Raw File
\name{bentlerParameters}
\alias{bentlerParameters}

\title{ Bentler and Yuan's Computation of the LRT Index and the Linear Trend Coefficients}

\description{
  This function computes the Bentler and Yuan's (1996, 1998) \emph{LRT} index
  for the linear trend in eigenvalues of a covariance matrix.
  The related \eqn{\chi^2} and \emph{p}-value are also computed.
  This function is generally called from the \code{nBentler} function.
  But it could be of use for graphing the linear trend function and to study it's behavior.
 }

\usage{
 bentlerParameters(x, N, nFactors, log=TRUE, cor=TRUE,
                   minPar=c(min(lambda) - abs(min(lambda)) + .001,
                            0.001),
                   maxPar=c(max(lambda),
                            lm(lambda~I(length(lambda):1))$coef[2]),
                   resParx=c(0.01, 2), resPary=c(0.01, 2),
                   graphic=TRUE, resolution=30,
                   typePlot="wireframe", ...)
 }


\arguments{
  \item{x}{          numeric: a \code{vector} of eigenvalues, a \code{matrix} of
                     correlations or of covariances or a \code{data.frame} of data}
  \item{N}{          numeric: number of subjects.}
  \item{nFactors}{   numeric: number of components to test.}
  \item{log}{        logical: if \code{TRUE} the minimization is applied on the log values.}
  \item{cor}{        logical: if \code{TRUE} computes eigenvalues from a correlation
                     matrix, else from a covariance matrix}
  \item{minPar}{     numeric: minimums for the coefficient of the linear trend.}
  \item{maxPar}{     numeric: maximums for the coefficient of the linear trend.}
  \item{resParx}{    numeric: restriction on the \eqn{\alpha} coefficient (x) to graph the function to minimize.}
  \item{resPary}{    numeric: restriction on the \eqn{\beta} coefficient (y) to graph the function to minimize.}
  \item{graphic}{    logical: if \code{TRUE} plots the minimized function \code{"wireframe"},
                     \code{"contourplot"} or \code{"levelplot"}.}
  \item{resolution}{ numeric: resolution of the 3D graph (number of points from \eqn{\alpha} and from \eqn{\beta}).}
  \item{typePlot}{   character: plots the minimized function according to a 3D plot: \code{"wireframe"},
                     \code{"contourplot"} or \code{"levelplot"}.}
  \item{...}{        variable: additionnal parameters from the \code{"wireframe"},
                     \code{"contourplot"} or \code{"levelplot"} \code{lattice}
                     functions. Also additionnal parameters for the \code{eigenFrom} function.}
 }
 
\details{
  The implemented Bentler and Yuan's procedure must be used with care because
  the minimized function is not always stable. In many cases, constraints must applied to obtain a solution.
  The actual implementation did, but the user can modify
  these constraints.

  The hypothesis tested (Bentler and Yuan, 1996, equation 10) is: \cr \cr

 (1)  \eqn{\qquad \qquad H_k: \lambda_{k+i} = \alpha + \beta x_i, (i = 1, \ldots, q)} \cr

 The solution of the following simultaneous equations is needed to
 find \eqn{(\alpha, \beta) \in} \cr

 (2)  \eqn{\qquad \qquad f(x) = \sum_{i=1}^q \frac{ [ \lambda_{k+j}
       - N  \alpha + \beta x_j ]   x_j}{(\alpha + \beta x_j)^2}  = 0} \cr \cr
       
 and  \eqn{\qquad \qquad g(x) = \sum_{i=1}^q \frac{  \lambda_{k+j}
       - N  \alpha + \beta x_j   x_j}{(\alpha + \beta x_j)^2}  = 0} \cr

 The solution to this system of equations was implemented by minimizing the following equation: \cr
  
 (3)   \eqn{\qquad \qquad (\alpha, \beta) \in \inf{[h(x)]} = \inf{\log{[f(x)^2 + g(x)^2}}]} \cr

 The likelihood ratio test \eqn{LRT} proposed by Bentler and Yuan (1996, equation 7) follows a
 \eqn{\chi^2} probability distribution with \eqn{q-2} degrees of freedom and
 is equal to: \cr

 (4)  \eqn{\qquad \qquad LRT = N(k - p)\left\{ {\ln \left( {{n \over N}} \right) + 1} \right\}
       - N\sum\limits_{j = k + 1}^p {\ln \left\{ {{{\lambda _j } \over {\alpha  + \beta x_j }}} \right\}}
       + n\sum\limits_{j = k + 1}^p {\left\{ {{{\lambda _j } \over {\alpha  + \beta x_j }}} \right\}} } \cr

 With \eqn{p} beeing the number of eigenvalues, \eqn{k} the number of eigenvalues to test,
 \eqn{q} the \eqn{p-k} remaining eigenvalues, \eqn{N} the sample size, and \eqn{n = N-1}.
 Note that there is an error in the Bentler and Yuan equation, the variables
 \eqn{N} and \eqn{n} beeing inverted in the preceeding equation 4.

 A better strategy proposed by Bentler an Yuan (1998) is to use a minimized
 \eqn{\chi^2} solution. This strategy will be implemented in a future version
 of the \pkg{nFactors} package.
 }


\value{
  \item{nFactors}{ numeric: vector of the number of factors retained by the
                   Bentler and Yuan's procedure. }
  \item{details}{  numeric: matrix of the details of the computation.}
 }
 
\references{
 Bentler, P. M. and Yuan, K.-H. (1996). Test of linear trend in eigenvalues of
  a covariance matrix with application to data analysis.
  \emph{British Journal of Mathematical and Statistical Psychology, 49}, 299-312.
 
 Bentler, P. M. and Yuan, K.-H. (1998). Test of linear trend in the smallest
  eigenvalues of the correlation matrix. \emph{Psychometrika, 63}(2), 131-144.
 }

\author{ 
    Gilles Raiche \cr
    Centre sur les Applications des Modeles de Reponses aux Items (CAMRI) \cr
    Universite du Quebec a Montreal\cr
    \email{raiche.gilles@uqam.ca}, \url{http://www.er.uqam.ca/nobel/r17165/} \cr \cr
    David Magis \cr
    Departement de mathematiques \cr
    Universite de Liege \cr
    \email{David.Magis@ulg.ac.be}
 }

\seealso{
 \code{\link{nBartlett}},
 \code{\link{nBentler}}
 }

\examples{
## ................................................
## SIMPLE EXAMPLE OF THE BENTLER AND YUAN PROCEDURE

# Bentler (1996, p. 309) Table 2 - Example 2 .............
n=649
bentler2<-c(5.785, 3.088, 1.505, 0.582, 0.424, 0.386, 0.360, 0.337, 0.303,
            0.281, 0.246, 0.238, 0.200, 0.160, 0.130)

results  <- nBentler(x=bentler2, N=n,  details=TRUE)
results

# Two different figures to verify the convergence problem identified with
# the 2th component
bentlerParameters(x=bentler2, N=n, nFactors= 2, graphic=TRUE,
                  typePlot="contourplot",
                  resParx=c(0,9), resPary=c(0,9), cor=FALSE)
                  
bentlerParameters(x=bentler2, N=n, nFactors= 4, graphic=TRUE, drape=TRUE,
                  resParx=c(0,9), resPary=c(0,9),
                  scales = list(arrows = FALSE) )

plotuScree(x=bentler2, model="components",
  main=paste(results$nFactors,
  " factors retained by the Bentler and Yuan's procedure (1996, p. 309)",
  sep=""))
# ........................................................

# Bentler (1998, p. 140) Table 3 - Example 1 .............
n        <- 145
example1 <- c(8.135, 2.096, 1.693, 1.502, 1.025, 0.943, 0.901, 0.816,
              0.790,0.707, 0.639, 0.543,0.533, 0.509, 0.478, 0.390,
              0.382, 0.340, 0.334, 0.316, 0.297,0.268, 0.190, 0.173)
              
results  <- nBentler(x=example1, N=n,  details=TRUE)
results

# Two different figures to verify the convergence problem identified with
# the 10th component
bentlerParameters(x=example1, N=n, nFactors= 10, graphic=TRUE,
                  typePlot="contourplot",
                  resParx=c(0,0.4), resPary=c(0,0.4))

bentlerParameters(x=example1, N=n, nFactors= 10, graphic=TRUE, drape=TRUE,
                  resParx=c(0,0.4), resPary=c(0,0.4),
                  scales = list(arrows = FALSE) )
                  
plotuScree(x=example1, model="components",
   main=paste(results$nFactors,
   " factors retained by the Bentler and Yuan's procedure (1998, p. 140)",
   sep=""))
# ........................................................
 }

\keyword{ multivariate }

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