Re: [R] sem & testing multiple hypotheses with BIC

From: John Fox <jfox_at_mcmaster.ca>
Date: Thu, 24 Jul 2008 17:11:04 -0400


Dear Donald,

My apologies for the slow response: I was out of town and taking a break from r-help when you posted your message.

The sem() function does not automatically fit alternative models. If you're considering removing all possible combinations of a subset of paths, then you should be able to write a program to generate the models, using, e.g., the combn() function. If you go this route, you may be able to speed up the computations by using start values for each model selected from the estimated coefficients for the largest model. For a model named mod, summary(mod)$BIC will give you the BIC.

I hope this helps,
 John

--------original message ---------
Donald Braman dbraman at law.gwu.edu
Tue Jul 15 22:20:44 CEST 2008
I'm coming from the AMOS world and am wondering if there is a simple way to do multiple hypothesis testing in the manner of BIC analyses in AMOS using the sem package in R. I've read the documentation, but don't see anything in there except for basic BIC scores. Perhaps someone has devised a simple way to compare the relative likelihood of all possible path-fittings within a specified set of paths?



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