Package edu.cmu.tetrad.sem

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.

Version:

$Id: $Id

Author:

Frank Wimberly

Constructor Summary

Constructors

Constructor	Description
SemStdErrorEstimator()	Blank constructor.

Method Summary

Modifier and Type	Method	Description
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.
double[]	getStdErrors()	getStdErrors.

Methods inherited from class java.lang.Object

equals, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

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()

getStdErrors.

Returns:

the array of standard errors for the free paramaeters of the SEM.