private static Element makeJointErrorDistribution(SemIm semIm) {
Element jointErrorElement = new Element(SemXmlConstants.JOINT_ERROR_DISTRIBUTION);
Element normal;
Parameter param;
for (Parameter parameter : semIm.getSemPm().getParameters()) {
param = parameter;
if (param.getType() == ParamType.COVAR) {
normal = new Element(SemXmlConstants.NORMAL);
normal.addAttribute(new Attribute(SemXmlConstants.NODE_1, param.getNodeA().getName()));
normal.addAttribute(new Attribute(SemXmlConstants.NODE_2, param.getNodeB().getName()));
normal.addAttribute(
new Attribute(SemXmlConstants.COVARIANCE, Double.toString(param.getStartingValue())));
jointErrorElement.appendChild(normal);
}
}
return jointErrorElement;
}
private static Element makeEdges(SemIm semIm) {
Element edgesElement = new Element(SemXmlConstants.EDGES);
Parameter param;
Element edge;
for (Parameter parameter : semIm.getSemPm().getParameters()) {
param = parameter;
if (param.getType() == ParamType.COEF) {
edge = new Element(SemXmlConstants.EDGE);
edge.addAttribute(new Attribute(SemXmlConstants.CAUSE_NODE, param.getNodeA().getName()));
edge.addAttribute(new Attribute(SemXmlConstants.EFFECT_NODE, param.getNodeB().getName()));
edge.addAttribute(
new Attribute(SemXmlConstants.VALUE, Double.toString(semIm.getParamValue(param))));
edge.addAttribute(
new Attribute(SemXmlConstants.FIXED, Boolean.valueOf(param.isFixed()).toString()));
edgesElement.appendChild(edge);
}
}
return edgesElement;
}
/**
* Constructs a new standardized SEM IM from the freeParameters in the given SEM IM.
*
* @param im Stop asking me for these things! The given SEM IM!!!
* @param initialization CALCULATE_FROM_SEM if the initial values will be calculated from the
* given SEM IM; INITIALIZE_FROM_DATA if data will be simulated from the given SEM,
* standardized, and estimated.
*/
public StandardizedSemIm(SemIm im, Initialization initialization) {
this.semPm = new SemPm(im.getSemPm());
this.semGraph = new SemGraph(semPm.getGraph());
semGraph.setShowErrorTerms(true);
if (semGraph.existsDirectedCycle()) {
throw new IllegalArgumentException("The cyclic case is not handled.");
}
if (initialization == Initialization.CALCULATE_FROM_SEM) {
// This code calculates the new coefficients directly from the old ones.
edgeParameters = new HashMap<Edge, Double>();
List<Node> nodes = im.getVariableNodes();
TetradMatrix impliedCovar = im.getImplCovar(true);
for (Parameter parameter : im.getSemPm().getParameters()) {
if (parameter.getType() == ParamType.COEF) {
Node a = parameter.getNodeA();
Node b = parameter.getNodeB();
int aindex = nodes.indexOf(a);
int bindex = nodes.indexOf(b);
double vara = impliedCovar.get(aindex, aindex);
double stda = Math.sqrt(vara);
double varb = impliedCovar.get(bindex, bindex);
double stdb = Math.sqrt(varb);
double oldCoef = im.getEdgeCoef(a, b);
double newCoef = (stda / stdb) * oldCoef;
edgeParameters.put(Edges.directedEdge(a, b), newCoef);
} else if (parameter.getType() == ParamType.COVAR) {
Node a = parameter.getNodeA();
Node b = parameter.getNodeB();
Node exoa = semGraph.getExogenous(a);
Node exob = semGraph.getExogenous(b);
double covar = im.getErrCovar(a, b) / Math.sqrt(im.getErrVar(a) * im.getErrVar(b));
edgeParameters.put(Edges.bidirectedEdge(exoa, exob), covar);
}
}
} else {
// This code estimates the new coefficients from simulated data from the old model.
DataSet dataSet = im.simulateData(1000, false);
TetradMatrix _dataSet = dataSet.getDoubleData();
_dataSet = DataUtils.standardizeData(_dataSet);
DataSet dataSetStandardized = ColtDataSet.makeData(dataSet.getVariables(), _dataSet);
SemEstimator estimator = new SemEstimator(dataSetStandardized, im.getSemPm());
SemIm imStandardized = estimator.estimate();
edgeParameters = new HashMap<Edge, Double>();
for (Parameter parameter : imStandardized.getSemPm().getParameters()) {
if (parameter.getType() == ParamType.COEF) {
Node a = parameter.getNodeA();
Node b = parameter.getNodeB();
double coef = imStandardized.getEdgeCoef(a, b);
edgeParameters.put(Edges.directedEdge(a, b), coef);
} else if (parameter.getType() == ParamType.COVAR) {
Node a = parameter.getNodeA();
Node b = parameter.getNodeB();
Node exoa = semGraph.getExogenous(a);
Node exob = semGraph.getExogenous(b);
double covar = -im.getErrCovar(a, b) / Math.sqrt(im.getErrVar(a) * im.getErrVar(b));
edgeParameters.put(Edges.bidirectedEdge(exoa, exob), covar);
}
}
}
this.measuredNodes = Collections.unmodifiableList(semPm.getMeasuredNodes());
}
private String compileReport() {
StringBuilder builder = new StringBuilder();
builder.append("Datset\tFrom\tTo\tType\tValue\tSE\tT\tP");
java.util.List<SemEstimator> estimators = wrapper.getMultipleResultList();
for (int i = 0; i < estimators.size(); i++) {
SemEstimator estimator = estimators.get(i);
SemIm estSem = estimator.getEstimatedSem();
String dataName = estimator.getDataSet().getName();
for (Parameter parameter : estSem.getFreeParameters()) {
builder.append("\n");
builder.append(dataName + "\t");
builder.append(parameter.getNodeA() + "\t");
builder.append(parameter.getNodeB() + "\t");
builder.append(typeString(parameter) + "\t");
builder.append(asString(paramValue(estSem, parameter)) + "\t");
/*
Maximum number of free parameters for which statistics will be
calculated. (Calculating standard errors is high complexity.) Set this to
zero to turn off statistics calculations (which can be problematic
sometimes).
*/
int maxFreeParamsForStatistics = 200;
builder.append(
asString(estSem.getStandardError(parameter, maxFreeParamsForStatistics)) + "\t");
builder.append(asString(estSem.getTValue(parameter, maxFreeParamsForStatistics)) + "\t");
builder.append(asString(estSem.getPValue(parameter, maxFreeParamsForStatistics)) + "\t");
}
List<Node> nodes = estSem.getVariableNodes();
for (int j = 0; j < nodes.size(); j++) {
Node node = nodes.get(j);
int n = estSem.getSampleSize();
int df = n - 1;
double mean = estSem.getMean(node);
double stdDev = estSem.getMeanStdDev(node);
double stdErr = stdDev / Math.sqrt(n);
double tValue = mean / stdErr;
double p = 2.0 * (1.0 - ProbUtils.tCdf(Math.abs(tValue), df));
builder.append("\n");
builder.append(dataName + "\t");
builder.append(nodes.get(j) + "\t");
builder.append(nodes.get(j) + "\t");
builder.append("Mean" + "\t");
builder.append(asString(mean) + "\t");
builder.append(asString(stdErr) + "\t");
builder.append(asString(tValue) + "\t");
builder.append(asString(p) + "\t");
}
}
return builder.toString();
}