Estimate Variance Components with Restricted (Residual) Maximum
Likelihood Estimation
Meta-Analysis using Structural Equation Modeling
Selected effect sizes from Cooper et al. (2003)
Create a Block Diagonal Matrix
Create an F matrix to select observed variables
Matrix Diagonals
Studies on Students' School Engagement and Achievement Reported
by Roorda et al. (2011)
Convert lavaan
models to RAM models
Display the Pattern of Missing Data of a List of Square Matrices
Estimate Variance Components in Three-Level Univariate
Meta-Analysis with Restricted (Residual) Maximum
Likelihood Estimation
Conduct a Correlation/Covariance Structure Analysis with WLS
Display the Accumulative Sample Sizes for the Covariance Matrix
Convert a Matrix into a Block Diagonal Matrix
Dataset on the Effectiveness of the BCG Vaccine for Preventing Tuberculosis
Print Methods for tssem1FEM
, tssem1FEM.cluster
,
tssem1REM
, wls
, meta
, meta3X
and reml
Objects
First Stage of the Two-Stage Structural Equation Modeling (TSSEM)
Forty-four Studies from Cheung (2013)
Five Published Trails from Berkey et al. (1998)
Six Studies of Correlation Matrices reported by Becker (1992; 1995)
Eight studies from Mak et al. (2009)
Simulated Effect Sizes Reported by Hox (2002)
Fourteen Studies of Correlation Matrices reported by Hunter (1983)
Convert a Vector into a Symmetric Matrix
Test Positive Definiteness of a List of Square Matrices
Create a Vector into MxMatrix-class
Data Set from ISSP (2005)
Three-Level Univariate Meta-Analysis with Maximum Likelihood Estimation
Plot method for meta objects
Rerun models via mxTryHard()
Effects of Open Education Reported by Hedges and Olkin (1985)
Five Studies of Ten Correlation Matrices reported by Becker and
Schram (1994)
Fifty Studies of Correlation Matrices used in Cheung and Chan (2000)
Convert metaSEM
objects into semPlotModel
objects for plotting
Studies on Sex Differences in Conformity Reported by Becker (1983)
Compute Asymptotic Covariance Matrix of a Correlation/Covariance Matrix
Ten Studies of Correlation Matrices used by Becker (2009)
Create a Block Diagonal Matrix by Repeating the Input
Compare Nested Models with Likelihood Ratio Statistic
Convert a Matrix into MxMatrix-class
Extract Covariance Matrix Parameter Estimates from Various Objects
Forty-four Covariance Matrices on Life Satisfaction, Job Satisfaction, and Job Autonomy
Test the Homogeneity of Effect Sizes
Data Set from Cheung and Chan (2005; 2009)
Univariate and Multivariate Meta-Analysis with Maximum
Likelihood Estimation
Extract Parameter Estimates from tssem1FEM, tssem1FEM.cluster,
tssem1REM, wls, wls.cluster, meta, meta3X, reml and MxRAMModel Objects
Summary Method for tssem1, wls, meta and meta3X Objects
A Data Set from TSSEM User's Guide Version 1.11 by Cheung (2009)
Multivariate effect sizes between classroom management
self-efficacy (CMSE) and other variables reported by Aloe et al. (2014)
Estimate the asymptotic covariance matrix of standardized or unstandardized indirect and direct effects
Studies on the Hospital Anxiety and Depression Scale Reported by Norton et al. (2013)
Convert a List of Symmetric Matrices into a Stacked Matrix
A Dataset from Bornmann et al. (2007)
Read External Correlation/Covariance Matrices
Dataset from Jaramillo, Mulki & Marshall (2005)
Factor Correlation Matrices of Big Five Model from Digman (1997)