messi (version 0.1.1)

constrained.unpenalized: Estimate hard constraint model parameters using cyclical coordinate descent.

Description

Estimate hard constraint model parameters using cyclical coordinate descent.

Usage

constrained.unpenalized(
  Y,
  M,
  A,
  C = NULL,
  T.hat.external,
  err.tol.out = 1e-08,
  err.tol.med = 1e-08,
  max.itr = 10000
)

Value

A list containing point estimates of the hard constraint model parameters and an indicator of whether the algorithm converges.

Arguments

Y

A (n x 1) continuous outcome vector.

M

A (n x p_m) matrix of mediators.

A

A (n x 1) vector of exposures.

C

A (n x p_c) matrix of confounders and adjustment covariates. If there are no confounders or adjustment covariates set C = NULL.

T.hat.external

External estimate of the total effect.

err.tol.out

Termination condition for cyclical coordinate descent algorithm with respect to the outcome model parameters.

err.tol.med

Termination condition for cyclical coordinate descent algorithm with respect to the mediator model parameters.

max.itr

Maximum number of iterations for cyclical coordinate descent algorithm.