Class SemStdErrorEstimator

java.lang.Object
edu.cmu.tetrad.sem.SemStdErrorEstimator

public class SemStdErrorEstimator extends Object

Includes methods for estimating the standard errors of the freeParameters of an estimated SEM. The standard errors are the square roots of the diagonal elements of the inverse of the "information matrix" (see Bollen page 135).

This class resembles the SemOptimizer implementations.

Author:
Frank Wimberly
  • Constructor Details

    • SemStdErrorEstimator

      public SemStdErrorEstimator()
      Blank constructor.
  • Method Details

    • computeStdErrors

      public void computeStdErrors(ISemIm estSem)

      This method computes the information matrix or Hessian matrix of second order partial derivatives of the fitting function (4B_2 on page 135 of Bollen) with respect to the free freeParameters of the estimated SEM. It then computes the inverse of the the information matrix and calculates the standard errors of the freeParameters as the square roots of the diagonal elements of that matrix.

      Parameters:
      estSem - the estimated SEM.
    • getStdErrors

      public double[] getStdErrors()
      Returns:
      the array of standard errors for the free paramaeters of the SEM.