ridgeBfgs: ridgeBfgs

In lessSEM: Non-Smooth Regularization for Structural Equation Models

ridgeBfgs

Description

This function allows for regularization of models built in lavaan with the ridge penalty. Its elements can be accessed with the "@" operator (see examples).

Usage

ridgeBfgs(
  lavaanModel,
  regularized,
  lambdas = NULL,
  modifyModel = lessSEM::modifyModel(),
  control = lessSEM::controlBFGS()
)

Arguments

lavaanModel	model of class lavaan
regularized	vector with names of parameters which are to be regularized. If you are unsure what these parameters are called, use getLavaanParameters(model) with your lavaan model object
lambdas	numeric vector: values for the tuning parameter lambda
modifyModel	used to modify the lavaanModel. See ?modifyModel.
control	used to control the optimizer. This element is generated with the controlBFGS function. See ?controlBFGS for more details.

Details

For more details, see:

1. Jacobucci, R., Grimm, K. J., & McArdle, J. J. (2016). Regularized Structural Equation Modeling. Structural Equation Modeling: A Multidisciplinary Journal, 23(4), 555–566. https://doi.org/10.1080/10705511.2016.1154793

2. Huang, P.-H., Chen, H., & Weng, L.-J. (2017). A Penalized Likelihood Method for Structural Equation Modeling. Psychometrika, 82(2), 329–354. https://doi.org/10.1007/s11336-017-9566-9

Value

Model of class regularizedSEM

Examples

library(lessSEM)

# Identical to regsem, lessSEM builds on the lavaan
# package for model specification. The first step
# therefore is to implement the model in lavaan.

dataset <- simulateExampleData()

lavaanSyntax <- "
f =~ l1*y1 + l2*y2 + l3*y3 + l4*y4 + l5*y5 +
     l6*y6 + l7*y7 + l8*y8 + l9*y9 + l10*y10 +
     l11*y11 + l12*y12 + l13*y13 + l14*y14 + l15*y15
f ~~ 1*f
"

lavaanModel <- lavaan::sem(lavaanSyntax,
                           data = dataset,
                           meanstructure = TRUE,
                           std.lv = TRUE)

# Regularization:

# names of the regularized parameters:
regularized = paste0("l", 6:15)

lsem <- ridgeBfgs(
  # pass the fitted lavaan model
  lavaanModel = lavaanModel,
  regularized = regularized,
  lambdas = seq(0,1,length.out = 50))

plot(lsem)

# the coefficients can be accessed with:
coef(lsem)

# elements of lsem can be accessed with the @ operator:
lsem@parameters[1,]

lessSEM documentation built on May 29, 2024, 7:10 a.m.