Package edu.cmu.tetrad.sem

Class SemIm

java.lang.Object
edu.cmu.tetrad.sem.SemIm
All Implemented Interfaces:
Simulator, ISemIm, Im, TetradSerializable, Serializable
public final class SemIm extends Object implements Im, ISemIm
Stores an instantiated structural equation model (SEM), with error covariance terms, possibly cyclic, suitable for estimation and simulation. For estimation, the maximum likelihood fitting function and the negative log likelihood function (Bollen 1989, p. 109) are calculated; these can be maximized by an estimator to estimate optimal parameter values. The values of freeParameters are set as indicated in their corresponding Parameter objects as initial values for estimation. Provides multiple ways to get and set the values of free freeParameters. For simulation, cyclic and acyclic methods are provided; the cyclic method is used by default, although the acyclic method is considerably faster for large data sets.

Let V be the set of variables in the model. The freeParameters of the model are as follows: (a) the list of linear coefficients for all edges u-->v in the model, where u, v are in V, (b) the list of variances for all variables in V, (c) the list of all error covariances d<->e, where d an e are exogenous terms in the model (either exogenous variables or error terms for endogenous variables), and (d) the list of means for all variables in V.

It is important to note that the likelihood functions this class calculates do not depend on variable means. They depend only on edge coefficients and error covariances. Hence, variable means are treated differently from edge coefficients and error covariances in the model.

Reference: Bollen, K. A. (1989). Structural Equations with Latent Variables. New York: John Wiley and Sons.

Version:
$Id: $Id
Author:
Frank Wimberly, Ricardo Silva, josephramsey
See Also: