“SCAD准则”的概念、定义、翻译、参考文献-科学参考

SCAD准则

Encyclopedia

理学回归分析释
smoothly clipped absolute deviationSCAD准则
为了解决Lasso（least absolute shrinkage and selection operator）回归系数估计偏差并让系数估计具有更优的性质的一种方法。尽管回归模型（least absolute shrinkage and selection operator，Lasso）提供了一种可以同时变量选择和参数估计的方法，且为后来众多带惩罚的正则化方法（regularization methods）奠定了基础，但是Lasso回归系数估计本身是有偏的，这是因为Lasso对所有系数都给予相同的惩罚。为此，Jianqing Fan和Runze Li在2001年提出SCAD（smoothly clipped absolute deviation）惩罚回归方法，对解决此类问题有着重要意义。

单词	SCAD准则
释义	SCAD准则 Encyclopedia 理学回归分析释 smoothly clipped absolute deviationSCAD准则为了解决Lasso（least absolute shrinkage and selection operator）回归系数估计偏差并让系数估计具有更优的性质的一种方法。尽管回归模型（least absolute shrinkage and selection operator，Lasso）提供了一种可以同时变量选择和参数估计的方法，且为后来众多带惩罚的正则化方法（regularization methods）奠定了基础，但是Lasso回归系数估计本身是有偏的，这是因为Lasso对所有系数都给予相同的惩罚。为此，Jianqing Fan和Runze Li在2001年提出SCAD（smoothly clipped absolute deviation）惩罚回归方法，对解决此类问题有着重要意义。
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