shipley.test {ggm} | R Documentation |
Test of all independencies implied by a given DAG
Description
Computes a simultaneous test of all independence relationships implied by a given Gaussian model defined according to a directed acyclic graph, based on the sample covariance matrix.
Usage
shipley.test(amat, S, n)
Arguments
amat |
a square Boolean matrix, of the same dimension as |
S |
a symmetric positive definite matrix, the sample covariance matrix. |
n |
a positive integer, the sample size. |
Details
The test statistic is where
are the
p-values of tests of conditional independence in the basis set
computed by
basiSet(A)
. The p-values are independent
uniform variables on and the statistic has exactly a
chi square distribution on
degrees of freedom where
is the number of elements of the basis set.
Shipley (2002) calls this test Fisher's C test.
Value
ctest |
Test statistic |
df |
Degrees of freedom. |
pvalue |
The P-value of the test, assuming a two-sided alternative. |
Author(s)
Giovanni M. Marchetti
References
Shipley, B. (2000). A new inferential test for path models based on directed acyclic graphs. Structural Equation Modeling, 7(2), 206–218.
See Also
Examples
## A decomposable model for the mathematics marks data
data(marks)
dag <- DAG(mechanics ~ vectors+algebra, vectors ~ algebra,
statistics ~ algebra+analysis, analysis ~ algebra)
shipley.test(dag, cov(marks), n=88)