# # Copyright 2007-2014 The OpenMx Project # # Licensed under the Apache License, Version 2.0 (the "License"); # you may not use this file except in compliance with the License. # You may obtain a copy of the License at # # http://www.apache.org/licenses/LICENSE-2.0 # # Unless required by applicable law or agreed to in writing, software # distributed under the License is distributed on an "AS IS" BASIS, # WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. # See the License for the specific language governing permissions and # limitations under the License. # ----------------------------------------------------------------------- # Program: MultipleRegression_MatrixCov.R # Author: Ryne Estabrook # Date: 2009.08.01 # # ModelType: Regression # DataType: Continuous # Field: None # # Purpose: # Multiple Regression model to estimate effect of independent # on dependent variables # Matrix style model input - Covariance matrix data input # # RevisionHistory: # Hermine Maes -- 2009.10.08 updated & reformatted # Ross Gore -- 2011.06.15 added Model, Data & Field # ----------------------------------------------------------------------------- require(OpenMx) # Load Libraries # ----------------------------------------------------------------------------- myRegDataCov <- matrix( c(0.808,-0.110, 0.089, 0.361, -0.110, 1.116, 0.539, 0.289, 0.089, 0.539, 0.933, 0.312, 0.361, 0.289, 0.312, 0.836), nrow=4, dimnames=list( c("w","x","y","z"), c("w","x","y","z")) ) myRegDataMeans <- c(2.582, 0.054, 2.574, 4.061) names(myRegDataMeans) <- c("w","x","y","z") MultipleDataCov <- myRegDataCov[c("x","y","z"),c("x","y","z")] MultipleDataMeans <- myRegDataMeans[c(2,3,4)] # Prepare Data # ----------------------------------------------------------------------------- multiRegModel<-mxModel("Multiple Regression Matrix Specification", mxData( observed=MultipleDataCov, type="cov", numObs=100, mean=MultipleDataMeans ), mxMatrix("Full", nrow=3, ncol=3, values=c(0,0,0, 1,0,1, 0,0,0), free=c(F, F, F, T, F, T, F, F, F), labels=c(NA, NA, NA, "betax", NA,"betaz", NA, NA, NA), byrow=TRUE, name="A" ), mxMatrix("Symm", nrow=3, ncol=3, values=c(1, 0, .5, 0, 1, 0, .5, 0, 1), free=c(T, F, T, F, T, F, T, F, T), labels=c("varx", NA, "covxz", NA, "residual", NA, "covxz", NA, "varz"), byrow=TRUE, name="S" ), mxMatrix( type="Iden", nrow=3, ncol=3, name="F" ), mxMatrix( type="Full", nrow=1, ncol=3, values=c(0,0,0), free=c(T,T,T), labels=c("meanx","beta0","meanz"), name="M" ), mxFitFunctionML(),mxExpectationRAM("A","S","F","M",dimnames=c('x','y','z')) ) # Create an MxModel object # ----------------------------------------------------------------------------- multiRegFit <- mxRun(multiRegModel) summary(multiRegFit) multiRegFit$output omxCheckCloseEnough(multiRegFit$output$estimate[["beta0"]], 1.6312, 0.001) omxCheckCloseEnough(multiRegFit$output$estimate[["betax"]], 0.4243, 0.001) omxCheckCloseEnough(multiRegFit$output$estimate[["betaz"]], 0.2265, 0.001) omxCheckCloseEnough(multiRegFit$output$estimate[["residual"]], 0.6336, 0.001) omxCheckCloseEnough(multiRegFit$output$estimate[["varx"]], 1.1160, 0.001) omxCheckCloseEnough(multiRegFit$output$estimate[["varz"]], 0.8360, 0.001) omxCheckCloseEnough(multiRegFit$output$estimate[["covxz"]], 0.2890, 0.001) omxCheckCloseEnough(multiRegFit$output$estimate[["meanx"]], 0.0540, 0.001) omxCheckCloseEnough(multiRegFit$output$estimate[["meanz"]], 4.0610, 0.001) # Compare OpenMx results to Mx results # -----------------------------------------------------------------------------