Path Analysis, Simple and Under Collinearity

Function to perform the simple path analysis and the path analysis under collinearity (sometimes called ridge path analysis). It computes the direct (diagonal) and indirect (off-diagonal) effects of each explanatory variable over a response one.

pathanalysis(corMatrix, resp.col, collinearity = FALSE)

Arguments

corMatrix	a correlation matrix.
resp.col	an integer value indicating the column in corMatrix that corresponds to the response variable.
collinearity	logical; if TRUE, an external interactive display is used to pass a value, say k, at which to evaluate the system: (X'X + Ik)B = X'Y, being X'X the correlation matrix between explanatory variables, X'Y the correlation vector between all explanatory variables and the response variable, B is the vector of path coefficients and k is a value between 0 and 1; default is FALSE, i.e., k = 0.

Value

A list of

coef

a matrix containing the direct (diagonal) and indirect (off-diagonal) effects of each variable.

Rsq

the coefficient of determination.

ResidualEffect

the residual effect.

VIF

a vector containing the variance inflation factors.

CN

the condition number.

Side Effects

If collinearity = TRUE, an interactive graphic is displayed for dealing with collinearity.

References

Carvalho, S.P. (1995) Metodos alternativos de estimacao de coeficientes de trilha e indices de selecao, sob multicolinearidade. Ph.D. Thesis, Federal University of Vicosa (UFV), Vicosa, MG, Brazil.

Author

Anderson Rodrigo da Silva <anderson.agro@hotmail.com>

Examples

data(peppercorr)
pathanalysis(peppercorr, 6, collinearity = FALSE)
#> 
#>           Path Analysis 
#>  
#> Direct (diagonal) and indirect (off-diagonal) effects 
#>              PL            FL          LFD          PT       AFW
#> PL  -0.19371075 -0.1005548834 -0.860770578 -0.23486827 0.9336045
#> FL  -0.03337636 -0.5836035019 -0.001801935 -0.05495057 0.1931324
#> LFD -0.12029438 -0.0007586846 -1.386103991 -0.45675557 1.2204126
#> PT  -0.06764379 -0.0476804061 -0.941303220 -0.67258956 1.0203170
#> AFW -0.13765086 -0.0857897148 -1.287551997 -0.52233305 1.3138256
#> --- 
#> R-squared: 0.9309396 
#> Residual effect: 0.2627935 
#> k-value (for collinearity): 0 
#> 
#>           Collinearity diagnostics 
#> 
#> VIF:  2.749908 1.204415 9.470118 3.519099 19.11027 
#> Condition number:  88.85724 
#> Determinant of X'X:  0.01590252 

# End (not run)