This is an extract from the sem help page, which deals with your situation:
S covariance matrix among observed variables; may be input as a symmetric matrix, or as a lower- or upper-triangular matrix. S may also be a raw (i.e., ``uncorrected'') moment matrix — that is, a sum-of-squares-and-products matrix divided by N. This form of input is useful for fitting models with intercepts, in which case the moment matrix should include the mean square and cross-products for a unit variable all of whose entries are 1; of course, the raw mean square for the unit variable is 1. Raw-moment matrices may be computed by raw.moments. On 24/01/07, Daniel Nordlund <[EMAIL PROTECTED]> wrote: > I am trying to work my way through the book "Singer, JD and Willett, JB, > Applied Longitudinal Data Analysis. Oxford University Press, 2003" using R. > I have the SAS code and S-Plus code from the UCLA site (doesn't include > chapter 8 or later problems). In chapter 8, there is a structural > equation/path model which can be specified for the sem package as follows > > S <- cov(al2) #al2 contains the variables alc1, alc2, alc3, and cons > N <- 1122 > > modelA.ram <- specify.model() > f1 -> alc1, NA, 1 > f1 -> alc2, NA, 1 > f1 -> alc3, NA, 1 > f2 -> alc1, NA, 0 > f2 -> alc2, NA, .75 > f2 -> alc3, NA, 1.75 > cons -> f1, p0, 1 > cons -> f2, p1, 1 > alc1 <-> alc1, u1, 1 > alc2 <-> alc2, u2, 1 > alc3 <-> alc3, u3, 1 > cons <-> cons, u4, 1 > f1 <-> f1, s1, 1 > f2 <-> f2, s2, 1 > f1 <-> f2, s3, 1 > > modelA <- sem(modelA.ram, S, N, analytic.gradient=FALSE) > > An equivalent specification in SAS produces the solution presented in the > book. The variable cons is a constant vector of 1's. The problem with the > sem package is that the covariance matrix which includes the variable cons is > singular and sem says so and will not continue. Is there an alternative way > to specify this problem for sem to obtain a solution? If not, is there > another package that would produce a solution? > > Thanks, > > Dan Nordlund > Bothell, WA > > ______________________________________________ > R-help@stat.math.ethz.ch mailing list > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide http://www.R-project.org/posting-guide.html > and provide commented, minimal, self-contained, reproducible code. > -- ================================= David Barron Said Business School University of Oxford Park End Street Oxford OX1 1HP ______________________________________________ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
