parameters estimates correlation matrix

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Emma

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Sep 16, 2019, 5:51:45 PM9/16/19
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I have a small question about the parameters estimated correlation matrix. I understand the vcov() returns the covariance matrix between parameter estimates, is there any way we can get the correlation matrix instead? Like the Tech 3 output in Mplus?

Thank you in advance for any help!

balal izanloo

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Sep 16, 2019, 11:38:34 PM9/16/19
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Hi

I think with the use of 'lavinspect' function and 'vcov.std.all' option in it. you can reach to the correlation matrix between parameters estimates. HTH
 


On Tue, Sep 17, 2019, 02:21 Emma <echo....@gmail.com> wrote:
I have a small question about the parameters estimated correlation matrix. I understand the vcov() returns the covariance matrix between parameter estimates, is there any way we can get the correlation matrix instead? Like the Tech 3 output in Mplus?

Thank you in advance for any help!

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Terrence Jorgensen

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Sep 17, 2019, 5:37:42 AM9/17/19
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I think with the use of 'lavinspect' function and 'vcov.std.all' option in it. you can reach to the correlation matrix between parameters estimates. 

That option still provides an asymptotic covariance matrix, but among the standardized parameters.  To get the correlation matrix of the unstandardized parameters, just transform the covariance matrix using the cov2cor() utility.

example(cfa)
cov2cor
(vcov(fit))

Terrence D. Jorgensen
Assistant Professor, Methods and Statistics
Research Institute for Child Development and Education, the University of Amsterdam

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