95% CI for the standardized variance estimates?
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Hi! I'm really a new beginner but had a lot of help from the Simplified OpenMx manual. In the end of this manual there is a script that I used to explore my own data. However, this script give 95% CIs for the unsquared path estimates but for standardized variance estimates which would be of great interest. Is there a simple way to modify this script to get 95% CIs also for the variance estimates?? Really grateful for any help!
I can't look at your code for
First, standardizing a model or path is just a linear transformation, so whatever process by which you standardize can be applied to the confidence interval as well. Say you had a raw parameter (a covariance, for example) that had an estimated value of 3 and a confidence interval from 2 to 4. If you standardized that parameter into a correlation by dividing by the product of the SDs of the two variables, which happen to be 1 and 5. You'd divide 3 by 1 * 5, yielding a correlation of 0.60. You can apply the same transformation to the confidence interval, yielding a CI of 2/5 to 4/5, or 0.40 to 0.80.
Now for the bad news. Standard-error based confidence intervals can be pretty inaccurate when parameters are (a) bounded, like variance terms are, and (b) interdependent, like ACE components are. You'd be better off using something like the mxCI function, which calculates likelihood-based confidence intervals for each parameter or transformation of a parameter you want. It works by taking your final fitted model and changing the value of each parameter until the fit of the model changes by a specified amount, usually 3.84, as that is the criterion value for 95% confidence on a chi-square distribution with 1 df. mxCI can calculate confidence intervals for not just free parameters, but also for matrices and algebras as well. So if you want the confidence interval for a free parameter "a" divided by a variance "b", a/b in an mxAlgebra statement, add an mxCI statement for that algebra, and rerun your model with the intervals=TRUE option. Look at the help file for mxCI (type ?mxCI into R) for more info.
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In reply to I can't look at your code for by Ryne
Thanks!
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