[R-pkgs] new version 2.0-0 of the sem package

From: John Fox <jfox_at_mcmaster.ca>
Date: Mon, 07 Nov 2011 14:05:27 -0500

Dear R users,

Jarrett Byrnes and I would like to announce version 2.0-0 of the sem package for fitting observed- and latent-variable structural equation models. This is a general reworking of the original sem package (which is still available on R-Forge as package sem1).

Some highlights of sem 2.0-0 include:

o More convenient and compact model specification, including the default automatic generation of error variances for endogenous variables and more compact specification of error covariances. In the near future, we anticipate releasing an update that permits equation-style specification of structural equations.

o The ability to update model specifications.

o Soft-coded objective functions ("fit" functions in SEM jargon) and optimizers. Two objective functions are provided, for multinormal full-information maximum likelihood and for generalized least squares; and three optimizers are provided, based on the standard R nlm(), optim(), and nlminb() optimizers. The user can add objective functions and optimizers.

o Analytic standard errors are provided by default for the FIML estimator (standard errors based on the numeric Hessian are now optional), and robust standard errors and tests are optionally available.

o The ability to fit a model to a data frame, as a preferred alternative to computing a covariance or moment matrix in an intermediate step. The original data are required to obtain robust standard errors and tests, and are optional otherwise.

o Correctly computed "modification indices" (score tests for fixed parameters).

o Enhanced output, including R^2s for endogenous variables, additional information criteria, and the computation of indirect effects.

o Executable examples in the help pages for the package, along with (as before) non-executable examples in which model specifications and correlation/covariance/moment matrices appear in the input stream.

The new sem package is designed to be upwards compatible with the old one, so that scripts that worked previously should still work.

Although we have tested the new sem package, this is a major update and it's possible that bugs will surface. Please let me know if you encounter problems.


John Fox
Senator William McMaster
  Professor of Social Statistics
Department of Sociology
McMaster University
Hamilton, Ontario, Canada

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