Estimates the parameters of a model created using the slca
function.
Usage
estimate(x, ...)
# S3 method for class 'slca'
estimate(x,
data,
method = c("em", "hybrid", "nlm"),
fix2zero = NULL,
control = slcaControl(), ...)
Arguments
- x
an
slca
object defining theslca
model to be estimated.- ...
additional arguments passed to the estimation process.
- data
a
data.frame
containing the observed categorical variables included in the model.- method
a character string specifying the estimation method for SLCM parameters. The default is
"em"
, which uses the expectation-maximization (EM) algorithm. The alternative"nlm"
employs the Newton-Raphson algorithm via thenlm
function, while"hybrid"
combines both approaches, starting with EM and finishing withnlm
for refined estimates.- fix2zero
a
vector
specifying parameters to be constrained to zero. See the 'Details' section for further information.- control
a
list
of control parameters for the estimation procedure. Modify default values usingslcaControl()
.
Value
An object of class slcafit
containing the following components:
- model
a
list
describing of the model structure.- method
the estimation method used.
- arg
a brief description of the model used during estimation.
- mf
the
data.frame
used for estimation.- par
the log of the estimated paramters.
- logit
the log-odds of the estimated parameters.
- score
the score function for the estimated parameters.
- posterior
a
list
of posterior probablities for each latent class variable.- convergence
a logical indicator of whether convergence was achieved.
- loglikelihood
the loglikelihood value of the estimated model.
- control
the control settings used during the estimation process.
The returned object can be further processed using the param function to extract the estimated parameters or their standard errors. The regress function allows for logistic regression analysis using a three-step approach to evaluate the effects of external variables on latent class variables. Additionally, several other methods are available, including predict.slcafit, reorder.slcafit, gof, and others.
Details
The fix2zero
argument allows you to constrain specific parameters to zero. Each parameter is associated with a unique index, which can be identified using the param function with the argument index = TRUE
. To apply constraints, provide the relevant parameter indices in the fix2zero
arguments with vector.
Examples
m <- slca(lc[3] ~ y1 + y2 + y3 + y4)
pi <- rep(1 / 3, 3)
rho <- c(.9, .1, .9, .1, .9, .1, .9, .1, # class 1
.9, .1, .9, .1, .1, .9, .1, .9, # class 2
.1, .9, .1, .9, .1, .9, .1, .9) # class 3
dt <- simulate(m, 200, parm = c(pi, rho))
estimate(m, dt$response)
#> Structural Latent Variable Model
#>
#> Latent variables (Root*):
#> Label: lc*
#> nclass: 3
#>
#> Measurement model:
#> lc -> { y1, y2, y3, y4 } a
#>
#> LogLik: -437.4083
# Several estimation methods
estimate(m, dt$response, method = "em",
control = slcaControl(verbose = TRUE)) # default
#> EM iteration begin.
#> 1 iterations logLik: -555.63 diff: inf
2 iterations logLik: -529.11 diff: 26.51761
3 iterations logLik: -527.48 diff: 1.63294
4 iterations logLik: -520.12 diff: 7.35963
5 iterations logLik: -496.89 diff: 23.23310
6 iterations logLik: -468.32 diff: 28.56538
7 iterations logLik: -459.83 diff: 8.48871
8 iterations logLik: -458.24 diff: 1.59023
9 iterations logLik: -456.55 diff: 1.69529
10 iterations logLik: -453.41 diff: 3.13445
11 iterations logLik: -448.39 diff: 5.01922
12 iterations logLik: -442.88 diff: 5.50988
13 iterations logLik: -439.30 diff: 3.58502
14 iterations logLik: -437.94 diff: 1.35378
15 iterations logLik: -437.61 diff: 0.33350
16 iterations logLik: -437.55 diff: 0.06555
17 iterations logLik: -437.53 diff: 0.01269
18 iterations logLik: -437.53 diff: 0.00314
19 iterations logLik: -437.53 diff: 0.00139
20 iterations logLik: -437.53 diff: 0.00105
21 iterations logLik: -437.53 diff: 0.00099
22 iterations logLik: -437.53 diff: 0.00097
23 iterations logLik: -437.52 diff: 0.00097
24 iterations logLik: -437.52 diff: 0.00098
25 iterations logLik: -437.52 diff: 0.00098
26 iterations logLik: -437.52 diff: 0.00098
27 iterations logLik: -437.52 diff: 0.00098
28 iterations logLik: -437.52 diff: 0.00099
29 iterations logLik: -437.52 diff: 0.00099
30 iterations logLik: -437.52 diff: 0.00099
31 iterations logLik: -437.52 diff: 0.00099
32 iterations logLik: -437.52 diff: 0.00100
33 iterations logLik: -437.51 diff: 0.00100
34 iterations logLik: -437.51 diff: 0.00100
35 iterations logLik: -437.51 diff: 0.00100
36 iterations logLik: -437.51 diff: 0.00101
37 iterations logLik: -437.51 diff: 0.00101
38 iterations logLik: -437.51 diff: 0.00101
39 iterations logLik: -437.51 diff: 0.00101
40 iterations logLik: -437.51 diff: 0.00101
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51 iterations logLik: -437.50 diff: 0.00101
52 iterations logLik: -437.49 diff: 0.00100
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62 iterations logLik: -437.49 diff: 0.00097
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#> 1001 iterations logLik: -437.41 diff: 4.0e-07
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#> .. done.
#> Structural Latent Variable Model
#>
#> Latent variables (Root*):
#> Label: lc*
#> nclass: 3
#>
#> Measurement model:
#> lc -> { y1, y2, y3, y4 } a
#>
#> LogLik: -437.4083
estimate(m, dt$response, method = "nlm",
control = slcaControl(verbose = TRUE))
#> nlm iteration begin.
#> .. done.
#> Structural Latent Variable Model
#>
#> Latent variables (Root*):
#> Label: lc*
#> nclass: 3
#>
#> Measurement model:
#> lc -> { y1, y2, y3, y4 } a
#>
#> LogLik: -437.2898
estimate(m, dt$response, method = "hybrid",
control = slcaControl(verbose = TRUE))
#> EM iteration begin.
#> 1 iterations logLik: -553.19 diff: inf
2 iterations logLik: -529.49 diff: 23.70840
3 iterations logLik: -529.31 diff: 0.17160
4 iterations logLik: -528.49 diff: 0.82550
5 iterations logLik: -524.62 diff: 3.87235
6 iterations logLik: -509.73 diff: 14.88868
7 iterations logLik: -479.22 diff: 30.51032
8 iterations logLik: -459.69 diff: 19.52416
9 iterations logLik: -453.68 diff: 6.00965
10 iterations logLik: -448.02 diff: 5.66148
11 iterations logLik: -442.02 diff: 5.99777
12 iterations logLik: -438.66 diff: 3.36168
13 iterations logLik: -437.76 diff: 0.90525
14 iterations logLik: -437.62 diff: 0.14151
15 iterations logLik: -437.60 diff: 0.01826
16 iterations logLik: -437.59 diff: 0.00351
17 iterations logLik: -437.59 diff: 0.00183
18 iterations logLik: -437.59 diff: 0.00160
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937 iterations logLik: -437.29 diff: 8.0e-08
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1000 iterations logLik: -437.29 diff: 5.8e-08
#> 1001 iterations logLik: -437.29 diff: 5.8e-08
1002 iterations logLik: -437.29 diff: 5.7e-08
1003 iterations logLik: -437.29 diff: 5.7e-08
1004 iterations logLik: -437.29 diff: 5.7e-08
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1016 iterations logLik: -437.29 diff: 5.3e-08
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1111 iterations logLik: -437.29 diff: 3.4e-08
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1120 iterations logLik: -437.29 diff: 3.2e-08
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1123 iterations logLik: -437.29 diff: 3.2e-08
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1125 iterations logLik: -437.29 diff: 3.2e-08
1126 iterations logLik: -437.29 diff: 3.2e-08
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1199 iterations logLik: -437.29 diff: 2.3e-08
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#> .. done.
#> nlm iteration begin.
#> .. done.
#> Structural Latent Variable Model
#>
#> Latent variables (Root*):
#> Label: lc*
#> nclass: 3
#>
#> Measurement model:
#> lc -> { y1, y2, y3, y4 } a
#>
#> LogLik: -437.2898
# Parameter restriction
mf <- estimate(m, dt$response)
param(mf, index = TRUE)
#> PI :
#> (lc)
#> class
#> 1 2 3
#> 0.3332 (1) 0.3543 (2) 0.3125 (3)
#>
#> RHO :
#> (a)
#> class
#> response 1 2 3
#> 1(V1) 0.9298 (4) 0.2053 (12) 0.8559 (20)
#> 2 0.0702 (5) 0.7947 (13) 0.1441 (21)
#> 1(V2) 0.8926 (6) 0.0851 (14) 1.0000 (22)
#> 2 0.1074 (7) 0.9149 (15) 0.0000 (23)
#> 1(V3) 0.8613 (8) 0.1205 (16) 0.1772 (24)
#> 2 0.1387 (9) 0.8795 (17) 0.8228 (25)
#> 1(V4) 1.0000 (10) 0.1049 (18) 0.1589 (26)
#> 2 0.0000 (11) 0.8951 (19) 0.8411 (27)
#>
#> V1 V2 V3 V4
#> lc y1 y2 y3 y4
mf0 <- estimate(mf, fix2zero = c(4, 6, 8, 10))
param(mf0)
#> PI :
#> (lc)
#> class
#> 1 2 3
#> 0.0000 0.3965 0.6035
#>
#> RHO :
#> (a)
#> class
#> response 1 2 3
#> 1(V1) 0.0000 0.2171 0.9344
#> 2 1.0000 0.7829 0.0656
#> 1(V2) 0.0000 0.2159 0.9186
#> 2 1.0000 0.7841 0.0814
#> 1(V3) 0.0000 0.1066 0.5679
#> 2 1.0000 0.8934 0.4321
#> 1(V4) 0.0000 0.0940 0.6341
#> 2 1.0000 0.9060 0.3659
#>
#> V1 V2 V3 V4
#> lc y1 y2 y3 y4
# Estimation control
estimate(m, dt$response, control = slcaControl(nrep = 3, verbose = TRUE))
#> Inital parameter test:
#> 1 / 3 logLik: -437.4093
#> 2 / 3 logLik: -437.2899
#> 3 / 3 logLik: -437.4093
#>
#> 2th parameter set has been selected.
#>
#> EM iteration begin.
#> 1 iterations logLik: -437.29 diff: inf
2 iterations logLik: -437.29 diff: 1.2e-06
3 iterations logLik: -437.29 diff: 1.2e-06
4 iterations logLik: -437.29 diff: 1.2e-06
5 iterations logLik: -437.29 diff: 1.2e-06
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10 iterations logLik: -437.29 diff: 1.1e-06
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#> .. done.
#> Structural Latent Variable Model
#>
#> Latent variables (Root*):
#> Label: lc*
#> nclass: 3
#>
#> Measurement model:
#> lc -> { y1, y2, y3, y4 } a
#>
#> LogLik: -437.2898
estimate(m, dt$response, control = slcaControl(init.param = c(pi, rho)))
#> Structural Latent Variable Model
#>
#> Latent variables (Root*):
#> Label: lc*
#> nclass: 3
#>
#> Measurement model:
#> lc -> { y1, y2, y3, y4 } a
#>
#> LogLik: -437.2898