Regularized Mediation Analysis.
The regmed Package
Mediation analysis for multiple mediators by penalized structural equation models using sparse group lasso. The penalty considers the natural groupings of parameters that determine mediation, as well as encourages sparseness of the model parameters.
The regmed.grid() Function
regmed.grid() is a function that fits regularized mediation models over a vector grid of lambda penalty values. Structural equation models for analysis of multiple mediators are extended by creating a sparse group lasso penalized model such that the penalty considers the natural groupings of the pair of parameters that determine mediation, as well as encourages sparseness of the model parameters.
The regmed.fit() Function
regmed.fit() fits a regularized mediation model for a specified lambda penalty value. We provide summary and plot methods implemented on the S3 class created by the function.