Comparer des méthodes
Examinez les méthodes sélectionnées côte à côte ; les lignes qui diffèrent sont mises en évidence.
| Régression pénalisée SCAD× | Régression pénalisée MCP× | |
|---|---|---|
| Domaine | Psychométrie | Psychométrie |
| Famille | Latent structure | Latent structure |
| Année d'origine≠ | 2001 | 2010 |
| Auteur d'origine≠ | Jianqing Fan, Runze Li | Cun-Hui Zhang |
| Type≠ | Penalized regression with non-concave penalty | Penalized regression with minimax concave penalty |
| Source fondatrice≠ | Fan, J., & Li, R. (2001). Variable selection via nonconcave penalized likelihood and its oracle properties. Journal of the American Statistical Association, 96(456), 1348-1360. DOI ↗ | Zhang, C. H. (2010). Nearly unbiased variable selection under minimax concave penalty. Annals of Statistics, 38(2), 894-942. DOI ↗ |
| Alias | SCAD | MCP |
| Apparentées≠ | 5 | 4 |
| Résumé≠ | SCAD (Smoothly Clipped Absolute Deviation) is a variable selection and regularization method developed by Fan and Li (2001) that addresses limitations of L1 penalization (lasso). SCAD uses a non-concave penalty that automatically performs variable selection while maintaining oracle properties: it recovers the true underlying model as if the true predictors were known in advance. | MCP (Minimax Concave Penalty) is a variable selection method developed by Zhang (2010) that uses a concave penalty function for automated feature selection. Like SCAD, MCP addresses bias in lasso by avoiding shrinkage of large coefficients, but uses a different penalty shape that is computationally simpler than SCAD. |
| ScholarGateJeu de données ↗ |
|
|