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題名 lslx: Semi-Confirmatory Structural Equation Modeling via Penalized Likelihood
作者 黃柏僩
Huang, Po-Hsien
貢獻者 心理系
日期 2020-04
上傳時間 10-Aug-2021 16:44:37 (UTC+8)
摘要 Sparse estimation via penalized likelihood (PL) is now a popular approach to learn the associations among a large set of variables. This paper describes an R package called lslx that implements PL methods for semi-confirmatory structural equation modeling (SEM). In this semi-confirmatory approach, each model parameter can be specified as free/fixed for theory testing, or penalized for exploration. By incorporating either a L1 or minimax concave penalty, the sparsity pattern of the parameter matrix can be efficiently explored. Package lslx minimizes the PL criterion through a quasi-Newton method. The algorithm conducts line search and checks the first-order condition in each iteration to ensure the optimality of the obtained solution. A numerical comparison between competing packages shows that lslx can reliably find PL estimates with the least time. The current package also supports other advanced functionalities, including a two-stage method with auxiliary variables for missing data handling and a reparameterized multi-group SEM to explore population heterogeneity.
關聯 Journal of Statistical Software, Vol.93, No.7, pp.1851
資料類型 article
DOI https://doi.org/10.18637/jss.v093.i07
dc.contributor 心理系
dc.creator (作者) 黃柏僩
dc.creator (作者) Huang, Po-Hsien
dc.date (日期) 2020-04
dc.date.accessioned 10-Aug-2021 16:44:37 (UTC+8)-
dc.date.available 10-Aug-2021 16:44:37 (UTC+8)-
dc.date.issued (上傳時間) 10-Aug-2021 16:44:37 (UTC+8)-
dc.identifier.uri (URI) http://nccur.lib.nccu.edu.tw/handle/140.119/136774-
dc.description.abstract (摘要) Sparse estimation via penalized likelihood (PL) is now a popular approach to learn the associations among a large set of variables. This paper describes an R package called lslx that implements PL methods for semi-confirmatory structural equation modeling (SEM). In this semi-confirmatory approach, each model parameter can be specified as free/fixed for theory testing, or penalized for exploration. By incorporating either a L1 or minimax concave penalty, the sparsity pattern of the parameter matrix can be efficiently explored. Package lslx minimizes the PL criterion through a quasi-Newton method. The algorithm conducts line search and checks the first-order condition in each iteration to ensure the optimality of the obtained solution. A numerical comparison between competing packages shows that lslx can reliably find PL estimates with the least time. The current package also supports other advanced functionalities, including a two-stage method with auxiliary variables for missing data handling and a reparameterized multi-group SEM to explore population heterogeneity.
dc.format.extent 692366 bytes-
dc.format.mimetype application/pdf-
dc.relation (關聯) Journal of Statistical Software, Vol.93, No.7, pp.1851
dc.title (題名) lslx: Semi-Confirmatory Structural Equation Modeling via Penalized Likelihood
dc.type (資料類型) article
dc.identifier.doi (DOI) 10.18637/jss.v093.i07
dc.doi.uri (DOI) https://doi.org/10.18637/jss.v093.i07