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MCP penalizētā regresija×Daļējo mazāko kvadrātu strukturālo vienādojumu modelēšana×
NozarePsihometrijaPsihometrija
SaimeLatent structureLatent structure
Izcelsmes gads20101985
AutorsCun-Hui ZhangHerman Wold
TipsPenalized regression with minimax concave penaltyComponent-based structural equation model
PirmavotsZhang, C. H. (2010). Nearly unbiased variable selection under minimax concave penalty. Annals of Statistics, 38(2), 894-942. DOI ↗Hair, J. F., Hult, G. T. M., Ringle, C. M., & Sarstedt, M. (2017). A Primer on Partial Least Squares Structural Equation Modeling (PLS-SEM) (2nd ed.). Sage Publications. ISBN: 9781483377445
Citi nosaukumiMCPPLS-SEM, PLS path modeling
Saistītās45
KopsavilkumsMCP (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.PLS-SEM is a variance-based approach to structural equation modeling developed by Herman Wold (1985) that estimates latent variable models by maximizing the variance explained in dependent variables. Unlike covariance-based SEM, PLS-SEM is particularly useful for exploratory research, small to medium samples, complex models with many constructs, and non-normal data.
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ScholarGateSalīdzināt metodes: MCP Penalized Regression · Partial Least Squares Structural Equation Modeling. Izgūts 2026-06-18 no https://scholargate.app/lv/compare