- model
A character with length one to represent the model specification.
- data
A data.frame of raw data.
It must contains variables specified in model (and possibly the variables specified by group_variable and weight_variable).
- penalty_method
A character to specify the penalty method.
The current version supports "none", "lasso", "ridge", "elastic", and "mcp".
- lambda_grid
A non-negative numeric to specify penalty levels for both "lasso" and "mcp".
If it is set as "default", its value will be generated automatically based on the variable scales.
- delta_grid
A non-negative numeric to specify the convexity level for "mcp".
If it is set as "default", its value will be generated automatically based on the variable scales.
- numeric_variable
A character to specify which response variables should be transfromed into numeric.
- ordered_variable
A character to specify which response variables should be transfromed into ordered.
- weight_variable
A character with length one to specify what variable is used for sampling weight.
- auxiliary_variable
A character to specify what variable(s) is used as auxiliary variable(s) for estimating saturated moments when missing data presents and two-step method is implemented.
Auxiliary variable(s) must be numeric. If any categorical auxiliary is considered, please transform it into dummy variables before initialization.
- group_variable
A character with length one to specify what variable is used for labeling group.
- reference_group
A character with length one to specify which group is set as reference.
- sample_cov
A numeric matrix (single group case) or a list of numeric matrix (multi-group case) to represent sample covariance matrixs. It must have row and column names that match the variable names specified in model.
- sample_mean
A numeric (single group case) or a list of numeric (multi-group case) to represent sample mean vectors.
- sample_size
A numeric (single group case) with length one or a list of numeric (multi-group case) to represent the sample sizes.
- sample_moment_acov
A numeric matrix (single group case) or a list of numeric matrix (multi-group case) to represent asymptotic covariance for moments.
- verbose
A logical to specify whether messages made by lslx should be printed.
- ...
Other arguments. For details, please see the documentation of lslx.