stablespec - Stable Specification Search in Structural Equation Models
An exploratory and heuristic approach for specification
search in Structural Equation Modeling. The basic idea is to
subsample the original data and then search for optimal models
on each subset. Optimality is defined through two objectives:
model fit and parsimony. As these objectives are conflicting,
we apply a multi-objective optimization methods, specifically
NSGA-II, to obtain optimal models for the whole range of model
complexities. From these optimal models, we consider only the
relevant model specifications (structures), i.e., those that
are both stable (occur frequently) and parsimonious and use
those to infer a causal model.