Hi Yves

lavaan looks like a very nice package.  From the tutorial introduction
I see you create path diagrams for some of the models you describe.
How did you do this?  I don't see a function for this in the package.

I know there is a path.diagram function in the sem package that uses
dot to draw the diagram, but I've always found the layouts from dot
somewhat strange for path diagrams without a fair bit of tweaking.

-Michael



Yves Rosseel wrote:
Dear R-users,

A new package called `lavaan' (for latent variable analysis) has been uploaded to CRAN. The current version of lavaan (0.3-1) can be used for path analysis, confirmatory factor analysis, structural equation modeling, and growth curve modeling.

More information can be found on the website: http://lavaan.org

Some notable features of lavaan:

- the 'lavaan model syntax' allows users to express their models in a compact, elegant and useR-friendly way

- lavaan is robust and reliable: there are no convergence problems and numerical results are very close (if not identical) to the commercial package Mplus

- many different estimators are available: ML, GLS, WLS, robust ML using Satorra-Bentler corrections, and FIML for data with missing values

- full support for meanstructures and multiple groups

- user friendly output including standardized solutions, fit measures, modification indices and more

To get a first impression of how the 'lavaan model syntax' looks like, below is the full R code for fitting a SEM model:

## begin R Code ##

library(lavaan)

# The industrialization and Political Democracy Example
# Bollen (1989), page 332

model <- '
  # latent variable definitions
     ind60 =~ x1 + x2 + x3
     dem60 =~ y1 + y2 + y3 + y4
     dem65 =~ y5 + y6 + y7 + y8

  # regressions
    dem60 ~ ind60
    dem65 ~ ind60 + dem60

  # residual correlations
    y1 ~~ y5
    y2 ~~ y4 + y6
    y3 ~~ y7
    y4 ~~ y8
    y6 ~~ y8
'

fit <- sem(model, data=PoliticalDemocracy)
summary(fit, fit.measures=TRUE)

## end R code ##


Please feel free to contact me directly with questions and comments.

Best,

Yves Rosseel.




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