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SCAD-penalisert regresjon×Multifaktor-analyse×
FagfeltPsykometriPsykometri
FamilieLatent structureLatent structure
Opprinnelsesår20011985
OpphavspersonJianqing Fan, Runze LiBrigitte Escofier, Jérôme Pagès
TypePenalized regression with non-concave penaltyMultiblock dimension reduction
Opprinnelig kildeFan, 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 ↗Escofier, B., & Pagès, J. (1985). Analyses factorielles simples et multiples : Objectifs, méthodes et interprétation. Dunod. ISBN: 9782040116835
AliasSCADMFA, MFA multiple
Relaterte55
SammendragSCAD (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.Multiple Factor Analysis (MFA) is a dimension reduction technique developed by Escofier and Pagès (1985) for analyzing multiple groups of variables measured on the same observations. MFA balances the influence of each variable group to provide a unified view of how observations relate across multiple perspectives.
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ScholarGateSammenlign metoder: SCAD Penalized Regression · Multiple Factor Analysis. Hentet 2026-06-17 fra https://scholargate.app/no/compare