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sem (version 3.1-16)

residuals.sem: Residual Covariances for a Structural Equation Model

Description

These functions compute residual covariances, variance-standardized residual covariances, and normalized residual covariances for the observed variables in a structural-equation model fit by sem.

Usage

# S3 method for sem
residuals(object, ...)
# S3 method for msem
residuals(object, ...)

# S3 method for sem standardizedResiduals(object, ...) # S3 method for msem standardizedResiduals(object, ...)

# S3 method for objectiveML normalizedResiduals(object, ...) # S3 method for objectiveGLS normalizedResiduals(object, ...) # S3 method for msemObjectiveML normalizedResiduals(object, ...)

Value

Each function returns a matrix of residuals.

Arguments

object

an object inheriting from class sem or msem returned by the sem function.

...

not for the user.

Author

John Fox jfox@mcmaster.ca

Details

Residuals are defined as \(S - C\), where \(S\) is the sample covariance matrix of the observed variables and \(C\) is the model-reproduced covariance matrix. The standardized residual covariance for a pair of variables divides the residual covariance by the product of the sample standard deviations of the two variables, \((s_{ij} - c_{ij})/(s_{ii}s_{jj})^{1/2}\). The normalized residual is given by $$\frac{s_{ij}-c_{ij}} {[(c_{ii}c_{jj}-c_{ij}^2)/N^{*}]^{1/2}}$$ where \(N^{*}\) is the number of observations minus one if the model is fit to a covariance matrix, or the number of observations if it is fit to a raw moment matrix.

References

Bollen, K. A. (1989) Structural Equations With Latent Variables. Wiley.

See Also

sem