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Introduction

This article is part of a series of articles to demonstrate how to use semeqmodels to identify models empirically equivalent to a target model, called the original model.

NOTE: To make articles in this series self-contained, some sections are repeated across articles.

Scope

A simple mediation model will be used as an example. This model is trivial, but is simple enough to illustrate how to use semeqmodels.

Original Model

Suppose this is the original model we fitted to the dataset data_test_3obvs (installed with the package):

library(semeqmodels)
round(head(data_test_3obvs), 2)
#>      fm    fy   fx
#> 1  0.75 -0.84 2.69
#> 2 -0.78 -0.64 0.33
#> 3 -0.31  0.41 0.12
#> 4 -0.33 -0.82 0.62
#> 5  0.42 -0.59 0.62
#> 6  0.98  0.97 0.13
Simple Mediation Model

Simple Mediation Model

This is the model:

mod <-
"
fm ~ fx
fy ~ fm + fx
"

This is the lavaan results for the model:

library(lavaan)
fit <- sem(
  model = mod,
  data = data_test_3obvs,
  fixed.x = FALSE
)
fit
#> lavaan 0.7-2.3166 ended normally after 1 iteration
#> 
#>   Estimator                                         ML
#>   Optimization method                           NLMINB
#>   Number of model parameters                         6
#> 
#>   Number of observations                           200
#> 
#> Model Test User Model:
#>                                                       
#>   Test statistic                                 0.000
#>   Degrees of freedom                                 0
#>                                                       
#>   Browne's residual (NT model-based) test             
#>   Test statistic                                -0.000
#>   Degrees of freedom                                 0

NOTE: For now, semeqmodels only supports models fitted with fixed.x = FALSE, such that all observed variables can be freely changed.

This model is a saturated model, with model df equals zero. Therefore, all empirically equivalent models will also be saturated because they will also have zero df.

Empirical Equivalence

Suppose we would like to find some models that are empirically equivalent to this model:

In this package, two models are defined to be empirically equivalent if the following conditions are met:

  • They have the same model degrees of freedom.

  • Their absolute differences on selected fit measures are equal to or smaller than a user-defined tolerance.

See this section on a discussion of equivalence

We will start the demonstration using model χ2\chi^2, with a tolerance of 0.00001.

Generating Empirically Equivalent Models

To generate models that are empirically equivalent to a fitted model, we can simply call eq_models() and set original_model to the output of lavaan:

library(semeqmodels)
out <- eq_models(
  original_model = fit
)

The search can be customized if necessary. Please refer to the help page of eq_models() for available options.

This is the text output:

out
#> 
#> Number of models: 13
#> 
#> The models:
#> 
#>    Model   
#> 1  0e2f16c3
#> 2  08abece1
#> 3  3e72d53b
#> 4  da6c9353
#> 5  8f9f269c
#> 6  2251354d
#> 7  85214c93
#> 8  53162624
#> 9  ffd41199
#> 10 efd952f3
#> 11 cf9c713d
#> 12 63cacac9
#> 13 50dce357 
#> 
#> NOTE: 'default' names are used. Call 'print()' and add 'names_to_use =
#> "long"' to use the long descriptive names, if available, for the
#> models.

The default names are generated to uniquely identify the models. Treat them as identification numbers. They are useful IDs because they are short. However, it is much easier to examine the models by drawing them.

The function eq_chisq() can be used to extract the model χ2\chi^2s, to verify that they have model χ2\chi^2s close to that of the original model:

eq_chisq(out)
#>     0e2f16c3     08abece1     3e72d53b     da6c9353     8f9f269c     2251354d 
#> 0.000000e+00 0.000000e+00 0.000000e+00 0.000000e+00 0.000000e+00 0.000000e+00 
#>     85214c93     53162624     ffd41199     efd952f3     cf9c713d     63cacac9 
#> 0.000000e+00 8.881784e-14 8.881784e-14 0.000000e+00 0.000000e+00 8.881784e-14 
#>     50dce357 
#> 8.881784e-14
fitMeasures(fit, "chisq")
#> chisq 
#>     0

These models also have model degrees of freedom equal to that of the original model:

eq_df(out)
#> 0e2f16c3 08abece1 3e72d53b da6c9353 8f9f269c 2251354d 85214c93 53162624 
#>        0        0        0        0        0        0        0        0 
#> ffd41199 efd952f3 cf9c713d 63cacac9 50dce357 
#>        0        0        0        0        0

Drawing the Models

To draw the models, the function partables_plots() can be used. It uses the function semPlot::semPaths() from the semPlot package to draw the model. Therefore, basic knowledge of semPlot::semPaths() is required.

To draw the model, we need a common layout in the form of a matrix of names:

# Set the layout of the plots
m <- matrix(
  c(  NA, "fm",   NA,
    "fx",   NA, "fy"),
  nrow = 2,
  ncol = 3,
  byrow = TRUE)
m
#>      [,1] [,2] [,3]
#> [1,] NA   "fm" NA  
#> [2,] "fx" NA   "fy"

We can then generate the plots:

p <- partables_plots(
  out,
  original_model = fit,
  layout = m,
  label.cex = 1.5,
  sizeMan = 11,
  edge.width = 5,
  asize = 5
)

We can then call plot() to plot the models. By default, they will be drawn one by one. To draw them in a grid, use the arguments ncol and nrow:

plot(
  p,
  ncol = 5,
  nrow = 3,
  title_adj = 2
)
Empirically Equivalent Models

Empirically Equivalent Models

The model labeled Original is the original model. The other models are empirically equivalent to this model in this dataset.

By default:

  • Paths or covariances different from the original model are colored.

  • Covariances are displayed using curves.

There are other ways to customize how the models are drawn. Please refer to the help page for plot.partables_plots().

Filter the Models

The package semeqmodels has functions for selecting models, listed here. They can also be used to filter the output of partables_plot(). Some of them are demonstrated below.

fx Must Not Be a DV (y-variables)

Suppose that we have reasons to argue that fx cannot be an outcome of any other variables in the model. For example, fx is measured one month before the other variables.

We can use must_not_be_y() to specify variables that cannot be a “DV.”

p1 <- p |>
  must_not_be_y(
    vars = "fx"
  )
plot(
  p1,
  ncol = 5,
  nrow = 2,
  title_adj = 2
)
fx Must Not Be a y-Variable

fx Must Not Be a y-Variable

Note: A variable is a “DV” if it appears as the outcome of at least one other variable. Therefore, a mediator is also a DV.

fy Must Be a DV (y-variables)

Suppose that we have reasons to argue that fy must be an outcome of at least one other variable.

We can use must_be_y() to specify variables that must be a “DV.”

p2 <- p |>
  must_be_y(
    vars = "fy"
  )
plot(
  p2,
  ncol = 5,
  nrow = 2,
  title_adj = 2
)
fy Must Be a y-Variable

fy Must Be a y-Variable

Must Not Have Any Paths from fy to fx

Suppose that, theoretically, fy cannot have any effect on fx, directly or indirectly. We can use must_not_have_paths().

p3 <- p |>
  must_not_have_paths(
    y_on_x = "fx ~ fy"
  )
plot(
  p3,
  ncol = 5,
  nrow = 2,
  title_adj = 2
)
No Paths from fy to fx

No Paths from fy to fx

Chaining the Selections

The selectors can be chained together using |>.

p5 <- p |>
  must_have_paths(
    y_on_x = "fy ~ fx"
  ) |>
  must_not_be_y(
    vars = "fx"
  )
plot(
  p5,
  ncol = 5,
  nrow = 1,
  title_adj = 2
)
Chained Filter

Chained Filter

Final Remarks

There are many other ways to customize the search and the plots. Please refer to the corresponding help pages for details.

Demonstrations of other models and cases can be found in the other demonstration articles

Equivalence-In-Principle and Empirical Equivalence

The concept of mathematical equivalence models, or two models being equivalent in principle (Lee & Hershberger, 1990), has a long history in the literature on structural equation modeling Williams (2012). Two models are considered to be mathematically equivalent if they necessarily imply the same covariance matrix regardless of the data. There are methods to generate them and tools to generate them automatically (e.g., Lee & Hershberger, 1990).

Our definition of empirical equivalence is similar to empirical occurrence of equivalence (EOE, Lee & Hershberger, 1990). However, we include the requirement of equal degrees of freedom: two models must also be equal in parsimony. We also allow for the possibility of using any fit measures deemed appropriate (e.g., CFI, RMSEA), and also the use of tolerance values that are appropriate for a situation.

Although our focus is on empirical equivalence, two models that are mathematically equivalent in the conventional sense are necessarily empirically equivalent. Note that the reverse is not true: two models that are empirically equivalent are not necessarily mathematically equivalent.

Nevertheless, when the tolerance is set to be very small, the models identified, though not necessarily, are likely to be mathematically equivalent. Therefore, the package can also be used to identify models that are likely mathematically equivalent.

Reference(s)

Lee, S., & Hershberger, S. (1990). A simple rule for generating equivalent models in covariance structure modeling. Multivariate Behavioral Research, 25(3), 313–334. https://doi.org/10.1207/s15327906mbr2503_4
MacCallum, R. C., Wegener, D. T., Uchino, B. N., & Fabrigar, L. R. (1993). The problem of equivalent models in applications of covariance structure analysis. Psychological Bulletin, 114(1), 185–199. https://doi.org/10.1037/0033-2909.114.1.185
Williams, L. J. (2012). Equivalent models: Concepts, problems, alternatives. In R. H. Hoyle (Ed.), Handbook of Structural Equation Modeling. The Guilford Press.