A function to return fit indices

Posted on Thu, 12/09/2010 - 08:46

0avasns Joined: 12/09/2010

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This is something that would be really useful if someone who is actually competent in the area would fix it. I did make a start, and I know that some of this is wrong; some is probably not sufficiently general; and some does indeed match the sem output exactly. So it is a start. Someone, please fix it and include with OpenMx, this would be very useful for a whole bunch of ignoramuses like me who occasionally need to run an SEM or path analysis and aren't covered by the sem package (e.g., need multi-group models).

# starter R code to compute the usual assortment of fit indices
#
# based on (what I understood of):
# Tabachnick & Fidell, pp. 697-702
# Klein, pp. 135-144
# also http://www.tau.ac.il/cc/pages/docs/sas8/stat/chap19/sect34.htm
#
fit.index <- function(indepfit,modelfit) {

indep <- summary(indepfit)
indep.chi <- indep$Chi
indep.df <- indep$degreesOfFreedom

model <- summary(modelfit)
model.chi <- model$Chi
model.df <- model$degreesOfFreedom

model.ml <- as.numeric(modelfit$objective@result)
N <- model$numObs # sample size
N.est.param <- model$estimatedParameters # t
N.manifest <- length(modelfit@manifestVars) # n
observed.cov <- modelfit@data@observed # S
estimate.cov <- modelfit@matrices$S@values[1:N.manifest,1:N.manifest] # C, W
observed.cor <- cov2cor(observed.cov)
estimate.cor <- cov2cor(estimate.cov)
residual.cov <- observed.cov-estimate.cov
residual.cor <- observed.cor-estimate.cor
F0 <- (model.chi-model.df)/N
if (F0<0) { F0 <- 0 }

NFI <- (indep.chi-model.chi)/indep.chi
NNFI <- (indep.chi-indep.df/model.df*model.chi)/(indep.chi-indep.df)
PNFI <- (model.df/indep.df)*NFI
IFI <- (indep.chi-model.chi)/(indep.chi-model.df)
CFI <- 1.0-(model.chi-model.df)/(indep.chi-indep.df)
RMSEA<- sqrt(F0/model.df) # need confidence intervals
MFI <- exp(-0.5*(model.chi-model.df)/N)
GFI <- sum(estimate.cov*estimate.cov)/sum(observed.cov*observed.cov) # definitely not right!
AGFI <- 1.0 - (1.0-GFI)/(1.0-N.est.param/N)
PGFI <- (1.0-N.est.param/N)*GFI
AIC <- model.chi-2*model.df
AIC2 <- model.chi+2*N.est.param
CAIC <- model.chi-(log(N)+1.0)*model.df
CAIC2<- model.chi+(log(N)+1.0)*N.est.param
BIC <- model.chi-log(N)*model.df
BIC2 <- model.chi+log(N)*N.est.param
RMR <- sqrt(2.0*sum((residual.cov*residual.cov)/(N.est.param*(N.est.param+1))))
SRMR <- sqrt(2.0*sum((residual.cor*residual.cor)/(N.est.param*(N.est.param+1)))) # not right!

indices <- rbind(NFI,NNFI,PNFI,IFI,CFI,RMSEA,MFI,GFI,AGFI,PGFI,AIC,AIC2,CAIC,CAIC2,BIC,BIC2,RMR,SRMR)
return(indices)

}

Replied on Thu, 12/09/2010 - 11:36

Ryne Joined: 07/31/2009

This looks good! We already

This looks good! We already have a few of these in the summary function, but we should add a few of these as well. I'll try to find some time to double-check the equations and define them in terms of likelihoods whenever possible. I'll pose a few question for you and the community:

-Which of these functions is very important to you? Which do you not care to see?
-Are there any additional functions you'd like to see?

If these all get forwarded into summary, I'd propose something like this:
-Information criteria are put in a data frame, making a 4 x 2 (or 2 x 4) table of AIC, BIC, CBIC and sBIC with both the -2*observedStatistics and +2*parameters corrections
-*FI get put in a data frame because there's a lot of them. If there is no saturated model given, an NA or character message is presented instead
-RMSEA (and its CI) remain their own object
-RMR and SRMR are put together, as I understand SRMR to be the standardized version of RMR. (This will have to wait for an explicit output of the estimated and observed covariances; i have no idea what to do with these with ordinal data).

Replied on Thu, 12/09/2010 - 14:48

0avasns Joined: 12/09/2010

My impression is that the

My impression is that the most important (judging by what seems most reported or recommended in the literature) are CFI, RMSEA (with CI), and SRMR, followed by GFI and NNFI, AIC, and/or BIC. Of these, I think I got CFI and NNFI right, but GFI and SRMR wrong. AIC/BIC seem OK or off by a factor of 2.

By all means it's better to have something that works for the most common cases than wait for something that would be perfectly general for any possible situation (ordinal data or what have you).

Another thing that would be extremely useful is the calculation of standardized coefficients. I have probably misunderstood how that's supposed to be done, because my first attempt is very definitely wrong:

my.std.coef <- function(modelfit) { # accepts result of MxRun

s <- modelfit@matrices$S@values
s[which(modelfit@matrices$A@free)] <- modelfit@matrices$A@values[which(modelfit@matrices$A@free)]
t <- matrix(nrow=nrow(s))
for (i in 1:nrow(s)) {t[i] <- sum(s[i,])}

std <- matrix(nrow=nrow(s),ncol=ncol(s))
rownames(std)=rownames(s)
colnames(std)=colnames(s)
for (i in 1:nrow(s)) {std[i,] <- s[i,]/t[i]}
std <- sqrt(std)

mod <- summary(modelfit)
nparam <- mod$estimatedParameters
stdcoef <- vector(length=nparam)
for (i in 1:nparam) { stdcoef[i] <- std[mod$parameters$row[i], mod$parameters$col[i]] }

z <- mod$parameters$Estimate / mod$parameters$Std.Error
p <- 1-pnorm(z)

augcoef <- cbind(mod$parameters,z,p,stdcoef)
return(augcoef)

}

If you will be my god and fix these so that we can run our usual analyses with OpenMx I'll have one more reason to convince my students to use R for everything!

Replied on Thu, 12/09/2010 - 14:57

Ryne Joined: 07/31/2009

Thanks for the

Thanks for the information.

I've already written a RAM model standardization function, which can be found here: http://openmx.psyc.virginia.edu/thread/718. It shows up as posted by anonymous for some reason, but let me know if you have any questions.

Replied on Thu, 12/09/2010 - 16:21

0avasns Joined: 12/09/2010

Works like a charm! Except

Works like a charm! Except for model[[nM]]@values[,] because my model has M=NA, but I got rid of that line and the rest is perfect. Thanks so much!!

Replied on Fri, 12/10/2010 - 07:13

0avasns Joined: 12/09/2010

I guess that was a bit too

I guess that was a bit too fast... Not everything works like a charm. Specifically, the variance of the endogenous latent is not shown and the loadings of its indicators are incorrect (it seems that the unstandardized loadings are divided by the standard deviation of the latent instead of being multiplied). The rest seem fine in my test case but that's no reassurance because the exogenous latents' variance was fixed to 1.0 for identification. I'll see if I can understand enough of your code to try and address the discrepancies.

Replied on Fri, 12/10/2010 - 18:17

Ryne Joined: 07/31/2009

That's odd. If you don't

That's odd. If you don't mind, post code to generate your model and I'll take a look.

Replied on Sat, 12/11/2010 - 04:22

0avasns Joined: 12/09/2010

Thanks a lot for looking into

Thanks a lot for looking into it. Code (stdtest.R) and data (rcdata.txt) attached. Here are the results:

> semTwo$coeff Estimate Std Error z value Pr(>|z|) b_wrdflu_F 0.9065400 0.07784689 11.645167 0.000000e+00 WRDFLU3 <--- lv_F b_pseflu_F 0.8461698 0.07447068 11.362455 0.000000e+00 PSEFLU3 <--- lv_F eps_wrdflu 0.1781848 0.12684788 1.404713 1.601068e-01 WRDFLU3 <--> WRDFLU3 eps_pseflu 0.2839963 0.11156310 2.545611 1.090866e-02 PSEFLU3 <--> PSEFLU3 b_lc_L 0.5033123 0.06281616 8.012466 1.110223e-15 LC3 <--- lv_L b_token_L 0.4961814 0.06238059 7.954099 1.776357e-15 TOKEN2 <--- lv_L eps_lc 0.7466788 0.06687948 11.164543 0.000000e+00 LC3 <--> LC3 eps_token 0.7538076 0.06629075 11.371233 0.000000e+00 TOKEN2 <--> TOKEN2 b_rcabc_R 0.2817331 0.09090740 3.099122 1.940949e-03 zRC3abc <--- lv_R b_rcdef_R 0.3453483 0.11609160 2.974791 2.931878e-03 zRC3def <--- lv_R eps_rcabc 0.6383103 0.05663863 11.269875 0.000000e+00 zRC3abc <--> zRC3abc eps_rcdef 0.4565309 0.06581463 6.936617 4.015899e-12 zRC3def <--> zRC3def b_L_R 1.7222738 0.71833503 2.397591 1.650327e-02 lv_R <--- lv_L b_F_R 0.5387619 0.20021772 2.690880 7.126376e-03 lv_R <--- lv_F > mxTwo$parameters name matrix row col Estimate Std.Error 1 b_wrdflu_F A WRDFLU3 F 0.9065392 0.07791102 2 b_pseflu_F A PSEFLU3 F 0.8461700 0.07451795 3 b_F_R A R F 0.5387590 0.19795745 4 b_lc_L A LC3 L 0.5033116 0.06266909 5 b_token_L A TOKEN2 L 0.4961789 0.06224838 6 b_L_R A R L 1.7222646 0.70604404 7 b_rcabc_R A zRC3abc R 0.2817338 0.08940058 8 b_rcdef_R A zRC3def R 0.3453491 0.11413211 9 eps_wrdflu S WRDFLU3 WRDFLU3 0.1781857 0.12691719 10 eps_pseflu S PSEFLU3 PSEFLU3 0.2839953 0.11162171 11 eps_lc S LC3 LC3 0.7466774 0.06672460 12 eps_token S TOKEN2 TOKEN2 0.7538065 0.06615317 13 eps_rcabc S zRC3abc zRC3abc 0.6383107 0.05662865 14 eps_rcdef S zRC3def zRC3def 0.4565310 0.06571747 > semTwo.std Std. Estimate 1 1.0000000 lv_F <--> lv_F 2 b_wrdflu_F 0.9065402 WRDFLU3 <--- lv_F 3 b_pseflu_F 0.8461700 PSEFLU3 <--- lv_F 4 eps_wrdflu 0.1781849 WRDFLU3 <--> WRDFLU3 5 eps_pseflu 0.2839964 PSEFLU3 <--> PSEFLU3 6 1.0000000 lv_L <--> lv_L 7 b_lc_L 0.5033118 LC3 <--- lv_L 8 b_token_L 0.4961805 TOKEN2 <--- lv_L 9 eps_lc 0.7466772 LC3 <--> LC3 10 eps_token 0.7538049 TOKEN2 <--> TOKEN2 11 0.2349353 lv_R <--> lv_R 12 b_rcabc_R 0.5883051 zRC3abc <--- lv_R 13 b_rcdef_R 0.7256102 zRC3def <--- lv_R 14 eps_rcabc 0.6538971 zRC3abc <--> zRC3abc 15 eps_rcdef 0.4734898 zRC3def <--> zRC3def 16 b_L_R 0.8347882 lv_R <--- lv_L 17 b_F_R 0.2611386 lv_R <--- lv_F > mxTwo.std name matrix row col Std. Estimate Std.Std.Error 1 b_wrdflu_F A WRDFLU3 F 0.9065397 0.07791105 2 b_pseflu_F A PSEFLU3 F 0.8461704 0.07451799 3 b_F_R A R F 0.2611382 0.09595061 4 b_lc_L A LC3 L 0.5033116 0.06266909 5 b_token_L A TOKEN2 L 0.4961789 0.06224838 6 b_L_R A R L 0.8347872 0.34222181 7 b_rcabc_R A zRC3abc R 0.1382145 0.04385865 8 b_rcdef_R A zRC3def R 0.1704727 0.05633838 9 eps_wrdflu S WRDFLU3 WRDFLU3 0.1781858 0.12691731 10 eps_pseflu S PSEFLU3 PSEFLU3 0.2839956 0.11162182 11 eps_lc S LC3 LC3 0.7466774 0.06672460 12 eps_token S TOKEN2 TOKEN2 0.7538065 0.06615317 13 eps_rcabc S zRC3abc zRC3abc 0.6538981 0.05801151 14 eps_rcdef S zRC3def zRC3def 0.4734907 0.06815881 >

(I hope the code shows up correctly with all the angle brackets in there... I don't know how to get the tabs to align in the posting, so I am also attaching the output separately)

The problem is evident in comparing rows 11-13 of semTwo.std to rows 7-8 of mxTwo.std (there's no standardized disturbance of R in mxTwo). The corresponding unstandardized coefficients match fine.

Replied on Mon, 12/13/2010 - 12:18

Ryne Joined: 07/31/2009

Fixed. I'll update and detail

Fixed. I'll update and detail the standardizeRAM change in the original thread.

I've altered your code to make comparison easier. I used R's merge() function to allow for more direct comparison of the sem and OpenMx output.

I've also changed all of your '->' assignment operators to '<-'. Left assignment is the standard in every programming language I'm familiar with. Mixing left and right assignment in the same script is especially bad, as it becomes very easy to misread assignment operators.

Replied on Tue, 12/14/2010 - 03:09

0avasns Joined: 12/09/2010

Thank you very much for

Thank you very much for fixing the standardization code, I greatly appreciate it!
(as for the left/right assignment, it is one of the things I really like about R :-) )

Replied on Mon, 02/20/2012 - 19:08

brauer Joined: 01/28/2012

Fit indices - RMSEA confidence interval, p close

Hi,

Thanks to the script below (suggested by Athanassios Protopapas and further developed by Paolo Ghisletta, thank you!!!) I was able to obtain a large number of fit indices, but I still can't get the 90% confidence interval for RMSEA and p close (the test of the null hypothesis that RMSEA (in the population) in less than .05). Can anyone help me?

fit.cov <- function(indepfit,modelfit) {
options(scipen=3)
indep <- summary(indepfit)
model <- summary(modelfit)
deviance <- model$Minus2LogLikelihood
Chi <- model$Chi
indep.chi <- indep$Chi
df <- model$degreesOfFreedom
p.Chi <- 1 - pchisq(Chi, df)
Chi.df <- Chi/df
indep.df <- indep$degreesOfFreedom
N <- model$numObs
N.parms <- model$estimatedParameters
N.manifest <- length(modelfit@manifestVars)
q <- (N.manifest*(N.manifest+1))/2
N.latent <- length(modelfit@latentVars)
observed.cov <- modelfit@data@observed
observed.cor <- cov2cor(observed.cov)
A <- modelfit@matrices$A@values
S <- modelfit@matrices$S@values
F <- modelfit@matrices$F@values
I <- diag(N.manifest+N.latent)
estimate.cov <- F %*% (qr.solve(I-A)) %*% S %*% (t(qr.solve(I-A))) %*% t(F)
estimate.cor <- cov2cor(estimate.cov)
Id.manifest <-diag(N.manifest)
residual.cov <- observed.cov-estimate.cov
residual.cor <- observed.cor-estimate.cor
F0 <- (Chi-df)/(N-1)
if (F0<0) {F0 <- 0}
NFI <- (indep.chi-Chi)/indep.chi
NNFI.TLI <- (indep.chi-indep.df/df*Chi)/(indep.chi-indep.df)
PNFI <- (df/indep.df)*NFI
RFI <- 1 - (Chi/df) / (indep.chi/indep.df)
IFI <- (indep.chi-Chi)/(indep.chi-df)
CFI <- 1.0-(Chi-df)/(indep.chi-indep.df)
if (CFI>1) {CFI=1}
PRATIO <- df/indep.df
PCFI <- PRATIO*CFI
NCP <- max((Chi-df),0)
RMSEA<- sqrt(F0/df) # need confidence intervals
MFI <- exp(-0.5*(Chi-df)/N)
GH <- N.manifest / (N.manifest+2*((Chi-df)/(N-1)))
GFI <- 1-(sum(diag(((solve(estimate.cor)%*%observed.cor)-Id.manifest)%*%((solve(estimate.cor)%*%observed.cor)-Id.manifest))) / sum(diag((solve(estimate.cor)%*%observed.cor)%*%(solve(estimate.cor)%*%observed.cor))))
AGFI <- 1 - (q/df)*(1-GFI)
PGFI <- GFI * df/q
AICchi <- Chi+2*N.parms
AICdev <- deviance+2*N.parms
BCCchi <- Chi + 2*N.parms/(N-N.manifest-2)
BCCdev <- deviance + 2*N.parms/(N-N.manifest-2)
BICchi <- Chi+N.parms*log(N)
BICdev <- deviance+N.parms*log(N)
CAICchi <- Chi+N.parms*(log(N)+1)
CAICdev <- deviance+N.parms*(log(N)+1)
ECVIchi <- 1/N*AICchi
ECVIdev <- 1/N*AICdev
MECVIchi <- 1/BCCchi
MECVIdev <- 1/BCCdev
RMR <- sqrt((2*sum(residual.cov^2))/(2*q))
SRMR <- sqrt((2*sum(residual.cor^2))/(2*q))
indices <-
rbind(N,deviance,N.parms,Chi,df,p.Chi,Chi.df,AICchi,AICdev,BCCchi,BCCdev,BICchi,BICdev,CAICchi,CAICdev,RMSEA,SRMR,RMR,GFI,AGFI,PGFI,NFI,RFI,IFI,NNFI.TLI,CFI,PRATIO,PNFI,PCFI,NCP,ECVIchi,ECVIdev,MECVIchi,MECVIdev,MFI,GH)
return(indices)
}

fit.cov(indepfit,modelfit)

Replied on Tue, 11/05/2013 - 05:35

brandmaier Joined: 02/04/2010

CIs of RMSEA

See this thread for a proposal of CI for RMSEA: http://openmx.psyc.virginia.edu/thread/1269#comment-4919

cheers,
Andreas

Replied on Thu, 12/09/2010 - 15:27

0avasns Joined: 12/09/2010

So you are my god! Thanks

So you *are* my god! Thanks so much! I think I need to upgrade things to get this to work for me, I'll try it out and let you know if there are any problems.

Replied on Mon, 01/31/2011 - 16:46

Ryne Joined: 07/31/2009

Update on fit

Update on fit statistics.

First, I've noted your observation that AIC and BIC "seemed OK or off by a factor of 2." For some reason, we were multiplying BIC by 0.5. This will be checked in for the next binary release; we should support AIC and BIC with both the -2*df and the +2*parameters corrections soon, as well as sample size adjusted BIC.

The bigger issue pertains to fit statistics like CFI that require not just a saturated likelihood, but an independence model likelihood and df for all models as well. This will take a few more additions to the summary function and optimization, and may take a little time to make sure we get the specification right.

Replied on Wed, 03/09/2011 - 11:29

0avasns Joined: 12/09/2010

Thanks a lot for the update.

Thanks a lot for the update. This is beyond my competence, as you have seen, so I'll just be looking forward to future releases for the fit indices. I appreciate your continued effort.

Replied on Tue, 03/15/2011 - 12:37

paologhisletta Joined: 01/19/2010

again on fit statistics: I

again on fit statistics:

I updated and extended Oavasns original function (I think I found a couple of minor mistakes and hopefully was able to fix them). Any check by the OpenMx team or anybody else would be appreciated. The code can certainly be simplified. For instance, I ignore how to extract a model's estimated covariance matrix (called 'estimate.cov' below), hence got this with RAM algebra. The Confidence Interval of the RMSEA is still missing.

fit.index <- function(indepfit,modelfit) {
indep <- summary(indepfit)
indep.chi <- indep$Chi
indep.df <- indep$degreesOfFreedom
model <- summary(modelfit)
model.chi <- model$Chi
model.dev <- model$SaturatedLikelihood
model.df <- model$degreesOfFreedom
model.ml <- as.numeric(modelfit$objective@result)
N <- model$numObs
N.est.param <- model$estimatedParameters
N.manifest <- length(modelfit@manifestVars)
N.latent <- length(modelfit@latentVars)
observed.cov <- modelfit@data@observed
A <- modelfit@matrices$A@values
S <- modelfit@matrices$S@values
F <- modelfit@matrices$F@values
I <- diag(N.manifest+N.latent)
estimate.cov <- F %*% (qr.solve(I-A)) %*% S %*% (t(qr.solve(I-A))) %*% t(F)
observed.cor <- cov2cor(observed.cov)
estimate.cor <- cov2cor(estimate.cov)
Id.manifest <-diag(N.manifest)
residual.cov <- observed.cov-estimate.cov
residual.cor <- observed.cor-estimate.cor
F0 <- (model.chi-model.df)/(N-1)
if (F0<0) {F0 <- 0}
NFI <- (indep.chi-model.chi)/indep.chi
NNFI.TLI <- (indep.chi-indep.df/model.df*model.chi)/(indep.chi-indep.df)
PNFI <- (model.df/indep.df)*NFI
IFI <- (indep.chi-model.chi)/(indep.chi-model.df)
CFI <- 1.0-(model.chi-model.df)/(indep.chi-indep.df)
if (CFI>1) {CFI=1}
RMSEA<- sqrt(F0/model.df) # need confidence intervals
MFI <- exp(-0.5*(model.chi-model.df)/N)
GH <- N.manifest / (N.manifest+2*((model.chi-model.df)/(N-1)))
GFI <- 1 - (sum(diag(((solve(estimate.cor)%*%observed.cor)-Id.manifest)%*%((solve(estimate.cor)%*%observed.cor)-Id.manifest))) /
(sum(diag((solve(estimate.cor)%*%observed.cor)%*%(solve(estimate.cor)%*%observed.cor)))))
AGFI <- 1.0 - ((N.manifest*(N.manifest+1))/(2*model.df) * (1-GFI))
PGFI <- (2*model.df)/(N.manifest*(N.manifest+1))*GFI
#AIC <- model.chi-2*model.df
AIC <- model.chi+2*N.est.param
#CAIC <- model.chi-(log(N)+1.0)*model.df
CAIC<- model.chi+(log(N)+1.0)*N.est.param
#BIC <- model.chi-log(N)*model.df
BIC <- model.chi+log(N)*N.est.param
RMR <- sqrt((2*sum(residual.cov^2))/(N.manifest*(N.manifest+1)))
SRMR <- sqrt((2*sum(residual.cor^2))/(N.manifest*(N.manifest+1)))
indices <- rbind(N,model.chi,model.df,NFI,NNFI.TLI,PNFI,IFI,CFI,RMSEA,MFI,GH,GFI,AGFI,PGFI,AIC,CAIC,BIC,RMR,SRMR)
return(indices)
}

Replied on Wed, 03/16/2011 - 15:57

Ryne Joined: 07/31/2009

Thanks, Paolo. These formulae

Thanks, Paolo. These formulae look correct based on my casual inspection, but I'll put look at them more carefully soon. We're working on adding automatic calculation of the independence model, which should make these a lot easier.

Replied on Thu, 07/21/2011 - 14:41

deb193 Joined: 12/01/2010

saturated likelihood

If I am reading Paolo's code correctly, it expects the saturated model likelihood to be in the model being evaluated.

Can I just stick this in there before using his fuction?

Replied on Tue, 10/11/2016 - 11:08

tbates Joined: 07/31/2009

umxFitIndices: A place for all your fit stats

To facilitate use & development of additional fit indices with OpenMx 2, umx::umxFitIndices(model) supports code from @0avasns, @paologhisletta, @brauer, and, especially, @bwiernik for bug fixes to RMR and SRMR and for adding MAR/SMAR fit indices…

note This is beta code, not tested for robustness to, for instance, multiple group models, missing data, definition variables, matrix-based models. Bang on the code: pull requests to https://github.com/tbates/umx

umx::umxFitIndices(model) returns:

N, deviance, N.parms, Chi, df, p.Chi, Chi.df, AICchi, AICdev, BCCchi, BCCdev, BICchi, BICdev, CAICchi, CAICdev, RMSEA, SRMR, RMR, MAR, SMAR, GFI, AGFI, PGFI, NFI, RFI, IFI, NNFI.TLI, CFI, PRATIO, PNFI, PCFI, NCP, ECVIchi, ECVIdev, MECVIchi, MECVIdev, MFI, GH

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A function to return fit indices

This looks good! We already

My impression is that the

Thanks for the

Works like a charm! Except

I guess that was a bit too

That's odd. If you don't

Thanks a lot for looking into

Fixed. I'll update and detail

Thank you very much for

Fit indices - RMSEA confidence interval, p close

CIs of RMSEA

So you are my god! Thanks

Update on fit

Thanks a lot for the update.

again on fit statistics: I

Thanks, Paolo. These formulae

saturated likelihood

umxFitIndices: A place for all your fit stats

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