经济数学
經濟數學
경제수학
MATHEMATICS IN ECONOMICS
2014年
2期
102-105
,共4页
惩罚最小二乘估计%Hard Thresholding函数%SCAD 惩罚函数%改进 LASSO
懲罰最小二乘估計%Hard Thresholding函數%SCAD 懲罰函數%改進 LASSO
징벌최소이승고계%Hard Thresholding함수%SCAD 징벌함수%개진 LASSO
penalized least squares estimator%hard thresholding function%penalty function SCAD%avdaptive LASSO
主要考虑了生长曲线模型中的参数矩阵的估计。首先基于 Potthoff-Roy变换后的生长曲线模型,采用不同的惩罚函数：Hard Thresholding函数,LASSO,ENET,改进 LASSO,SACD给出了参数矩阵的惩罚最小二乘估计。接着对不做变换的生长曲线模型,直接定义其惩罚最小二乘估计,基于Nelder-Mead法给出了估计的数值解算法。最后对提出的参数估计方法进行了数据模拟。结果表明自适应LASSO在估计方面效果比较好。
主要攷慮瞭生長麯線模型中的參數矩陣的估計。首先基于 Potthoff-Roy變換後的生長麯線模型,採用不同的懲罰函數：Hard Thresholding函數,LASSO,ENET,改進 LASSO,SACD給齣瞭參數矩陣的懲罰最小二乘估計。接著對不做變換的生長麯線模型,直接定義其懲罰最小二乘估計,基于Nelder-Mead法給齣瞭估計的數值解算法。最後對提齣的參數估計方法進行瞭數據模擬。結果錶明自適應LASSO在估計方麵效果比較好。
주요고필료생장곡선모형중적삼수구진적고계。수선기우 Potthoff-Roy변환후적생장곡선모형,채용불동적징벌함수：Hard Thresholding함수,LASSO,ENET,개진 LASSO,SACD급출료삼수구진적징벌최소이승고계。접착대불주변환적생장곡선모형,직접정의기징벌최소이승고계,기우Nelder-Mead법급출료고계적수치해산법。최후대제출적삼수고계방법진행료수거모의。결과표명자괄응LASSO재고계방면효과비교호。
This paper studied the estimation of parameter matrix in the growth curve model.Based on the Potthoff-Roy transform of the growth curve model,and by using different penalty functions:Hard Thresholding function,LASSO, ENET,LASSO,SACD,the penalized least estimation of parameter matrix was given.Then the penalized least squares estima-tion was defined directly on the growth curve model.The numerical solution algorithm for the estimation was proposed based on the Nelder-Mead method.Finally,the methods for the parameter estimation were simulated.The results show that the a-daptive LASSO is better in the estimation results.
