# # Copyright 2007-2016 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 # Hermine Maes -- 2014.11.02 piecewise specification # ----------------------------------------------------------------------------- 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 # ----------------------------------------------------------------------------- dataCov <- mxData( observed=MultipleDataCov, type="cov", numObs=100, mean=MultipleDataMeans ) matrA <- mxMatrix( type="Full", nrow=3, ncol=3, free= c(F,F,F, T,F,T, F,F,F), values=c(0,0,0, 1,0,1, 0,0,0), labels=c(NA,NA,NA, "betax",NA,"betaz", NA,NA,NA), byrow=TRUE, name="A" ) matrS <- mxMatrix( type="Symm", nrow=3, ncol=3, free=c(T,F,T, F,T,F, T,F,T), values=c(1,0,.5, 0,1,0, .5,0,1), labels=c("varx",NA,"covxz", NA,"residual",NA, "covxz",NA,"varz"), byrow=TRUE, name="S" ) matrF <- mxMatrix( type="Iden", nrow=3, ncol=3, name="F" ) matrM <- mxMatrix( type="Full", nrow=1, ncol=3, free=c(T,T,T), values=c(0,0,0), labels=c("meanx","beta0","meanz"), name="M" ) exp <- mxExpectationRAM("A","S","F","M", dimnames=c("x","y","z") ) funML <- mxFitFunctionML() multiRegModel <- mxModel("Multiple Regression Matrix Specification", dataCov, matrA, matrS, matrF, matrM, exp, funML) # 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$estimate[["residual"]], 0.6272, 0.001) omxCheckCloseEnough(multiRegFit$output$estimate[["varx"]], 1.1040, 0.001) omxCheckCloseEnough(multiRegFit$output$estimate[["varz"]], 0.8276, 0.001) omxCheckCloseEnough(multiRegFit$output$estimate[["covxz"]], 0.2861, 0.001) omxCheckCloseEnough(multiRegFit$output$estimate[["meanx"]], 0.0540, 0.001) omxCheckCloseEnough(multiRegFit$output$estimate[["meanz"]], 4.0610, 0.001) # Compare OpenMx results to Mx results # -----------------------------------------------------------------------------