Two-stage measurement error
Usage
measurement.error(
model1,
formula,
data = parent.frame(),
predictfun = function(mu, var, data, ...) mu[, 1]^2 + var[1],
id1,
id2,
...
)Examples
m <- lvm(c(y1,y2,y3)~u,c(y3,y4,y5)~v,u~~v,c(u,v)~x)
transform(m,u2~u) <- function(x) x^2
transform(m,uv~u+v) <- prod
regression(m) <- z~u2+u+v+uv+x
set.seed(1)
d <- sim(m,1000,p=c("u,u"=1))
## Stage 1
m1 <- lvm(c(y1[0:s],y2[0:s],y3[0:s])~1*u,c(y3[0:s],y4[0:s],y5[0:s])~1*v,u~b*x,u~~v)
latent(m1) <- ~u+v
e1 <- estimate(m1,d)
pp <- function(mu,var,data,...) {
cbind(u=mu[,"u"],u2=mu[,"u"]^2+var["u","u"],
v=mu[,"v"],uv=mu[,"u"]*mu[,"v"]+var["u","v"])
}
(e <- measurement.error(e1, z~1+x, data=d, predictfun=pp))
#> Estimate Std.Err 2.5% 97.5% P-value
#> (Intercept) 0.1358 0.1185 -0.09636 0.368 2.516e-01
#> x 1.1287 0.1181 0.89722 1.360 1.210e-21
#> u 0.9437 0.1217 0.70518 1.182 8.900e-15
#> u2 0.9374 0.0965 0.74830 1.127 2.615e-22
#> v 1.1385 0.1010 0.94056 1.336 1.746e-29
#> uv 1.0375 0.1079 0.82608 1.249 6.807e-22
## uu <- seq(-1,1,length.out=100)
## pp <- estimate(e,function(p,...) p["(Intercept)"]+p["u"]*uu+p["u2"]*uu^2)$coefmat
if (interactive()) {
plot(e,intercept=TRUE,line=0)
dev.off()
f <- function(p) p[1]+p["u"]*u+p["u2"]*u^2
u <- seq(-1,1,length.out=100)
plot(e, f, data=data.frame(u), ylim=c(-.5,2.5))
}