Load data

data(
  thirst,
  package = "jeksterslabRdatarepo"
)

Model

\[\begin{equation} Y_i = \delta_Y + \tau^{ \prime } X_i + \beta M_i + \varepsilon_{ Y_{ i } }, \\ \enspace \text{ where } \enspace \boldsymbol{ \varepsilon_{ Y_{ i } } } \sim \mathcal{ N } \left( \mu_{\varepsilon_{Y_{i}}} = 0, \sigma^{ 2 }_{ \varepsilon_{ Y_{ i } } } \mathrm{ I } \right) \end{equation}\]

\[\begin{equation} M_i = \delta_M + \alpha X_i + \varepsilon_{ M_i }, \\ \enspace \text{where} \enspace \boldsymbol{ \varepsilon_{ M_i } } \sim \mathcal{ N } \left( \mu_{ \varepsilon_{ M_{ i } } } = 0, \sigma^2_{ \varepsilon_{ M_i } } \mathrm{ I } \right) \end{equation}\]

Data

Variables
Variable Description Notation
temp Room temperature in degrees Fahrenheit. \(X\)
thirst Self-reported thirst at the end of a 2-hour period. \(M\)
water Water consumed during the last 2 hours in deciliters. \(Y\)

Mean structure

Estimated mean of \(X\) and regression intercepts
Variable Description Notation Value
muhatX Estimated mean of \(X\). \(\hat{\mu}_X\) 70.18000
deltahatM Estimated intercept of \(M\). \(\hat{\delta}_M\) -20.70243
deltahatY Estimated intercept of \(Y\). \(\hat{\delta}_Y\) -12.71288

Covariance structure

Estimated regression slopes
Variable Description Notation Value
alphahat Estimated regression slope of path from \(X\) to \(M\). \(\hat{\alpha}\) 0.3385926
tauprimehat Estimated regression slope of path from \(X\) to \(Y\). \(\hat{\tau}^{\prime}\) 0.2076475
betahat Estimated regression slope of path from \(M\) to \(Y\). \(\hat{\beta}\) 0.4510391
alphahatbetahat Estimated indirect effect. \(\hat{\alpha} \hat{\beta}\) 0.1527185
Estimated variance of \(X\) and error variances
Variable Description Notation Value
sigma2hatX Estimated variance of \(X\). \(\hat{\sigma}^2_X\) 1.2934694
sigma2hatepsilonhatM Estimated error variance of \(\hat{\varepsilon}_M\). \(\hat{\sigma}^2_{\hat{\varepsilon}_{M}}\) 0.9490376
sigma2hatepsilonhatY Estimated error variance of \(\hat{\varepsilon}_Y\). \(\hat{\sigma}^2_{\hat{\varepsilon}_{Y}}\) 0.9706797

Fitted model-implied variance-covariance matrix

\(\boldsymbol{\hat{\mu}} \left( \boldsymbol{\hat{\theta}} \right)\) (muhatthetahat)
x
X 70.18
M 3.06
Y 3.24

Fitted model-implied mean vector

\(\boldsymbol{\hat{\Sigma}} \left( \boldsymbol{\hat{\theta}} \right)\) (Sigmahatthetahat)
X M Y
X 1.2934694 0.4379592 0.4661224
M 0.4379592 1.0973273 0.5858786
Y 0.4661224 0.5858786 1.3317230

testthat

test_that("regression_coefficients", {
  expect_equivalent(
    round(
      c(
        -20.702430,
        0.338593,
        -12.712884,
        0.207648,
        0.451039
      ),
      digits = 2
    ),
    round(
      c(
        deltahatM,
        alphahat,
        deltahatY,
        tauprimehat,
        betahat
      ),
      digits = 2
    )
  )
})
#> Test passed 🥳