Fit Growth Curve Models
bgrowth.Rd
Fit a Growth Curve model.
Arguments
- ...
Default lavaan arguments. See
lavaan
.- cp
Handling of prior distributions on covariance parameters: possible values are
"srs"
(default) or"fa"
. Option"fa"
is only available fortarget="jags"
.- dp
Default prior distributions on different types of parameters, typically the result of a call to
dpriors()
. See thedpriors()
help file for more information.- n.chains
Number of desired MCMC chains.
- burnin
Number of burnin/warmup iterations (not including the adaptive iterations, for target="jags"). Defaults to 4000 or target="jags" and 500 for Stan targets.
- sample
The total number of samples to take after burnin. Defaults to 10000 for target="jags" and 1000 for Stan targets.
- adapt
For target="jags", the number of adaptive iterations to use at the start of sampling. Defaults to 1000.
- mcmcfile
If
TRUE
, the JAGS/Stan model will be written to file (in the lavExport directory). Can also supply a character string, which serves as the name of the directory to which files will be written.- mcmcextra
A list with potential names
syntax
(unavailable for target="stan"
),monitor
,data
, andllnsamp
. Thesyntax
object is a text string containing extra code to insert in the JAGS/Stan model syntax. Thedata
object is a list of extra data to send to the JAGS/Stan model. Ifmoment_match_k_threshold
is specified withindata
the looic of the model will be calculated using moment matching. Themonitor
object is a character vector containing extra JAGS/Stan parameters to monitor. Thellnsamp
object is only relevant to models with ordinal variables, and specifies the number of samples that should be drawn to approximate the model log-likelihood (larger numbers imply higher accuracy and longer time). This log-likelihood is specifically used to compute information criteria.- inits
If it is a character string, the options are currently
"simple"
(default),"Mplus"
,"prior"
, or"jags"
. In the first two cases, parameter values are set as though they will be estimated via ML (seelavaan
). The starting parameter value for each chain is then perturbed from the original values through the addition of random uniform noise. If"prior"
is used, the starting parameter values are obtained based on the prior distributions (while also trying to ensure that the starting values will not crash the model estimation). If"jags"
, no starting values are specified and JAGS will choose values on its own (and this will probably crash Stan targets). You can also supply a list of starting values for each chain, where the list format can be obtained from, e.g.,blavInspect(fit, "inits")
. Finally, you can specify starting values in a similar way to lavaan, using the lavaanstart
argument (see the lavaan documentation for all the options there). In this case, you should also setinits="simple"
, and be aware that the same starting values will be used for each chain.- convergence
Useful only for
target="jags"
. If"auto"
, parameters are sampled until convergence is achieved (viaautorun.jags()
). In this case, the argumentsburnin
andsample
are passed toautorun.jags()
asstartburnin
andstartsample
, respectively. Otherwise, parameters are sampled as specified by the user (or by therun.jags
defaults).- target
Desired MCMC sampling, with
"stan"
(pre-compiled marginal approach) as default. Also available is"vb"
, which calls the rstan functionvb()
. Other options include"jags"
,"stancond"
, and"stanclassic"
, which sample latent variables and provide some greater functionality (because syntax is written "on the fly"). But they are slower and less efficient.- save.lvs
Should sampled latent variables (factor scores) be saved? Logical; defaults to FALSE
- wiggle
Labels of equality-constrained parameters that should be "approximately" equal. Can also be "intercepts", "loadings", "regressions", "means".
- wiggle.sd
The prior sd (of normal distribution) to be used in approximate equality constraints. Can be one value, or (for target="stan") a numeric vector of values that is the same length as wiggle.
- prisamp
Should samples be drawn from the prior, instead of the posterior (
target="stan"
only)? Logical; defaults to FALSE- jags.ic
Should DIC be computed the JAGS way, in addition to the BUGS way? Logical; defaults to FALSE
- seed
A vector of length
n.chains
(for target"jags"
) or an integer (for target"stan"
) containing random seeds for the MCMC run. IfNULL
, seeds will be chosen randomly.- bcontrol
A list containing additional parameters passed to
run.jags
(orautorun.jags
) orstan
. See the manpage of those functions for an overview of the additional parameters that can be set.
Details
The bgrowth
function is a wrapper for the more general
blavaan
function, using the following default
lavaan
arguments:
meanstructure = TRUE
,
int.ov.free = FALSE
, int.lv.free = TRUE
,
auto.fix.first = TRUE
(unless std.lv = TRUE
),
auto.fix.single = TRUE
, auto.var = TRUE
,
auto.cov.lv.x = TRUE
,
auto.th = TRUE
, auto.delta = TRUE
,
and auto.cov.y = TRUE
.
Value
An object of class blavaan
, for which several methods
are available, including a summary
method.
References
Edgar C. Merkle, Ellen Fitzsimmons, James Uanhoro, & Ben Goodrich (2021). Efficient Bayesian Structural Equation Modeling in Stan. Journal of Statistical Software, 100(6), 1-22. URL http://www.jstatsoft.org/v100/i06/.
Edgar C. Merkle & Yves Rosseel (2018). blavaan: Bayesian Structural Equation Models via Parameter Expansion. Journal of Statistical Software, 85(4), 1-30. URL http://www.jstatsoft.org/v85/i04/.
Yves Rosseel (2012). lavaan: An R Package for Structural Equation Modeling. Journal of Statistical Software, 48(2), 1-36. URL http://www.jstatsoft.org/v48/i02/.
Examples
if (FALSE) { # \dontrun{
## linear growth model with a time-varying covariate
data(Demo.growth, package = "lavaan")
model.syntax <- '
# intercept and slope with fixed coefficients
i =~ 1*t1 + 1*t2 + 1*t3 + 1*t4
s =~ 0*t1 + 1*t2 + 2*t3 + 3*t4
# regressions
i ~ x1 + x2
s ~ x1 + x2
# time-varying covariates
t1 ~ c1
t2 ~ c2
t3 ~ c3
t4 ~ c4
'
fit <- bgrowth(model.syntax, data = Demo.growth)
summary(fit)
} # }