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Examinează metodele selectate una lângă alta; rândurile care diferă sunt evidențiate.

Regresie cu penalizare MCP×Modelarea ecuațiilor structurale prin metoda celor mai mici pătrate parțiale×
DomeniuPsihometriePsihometrie
FamilieLatent structureLatent structure
Anul apariției20101985
Autorul originalCun-Hui ZhangHerman Wold
TipPenalized regression with minimax concave penaltyComponent-based structural equation model
Sursa seminalăZhang, 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
Denumiri alternativeMCPPLS-SEM, PLS path modeling
Înrudite45
RezumatMCP (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.
ScholarGateSet de date
  1. v1
  2. 3 Surse
  3. PUBLISHED
  1. v1
  2. 3 Surse
  3. PUBLISHED

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ScholarGateCompară metode: MCP Penalized Regression · Partial Least Squares Structural Equation Modeling. Preluat la 2026-06-18 de pe https://scholargate.app/ro/compare