% \documentclass[serif]{beamer} % Serif for Computer Modern math font. \documentclass[serif, handout]{beamer} % Handout mode to ignore pause statements \hypersetup{colorlinks,linkcolor=,urlcolor=red} \usefonttheme{serif} % Looks like Computer Modern for non-math text -- nice! \setbeamertemplate{navigation symbols}{} % Suppress navigation symbols % \usetheme{Berlin} % Displays sections on top \usetheme{Frankfurt} % Displays section titles on top: Fairly thin but still swallows some material at bottom of crowded slides %\usetheme{Berkeley} \usepackage[english]{babel} \usepackage{amsmath} % for binom % \usepackage{graphicx} % To include pdf files! % \definecolor{links}{HTML}{2A1B81} % \definecolor{links}{red} \setbeamertemplate{footline}[frame number] \mode \title{Structural Equation Models\footnote{See last slide for copyright information.}} \subtitle{STA431 Spring 2015} \date{} % To suppress date \begin{document} \begin{frame} \titlepage \end{frame} \begin{frame} \frametitle{Structural Equation Models} %\framesubtitle{} \begin{itemize} \item An extension of multiple regression. \pause \item Can incorporate measurement error. \pause \item More than one regression-like equation. \pause \item All the variables are random. \pause \item An independent variable in one equation can be the dependent variable in another equation. \end{itemize} \end{frame} \begin{frame} \frametitle{Measurement Error} %\framesubtitle{} \begin{itemize} \item What you see is not what you really want. \pause \item \emph{Latent variable}: A random variable whose values cannot be directly observed. \pause \item Contrast with \emph{Observable variable}. \pause \item Usually, interest is in relationships between latent variables. \pause \item But all you can see are the observable variables. \end{itemize} \end{frame} \begin{frame} \frametitle{Doubly Labeled Water } \framesubtitle{Participants drink water that is enriched with respect to two isotopes, and urine samples allow the measurement of energy expenditure (Graphics used without permission).} \begin{center} \includegraphics[width=3.8in]{CarrollEtAl} \end{center} \end{frame} \begin{frame} \frametitle{Path diagrams} %\framesubtitle{} \begin{center} \includegraphics[width=3.8in]{PainPath} \end{center} \end{frame} \begin{frame} \frametitle{Comments} %\framesubtitle{} \begin{itemize} \item Latent variables are in ovals, observable variables are in boxes. \item Error terms seem to come from nowhere -- often not shown. \item There is real modeling here. Lots of theoretical input is required. \item These are \emph{causal} models: Models of influence. \item But the data are usually observational. \item Omitted variables can cause problems -- more later. \end{itemize} \end{frame} \begin{frame} \frametitle{Path diagrams correspond to systems of equations} %\framesubtitle{} \begin{columns} \column{0.5\textwidth} \includegraphics[width=2.2in]{PainPath} \column{0.5\textwidth} {\scriptsize \begin{eqnarray*} Y_{i,1} & = & \beta_{0,1} + \beta_1 X_i + \epsilon_{i,1} \\ Y_{i,2} & = & \beta_{0,2} + \beta_2 Y_{i,1} + \epsilon_{i,2} \\ Y_{i,3} & = & \beta_{0,3} + \beta_3 X_i + \beta_4 Y_{i,2} + \epsilon_{i,3} \\ Y_{i,4} & = & \beta_{0,4} + \beta_5 Y_{i,2} + \beta_6 Y_{i,3} + \epsilon_{i,4} \\ D_{i,1} & = & \lambda_{0,1} + \lambda_1 Y_{i,1} + e_{i,1} \\ D_{i,2} & = & \lambda_{0,2} + \lambda_2 X_i + e_{i,2} \\ D_{i,3} & = & \lambda_{0,3} + \lambda_3 Y_{i,2} + e_{i,3} \\ D_{i,4} & = & \lambda_{0,4} + \lambda_4 Y_{i,3} + e_{i,4} \\ D_{i,5} & = & \lambda_{0,5} + \lambda_2 X_i + e_{i,5} \\ D_{i,6} & = & \lambda_{0,6} + \lambda_5 Y_{i,4} + e_{i,6} \\ \end{eqnarray*} } % End size \end{columns} \pause Multivariate normal model is standard. \end{frame} \begin{frame} \frametitle{Regression with observable variables} %\framesubtitle{} \begin{displaymath} Y_i = \beta_0 + \beta_1 X_{i,1} + \beta_2 X_{i,2} + \beta_3 X_{i,3} + \epsilon_i \end{displaymath} \vspace{4mm} \begin{center} \includegraphics[width=3.5in]{RegressionPath} \end{center} \end{frame} \section{Background} \begin{frame} \frametitle{Tools} %\framesubtitle{} \begin{itemize} \item Scalar variance-covariance calculations \pause \item Matrices \pause \item Random vectors \pause \item Multivariate normal \pause \item Maximum likelihood \pause \item A little large-sample theory \pause \item SAS \end{itemize} \end{frame} %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% \begin{frame} \frametitle{Copyright Information} This slide show was prepared by \href{http://www.utstat.toronto.edu/~brunner}{Jerry Brunner}, Department of Statistical Sciences, University of Toronto. Except for the picture taken from Carroll et al.'s \emph{Measurement error in non-linear models}, it is licensed under a \href{http://creativecommons.org/licenses/by-sa/3.0/deed.en_US} {Creative Commons Attribution - ShareAlike 3.0 Unported License}. Use any part of it as you like and share the result freely. The \LaTeX~source code is available from the course website: \vspace{3mm} \href{http://www.utstat.toronto.edu/~brunner/oldclass/431s15} {\small\texttt{http://www.utstat.toronto.edu/$^\sim$brunner/oldclass/431s15}} \end{frame} \end{document} %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% {\LARGE \begin{displaymath} \end{displaymath} } \begin{frame} \frametitle{} %\framesubtitle{} \begin{itemize} \item \item \item \end{itemize} \end{frame} %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%