Parameter Variance/Covariance
Posted on
IanCero
Joined: 02/09/2012
In LISREL, it is possible to get a matrix of parameter variances and covariances. I need values from this matrix to compute some reliability estimates and am wondering if there is a way to get them from OpenMx. Is this matrix already computed? Is there a good way to access it? I'd appreciate any help!
The parameter
The parameter variance/covariance matrix is the inverse of the Hessian, or matrix of second derivatives of the likelihood function. We provide this matrix in the output under the name calculatedHessian. If your optimized model is named "results", then you can get the parameter covariance matrix like so:
solve(results@output$calculatedHessian)
To be clear, what you're doing is inverting the hessian, which is found in the output slot of 'results' under the heading 'calculatedHessian'.
ryne
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In reply to The parameter by Ryne
Thanks!
Thanks for the quick response. I'm really hoping to do everything for my thesis in OpenMx (go open source!) and, as far as I am aware, that was the last thing that I needed.
I wont have a chance to try this until I get home today, but I'm excited.
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In reply to The parameter by Ryne
Just a quick check. Should it
Just a quick check.
Should it be 2*solve(results@output$calculatedHessian)?
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In reply to Just a quick check. Should it by Mike Cheung
You're right. Thanks, Mike!
You're right. Thanks, Mike!
Ian, listen to Mike Cheung. You'll either need to multiply the inverted Hessian by 2 or multiply the uninverted Hessian by 0.5.
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In reply to You're right. Thanks, Mike! by Ryne
Thanks
Got it, thanks for the help!
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