Hi.
Is it possible to get bootstrap confidence intervals for algebras? I am running a trivariate CHolesky decomposition model on binary variables and estimating CI's through mxCI takes more than 24h. When I ran mxBoostrap, I got CI's only for model parameters, but not for algebras. Is there a way to specify it? Or is there a way to reduce the time to running a model with intervals=T?
Thank you in advance!
Julia
Hi Julia
I don't think there's anything built-in, but in principle you could take the bootstrap estimates, one line (i.e. one set of parameter estimates) at a time, and use omxSetParameters to update the model, then use mxEval to obtain the algebras of interest.
However, it might be easier not to use the Cholesky and to simply estimate A C and E matrices as symmetric matrices. This might give you quantities closer to what interests you (and avoid some statistical issues with the Cholesky).
Your likelihood-based CIs seem extra slow - perhaps ordinal data in an ordinal model. See also mxSE() which can now produce standard errors for algebras. Much faster and not too different from likelihood-based CIs if the asymptotic behavior has been attained.
Cheers
Mike
Works like mxEval but for bootstrap
Thanks a lot! I think this is what I needed!
Thank you, Mike, for a prompt reply! mxSE() are not working with my model as I have mxConstraint in the script to constrain the variance if the binary variable to 1. Estimating A,C and E matrices instead sounds like a good idea. Although I have a question about setting lower boundaries for diagonal elements which are variances. Nowhere in the Boulder scripts I found that those were constrained to be non-negative. Is there a reason for that?
When I let them be estimated without boundaries, I get negative variances. When I constrain only diagonal elements to be greater than or equal to zero, I get negative covariances which was not the case when I ran the classical Cholesky script. At the same time I don't feel comfortable with forcing covariances to be non-negative. Could you please advise?
Several reasons, in fact:
All of OpenMx's optimizers with which I'm familiar (the 3 main ones and 2 niche ones) are all able to recover if they step outside the parameter space.