mxComputePenaltySearch {OpenMx}

Regularize parameter estimates

Description

Add a penalty to push some subset of the parameter estimates toward zero.

Usage

mxComputePenaltySearch(
  plan,
  ...,
  freeSet = NA_character_,
  verbose = 0L,
  fitfunction = "fitfunction",
  approach = "EBIC",
  ebicGamma = 0.5
)

Arguments

plan

compute plan to optimize the model

...

Not used. Forces remaining arguments to be specified by name.

freeSet

names of matrices containing free variables

verbose

integer. Level of run-time diagnostic output. Set to zero to disable

fitfunction

the name of the deviance function

approach

what fit function to use to compare regularized models? Currently only EBIC is available

ebicGamma

what Gamma value to use for EBIC? Must be between 0 and 1

References

Jacobucci, R., Grimm, K. J., & McArdle, J. J. (2016). Regularized structural equation modeling. <i>Structural equation modeling: a multidisciplinary journal, 23</i>(4), 555-566.