sparseSEM

swMATH33244CRANsparseSEMMaRDI QIDQ44953

Elastic Net Penalized Maximum Likelihood for Structural Equation Models with Network GPT Framework

Anhui Huang

Last update: 9 August 2023

Copyright license: GNU General Public License, version 3.0, GNU General Public License, version 2.0

Software version identifier: 3.8, 3.8-1, 2.3, 2.5, 3.8-2, 4.0

Source code repository: https://github.com/cran/sparseSEM

Description

Provides elastic net penalized maximum likelihood estimator for structural equation models (SEM). The package implements 'lasso' and 'elastic net' (l1/l2) penalized SEM and estimates the model parameters with an efficient block coordinate ascent algorithm that maximizes the penalized likelihood of the SEM. Hyperparameters are inferred from cross-validation (CV). A Stability Selection (STS) function is also available to provide accurate causal effect selection. The software achieves high accuracy performance through a 'Network Generative Pre-trained Transformer' (Network GPT) Framework with two steps: 1) pre-trains the model to generate a complete (fully connected) graph; and 2) uses the complete graph as the initial state to fit the 'elastic net' penalized SEM.

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