# Run this if you have not yet installed INLAvaan
install.packages("pak")
pak::pak("haziqj/INLAvaan")
# Load all libraries for this example
library(INLAvaan)
library(tidyverse)
library(lavaan)
SEMs are ubiquitous in the social sciences, psychology, ecology, and other fields. The INLAvaan package provides a user-friendly interface for fitting Bayesian SEMs using Integrated Nested Laplace Approximations (INLA, Rue, Martino, and Chopin 2009). This vignette will guide you through the basics of using INLAvaan to fit a simple SEM. Before we begin make sure you have installed the INLAvaan package from GitHub by running the commands below.
# Run this if you have not yet installed INLAvaan
install.packages("pak")
pak::pak("haziqj/INLAvaan")
# Load all libraries for this example
library(INLAvaan)
library(tidyverse)
library(lavaan)To motivate the use of SEMs, consider the introductory example in Song and Lee (2012): Does poorer glycemic control lead to greater severity of kidney disease? We observe three indicators of glycemic control (y1, y2, y3) and three indicators of kidney disease severity (y4, y5, y6).
Rather than fitting separate regression models for each indicator, SEM allows us to model the relationship between the latent constructs themselves, providing a clearer and more coherent representation of the underlying processes. The hypothesised SEM is illustrated by the figure below:
For the two-factor SEM we described above, it is easy to simulate some data using the {lavaan} package to do so. The code is below:
pop_mod <- "
eta1 =~ 1*y1 + 0.8*y2 + 0.6*y3
eta2 =~ 1*y4 + 0.8*y5 + 0.6*y6
eta2 ~ 0.3*eta1
# Variances
y1 ~~ 0.5*y1
y2 ~~ 0.5*y2
y3 ~~ 0.5*y3
y4 ~~ 0.5*y4
y5 ~~ 0.5*y5
y6 ~~ 0.5*y6
eta1 ~~ 1*eta1
eta2 ~~ 1*eta2
"
set.seed(123)
dat <- lavaan::simulateData(pop_mod, sample.nobs = 1000)
glimpse(dat)
#> Rows: 1,000
#> Columns: 6
#> $ y1 <dbl> 1.3553812, 1.2491413, -1.0298343, -0.7581376, 1.0817937, -1.0674518…
#> $ y2 <dbl> 0.64132925, 0.78172814, -1.47197948, 1.06996873, 2.02766977, -2.639…
#> $ y3 <dbl> 0.93189498, 0.12450436, -0.56220211, -0.02451053, 1.55008069, -2.03…
#> $ y4 <dbl> -0.34532603, 0.01070772, -2.19353061, 0.51641342, -1.00210414, -0.9…
#> $ y5 <dbl> 0.1315910, -0.4638141, -0.1083039, -0.3336021, -3.1807809, -0.62733…
#> $ y6 <dbl> 0.0328595105, -0.9170345324, -1.2160361699, -0.9273406676, -0.02371…From the code above, note the true values of the parameters, including the factor loadings Λ, regression coefficient β between the two latent variables, as well as the residual and latent variances Θ and Ψ respectively.
Now that we have simulated some data, we can fit the SEM using INLAvaan. The model syntax is similar to that of {lavaan}, making it easy to specify the model. For further details on the model syntax, refer to the lavaan website. {INLAvaan} provides mirror functions for the main model fitting functions in {lavaan}:
acfa() mirrors lavaan::cfa() for confirmatory factor analysis; andasem() mirrors lavaan::sem() for structural equation models;agrowth() mirrors lavaan::growth() for latent growth curve models.The code to fit the SEM model is below:
mod <- "
eta1 =~ y1 + y2 + y3
eta2 =~ y4 + y5 + y6
eta2 ~ eta1
"
fit <- asem(mod, dat)
#> ℹ Finding posterior mode.
#> ✔ Finding posterior mode. [19ms]
#>
#> ℹ Computing the Hessian.
#> ✔ Computing the Hessian. [33ms]
#>
#> ℹ Performing VB correction.
#> ✔ VB correction; mean |δ| = 0.003σ. [36ms]
#>
#> ⠙ Fitting skew normal to 0/13 marginals.
#> ✔ Fitting skew normal to 13/13 marginals. [107ms]
#>
#> ⠙ Computing ppp and DIC.
#> ✔ Computing ppp and DIC. [101ms]
#> {INLAvaan} computes an approximation to the posterior density by way of a Laplace approximation (Tierney, Kass, and Kadane 1989). The joint mode and the Hessian needs to be computed, which gives a Gaussian distribution for the joint posterior of the parameters. The default method for optimisation is stats::nlminb(), but other optimisers can be used by specifying optim_method = "ucminf" for the {ucminf} package or optim_method = "optim" to call the stats::optim() function with method "BFGS".
From this, marginal posterior distributions for each parameter can be obtained by one of several ways, including 1) Skew normal fitting (marginal_method = "skewnorm", the default method, see Chiuchiolo, Van Niekerk, and Rue 2023); 2) Two-piece asymmetric Gaussian fitting (marginal_method = "asymgaus", see Martins et al. 2013); 3) Direct marginalisation of the joint Gaussian posterior (marginal_method = "marggaus"); and 4) Sampling from the joint Gaussian posterior (marginal_method = "sampling").
Once the marginal posterior distributions have been obtained, we can further use these to compute any derived quantities of interest via copula sampling. The posterior predictive p-values (Gelman, Meng, and Stern 1996) and Deviance Information Criterion (DIC, Spiegelhalter et al. 2002) are computed this way. Often, the posterior sampling takes longer than the model fitting itself, so the number of samples can be controlled via the nsamp argument (default is nsamp = 1000) or can be skipped altoghether (test = "none").
The resulting object is of class INLAvaan, a subclass of lavaan objects.
str(fit, 1)
#> Formal class 'INLAvaan' [package "INLAvaan"] with 21 slots
fit
#> INLAvaan 0.2.2 ended normally after 47 iterations
#>
#> Estimator BAYES
#> Optimization method NLMINB
#> Number of model parameters 13
#>
#> Number of observations 1000
#>
#> Model Test (User Model):
#>
#> Marginal log-likelihood -8069.582
#> PPP (Chi-square) 0.084As a result, most of the methods that work for lavaan objects will also work for INLAvaan objects. The most common ones are probably coef() and summary().
# Inspect coefficients
coef(fit)
#> eta1=~y2 eta1=~y3 eta2=~y5 eta2=~y6 eta2~eta1 y1~~y1 y2~~y2
#> 0.872 0.665 0.799 0.613 0.276 0.505 0.473
#> y3~~y3 y4~~y4 y5~~y5 y6~~y6 eta1~~eta1 eta2~~eta2
#> 0.489 0.468 0.529 0.473 1.013 0.897
# Summary of results
summary(fit)
#> INLAvaan 0.2.2 ended normally after 47 iterations
#>
#> Estimator BAYES
#> Optimization method NLMINB
#> Number of model parameters 13
#>
#> Number of observations 1000
#>
#> Model Test (User Model):
#>
#> Marginal log-likelihood -8069.582
#> PPP (Chi-square) 0.084
#>
#> Information Criteria:
#>
#> Deviance (DIC) 16066.899
#> Effective parameters (pD) 29.825
#>
#> Parameter Estimates:
#>
#> Marginalisation method SKEWNORM
#> VB correction TRUE
#>
#> Latent Variables:
#> Estimate SD 2.5% 97.5% NMAD Prior
#> eta1 =~
#> y1 1.000
#> y2 0.872 0.042 0.791 0.957 0.005 normal(0,10)
#> y3 0.665 0.034 0.600 0.733 0.003 normal(0,10)
#> eta2 =~
#> y4 1.000
#> y5 0.799 0.044 0.715 0.888 0.005 normal(0,10)
#> y6 0.613 0.035 0.545 0.684 0.004 normal(0,10)
#>
#> Regressions:
#> Estimate SD 2.5% 97.5% NMAD Prior
#> eta2 ~
#> eta1 0.276 0.039 0.201 0.354 0.001 normal(0,10)
#>
#> Variances:
#> Estimate SD 2.5% 97.5% NMAD Prior
#> .y1 0.505 0.046 0.702 0.415 0.006 gamma(1,.5)[sd]
#> .y2 0.473 0.037 0.547 0.403 0.003 gamma(1,.5)[sd]
#> .y3 0.489 0.028 0.546 0.436 0.001 gamma(1,.5)[sd]
#> .y4 0.468 0.050 0.705 0.369 0.007 gamma(1,.5)[sd]
#> .y5 0.529 0.037 0.604 0.459 0.002 gamma(1,.5)[sd]
#> .y6 0.473 0.027 0.528 0.422 0.001 gamma(1,.5)[sd]
#> eta1 1.013 0.076 1.167 0.870 0.003 gamma(1,.5)[sd]
#> .eta2 0.897 0.071 1.041 0.764 0.005 gamma(1,.5)[sd]It’s possible to request posterior medians and modes in the summary output by specifying postmedian = TRUE or postmode = TRUE in the summary() function.
Predicted values for the latent variables can be obtained using the predict() function. This is done by sampling from the posterior distributions of the latent variables given the observed data. In the future, this function will also allow for out-of-sample predictions and also to retrieve predictions for observed variables.
eta_preds <- predict(fit, nsamp = 100)
#> Sampling latent variables ■■■■■■■■ 22% | ETA: 4s
#> Sampling latent variables ■■■■■■■■■■■■■■■■■■■■■■■ 75% | ETA: 1s
#> Sampling latent variables ■■■■■■■■■■■■■■■■■■■■■■■■■■■■■■■ 100% | ETA: 0s
#>
length(eta_preds)
#> [1] 100
head(eta_preds[[1]])
#> eta1 eta2
#> [1,] 1.4144923 -0.10837799
#> [2,] 0.8235223 0.40502457
#> [3,] -1.7201819 -2.02237574
#> [4,] 0.2248194 0.05122112
#> [5,] 1.1093659 -1.42739400
#> [6,] -1.9237776 0.00453775This is an S3 object with a summary method that provides posterior means and credible intervals for the latent variables. Alternatively, the user is welcome to perform their own summary statistics on the list of posterior samples returned by predict().
summ_eta <- summary(eta_preds)
str(summ_eta)
#> List of 6
#> $ group_id: NULL
#> $ Mean : num [1:1000, 1:2] 0.95 0.699 -1.087 0.107 1.262 ...
#> ..- attr(*, "dimnames")=List of 2
#> .. ..$ : NULL
#> .. ..$ : chr [1:2] "eta1" "eta2"
#> $ SD : num [1:1000, 1:2] 0.422 0.423 0.339 0.422 0.403 ...
#> ..- attr(*, "dimnames")=List of 2
#> .. ..$ : NULL
#> .. ..$ : chr [1:2] "eta1" "eta2"
#> $ 2.5% : num [1:1000, 1:2] 0.301 -0.197 -1.732 -0.744 0.386 ...
#> ..- attr(*, "dimnames")=List of 2
#> .. ..$ : NULL
#> .. ..$ : chr [1:2] "eta1" "eta2"
#> $ 50% : num [1:1000, 1:2] 0.931 0.704 -1.086 0.173 1.305 ...
#> ..- attr(*, "dimnames")=List of 2
#> .. ..$ : NULL
#> .. ..$ : chr [1:2] "eta1" "eta2"
#> $ 97.5% : num [1:1000, 1:2] 1.736 1.446 -0.444 0.818 2.019 ...
#> ..- attr(*, "dimnames")=List of 2
#> .. ..$ : NULL
#> .. ..$ : chr [1:2] "eta1" "eta2"
#> - attr(*, "class")= chr "summary.predict.inlavaan_internal"
head(summ_eta$Mean)
#> eta1 eta2
#> [1,] 0.9496197 -0.04253841
#> [2,] 0.6994901 -0.31818338
#> [3,] -1.0871332 -1.27301698
#> [4,] 0.1066349 -0.06611826
#> [5,] 1.2621663 -1.23723003
#> [6,] -1.8372888 -0.81931019A simple plot method is provided to view the marginal posterior distributions of the parameters. The vertical lines indicate the posterior mode.
plot(fit)
In addition to several global fit indices (i.e. PPP, DIC), it is possible to compare models by way of Bayes factors using the compare() function. This function takes two INLAvaan objects and computes the Bayes factor using the Laplace approximations to the marginal likelihoods.
mod2 <- "
# A model with uncorrelated factors
eta1 =~ y1 + y2 + y3
eta2 =~ y4 + y5 + y6
eta1 ~~ 0*eta2
"
fit2 <- asem(mod2, dat)
#> ℹ Finding posterior mode.
#> ✔ Finding posterior mode. [17ms]
#>
#> ℹ Computing the Hessian.
#> ✔ Computing the Hessian. [32ms]
#>
#> ℹ Performing VB correction.
#> ✔ VB correction; mean |δ| = 0.003σ. [34ms]
#>
#> ⠙ Fitting skew normal to 0/12 marginals.
#> ✔ Fitting skew normal to 12/12 marginals. [100ms]
#>
#> ⠙ Computing ppp and DIC.
#> ✔ Computing ppp and DIC. [116ms]
#>
compare(fit, fit2)
#> Bayesian Model Comparison (INLAvaan)
#> Models ordered by marginal log-likelihood
#>
#> Model No.params Marg.Loglik DIC pD logBF
#> fit 13 -8069.582 16066.90 29.82492 0.000
#> fit2 12 -8089.770 16120.56 30.25930 -20.189As a note, there have been several criticisms of the use of Bayes factors for model comparison, particularly in the context of SEMs (Tendeiro and Kiers 2019; Schad et al. 2023). The {blavaan} package is able to implement WAICs and LOOs as alternative model comparison metrics, and these will hopefully also be implemented in future versions of {INLAvaan}.
The {INLAvaan} package uses the same prior specification syntax as {blavaan} (Merkle and Rosseel 2018; Merkle et al. 2021), as detailed here. Essentially, there are two ways to set priors for model parameters: 1) Globally for all parameters of a certain type (e.g., all factor loadings, all regression coefficients, etc.); and 2) Individually for specific parameters in the model syntax.
The default global priors are derived from {blavaan}:
blavaan::dpriors()
#> nu alpha lambda beta
#> "normal(0,32)" "normal(0,10)" "normal(0,10)" "normal(0,10)"
#> theta psi rho ibpsi
#> "gamma(1,.5)[sd]" "gamma(1,.5)[sd]" "beta(1,1)" "wishart(3,iden)"
#> tau
#> "normal(0,1.5)"Note that, {INLAvaan} uses the SRS decomposition on variance matrices, and consequently places priors on correlations instead of covariances. If, instead we wished to set global priors, say a Gamma distribution on variances instead of standard deviations (default), then we would do the following:
DP <- blavaan::dpriors(theta = "gamma(1,1)", psi = "gamma(1,1)")
DP
#> nu alpha lambda beta
#> "normal(0,32)" "normal(0,10)" "normal(0,10)" "normal(0,10)"
#> theta psi rho ibpsi
#> "gamma(1,1)" "gamma(1,1)" "beta(1,1)" "wishart(3,iden)"
#> tau
#> "normal(0,1.5)"
## fit <- asem(mod, dat, dpriors = DP) # not runTo set individual priors for specific parameters, we can do so in the model syntax itself. For instance, to set a normal prior with mean 1 and standard deviation 3 for the factor loading of y3 on eta1, and a normal prior with mean 0 and standard deviation 0.5 for the regression coefficient from eta1 to eta2, we would specify the model as follows:
mod <- "
eta1 =~ y1 + y2 + prior('normal(1,3)')*y3
eta2 =~ y4 + y5 + y6
eta2 ~ prior('normal(0,.5)')*eta1
"
## fit <- asem(mod, dat) # not runDependency on R-INLA has been temporarily removed for tThe current version of {INLAvaan} (v0.2-0). For a wide class LVMs and SEMs where the latent variables are unstructured and independent, the current implementation is sufficient. However, future versions of {INLAvaan} will re-introduce dependency on R-INLA to allow for more complex latent structures, such as spatial and temporal dependencies.