# # Copyright 2007-2015 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_PathCov.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 # Path style model input - Covariance matrix data input # # RevisionHistory: # Hermine Maes -- 2009.10.08 updated & reformatted # Ross Gore -- 2011.06.15 added Model, Data and Field metadata # Hermine Maes -- 2014.11.02 piecewise specification # ----------------------------------------------------------------------------- require(OpenMx) # Load Library # ----------------------------------------------------------------------------- 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 # ----------------------------------------------------------------------------- # dataset dataCov <- mxData( observed=MultipleDataCov, type="cov", numObs=100, means=MultipleDataMeans ) # variance paths varPaths <- mxPath( from=c("x","y","z"), arrows=2, free=TRUE, values = c(1,1,1), labels=c("varx","res","varz") ) # covariance of x and z covPaths <- mxPath( from="x", to="z", arrows=2, free=TRUE, values=0.5, labels="covxz" ) # regression weights regPaths <- mxPath( from=c("x","z"), to="y", arrows=1, free=TRUE, values=1, labels=c("betax","betaz") ) # means and intercepts means <- mxPath( from="one", to=c("x","y","z"), arrows=1, free=TRUE, values=c(1,1), labels=c("meanx","beta0","meanz") ) multiRegModel <- mxModel("Multiple Regression Path Specification", type="RAM", dataCov, manifestVars=c("x","y","z"), varPaths, covPaths, regPaths, means) # 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$estimate[["res"]], 0.6336, 0.001) omxCheckCloseEnough(multiRegFit$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 # -----------------------------------------------------------------------------