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:
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
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
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,]