing the .R resamples and the original estimates for each of the resampled quantities (Path_estimates, Loading_estimates, Weight_estimates, user defined functions). Each list element is a list containing elements $Resamples and $Original. $Resamples is a (.R x K) matrix with each row representing one resample for each of the K parameters/statistics. $Original contains the original estimates (vectorized by column if the output of the user provided function is a matrix.

• $Information_resamples: A list containing additional information.

Use str(<.object>, list.len = 3) on the resulting object for an overview.

Arguments

.object

An R object of class cSEMResults resulting from a call to csem().

.resample_method

Character string. The resampling method to use. One of: "bootstrap" or "jackknife". Defaults to "bootstrap".

.resample_method2

Character string. The resampling method to use when resampling from a resample. One of: "none", "bootstrap" or "jackknife". For "bootstrap" the number of draws is provided via .R2. Currently, resampling from each resample is only required for the studentized confidence interval ("CI_t_interval") computed by the infer() function. Defaults to "none".

.R

Integer. The number of bootstrap replications. Defaults to 499.

.R2

Integer. The number of bootstrap replications to use when resampling from a resample. Defaults to 199.

.handle_inadmissibles

Character string. How should inadmissible results be treated? One of "drop", "ignore", or "replace". If "drop", all replications/resamples yielding an inadmissible result will be dropped (i.e. the number of results returned will potentially be less than .R). For "ignore" all results are returned even if all or some of the replications yielded inadmissible results (i.e. number of results returned is equal to .R). For "replace" resampling continues until there are exactly .R admissible solutions. Depending on the frequency of inadmissible solutions this may significantly increase computing time. Defaults to "drop".

.user_funs

A function or a (named) list of functions to apply to every resample. The functions must take .object as its first argument (e.g., myFun <- function(.object, ...) {body-of-the-function}). Function output should preferably be a (named) vector but matrices are also accepted. However, the output will be vectorized (columnwise) in this case. See the examples section for details.

.eval_plan

Character string. The evaluation plan to use. One of "sequential", "multicore", or "multisession". In the two latter cases all available cores will be used. Defaults to "sequential".

.force

Logical. Should .object be resampled even if it contains resamples already?. Defaults to FALSE.

.seed

Integer or NULL. The random seed to use. Defaults to NULL in which case an arbitrary seed is chosen. Note that the scope of the seed is limited to the body of the function it is used in. Hence, the global seed will not be altered!

.sign_change_option

Character string. Which sign change option should be used to handle flipping signs when resampling? One of "none","individual", "individual_reestimate", "construct_reestimate". Defaults to "none".

...

Further arguments passed to functions supplied to .user_funs.

Details

Given M resamples (for bootstrap M = .R and for jackknife M = N, where N is the number of observations) based on the data used to compute the cSEMResults object provided via .object, resamplecSEMResults() essentially calls csem() on each resample using the arguments of the original call (ignoring any arguments related to resampling) and returns estimates for each of a subset of practically useful resampled parameters/statistics computed by csem(). Currently, the following estimates are computed and returned by default based on each resample: Path estimates, Loading estimates, Weight estimates.

In practical application users may need to resample a specific statistic (e.g, the heterotrait-monotrait ratio of correlations (HTMT) or differences between path coefficients such as beta_1 - beta_2). Such statistics may be provided by a function fun(.object, ...) or a list of such functions via the .user_funs argument. The first argument of these functions must always be .object. Internally, the function will be applied on each resample to produce the desired statistic. Hence, arbitrary complicated statistics may be resampled as long as the body of the function draws on elements contained in the cSEMResults object only. Output of fun(.object, ...) should preferably be a (named) vector but matrices are also accepted. However, the output will be vectorized (columnwise) in this case. See the examples section for details.

Both resampling the original cSEMResults object (call it "first resample") and resampling based on a resampled cSEMResults object (call it "second resample") are supported. Choices for the former are "bootstrap" and "jackknife". Resampling based on a resample is turned off by default (.resample_method2 = "none") as this significantly increases computation time (there are now M * M2 resamples to compute, where M2 is .R2 or N). Resamples of a resample are required, e.g., for the studentized confidence interval computed by the infer() function. Typically, bootstrap resamples are used in this case Davison1997cSEM.

As csem() accepts a single data set, a list of data sets as well as data sets that contain a column name used to split the data into groups, the cSEMResults object may contain multiple data sets. In this case, resampling is done by data set or group. Note that depending on the number of data sets/groups, the computation may be considerably slower as resampling will be repeated for each data set/group. However, apart from speed considerations users don not need to worry about the type of input used to compute the cSEMResults object as resamplecSEMResults() is able to deal with each case.

The number of bootstrap runs for the first and second run are given by .R and .R2. The default is 499 for the first and 199 for the second run but should be increased in real applications. See e.g., Hesterberg2015;textualcSEM, p.380, Davison1997;textualcSEM, and Efron2016;textualcSEM for recommendations. For jackknife .R are .R2 are ignored.

Resampling may produce inadmissible results (as checked by verify()). By default these results are dropped however users may choose to "ignore" or "replace" inadmissible results in which resampling continuous until the necessary number of admissible results is reached.

The cSEM package supports (multi)processing via the future framework Bengtsson2018cSEM. Users may simply choose an evaluation plan via .eval_plan and the package takes care of all the complicated backend issues. Currently, users may choose between standard single-core/single-session evaluation ("sequential") and multiprocessing ("multisession" or "multicore"). The future package provides other options (e.g., "cluster" or "remote"), however, they probably will not be needed in the context of the cSEM package as simulations usually do not require high-performance clusters. Depending on the operating system, the future package will manage to distribute tasks to multiple R sessions (Windows) or multiple cores. Note that multiprocessing is not necessary always faster when only a "small" number of replications is required as the overhead of initializing new sessions or distributing tasks to different cores will not immediately be compensated by the availability of multiple sessions/cores.

Random number generation (RNG) uses the L'Ecuyer-CRMR RGN stream as implemented in the future.apply package Bengtsson2018acSEM. It is independent of the evaluation plan. Hence, setting e.g., .seed = 123 will generate the same random number and replicates for both .eval_plan = "sequential", .eval_plan = "multisession", and .eval_plan = "multicore". See ?future_lapply for details.

References

See Also

csem, summarize(), infer(), cSEMResults

Examples

if (FALSE) {
# Note: example not run as resampling is time consuming
# ===========================================================================
# Basic usage
# ===========================================================================
model <- "
# Structural model
QUAL ~ EXPE
EXPE ~ IMAG
SAT  ~ IMAG + EXPE + QUAL + VAL
LOY  ~ IMAG + SAT
VAL  ~ EXPE + QUAL

# Measurement model
EXPE =~ expe1 + expe2 + expe3 + expe4 + expe5
IMAG =~ imag1 + imag2 + imag3 + imag4 + imag5
LOY  =~ loy1  + loy2  + loy3  + loy4
QUAL =~ qual1 + qual2 + qual3 + qual4 + qual5
SAT  =~ sat1  + sat2  + sat3  + sat4
VAL  =~ val1  + val2  + val3  + val4
"

## Estimate the model without resampling 
a <- csem(satisfaction, model)

## Bootstrap and jackknife estimation
boot <- resamplecSEMResults(a)
jack <- resamplecSEMResults(a, .resample_method = "jackknife") 

## Alternatively use .resample_method in csem()
boot_csem <- csem(satisfaction, model, .resample_method = "bootstrap")
jack_csem <- csem(satisfaction, model, .resample_method = "jackknife")

# ===========================================================================
# Extended usage
# ===========================================================================
### Double resampling  ------------------------------------------------------
# The confidence intervals (e.g. the bias-corrected and accelearated CI) 
# require double resampling. Use .resample_method2 for this.

boot1 <- resamplecSEMResults(
  .object = a, 
  .resample_method  = "bootstrap", 
  .R                = 50,
  .resample_method2 = "bootstrap", 
  .R2               = 20,
  .seed             = 1303
  )

## Again, this is identical to using csem 
boot1_csem <- csem(
  .data             = satisfaction, 
  .model            = model, 
  .resample_method  = "bootstrap",
  .R                = 50,
  .resample_method2 = "bootstrap",
  .R2               = 20,
  .seed             = 1303
  )

identical(boot1, boot1_csem) # only true if .seed was set

### Inference ---------------------------------------------------------------
# To get inferencial quanitites such as the estimated standard error or
# the percentile confidence intervall for each resampled quantity use 
# postestimation function infer()

inference <- infer(boot1)
inference$Path_estimates$sd
inference$Path_estimates$CI_percentile

# As usual summarize() can be called directly
summarize(boot1)

# In the example above .R x .R2 = 50 x 20 = 1000. Multiprocessing will be
# faster on most systems here and is therefore recommended. Note that multiprocessing
# does not affect the random number generation

boot2 <- resamplecSEMResults(
  .object           = a, 
  .resample_method  = "bootstrap", 
  .R                = 50,
  .resample_method2 = "bootstrap", 
  .R2               = 20,
  .eval_plan        = "multisession", 
  .seed             = 1303
  )

identical(boot1, boot2)}