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#
# Copyright 2007-2019 by the individuals mentioned in the source code history
#
# Licensed under the Apache License, Version 2.0 (the "License");
# you may not use this file except in compliance with the License.
# You may obtain a copy of the License at
#
# http://www.apache.org/licenses/LICENSE-2.0
#
# Unless required by applicable law or agreed to in writing, software
# distributed under the License is distributed on an "AS IS" BASIS,
# WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
# See the License for the specific language governing permissions and
# limitations under the License.
#
# OpenMx Ordinal Data Example
# Revision history:
# Michael Neale 14 Aug 2010
#
# Step 1: load libraries
require(OpenMx)
#
# Step 2: set up simulation parameters
# Note: nVariables>=3, nThresholds>=1, nSubjects>=nVariables*nThresholds (maybe more)
# and model should be identified
#
nVariables<-3
nFactors<-1
nThresholds<-3
nSubjects<-500
isIdentified<-function(nVariables,nFactors) as.logical(1+sign((nVariables*(nVariables-1)/2) - nVariables*nFactors + nFactors*(nFactors-1)/2))
# if this function returns FALSE then model is not identified, otherwise it is.
isIdentified(nVariables,nFactors)
loadings <- matrix(.7,nrow=nVariables,ncol=nFactors)
residuals <- 1 - (loadings * loadings)
sigma <- loadings %*% t(loadings) + vec2diag(residuals)
mu <- matrix(0,nrow=nVariables,ncol=1)
# Step 3: simulate multivariate normal data
set.seed(1234)
continuousData <- mvtnorm::rmvnorm(n=nSubjects,mu,sigma)
# Step 4: chop continuous variables into ordinal data
# with nThresholds+1 approximately equal categories, based on 1st variable
quants<-quantile(continuousData[,1], probs = c((1:nThresholds)/(nThresholds+1)))
ordinalData<-matrix(0,nrow=nSubjects,ncol=nVariables)
for(i in 1:nVariables)
{
ordinalData[,i] <- cut(as.vector(continuousData[,i]),c(-Inf,quants,Inf))
}
# Step 5: make the ordinal variables into R factors
ordinalData <- mxFactor(as.data.frame(ordinalData),levels=c(1:(nThresholds+1)))
# Step 6: name the variables
fruitynames<-paste("banana",1:nVariables,sep="")
names(ordinalData)<-fruitynames
# Step 7: estimate the polychorics
#source("polychoricMatrix5.R")
#---------------------------------------------
#
# Copyright 2007-2009 The OpenMx Project
#
# Licensed under the Apache License, Version 2.0 (the "License");
# you may not use this file except in compliance with the License.
# You may obtain a copy of the License at
#
# http://www.apache.org/licenses/LICENSE-2.0
#
# Unless required by applicable law or agreed to in writing, software
# distributed under the License is distributed on an "AS IS" BASIS,
# WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
# See the License for the specific language governing permissions and
# limitations under the License.
require(OpenMx)
#
# Define function for computing polychoric/polyserial/pearson correlations
#
polychoricMatrix <- function(data, useDeviations=TRUE, run=TRUE, tryHard=FALSE) {
nvar <- dim(data)[[2]]
ncontinuous <- 0
nordinal <- 0
nthresh <- vector(mode="integer",nvar)
isord <- vector(mode="logical",nvar)
nameList <- names(data)
ordnameList <- vector(mode="character",nvar)
contnameList <- vector(mode="character",nvar)
# Figure out which variables are ordinal factors
correlationLabels <- matrix(NA,nrow=nvar,ncol=nvar)
for (i in 1:nvar)
{
if (is.factor(data[,i]))
{
nordinal <- nordinal + 1
nthresh[nordinal] <- length(table(data[,i]))-1
# print(nthresh)
# I think we can avoid this
# data[,i] <- mxFactor(data[,i], c(0:nthresh[i]))
ordnameList[nordinal] <- nameList[i]
isord[i] <- TRUE
}
else
{
ncontinuous <- ncontinuous + 1
nthresh[i] <- 0
contnameList[ncontinuous] <- nameList[i]
isord[i] <- FALSE
}
# Label correlation parameters
for (k in 1:nvar)
{
if (i > k) {
correlationLabels[i,k] <- paste("r",i,k)
correlationLabels[k,i] <- paste("r",i,k)
}
}
}
if (nordinal>0) {ordnameList<-ordnameList[1:nordinal]} else {ordnameList <- NULL}
if (ncontinuous>0) {contnameList<-contnameList[1:ncontinuous]} else {contnameList <- NULL}
# Find largest number of thresholds of all the ordinal variables
maxnthresh <- max(nthresh)
# Populate matrix with threshold deviations, starting threshold 1 at -1 and putting maximum at +1
# for efficiency, we could take a better guess to start with
minthresh <- -.5
maxthresh <- .5
# Construct either threshold deviation matrix or threshold direct estimate matrix - as long as there's at least one ordinal variable
if (nordinal > 0)
{
if (useDeviations)
{
thresholdDeviationValues <- matrix(0,nrow=maxnthresh, ncol=nordinal)
thresholdDeviationValues[1,] <- minthresh
thresholdDeviationLbounds <- matrix(nrow=maxnthresh, ncol=nordinal)
thresholdDeviationLabels <- matrix(nrow=maxnthresh, ncol=nordinal)
thresholdDeviationLabels[1,] <- paste("ThresholdDeviation ", 1, 1:nordinal)
thresholdDeviationFree <- matrix(F,nrow=maxnthresh, ncol=nordinal)
thresholdDeviationFree[1,] <- TRUE
iordvar <- 0
for (i in 1:nvar)
{
if (isord[i])
{
iordvar <- iordvar + 1
if(nthresh[iordvar]>1)
{
for (j in 2:nthresh[iordvar])
{
thresholdDeviationValues[j,iordvar] <- (maxthresh - minthresh) / nthresh[iordvar]
thresholdDeviationLbounds[j,iordvar] <- .001
thresholdDeviationLabels[j,iordvar] <- paste("ThresholdDeviation ", j, iordvar)
thresholdDeviationFree[j,iordvar] <- TRUE
}
}
}
}
}
else
{
thresholdDirectEstimatesValues <- matrix(0,nrow=maxnthresh, ncol=nordinal)
thresholdDirectEstimatesLbounds <- matrix(-Inf,nrow=maxnthresh, ncol=nordinal)
thresholdDirectEstimatesLabels <- matrix(nrow=maxnthresh, ncol=nordinal)
thresholdDirectEstimatesFree <- matrix(F,nrow=maxnthresh, ncol=nordinal)
thresholdDirectEstimatesValues[1,] <- minthresh
thresholdDirectEstimatesLabels[1,] <- paste("ThresholdDirectEstimates ", 1, 1:nordinal)
thresholdDirectEstimatesFree[1,] <- TRUE
iordvar <- 0
for (i in 1:nvar)
{
if (isord[i])
{
iordvar <- iordvar + 1
if(nthresh[iordvar]>1)
{
for (j in 2:nthresh[iordvar])
{
thresholdDirectEstimatesValues[j,iordvar] <- minthresh + (j-1) * ((maxthresh - minthresh) / nthresh[iordvar])
thresholdDirectEstimatesLabels[j,iordvar] <- paste("ThresholdDirectEstimate ", j, iordvar)
thresholdDirectEstimatesFree[j,iordvar] <- TRUE
}
}
}
}
}
}
nameList <- names(data)
tnames <- paste("Threshold",1:maxnthresh,sep='')
# Define the model
model <- mxModel('model')
model <- mxModel(model, mxMatrix("Stand", name = "R", nrow = nvar, ncol = nvar, free=TRUE, labels=correlationLabels, lbound=-.999999999, ubound=.999999999, dimnames=list(nameList, nameList)))
model <- mxModel(model, mxMatrix("Full", name = "M", nrow = 1, ncol = nvar, free=!isord, dimnames = list('Mean', nameList)))
model <- mxModel(model, mxMatrix("Diag", name = "StdDev", nrow = nvar, ncol = nvar, free=!isord, values=1, lbound=.01, dimnames=list(nameList, nameList)))
model$expCov <- mxAlgebra(StdDev %&% R, dimnames=list(nameList,nameList))
# Algebra to compute Threshold matrix
if (nordinal > 0)
{
if (useDeviations)
{
# For Multiplication
model <- mxModel(model, mxMatrix("Lower", name="UnitLower", nrow = maxnthresh, ncol = maxnthresh, free=F, values=1))
# Threshold differences:
model <- mxModel(model, mxMatrix("Full", name="thresholdDeviations", nrow = maxnthresh, ncol = nordinal, free=thresholdDeviationFree, values=thresholdDeviationValues, lbound=thresholdDeviationLbounds, labels = thresholdDeviationLabels))
model <- mxModel(model, mxAlgebra(UnitLower %*% thresholdDeviations, dimnames=list(tnames,ordnameList), name="thresholds"))
}
else
{
model <- mxModel(model, mxMatrix("Full", name="thresholds", ncol = nordinal, nrow = maxnthresh, free=thresholdDirectEstimatesFree, values=thresholdDirectEstimatesValues, lbound=thresholdDirectEstimatesLbounds, labels = thresholdDirectEstimatesLabels))
dimnames(model$thresholds)=list(tnames,ordnameList)
}
}
# Define the objective function
if (nordinal > 0)
{
objective <- mxExpectationNormal(covariance="expCov", means="M", thresholds="thresholds", threshnames=ordnameList)
}
else
{
objective <- mxExpectationNormal(covariance="expCov", means="M")
}
# Set up the raw data as an mxData object for analysis
dataMatrix <- mxData(data, type='raw')
# Add the objective function and the data to the model
model <- mxModel(model, objective, mxFitFunctionML(), dataMatrix)
# Run the job
if(run)
{
if(tryHard)
{
model <- mxTryHard(model, unsafe=T)
}else{model <- mxRun(model, unsafe=T)}
# Populate seMatrix for return
seMatrix <- matrix(NA,nvar,nvar)
k<-0
for (i in 1:nvar){
for (j in i:nvar){
if(i != j) {
k <- k+1
seMatrix[i,j] <- model$output$standardErrors[k]
seMatrix[j,i] <- model$output$standardErrors[k]
}
}
}
# Add dimnames to thresholds, which oddly are not in model$thresholds' output
if(nordinal > 0)
{
if(useDeviations)
{
thresholds <- matrix(model$output$algebras$model.thresholds, nrow=maxnthresh, ncol=nordinal, dimnames=list(tnames,ordnameList))
}
else
{
thresholds <- matrix(model$output$matrices$model.thresholds, nrow=maxnthresh, ncol=nordinal, dimnames=list(tnames,ordnameList))
}
}
else
{
thresholds <- NULL
}
}
else
{
# Not running so just create dummy objects for return
seMatrix <- matrix(NA,nvar,nvar)
thresholds <- NULL
}
# Return results
return(list(polychorics=model$expCov$result, thresholds=thresholds, polychoricStandardErrors=seMatrix, Minus2LogLikelihood=model$output$Minus2LogLikelihood, Hessian=model$output$calculatedHessian, estHessian=model$output$estimatedHessian, estimatedModel=model))
}
# Pairwise wrapper function
polypairwise <- function (data, useDeviations=TRUE, printFit=FALSE, tryHard=FALSE, use="any") {
nvar <- dim(data)[[2]]
ncor <- nvar*(nvar-1)/2
pairCorrelationMatrix <- matrix(diag(,nvar),nvar,nvar,dimnames=list(names(data),names(data)))
pairErrorMatrix <- matrix(diag(,nvar),nvar,nvar,dimnames=list(names(data),names(data)))
pairErrors <- matrix(0,ncor,1)
pairCount <- 0
namelist <- NULL
for (var1 in 1:(nvar-1)) {
for (var2 in (var1+1):(nvar)) {
pairCount <- pairCount + 1
cat(c("\n\n",pairCount,names(data)[var1],names(data)[var2]))
if (use=="complete.obs")
{
tempData <- data[complete.cases(data[,c(var1,var2)]),c(var1,var2)]
}
else
{
tempData <- data[,c(var1,var2)]
}
tempResult <- polychoricMatrix(tempData, useDeviations)
pairCorrelationMatrix[var1,var2] <- tempResult$polychorics[2,1]
pairCorrelationMatrix[var2,var1] <- pairCorrelationMatrix[var1,var2]
pairErrors[pairCount] <- tempResult$polychoricStandardErrors[2,1]
pairErrorMatrix[var1,var2] <- tempResult$polychoricStandardErrors[2,1]
pairErrorMatrix[var2,var1] <- pairErrorMatrix[var1,var2]
namelist <- c(namelist,paste(names(data[var1]),names(data[var2]),sep="-"))
# If the variables are both ordinal, figure out -2lnL for all proportions
sumres <- summary(tempResult$estimatedModel)
nCells <- length(table(data[,c(var1,var2)]))
df <- nCells-sumres$estimatedParameters-1
diffchi <- NA
pval <- NA
if (is.factor(data[,var1]) && is.factor(data[,var2]))
{
tabmatrix <- as.matrix(table(data[,c(var1,var2)],useNA='no'))
proportions <- tabmatrix/sum(tabmatrix)
logliks <- (log(proportions)*tabmatrix)
minus2SatLogLik <- -2*sum(logliks[!is.na(logliks)])
diffchi <- sumres$Minus2LogLikelihood - minus2SatLogLik
pval <- ifelse(df<1,NA,pchisq(diffchi, df, lower.tail=F))
if(printFit){
cat(paste("\n -2 times saturated log-likelihood", minus2SatLogLik ))
cat(paste("\n -2 times fitted log-likelihood", sumres$Minus2LogLikelihood))
cat(paste("\n Difference in -2lnL units", diffchi))
cat(paste("\n Number of parameters of fitted model",sumres$estimatedParameters))
cat(paste("\n Number of cells of contingency table =",nCells))
cat(paste("\n Effective number of degrees of freedom", (df)))
cat(paste("\n p-value", pval))
cat(paste("\n N = ", sum(tabmatrix)))
cat("\n\n")
}
}else{minus2SatLogLik<-NA; diffchi<-NA; pval<-NA}
}
}
dimnames(pairErrors) <- list(namelist,"est(SE)")
return(list(R=pairCorrelationMatrix,SE=pairErrors,SEMatrix=pairErrorMatrix,ChiSq=diffchi,nParameters=sumres$estimatedParameters,nCells=nCells,df=df,pValue=pval,saturated=minus2SatLogLik))
}
# Pairwise wrapper function
polytriowise <- function (data, useDeviations=TRUE, printFit=FALSE, use="any") {
nvar <- dim(data)[[2]]
if(nvar < 3) stop("Must have at least three variables for trio-wise polychorics")
ncor <- nvar*(nvar-1)/2
pairCorrelationMatrix <- matrix(NA,nvar,nvar,dimnames=list(names(data),names(data)))
diag(pairCorrelationMatrix) <- 1
pairErrorMatrix <- matrix(diag(,nvar),nvar,nvar,dimnames=list(names(data),names(data)))
pairErrors <- matrix(0,ncor,1)
pairCount <- 0
namelist <- NULL
for (var1 in 1:(nvar2-1)) {
for (var2 in (var1+1):(nvar2)) {
pairCount <- pairCount + 1
cat(c("\n\n",pairCount,names(data)[var1],names(data)[var2]))
if (use=="complete.obs")
{
tempData <- cbind(mustHaveData,data[complete.cases(data[,c(var1,var2)]),c(var1,var2)])
}
else
{
tempData <- cbind(mustHaveData,data[,c(var1,var2)])
}
tempResult <- polychoricMatrix(tempData, useDeviations)
pairCorrelationMatrix[var1,var2] <- tempResult$polychorics[2,1]
pairCorrelationMatrix[var2,var1] <- pairCorrelationMatrix[var1,var2]
pairErrors[pairCount] <- tempResult$polychoricStandardErrors[2,1]
pairErrorMatrix[var1,var2] <- tempResult$polychoricStandardErrors[2,1]
pairErrorMatrix[var2,var1] <- pairErrorMatrix[var1,var2]
namelist <- c(namelist,paste(names(data[var1]),names(data[var2]),sep="-"))
# If the variables are both ordinal, figure out -2lnL for all proportions
if (is.factor(data[,var1]) && is.factor(data[,var2]))
{
tabmatrix <- as.matrix(table(data[,c(var1,var2)],useNA='no'))
proportions <- tabmatrix/sum(tabmatrix)
logliks <- (log(proportions)*tabmatrix)
if(printFit){
cat(paste("\n -2 times saturated log-likelihood", minus2SatLogLik <- -2*sum(logliks[!is.na(logliks)])))
sumres <- summary(tempResult$estimatedModel)
cat(paste("\n -2 times fitted log-likelihood", sumres$Minus2LogLikelihood))
cat(paste("\n Difference in -2lnL units", diffchi <- sumres$Minus2LogLikelihood - minus2SatLogLik))
cat(paste("\n Number of parameters of fitted model",sumres$estimatedParameters))
cat(paste("\n Number of cells of contingency table =",nCells <- length(table(data[,c(var1,var2)]))))
cat(paste("\n Effective number of degrees of freedom", (df <- nCells-sumres$estimatedParameters-1)))
cat(paste("\n p-value", pchisq(diffchi, df, lower.tail=F)))
cat(paste("\n N = ", sum(tabmatrix)))
cat("\n\n")
}
}
}
}
# dimnames(pairErrors) <- list(namelist,"est(SE)")
return(list(R=pairCorrelationMatrix,SE=pairErrors,SEMatrix=pairErrorMatrix))
}
#---------------------------------------------
corrs <- polypairwise(ordinalData)
# Step 9: Confirm results
omxCheckCloseEnough(corrs$ChiSq, 2.80837, .01)
omxCheckCloseEnough(corrs$R[1,2], 0.4814827, .001)
omxCheckCloseEnough(corrs$R[1,3], 0.3947555, .001)
omxCheckCloseEnough(corrs$R[2,3], 0.5240335, .001)
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