\u7dda\u5f62\u56de\u5e30\u5206\u6790\u3084\u4e00\u822c\u5316\u7dda\u5f62\u56de\u5e30\u5206\u6790\u3092\u7528\u3044\u308b\u969b\u3001\u8aac\u660e\u5909\u6570\uff08\u7279\u5fb4\u91cf\uff09\u306e\u6570\u304c\u591a\u3044\u3068\u300c\u3069\u306e\u3088\u3046\u306b\u5909\u6570\u3092\u9078\u3079\u3070\u3088\u3044\u304b\u300d\u3068\u60a9\u307e\u308c\u308b\u65b9\u306f\u5c11\u306a\u304f\u3042\u308a\u307e\u305b\u3093\u3002\u5b9f\u969b\u3001\u56de\u5e30\u30e2\u30c7\u30eb\u306b\u304a\u3044\u3066\u306f\u3001\u3069\u306e\u5909\u6570\u3092\u63a1\u7528\u3057\u3001\u3069\u306e\u5909\u6570\u3092\u9664\u5916\u3059\u308b\u304b\u304c\u30e2\u30c7\u30eb\u306e\u7cbe\u5ea6\u3084\u89e3\u91c8\u6027\u3092\u5927\u304d\u304f\u5de6\u53f3\u3059\u308b\u304b\u3089\u3067\u3059\u3002\u4e00\u65b9\u3067\u3001\u300c\u3053\u308c\u3055\u3048\u3084\u308c\u3070\u5b8c\u74a7\u300d\u3068\u3044\u3046\u4e07\u80fd\u306a\u5909\u6570\u9078\u629e\u624b\u6cd5\u306f\u5b58\u5728\u3057\u307e\u305b\u3093\u3002\u30c7\u30fc\u30bf\u306e\u69cb\u9020\u3084\u5206\u6790\u306e\u76ee\u7684\u306b\u5408\u308f\u305b\u3066\u3001\u9069\u5207\u306a\u9078\u629e\u6cd5\u3092\u898b\u6975\u3081\u308b\u5fc5\u8981\u304c\u3042\u308a\u307e\u3059\u3002\u305d\u3053\u3067\u672c\u8a18\u4e8b\u3067\u306f\u3001\u307e\u305a\u304b\u3064\u3066\u591a\u304f\u306e\u7814\u7a76\u3067\u7528\u3044\u3089\u308c\u3066\u3044\u305f\u3082\u306e\u306e\u3001\u73fe\u5728\u3067\u306f\u3042\u307e\u308a\u63a8\u5968\u3055\u308c\u3066\u3044\u306a\u3044\u5909\u6570\u9078\u629e\u65b9\u6cd5\u3092\u53d6\u308a\u4e0a\u3052\u307e\u3059\u3002\u305d\u306e\u5f8c\u3001\u73fe\u5728\u5229\u7528\u3055\u308c\u3066\u3044\u308b\u4e3b\u8981\u306a\u5909\u6570\u9078\u629e\u624b\u6cd5\u306e\u6982\u8981\u3068\u61f8\u5ff5\u70b9\u3092\u7d39\u4ecb\u3057\u3001\u5909\u6570\u9078\u629e\u624b\u6cd5\u306e\u96e3\u3057\u3055\u3092\u89e3\u8aac\u3057\u3066\u3044\u304d\u307e\u3059\u3002<\/p>\n\n\n\n
\u591a\u6570\u306e\u8aac\u660e\u5909\u6570\u304c\u3042\u308b\u3068\u304d\u3001\u305d\u308c\u305e\u308c\u306e\u8aac\u660e\u5909\u6570\u3092\u76ee\u7684\u5909\u6570\u30681\u5bfe1\u3067\u30e2\u30c7\u30eb\u5316\u3057\u3001\u7d71\u8a08\u7684\u306b\u6709\u610f\u304b\u3069\u3046\u304bp\u5024\u3092\u30c1\u30a7\u30c3\u30af\u3057\u3066\u5224\u65ad\u3059\u308b\u65b9\u6cd5\u304c\u3042\u308a\u307e\u3059\u3002\u3053\u308c\u3092\u300c\u5358\u5909\u91cf\u89e3\u6790\u306b\u57fa\u3065\u304f\u5909\u6570\u9078\u629e\u300d\u3068\u547c\u3073\u307e\u3059\u3002\u5177\u4f53\u7684\u306b\u306f\u3001\u3059\u3079\u3066\u306e\u8aac\u660e\u5909\u6570\u306b\u3064\u3044\u3066\u500b\u5225\u306b\u56de\u5e30\u5206\u6790\u3084\u691c\u5b9a\u3092\u884c\u3044\u9078\u629e\u3059\u3079\u304d\u3068\u307f\u306a\u3055\u308c\u305f\u5909\u6570\u3060\u3051\u3092\u63a1\u7528\u3057\u3001\u305d\u3046\u3067\u306a\u3044\u5909\u6570\u3092\u9664\u5916\u3057\u3066\u3044\u304d\u307e\u3059\u3002\u6b21\u306e\u30bb\u30af\u30b7\u30e7\u30f3\u3067\u306f\u3001\u3053\u306e\u5358\u5909\u91cf\u89e3\u6790\u306b\u57fa\u3065\u304f\u5909\u6570\u9078\u629e\u304c\u5b9f\u969b\u306b\u3069\u306e\u3088\u3046\u306b\u884c\u308f\u308c\u3066\u3044\u308b\u306e\u304b\u3092\u3001\u7dda\u5f62\u56de\u5e30\u3001\u30ed\u30b8\u30b9\u30c6\u30a3\u30c3\u30af\u56de\u5e30\u3001\u8aac\u660e\u5909\u6570\u304c\u30ab\u30c6\u30b4\u30ea\u30fc\u5909\u6570\u306e\u5834\u5408\u3092\u4f8b\u306b\u89e3\u8aac\u3057\u3066\u3044\u304d\u307e\u3059\u3002<\/p>\n\n\n\n
\u91cd\u56de\u5e30\u5206\u6790\u306a\u3069\u306e\u7dda\u5f62\u56de\u5e30\u5206\u6790\u3092\u884c\u3046\u3068\u304d\u306b\u591a\u6570\u306e\u8aac\u660e\u5909\u6570\u304c\u3042\u308a\u3001\u5909\u6570\u9078\u629e\u3092\u884c\u3044\u305f\u3044\u3068\u3057\u307e\u3059\u3002\u305d\u306e\u3088\u3046\u306a\u5834\u5408\u306b\u5358\u5909\u91cf\u89e3\u6790\u3092\u4f7f\u3063\u3066\u5909\u6570\u9078\u629e\u3092\u884c\u3046\u3068\u304d\u306f\u300c\u5404\u8aac\u660e\u5909\u6570\u30921\u3064\u305a\u3064\u53d6\u308a\u51fa\u3057\u3001\u76ee\u7684\u5909\u6570\u3068\u306e\u5358\u56de\u5e30\u5206\u6790\u3092\u884c\u306a\u3063\u3066p\u5024\u3092\u30c1\u30a7\u30c3\u30af\u3057\u3066\u6709\u610f\u304b\u3069\u3046\u304b\u3092\u5224\u5b9a\u3059\u308b\u300d\u3068\u3044\u3046\u624b\u6cd5\u304c\u3088\u304f\u5229\u7528\u3055\u308c\u3066\u3044\u307e\u3057\u305f\u3002\u5177\u4f53\u7684\u306b\u306f\u3001\u4ee5\u4e0b\u306e\u6d41\u308c\u3067\u9032\u3081\u308b\u3053\u3068\u304c\u591a\u3044\u3067\u3059\u3002<\/p>\n\n\n\n
1.\u5358\u56de\u5e30\u30e2\u30c7\u30eb\u3092\u69cb\u7bc9<\/strong><\/p>\n\n\n\n \u25cf\u5404\u8aac\u660e\u5909\u6570\\(X_i\\)\u306b\u5bfe\u3057\u3066\\(Y=\\beta_0\uff0b\\beta_iX_i\\)\u3068\u3044\u3046\u5358\u56de\u5e30\u30e2\u30c7\u30eb\u3092\u69cb\u7bc9\u3057\u307e\u3059\u3002<\/p>\n\n\n\n 2.t\u691c\u5b9a\u3067\u4fc2\u6570\u306e\u6709\u610f\u6027\u3092\u5224\u65ad<\/strong><\/p>\n\n\n\n \u25cf\u4fc2\u6570\\(\\beta_i\\)\u306b\u95a2\u3057\u3066\u3001\u5e30\u7121\u4eee\u8aac\u3092\\(\\beta_i=0\\)\u3068\u7f6e\u304dt\u691c\u5b9a\u306b\u3088\u308ap\u5024\u3092\u6c42\u3081\u307e\u3059\u3002<\/p>\n\n\n\n 3.p\u5024\u304c\u6709\u610f\u6c34\u6e96\u3088\u308a\u5c0f\u3055\u3044\u5909\u6570\u3060\u3051\u3092\u63a1\u629e<\/strong><\/p>\n\n\n\n \u25cf\u6709\u610f\u6c34\u6e96\u30920.05\u306a\u3069\u3068\u3057\u3066\u3001p\u5024 < 0.05 \u3092\u6e80\u305f\u3059\u5909\u6570\u3060\u3051\u3092\u9078\u629e\u3057\u307e\u3059\u3002<\/p>\n\n\n\n \u25cf\u305d\u308c\u4ee5\u5916\u306e\u8aac\u660e\u5909\u6570\u306f\u9664\u5916\u3057\u3066\u3044\u304d\u307e\u3059\u3002<\/p>\n\n\n\n <\/p>\n\n\n\n \u3053\u306e\u3088\u3046\u306b\u3001\u5358\u5909\u91cf\u306ep\u5024\u3092\u57fa\u6e96\u306b\u5909\u6570\u3092\u30b9\u30af\u30ea\u30fc\u30cb\u30f3\u30b0\u3059\u308b\u65b9\u6cd5\u306f\u624b\u65e9\u304f\u5b9f\u884c\u3067\u304d\u307e\u3059\u304c\u3001\u554f\u984c\u3082\u542b\u3093\u3067\u3044\u307e\u3059\u3002<\/p>\n\n\n\n <\/p>\n\n\n\n \u76ee\u7684\u5909\u6570\u304c2\u5024\uff08\u4f8b\uff1a\u6210\u529f\uff0f\u5931\u6557\u3001\u3042\u308a\uff0f\u306a\u3057\uff09\u306e\u5834\u5408\u306b\u306f\u3001\u30ed\u30b8\u30b9\u30c6\u30a3\u30c3\u30af\u56de\u5e30\u3092\u7528\u3044\u308b\u306e\u304c\u4e00\u822c\u7684\u3067\u3059\u3002\u3053\u306e\u624b\u6cd5\u3092\u7528\u3044\u308b\u5834\u5408\u306b\u3001\u540c\u69d8\u306b\u591a\u6570\u306e\u8aac\u660e\u5909\u6570\u304c\u3042\u308a\u3001\u5909\u6570\u9078\u629e\u3092\u884c\u3044\u305f\u3044\u3068\u3059\u308b\u3068\u3001\u4e00\u822c\u7684\u306b\u3001\u5404\u8aac\u660e\u5909\u6570\u306b\u3064\u3044\u3066\u500b\u5225\u306b\u5358\u5909\u91cf\u30ed\u30b8\u30b9\u30c6\u30a3\u30c3\u30af\u56de\u5e30\u30e2\u30c7\u30eb\u3092\u69cb\u7bc9\u3057\u3001\u7d71\u8a08\u691c\u5b9a\u3092\u884c\u3063\u3066\u6709\u610f\u6027\u3092\u8a55\u4fa1\u3059\u308b\u624b\u6cd5\u304c\u63a1\u7528\u3055\u308c\u3066\u3044\u307e\u3057\u305f\u3002\u5177\u4f53\u7684\u306a\u6d41\u308c\u306f\u4ee5\u4e0b\u306e\u901a\u308a\u3067\u3059\u3002<\/p>\n\n\n\n 1.\u30ed\u30b8\u30b9\u30c6\u30a3\u30c3\u30af\u56de\u5e30\u30e2\u30c7\u30eb\u3092\u69cb\u7bc9<\/strong><\/p>\n\n\n\n \u25cf\u5404\u8aac\u660e\u5909\u6570\\(X_i\\)\u306b\u5bfe\u3057\u3066\\(logit\\Bigl(P\\bigl(Y=1\\bigr)\\Bigr)=\\beta_0+\\beta_iX_i\\)\u3068\u3044\u3046\u30ed\u30b8\u30b9\u30c6\u30a3\u30c3\u30af\u56de\u5e30\u30e2\u30c7\u30eb\u3092\u69cb\u7bc9\u3057\u307e\u3059\u3002<\/p>\n\n\n\n 2.Wald\u691c\u5b9a\u306a\u3069\u3092\u7528\u3044\u3066\u4fc2\u6570\u306e\u6709\u610f\u6027\u3092\u5224\u65ad<\/strong><\/p>\n\n\n\n \u25cf\u4fc2\u6570\\(\\beta_i\\)\u306b\u95a2\u3057\u3066\u3001\u5e30\u7121\u4eee\u8aac\u3092\\(\\beta_i=0\\)\u3068\u7f6e\u304dWald\u691c\u5b9a\u306a\u3069\u306b\u3088\u308ap\u5024\u3092\u6c42\u3081\u307e\u3059\u3002<\/p>\n\n\n\n 3.p\u5024\u304c\u6709\u610f\u6c34\u6e96\u3088\u308a\u5c0f\u3055\u3044\u5909\u6570\u3060\u3051\u3092\u63a1\u629e<\/strong><\/p>\n\n\n\n \u25cf\u6709\u610f\u6c34\u6e96\u30920.05\u306a\u3069\u3068\u3057\u3066\u3001p\u5024 < 0.05 \u3092\u6e80\u305f\u3059\u5909\u6570\u3060\u3051\u3092\u9078\u629e\u3057\u307e\u3059\u3002<\/p>\n\n\n\n \u25cf\u305d\u308c\u4ee5\u5916\u306e\u8aac\u660e\u5909\u6570\u306f\u9664\u5916\u3057\u3066\u3044\u304d\u307e\u3059\u3002<\/p>\n\n\n\n \u524d\u8ff0\u306e\u5358\u56de\u5e30\u5206\u6790\u306e\u89e3\u6790\u3068\u540c\u69d8\u306b\u3001\u30ed\u30b8\u30b9\u30c6\u30a3\u30c3\u30af\u56de\u5e30\u3092\u7528\u3044\u305f\u5358\u5909\u91cf\u306ep\u5024\u3092\u57fa\u6e96\u306b\u5909\u6570\u3092\u30b9\u30af\u30ea\u30fc\u30cb\u30f3\u30b0\u3059\u308b\u65b9\u6cd5\u306f\u624b\u65e9\u304f\u5b9f\u884c\u3067\u304d\u307e\u3059\u304c\u3001\u554f\u984c\u3082\u542b\u3093\u3067\u3044\u307e\u3059\u3002<\/p>\n\n\n\n <\/p>\n\n\n\n \u76ee\u7684\u5909\u6570\u3068\u8aac\u660e\u5909\u6570\u304c\u30ab\u30c6\u30b4\u30ea\u30fc\u5909\u6570\uff08\u4f8b\uff1a\u6027\u5225\u3001\u5730\u57df\u3001\u4f1a\u54e1\u30e9\u30f3\u30af\u306a\u3069\uff09\u306e\u5834\u5408\u3001\u591a\u6570\u306e\u8aac\u660e\u5909\u6570\u304b\u3089\u5909\u6570\u9078\u629e\u3092\u884c\u3046\u305f\u3081\u306b\u30012\u3064\u306e\u5909\u6570\u9593\u306e\u95a2\u9023\u6027\u3092\u8a55\u4fa1\u3059\u308b\u30ab\u30a4\u4e8c\u4e57\u691c\u5b9a\u304c\u3088\u304f\u5229\u7528\u3055\u308c\u3066\u3044\u307e\u3057\u305f\u3002\u5177\u4f53\u7684\u306b\u306f\u3001\u4ee5\u4e0b\u306e\u624b\u9806\u3067\u3001\u5358\u5909\u91cf\u89e3\u6790\u306b\u57fa\u3065\u304f\u5909\u6570\u9078\u629e\u3092\u884c\u3044\u307e\u3059\u3002<\/p>\n\n\n\n <\/p>\n\n\n\n 1.\u30af\u30ed\u30b9\u96c6\u8a08\u8868\u306e\u4f5c\u6210<\/strong><\/p>\n\n\n\n \u25cf\u5404\u30ab\u30c6\u30b4\u30ea\u30fc\u5909\u6570\u306b\u3064\u3044\u3066\u3001\u76ee\u7684\u5909\u6570\u3068\u306e\u30af\u30ed\u30b9\u96c6\u8a08\u8868\u3092\u4f5c\u6210\u3057\u307e\u3059\u3002<\/p>\n\n\n\n \u305f\u3068\u3048\u3070\u3001\u76ee\u7684\u5909\u6570\u304c\u300c\u8cfc\u5165\uff08Yes\/No\uff09\u300d\u3001\u8aac\u660e\u5909\u6570\u304c\u300c\u4f1a\u54e1\u30e9\u30f3\u30af\u300d\u306e\u5834\u5408\u3001\u5404\u30ab\u30c6\u30b4\u30ea\u30fc\u306e\u983b\u5ea6\u3092\u96c6\u8a08\u3057\u307e\u3059\u3002<\/p>\n\n\n\n <\/p>\n\n\n\n 2.\u30ab\u30a4\u4e8c\u4e57\u691c\u5b9a\u306e\u5b9f\u65bd<\/strong><\/p>\n\n\n\n \u25cf\u4f5c\u6210\u3057\u305f\u30af\u30ed\u30b9\u96c6\u8a08\u8868\u3092\u7528\u3044\u3066\u3001\u30ab\u30a4\u4e8c\u4e57\u691c\u5b9a\u3092\u884c\u3044\u307e\u3059\u3002<\/p>\n\n\n\n \u5e30\u7121\u4eee\u8aac\u306f\u3001\u8aac\u660e\u5909\u6570\u3068\u76ee\u7684\u5909\u6570\u306f\u72ec\u7acb\u3057\u3066\u3044\u308b\uff08\u3064\u307e\u308a\u3001\u95a2\u9023\u6027\u304c\u306a\u3044\uff09\u3001\u3068\u3044\u3046\u3082\u306e\u306b\u306a\u308a\u307e\u3059\u3002<\/p>\n\n\n\n <\/p>\n\n\n\n 3.p\u5024\u304c\u6709\u610f\u6c34\u6e96\u3088\u308a\u5c0f\u3055\u3044\u5909\u6570\u3060\u3051\u3092\u63a1\u629e<\/strong><\/p>\n\n\n\n \u25cf\u6709\u610f\u6c34\u6e96\u30920.05\u306a\u3069\u3068\u3057\u3066\u3001p\u5024 < 0.05 \u3092\u6e80\u305f\u3059\u5909\u6570\u3060\u3051\u3092\u9078\u629e\u3057\u307e\u3059\u3002<\/p>\n\n\n\n \u25cf\u305d\u308c\u4ee5\u5916\u306e\u8aac\u660e\u5909\u6570\u306f\u9664\u5916\u3057\u3066\u3044\u304d\u307e\u3059\u3002<\/p>\n\n\n\n \u3053\u306e\u3088\u3046\u306b\u3001\u30ab\u30c6\u30b4\u30ea\u5909\u6570\u306b\u5bfe\u3057\u3066\u306f\u3001\u30af\u30ed\u30b9\u96c6\u8a08\u3068\u30ab\u30a4\u4e8c\u4e57\u691c\u5b9a\u3092\u7d44\u307f\u5408\u308f\u305b\u308b\u3053\u3068\u3067\u3001\u76ee\u7684\u5909\u6570\u3068\u306e\u95a2\u9023\u6027\u3092\u30b7\u30f3\u30d7\u30eb\u304b\u3064\u8fc5\u901f\u306b\u8a55\u4fa1\u3067\u304d\u307e\u3059\u3002\u30ab\u30a4\u4e8c\u4e57\u691c\u5b9a\u3068\u5358\u5909\u91cf\u306ep\u5024\u3092\u57fa\u6e96\u306b\u5909\u6570\u3092\u30b9\u30af\u30ea\u30fc\u30cb\u30f3\u30b0\u3059\u308b\u65b9\u6cd5\u306f\u624b\u65e9\u304f\u5b9f\u884c\u3067\u304d\u307e\u3059\u304c\u3001\u554f\u984c\u3082\u542b\u3093\u3067\u3044\u307e\u3059\u3002<\/p>\n\n\n\n \u9577\u3089\u304f\u591a\u304f\u306e\u5206\u91ce\u3067\u3001\u4e0a\u8ff0\u306e\u3088\u3046\u306a\u5358\u5909\u91cf\u89e3\u6790\u306b\u57fa\u3065\u304f\u5909\u6570\u9078\u629e\u624b\u6cd5\u304c\u5229\u7528\u3055\u308c\u3066\u304d\u307e\u3057\u305f\u3002\u3053\u308c\u3089\u624b\u6cd5\u3092\u5229\u7528\u3057\u305f\u5b66\u8853\u8ad6\u6587\u3082\u591a\u6570\u516c\u8868\u3055\u308c\u3066\u3044\u307e\u3059\u3002\u3057\u304b\u3057\u306a\u304c\u3089\u30012015\u5e74\u306b\u81e8\u5e8a\u533b\u5b66\u306e\u5206\u91ce\u3092\u4e2d\u5fc3\u3068\u3059\u308b\u7814\u7a76\u306b\u304a\u3051\u308b\u591a\u5909\u91cf\u4e88\u6e2c\u30e2\u30c7\u30eb\u306e\u958b\u767a\u30fb\u691c\u8a3c\u30fb\u66f4\u65b0\u306b\u95a2\u3059\u308b\u30ac\u30a4\u30c9\u30e9\u30a4\u30f3[1]\u304c\u516c\u8868\u3055\u308c\u3001\u5358\u5909\u91cf\u89e3\u6790\u306b\u57fa\u3065\u304f\u5909\u6570\u9078\u629e\u306b\u95a2\u3059\u308b\u30ea\u30b9\u30af\u306b\u3064\u3044\u3066\u63d0\u8a00\u304c\u306a\u3055\u308c\u3001\u305d\u306e\u3088\u3046\u306a\u624b\u6cd5\u306f\u63a8\u5968\u3057\u306a\u3044\u201cnot recommended\u201d\u3068\u3055\u308c\u307e\u3057\u305f\u3002\u3053\u306e\u30ac\u30a4\u30c9\u30e9\u30a4\u30f3\u306f\u901a\u79f0TRIPOD\u58f0\u660e\u3068\u547c\u3070\u308c\u3001\u672c\u30d6\u30ed\u30b0\u8a18\u4e8b\u3092\u57f7\u7b46\u3057\u3066\u3044\u308b2025\u5e744\u6708\u4e0a\u65ec\u6642\u70b9\u30679,500\u56de\u4ee5\u4e0a\u306e\u5f15\u7528\u304c\u306a\u3055\u308c\u3066\u3044\u308b\u975e\u5e38\u306b\u6709\u540d\u306a\u30ac\u30a4\u30c9\u30e9\u30a4\u30f3\u3067\u3059\u3002\u5177\u4f53\u7684\u306b\u306f\u3001TRIPOD\u58f0\u660e[1]\u306e\u4ed8\u5c5e\u6587\u66f8\u3067\u3042\u308bTransparent Reporting of a multivariable prediction model for Individual Prognosis or Diagnosis (TRIPOD): explanation and elaboration.\u3068\u3044\u3046\u6587\u66f8[2]\u306b\u304a\u3044\u3066\u3001\u4ee5\u4e0b\u306e\u3088\u3046\u306b\u8a00\u53ca\u3055\u308c\u3066\u3044\u307e\u3059\u3002<\/p>\n\n\n\n \u301c\u5f15\u7528\uff11\u301c \u65e5\u672c\u8a9e\u8a33\u3068\u3057\u3066\u306f\u4ee5\u4e0b\u306e\u3088\u3046\u306b\u306a\u308a\u307e\u3059\u3002<\/p>\n\n\n\n \u301c\u65e5\u672c\u8a9e\u8a33\uff11\u301c \u3053\u306e\u30ac\u30a4\u30c9\u30e9\u30a4\u30f3\u3067\u8ff0\u3079\u3089\u308c\u3066\u3044\u308b\u5358\u5909\u91cf\u89e3\u6790\u306b\u57fa\u3065\u304f\u5909\u6570\u9078\u629e\u306e\u554f\u984c\u70b9\u3068\u3057\u3066\u306f\u3001\u5358\u5909\u91cf\u306e\u89e3\u6790\u3067\u76ee\u7684\u5909\u6570\u3068\u306e\u9593\u306b\u6709\u610f\u306a\u95a2\u9023\u304c\u306a\u3044\u3068\u3055\u308c\u305f\u8aac\u660e\u5909\u6570\u3092\u9664\u5916\u3059\u308b\u3053\u3068\u306f\u3001\u4ea4\u7d61\u306e\u5f71\u97ff\u306a\u3069\u3067\u91cd\u8981\u306a\u8aac\u660e\u5909\u6570\u304c\u9664\u5916\u3055\u308c\u3066\u3057\u307e\u3046\u53ef\u80fd\u6027\u304c\u3042\u308b\u3068\u3055\u308c\u3066\u3044\u307e\u3059\u3002\u63db\u8a00\u3059\u308b\u3068\u5358\u5909\u91cf\u89e3\u6790\u3067\u5bfe\u8c61\u3068\u3057\u3066\u3044\u306a\u3044\u5909\u6570\u306e\u5f71\u97ff\u306e\u305f\u3081\u306b\u3001\u672c\u6765\u9078\u629e\u3059\u3079\u304d\u5909\u6570\u3092\u9664\u5916\u3057\u3066\u3057\u307e\u3046\u3053\u3068\u304c\u8d77\u3053\u308a\u3084\u3059\u3044\u3001\u3068\u3044\u3046\u3053\u3068\u3092\u6307\u6458\u3057\u3066\u3044\u307e\u3059\u3002\u3053\u306e\u3088\u3046\u306a\u554f\u984c\u306b\u5bfe\u51e6\u3059\u308b\u65b9\u6cd5\u306e1\u3064\u3068\u3057\u3066\u306f\u3001\u5bfe\u8c61\u3068\u3057\u3066\u3044\u308b\u8aac\u660e\u5909\u6570\u3092\u5168\u3066\u53d6\u308a\u5165\u308c\u305f\u30e2\u30c7\u30eb\u3092\u7528\u3044\u3066\u5909\u6570\u9078\u629e\u306e\u5224\u65ad\u3092\u3059\u308b\u624b\u6cd5\u304c\u8003\u3048\u3089\u308c\u307e\u3059\u3002<\/p>\n\n\n\n <\/p>\n\n\n\n \u4ed6\u306b\u3082\u3001TRIPOD\u58f0\u660e\u304c\u516c\u8868\u3055\u308c\u308b\u3088\u308a\u3082\u4f55\u5e74\u3082\u524d\u306e1996\u5e74\u306b\u516c\u8868\u3055\u308c\u305f\u8ad6\u6587 [3]\u3067\u306f\u3001\u6b21\u306e\u3088\u3046\u306a\u8a00\u53ca\u304c\u306a\u3055\u308c\u3066\u3044\u307e\u3059\u3002<\/p>\n\n\n\n <\/p>\n\n\n\n \u301c\u5f15\u7528\uff12\u301c \u301c\u65e5\u672c\u8a9e\u8a33\uff12\u301c \u3053\u306e\u8ad6\u6587[3]\u306f\u3001\u672c\u30d6\u30ed\u30b0\u8a18\u4e8b\u57f7\u7b46\u6642\u70b9\uff082025\u5e744\u6708\u4e0a\u65ec\uff09\u3067\u30011,000\u56de\u4ee5\u4e0a\u5f15\u7528\u3055\u308c\u3066\u3044\u308b\u5e83\u304f\u77e5\u3089\u308c\u305f\u8ad6\u6587\u3067\u3059\u3002\u305d\u3057\u3066\u3001TRIPOD\u58f0\u660e\u3068\u540c\u69d8\u306b\u3001\u3053\u306e\u8ad6\u6587\u3067\u3082\u5909\u6570\u9078\u629e\u306b\u304a\u3044\u30661\u3064\u306e\u8aac\u660e\u5909\u6570\u3068\u76ee\u7684\u5909\u6570\u3067\u5206\u6790\u3092\u884c\u3046\u5358\u5909\u91cf\u89e3\u6790\uff08\u8ad6\u6587\u4e2d\u3067\u306fbivariable analysis\uff09\u3092\u7528\u3044\u305f\u624b\u6cd5\u306f\u91cd\u5927\u306a\u30ea\u30b9\u30af\u3092\u62b1\u3048\u3066\u3044\u308b\u3068\u6307\u6458\u3057\u3066\u3044\u307e\u3059\u3002<\/p>\n\n\n\n \u3053\u306e\u3088\u3046\u306a\u6307\u6458\u3092\u8e0f\u307e\u3048\u308b\u3068\u3001\u591a\u5909\u91cf\u89e3\u6790\u306b\u304a\u3051\u308b\u5909\u6570\u9078\u629e\u306e\u6bb5\u968e\u3067\u5358\u5909\u91cf\u89e3\u6790\u3092\u305d\u306e\u307e\u307e\u63a1\u7528\u3059\u308b\u3053\u3068\u306f\u3001\u9069\u5207\u3068\u306f\u8a00\u3044\u96e3\u3044\u72b6\u6cc1\u3067\u3059\u3002\u3057\u304b\u3057\u3001\u5358\u5909\u91cf\u89e3\u6790\u306b\u4ee3\u308f\u308b\u300c\u5b8c\u74a7\u306a\u300d\u5909\u6570\u9078\u629e\u624b\u6cd5\u306f\u5b58\u5728\u3059\u308b\u306e\u3067\u3057\u3087\u3046\u304b\u3002\u5b9f\u969b\u306e\u3068\u3053\u308d\u3001\u672c\u30d6\u30ed\u30b0\u8a18\u4e8b\u306e\u5192\u982d\u3067\u3082\u89e6\u308c\u305f\u901a\u308a\u3001\u73fe\u6642\u70b9\u3067\u4e07\u80fd\u306a\u5909\u6570\u9078\u629e\u624b\u6cd5\u306f\u5b58\u5728\u3057\u307e\u305b\u3093\u3002\u5404\u624b\u6cd5\u306b\u306f\u305d\u308c\u305e\u308c\u30e1\u30ea\u30c3\u30c8\u30fb\u30c7\u30e1\u30ea\u30c3\u30c8\u304c\u3042\u308a\u3001\u76ee\u7684\u3084\u30c7\u30fc\u30bf\u306e\u7279\u6027\u306b\u5408\u308f\u305b\u305f\u30a2\u30d7\u30ed\u30fc\u30c1\u304c\u5fc5\u8981\u3068\u306a\u308a\u307e\u3059\u3002<\/p>\n\n\n\n <\/p>\n\n\n\n \u5358\u5909\u91cf\u89e3\u6790\u4ee5\u5916\u3067\u5909\u6570\u9078\u629e\u3092\u884c\u3046\u5834\u5408\u3001\u3069\u306e\u3088\u3046\u306a\u624b\u6cd5\u304c\u8003\u3048\u3089\u308c\u308b\u306e\u3067\u3057\u3087\u3046\u304b\u3002\u305d\u308c\u305e\u308c\u306e\u624b\u6cd5\u306b\u306f\u3001\u30e1\u30ea\u30c3\u30c8\u3068\u30c7\u30e1\u30ea\u30c3\u30c8\u304c\u5b58\u5728\u3057\u3001\u5b9f\u969b\u306e\u89e3\u6790\u306b\u304a\u3044\u3066\u306f\u76ee\u7684\u3084\u30c7\u30fc\u30bf\u306e\u7279\u6027\u306b\u5fdc\u3058\u305f\u5224\u65ad\u304c\u6c42\u3081\u3089\u308c\u307e\u3059\u3002\u5358\u5909\u91cf\u89e3\u6790\u4ee5\u5916\u306e\u5909\u6570\u9078\u629e\u624b\u6cd5\u306e1\u3064\u306b\u95a2\u3057\u3066\u3001TRIPOD\u58f0\u660e\u306e\u4ed8\u5c5e\u6587\u66f8[2]\u3067\u306f\u4ee5\u4e0b\u306e\u3088\u3046\u306b\u8a00\u53ca\u3055\u308c\u3066\u3044\u307e\u3059\u3002<\/p>\n\n\n\n \u301c\u5f15\u7528\uff13\u301c \u301c\u65e5\u672c\u8a9e\u8a33\uff13\u301c \u4e0a\u8a18\u306e\u3088\u3046\u306b\u3001TRIPOD\u58f0\u660e\u306e\u4ed8\u5c5e\u6587\u66f8[2]\u306b\u3088\u308b\u3068\u3001LASSO\u6cd5\u3084\u305d\u306e\u6d3e\u751f\u624b\u6cd5\u304c\u300c\u4eba\u6c17\u3067\u3042\u308b\u300d\u3068\u8a00\u53ca\u3055\u308c\u3066\u3044\u307e\u3059\u3002\u3067\u306f\u3001\u305d\u3082\u305d\u3082LASSO\u6cd5\u3068\u306f\u3069\u306e\u3088\u3046\u306a\u624b\u6cd5\u306a\u306e\u3067\u3057\u3087\u3046\u304b\u3002\u6b21\u306e\u30bb\u30af\u30b7\u30e7\u30f3\u3067\u306f\u3001LASSO\u6cd5\u306e\u57fa\u672c\u7684\u306a\u4ed5\u7d44\u307f\u3068\u305d\u306e\u5229\u70b9\u3001\u3055\u3089\u306b\u306f\u62b1\u3048\u308b\u554f\u984c\u70b9\u306b\u3064\u3044\u3066\u3001\u308f\u304b\u308a\u3084\u3059\u304f\u89e3\u8aac\u3057\u3066\u3044\u304d\u307e\u3059\u3002<\/p>\n\n\n\n LASSO\uff08Least Absolute Shrinkage and Selection Operator\uff09\u6cd5\u306f\u30011996\u5e74\u306bTibshirani\u6c0f\u304c\u767a\u8868\u3057\u305f\u8ad6\u6587Regression Shrinkage and Selection Via the Lasso<\/em>[4]\u306b\u3088\u3063\u3066\u5e83\u304f\u77e5\u3089\u308c\u308b\u3088\u3046\u306b\u306a\u308a\u307e\u3057\u305f\u3002\u53b3\u5bc6\u306b\u306f\u3001\u540c\u69d8\u306e\u30a2\u30a4\u30c7\u30a2\u306fTibshirani\u6c0f\u4ee5\u524d\u306b\u3082\u63d0\u6848\u3055\u308c\u3066\u3044\u307e\u3057\u305f\u304c\u3001\u7d71\u8a08\u5206\u6790\u306e\u6587\u8108\u306b\u304a\u3044\u3066\u306f\u3001Tibshirani\u6c0f\u306e\u8ad6\u6587\u304c\u3053\u306e\u624b\u6cd5\u3092\u666e\u53ca\u3055\u305b\u305f\u753b\u671f\u7684\u306a\u7814\u7a76\u3068\u3057\u3066\u4f4d\u7f6e\u4ed8\u3051\u3089\u308c\u3066\u3044\u307e\u3059\u3002\u672c\u30d6\u30ed\u30b0\u8a18\u4e8b\u57f7\u7b46\u6642\u70b9\uff082025\u5e744\u6708\u4e0a\u65ec\uff09\u3067\u3001\u3053\u306e\u8ad6\u6587[4]\u306f63,000\u56de\u3092\u8d85\u3048\u308b\u5f15\u7528\u6570\u3092\u8a87\u308a\u3001\u5e83\u304f\u8a8d\u77e5\u3055\u308c\u3066\u3044\u308b\u624b\u6cd5\u3067\u3059\u3002<\/p>\n\n\n\n LASSO\u6cd5\u3067\u306f\u3001\u901a\u5e38\u306e\u6700\u5c0f\u4e8c\u4e57\u6cd5\u306e\u76ee\u7684\u95a2\u6570\u306bL\uff11\u30ce\u30eb\u30e0\uff08\u5404\u56de\u5e30\u4fc2\u6570\u306e\u7d76\u5bfe\u5024\u306e\u548c\uff09\u306b\u57fa\u3065\u304f\u30da\u30ca\u30eb\u30c6\u30a3\u9805\u3092\u8ffd\u52a0\u3057\u307e\u3059\u3002<\/p>\n\n\n\n \\( \u4e0a\u8a18\u306e\u5f0f1\u3092\u6700\u5c0f\u5316\u3059\u308b\u3068\u3001\u7d50\u679c\u7684\u306b\u3053\u306e\u30da\u30ca\u30eb\u30c6\u30a3\u9805\u306e\u5f71\u97ff\u3067\u4e00\u90e8\u306e\u4fc2\u6570\\(\\beta_j\\)\u304c\u30bc\u30ed\u306b\u7e2e\u5c0f\u3055\u308c\u308b\u3053\u3068\u306b\u306a\u308a\u307e\u3059\u3002\u3064\u307e\u308a\u3001\\(\\beta=0\\)\u306b\u306a\u308b\u3068\u3044\u3046\u3053\u3068\u306f\u3001\u305d\u306e\u4fc2\u6570\u3092\u6301\u3064\u8aac\u660e\u5909\u6570\u3067\u3042\u308b\\(\\chi_j\\)\u306e\u5f71\u97ff\u304c\u30e2\u30c7\u30eb\u4e0a\u3067\u9664\u5916\u3055\u308c\u3001\u5b9f\u8cea\u7684\u306a\u5909\u6570\u9078\u629e\u304c\u884c\u308f\u308c\u308b\u3053\u3068\u3092\u610f\u5473\u3057\u307e\u3059\u3002\u3053\u306eL\uff11\u30ce\u30eb\u30e0\u306b\u57fa\u3065\u304f\u30da\u30ca\u30eb\u30c6\u30a3\u9805\u306f\u3001L\uff11\u6b63\u5247\u5316\u9805\u307e\u305f\u306fL\uff11\u7f70\u5247\u9805\u3068\u3082\u547c\u3070\u308c\u307e\u3059\u3002\u307e\u305f\u3001\u5f0f\uff11\u306b\u304a\u3051\u308b\\(\\lambda\\)\u306f\u30da\u30ca\u30eb\u30c6\u30a3\u306e\u5f37\u3055\u3092\u8abf\u6574\u3059\u308b\u30d1\u30e9\u30e1\u30fc\u30bf\u3067\u3059\u3002\\(\\lambda\\)\u306e\u5024\u304c\u5927\u304d\u3044\u307b\u3069\u4fc2\u6570\u304c\u30bc\u30ed\u306b\u8fd1\u3065\u304d\u3001\u591a\u304f\u306e\u8aac\u660e\u5909\u6570\u304c\u9664\u5916\u3055\u308c\u308b\u3053\u3068\u306b\u306a\u308a\u307e\u3059\u3002\u9006\u306b\u3001\\(\\lambda\\)\u304c\u5c0f\u3055\u3044\u5834\u5408\u306f\u30da\u30ca\u30eb\u30c6\u30a3\u304c\u5f31\u304f\u306a\u308a\u3001\u901a\u5e38\u306e\u6700\u5c0f\u4e8c\u4e57\u6cd5\u3068\u307b\u307c\u540c\u69d8\u306e\u7d50\u679c\u306b\u306a\u308a\u307e\u3059\u3002\u3053\u306e\u70b9\u306b\u3064\u3044\u3066\u306f\u3001\\(\\lambda=0\\)\u306e\u30b1\u30fc\u30b9\u304c\u901a\u5e38\u306e\u6700\u5c0f\u4e8c\u4e57\u6cd5\u3068\u540c\u3058\u306b\u306a\u308b\u3053\u3068\u3092\u60f3\u50cf\u3059\u308b\u3068\u30a4\u30e1\u30fc\u30b8\u3092\u63b4\u307f\u3084\u3059\u3044\u304b\u3082\u3057\u308c\u307e\u305b\u3093\u3002\u3053\u306eLASSO\u6cd5\u3092\u7528\u3044\u3066\u56de\u5e30\u5206\u6790\u3092\u884c\u3046\u3053\u3068\u3092LASSO\u56de\u5e30\u3068\u547c\u3073\u3001\u6975\u3081\u3066\u591a\u304f\u306e\u5b66\u8853\u7814\u7a76\u3067LASSO\u56de\u5e30\u3092\u7528\u3044\u305f\u5206\u6790\u304c\u884c\u308f\u308c\u3066\u3044\u307e\u3059\u3002\u305d\u308c\u3067\u306f\u3053\u306eLASSO\u6cd5\u306b\u306f\u4f55\u3082\u30c7\u30e1\u30ea\u30c3\u30c8\u306f\u306a\u3044\u306e\u3067\u3057\u3087\u3046\u304b\u3002\u305d\u306e\u70b9\u306b\u3064\u3044\u3066\u306f\u6b21\u306e\u30bb\u30af\u30b7\u30e7\u30f3\u3067\u7d39\u4ecb\u3057\u307e\u3059\u3002<\/p>\n\n\n\n <\/p>\n\n\n\n \u4e0a\u8ff0\u306e\u901a\u308a\u3001LASSO\u6cd5\uff08\u305d\u3057\u3066\u305d\u308c\u3092\u5229\u7528\u3057\u305f\u56de\u5e30\u5206\u6790\u3067\u3042\u308bLASSO\u56de\u5e30\uff09\u306f\u975e\u5e38\u306b\u591a\u6570\u306e\u5b66\u8853\u8ad6\u6587\u3067\u7528\u3044\u3089\u308c\u3066\u3044\u308b\u3060\u3051\u3067\u306a\u304f\u3001\u7814\u7a76\u958b\u767a\u306e\u5834\u3067\u3082\u7528\u3044\u3089\u308c\u3066\u3044\u308b\u6975\u3081\u3066\u5f37\u529b\u306a\u5909\u6570\u9078\u629e\u624b\u6cd5\u3067\u3059\u3002\u3057\u304b\u3057\u306a\u304c\u3089\u3001\u672c\u30d6\u30ed\u30b0\u8a18\u4e8b\u3092\u901a\u3057\u3066\u5ea6\u3005\u8a00\u53ca\u3057\u3066\u3044\u308b\u901a\u308a\u3001\u5b8c\u74a7\u306a\u5909\u6570\u9078\u629e\u624b\u6cd5\u306f\u5b58\u5728\u3057\u307e\u305b\u3093\u3002\u672c\u30bb\u30af\u30b7\u30e7\u30f3\u3067\u306f\u3001LASSO\u6cd5\u306b\u304a\u3051\u308b\u61f8\u5ff5\u70b9\u306b\u3064\u3044\u3066\u7d39\u4ecb\u3057\u3066\u3044\u304d\u307e\u3059\u3002<\/p>\n\n\n\n LASSO\u6cd5\u306b\u304a\u3051\u308b\u61f8\u5ff5\u70b9\u306b\u3064\u3044\u3066\u306f\u3001\u6570\u5e74\u524d\u306b\u516c\u8868\u3055\u308c\u305fA critical review of LASSO and its derivatives for variable selection under dependence among covariates.<\/em>\u3068\u3044\u3046\u8ad6\u6587[5]\u306b\u3001\u591a\u6570\u306e\u8ad6\u6587\u3092\u5f15\u7528\u3057\u306a\u304c\u3089\u7c21\u6f54\u306b\u8907\u6570\u306e\u8ad6\u70b9\u304c\u5217\u8a18\u3055\u308c\u3066\u3044\u307e\u3059\u3002\u305d\u308c\u3067\u306f\u3001LASSO\u6cd5\u306e\u61f8\u5ff5\u70b9\u306b\u3064\u3044\u3066\u898b\u3066\u3044\u304d\u307e\u3057\u3087\u3046\u3002<\/p>\n\n\n\n \u301c\u5f15\u7528\uff14\u301c \u301c\u65e5\u672c\u8a9e\u8a33\uff14\u301c \u301c\u5f15\u7528\uff15\u301c \u301c\u65e5\u672c\u8a9e\u8a33\uff15\u301c \u301c\u5f15\u7528\uff16\u301c \u301c\u65e5\u672c\u8a9e\u8a33\uff16\u301c \u301c\u5f15\u7528\uff17\u301c \u301c\u65e5\u672c\u8a9e\u8a33\uff17\u301c \u301c\u5f15\u7528\uff18\u301c \u301c\u65e5\u672c\u8a9e\u8a33\uff18\u301c \u8ad6\u6587[5]\u3067\u8a00\u53ca\u3055\u308c\u3066\u3044\u308b\u4e0a\u8a18\u306e\u5185\u5bb9\u3092\u308f\u304b\u308a\u3084\u3059\u304f\u307e\u3068\u3081\u308b\u3068\u4e0b\u8a18\u306e\u3088\u3046\u306b\u8a00\u3044\u63db\u3048\u308b\u3053\u3068\u304c\u3067\u304d\u307e\u3059\u3002<\/p>\n\n\n\n 1.<\/strong>\u8aac\u660e\u5909\u6570\u306e\u6570 \\(p\\) \u304c\u30c7\u30fc\u30bf\u6570 \\(n\\) \u3088\u308a\u5927\u304d\u3044\u5834\u5408\u3001\u5fc5\u8981\u306a\u8aac\u660e\u5909\u6570\u3092\u9078\u629e\u3057\u304d\u308b\u3053\u3068\u304c\u3067\u304d\u306a\u3044\u72b6\u614b\u3067\u5909\u6570\u9078\u629e\u304c\u5b8c\u4e86\u3057\u3066\u3057\u307e\u3046\u3002<\/p>\n\n\n\n 2.<\/strong>\u56de\u5e30\u4fc2\u6570\\(\\hat{\\beta}^{L_1}\\) \u306b\u30d0\u30a4\u30a2\u30b9\u304c\u751f\u3058\u3066\u3057\u307e\u3046\u3002<\/p>\n\n\n\n 3.<\/strong>\u8aac\u660e\u5909\u6570\u9593\u306b\u5f37\u3044\u76f8\u95a2\u304c\u3042\u308b\u3068\u3001\u305d\u306e\u4e2d\u304b\u30891\u3064\uff08\u307e\u305f\u306f\u5c11\u6570\uff09\u3057\u304b\u9078\u3076\u3053\u3068\u304c\u3067\u304d\u306a\u3044\u3002<\/p>\n\n\n\n 4.<\/strong>\u91cd\u8981\u306a\u5909\u6570\u3092\u9078\u629e\u3057\u3088\u3046\u3068\u3059\u308b\u3068\u3001\u91cd\u8981\u3067\u306a\u3044\u5909\u6570\u3082\u591a\u304f\u53d6\u308a\u8fbc\u3093\u3067\u3057\u307e\u3046\uff08\u507d\u767a\u898b\u7387\u3068\u771f\u967d\u6027\u7387\u306e\u9593\u306b\u30c8\u30ec\u30fc\u30c9\u30aa\u30d5\u304c\u3042\u308b\uff09\u3002<\/p>\n\n\n\n 5.<\/strong>\u30d1\u30e9\u30e1\u30fc\u30bf\\(\\lambda\\) \u306e\u6c7a\u5b9a\u65b9\u6cd5\u306b\u4e07\u80fd\u306a\u30a2\u30d7\u30ed\u30fc\u30c1\u304c\u5b58\u5728\u3057\u306a\u3044\u3002<\/p>\n\n\n\n <\/p>\n\n\n\n \u3053\u306e\u3088\u3046\u306bLASSO\u6cd5\u3084\u305d\u308c\u3092\u7528\u3044\u305fLASSO\u56de\u5e30\u306b\u95a2\u3059\u308b\u69d8\u3005\u306a\u61f8\u5ff5\u70b9\u304c\u6307\u6458\u3055\u308c\u3066\u3044\u307e\u3059\u3002\u975e\u5e38\u306b\u6709\u7528\u3067\u3042\u308bLASSO\u6cd5\u3082\u5909\u6570\u9078\u629e\u3068\u3057\u3066\u5b8c\u74a7\u306a\u65b9\u6cd5\u3067\u306f\u3042\u308a\u307e\u305b\u3093\u3002<\/p>\n\n\n\n <\/p>\n\n\n\n \u672c\u30d6\u30ed\u30b0\u8a18\u4e8b\u3067\u306f\u3001\u5909\u6570\u9078\u629e\u6cd5\u306b\u3064\u3044\u3066\u7c21\u5358\u306b\u3054\u7d39\u4ecb\u3057\u307e\u3057\u305f\u3002\u304b\u3064\u3066\u306f\u3001\u5358\u5909\u91cf\u89e3\u6790\u306b\u57fa\u3065\u304f\u5909\u6570\u9078\u629e\u624b\u6cd5\u304c\u3088\u304f\u7528\u3044\u3089\u308c\u3066\u3044\u307e\u3057\u305f\u304c\u3001\u73fe\u5728\u3067\u306f\u305d\u306e\u30a2\u30d7\u30ed\u30fc\u30c1\u306f\u3042\u307e\u308a\u63a8\u5968\u3055\u308c\u3066\u3044\u307e\u305b\u3093\u3002\u3057\u304b\u3057\u3001\u5358\u5909\u91cf\u89e3\u6790\u3092\u6392\u9664\u3057\u305f\u3068\u3057\u3066\u3082\u3001\u4e07\u80fd\u306a\u5909\u6570\u9078\u629e\u6cd5\u306f\u5b58\u5728\u3057\u306a\u3044\u306e\u304c\u73fe\u72b6\u3067\u3059\u3002\u305f\u3068\u3048\u3070\u3001\u5e83\u304f\u5229\u7528\u3055\u308c\u3066\u3044\u308bLASSO\u6cd5\uff08\u304a\u3088\u3073LASSO\u56de\u5e30\uff09\u306b\u3082\u3001\u305d\u308c\u306a\u308a\u306e\u61f8\u5ff5\u70b9\u304c\u6307\u6458\u3055\u308c\u3066\u3044\u307e\u3059\u3002\u3057\u305f\u304c\u3063\u3066\u3001\u7814\u7a76\u5bfe\u8c61\u306e\u30c7\u30fc\u30bf\u69cb\u9020\u3084\u9054\u6210\u3057\u305f\u3044\u76ee\u7684\u306b\u5fdc\u3058\u3066\u3001\u6700\u826f\u306e\u624b\u6cd5\u3092\u9078\u629e\u3059\u308b\u3053\u3068\u304c\u91cd\u8981\u3068\u306a\u308a\u307e\u3059\u3002\u682a\u5f0f\u4f1a\u793e\u30a8\u30a4\u30be\u30b9\u3067\u306f\u3001\u3053\u306e\u5206\u91ce\u306b\u95a2\u3059\u308b\u8c4a\u5bcc\u306a\u7d4c\u9a13\u3068\u77e5\u898b\u3092\u6709\u3057\u3066\u304a\u308a\u307e\u3059\u3002\u4f8b\u3048\u3070\u672c\u30d6\u30ed\u30b0\u8a18\u4e8b\u306b\u3042\u308b\u3088\u3046\u306a\u5909\u6570\u9078\u629e\u3068\u3044\u3063\u305f\u70b9\u306b\u95a2\u3057\u3066\u3082\u3001\u3055\u3089\u306a\u308b\u8a73\u7d30\u306b\u3054\u8208\u5473\u306e\u3042\u308b\u65b9\u306f\u30a8\u30a4\u30be\u30b9\u307e\u3067\u305c\u3072\u304a\u554f\u3044\u5408\u308f\u305b\u304f\u3060\u3055\u3044\u3002<\/p>\n\n\n\n <\/p>\n\n\n\n [1] [2] [3] [4] [5] \u30a8\u30a4\u30be\u30b9\u3067\u306f\u591a\u6570\u306e\u5171\u540c\u7814\u7a76\u3092\u884c\u3063\u3066\u3044\u307e\u3059\u3002\u4f8b\u3048\u3070\u3001\u672c\u30d6\u30ed\u30b0\u3067\u53d6\u308a\u4e0a\u3052\u305f\u3088\u3046\u306a\u7dda\u5f62\u56de\u5e30\u30e2\u30c7\u30eb\u306b\u3088\u308b\u56de\u5e30\u5206\u6790\u3092\u7528\u3044\u305f\u7814\u7a76\u306b\u3064\u3044\u3066\u5c02\u9580\u5bb6\u306e\u77e5\u898b\u3092\u5229\u7528\u3057\u3066\u5206\u6790\u3092\u9ad8\u5ea6\u5316\u3057\u305f\u3044\u3001\u7dda\u5f62\u56de\u5e30\u30e2\u30c7\u30eb\u3068\u30cb\u30e5\u30fc\u30e9\u30eb\u30cd\u30c3\u30c8\u30ef\u30fc\u30af\u30e2\u30c7\u30eb\u306e\u5206\u6790\u7d50\u679c\u3092\u6bd4\u8f03\u3057\u305f\u7814\u7a76\u3092\u884c\u3044\u305f\u3044\u3001\u3068\u3044\u3063\u305f\u5171\u540c\u7814\u7a76\u3092\u5e0c\u671b\u3055\u308c\u308b\u5834\u5408\u306f\u3001\u307e\u305a\u306f\u3053\u3061\u3089\u306e\u30ea\u30f3\u30af\u304b\u3089\u5171\u540c\u7814\u7a76\u306b\u3064\u3044\u3066\u3054\u76f8\u8ac7\u3044\u305f\u3060\u3051\u308c\u3070\u3068\u601d\u3044\u307e\u3059\u3002 \u307e\u305f\u3001\u30a8\u30a4\u30be\u30b9\u3067\u306f\u30b3\u30f3\u30b5\u30eb\u30c6\u30a3\u30f3\u30b0\u30b5\u30fc\u30d3\u30b9\u3082\u63d0\u4f9b\u3057\u3066\u3044\u307e\u3059\u3002\u672c\u30d6\u30ed\u30b0\u3067\u53d6\u308a\u4e0a\u3052\u305f\u3088\u3046\u306a\u3001\u4f1d\u7d71\u7684\u306a\u30a2\u30d7\u30ed\u30fc\u30c1\u306b\u304a\u3051\u308b\u8a73\u7d30\u306a\u7406\u89e3\u3092\u6c42\u3081\u3066\u3044\u308b\u65b9\u306f\u3001\u305c\u3072\u30a8\u30a4\u30be\u30b9\u306e\u30b3\u30f3\u30b5\u30eb\u30c6\u30a3\u30f3\u30b0\u30b5\u30fc\u30d3\u30b9\u3092\u3054\u5229\u7528\u3044\u305f\u3060\u3051\u308c\u3070\u3068\u601d\u3044\u307e\u3059\u3002\u307e\u305a\u306f\u3053\u3061\u3089\u306e\u30ea\u30f3\u30af\u304b\u3089\u30a8\u30a4\u30be\u30b9\u306e\u30b3\u30f3\u30b5\u30eb\u30c6\u30a3\u30f3\u30b0\u30b5\u30fc\u30d3\u30b9\u306b\u3064\u3044\u3066\u3054\u76f8\u8ac7\u3044\u305f\u3060\u3051\u308c\u3070\u3068\u601d\u3044\u307e\u3059\u3002 <\/p>\n\n\n\n <\/p>\n","protected":false},"excerpt":{"rendered":"\u7dda\u5f62\u56de\u5e30\u5206\u6790\u3084\u4e00\u822c\u5316\u7dda\u5f62\u56de\u5e30\u5206\u6790\u3092\u7528\u3044\u308b\u969b\u3001\u8aac\u660e\u5909\u6570\uff08\u7279\u5fb4\u91cf\uff09\u306e\u6570\u304c\u591a\u3044\u3068\u300c\u3069\u306e\u3088\u3046\u306b\u5909\u6570\u3092\u9078\u3079\u3070\u3088\u3044\u304b\u300d\u3068\u60a9\u307e\u308c\u308b\u65b9\u306f\u5c11\u306a\u304f\u3042\u308a\u307e\u305b\u3093\u3002\u5b9f\u969b\u3001\u56de\u5e30\u30e2\u30c7\u30eb\u306b\u304a\u3044\u3066\u306f\u3001\u3069\u306e\u5909\u6570\u3092\u63a1\u7528\u3057\u3001\u3069\u306e\u5909\u6570\u3092\u9664\u5916\u3059\u308b\u304b\u304c\u30e2\u30c7\u30eb\u306e\u7cbe\u5ea6\u3084 … \u56de\u5e30\u5206\u6790\u306b\u304a\u3051\u308b\u5909\u6570\u9078\u629e\u306b\u3064\u3044\u3066<\/span><\/a>","protected":false},"author":8,"featured_media":7807,"parent":0,"menu_order":27,"comment_status":"closed","ping_status":"closed","template":"","format":"standard","meta":{"_acf_changed":false,"_locale":"ja","_original_post":"https:\/\/aizoth.com\/?post_type=blog&p=4886","footnotes":""},"blog_category":[107],"class_list":["post-4886","blog","type-blog","status-publish","format-standard","has-post-thumbnail","hentry","blog_category-variable-selection","ja"],"acf":[],"_links":{"self":[{"href":"https:\/\/aizoth.com\/?rest_route=\/wp\/v2\/blog\/4886","targetHints":{"allow":["GET"]}}],"collection":[{"href":"https:\/\/aizoth.com\/?rest_route=\/wp\/v2\/blog"}],"about":[{"href":"https:\/\/aizoth.com\/?rest_route=\/wp\/v2\/types\/blog"}],"author":[{"embeddable":true,"href":"https:\/\/aizoth.com\/?rest_route=\/wp\/v2\/users\/8"}],"replies":[{"embeddable":true,"href":"https:\/\/aizoth.com\/?rest_route=%2Fwp%2Fv2%2Fcomments&post=4886"}],"version-history":[{"count":84,"href":"https:\/\/aizoth.com\/?rest_route=\/wp\/v2\/blog\/4886\/revisions"}],"predecessor-version":[{"id":7322,"href":"https:\/\/aizoth.com\/?rest_route=\/wp\/v2\/blog\/4886\/revisions\/7322"}],"wp:featuredmedia":[{"embeddable":true,"href":"https:\/\/aizoth.com\/?rest_route=\/wp\/v2\/media\/7807"}],"wp:attachment":[{"href":"https:\/\/aizoth.com\/?rest_route=%2Fwp%2Fv2%2Fmedia&parent=4886"}],"wp:term":[{"taxonomy":"blog_category","embeddable":true,"href":"https:\/\/aizoth.com\/?rest_route=%2Fwp%2Fv2%2Fblog_category&post=4886"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}\u30ed\u30b8\u30b9\u30c6\u30a3\u30c3\u30af\u56de\u5e30\u306e\u30b1\u30fc\u30b9<\/strong><\/strong><\/h3>\n\n\n\n
\u8aac\u660e\u5909\u6570\u304c\u30ab\u30c6\u30b4\u30ea\u30fc\u5909\u6570\u306e\u30b1\u30fc\u30b9<\/strong><\/h3>\n\n\n\n
\u5358\u5909\u91cf\u89e3\u6790\u306b\u57fa\u3065\u304f\u5909\u6570\u9078\u629e\u306e\u554f\u984c\u70b9\u306e\u6307\u6458<\/strong><\/h2>\n\n\n\n
\n
One approach to predictor selection is to fit a model by choosing predictors on the basis of the strength of their unadjusted (univariable) association with the outcome that is to be predicted, or to preselect predictors before the multivariable modeling. The reasoning is that predictors with limited predictive value, based on nonsignificant univariable predictor\u2013outcome association, can be dropped. Although quite common, that strategy is not recommended as a basis for selecting predictors, because important predictors may be rejected owing to nuances in the data set or confounding by other predictors (2, 112, 235). Thus a nonsignificant (unadjusted) statistical association with the outcome does not necessarily imply that a predictor is unimportant.<\/em>
<\/p>\n<\/blockquote>\n\n\n\n\n
\u4e88\u6e2c\u56e0\u5b50\u306e\u9078\u629e\u306e\u3072\u3068\u3064\u306e\u65b9\u6cd5\u3068\u3057\u3066\u306f\u3001\u30a2\u30a6\u30c8\u30ab\u30e0\u3068\u306e\u5358\u5909\u91cf\u3067\u306e\u95a2\u9023\u306e\u5f37\u3055\u306b\u57fa\u3065\u3044\u3066\u56e0\u5b50\u3092\u9078\u3073\u3001\u591a\u5909\u91cf\u30e2\u30c7\u30ea\u30f3\u30b0\u306e\u524d\u306b\u4e88\u6e2c\u56e0\u5b50\u3092\u3042\u3089\u304b\u3058\u3081\u9078\u5b9a\u3059\u308b\u3068\u3044\u3046\u3084\u308a\u65b9\u304c\u3042\u308a\u307e\u3059\u3002\u3064\u307e\u308a\u3001\u5358\u5909\u91cf\u3067\u6709\u610f\u306a\u95a2\u9023\u304c\u306a\u3044\u4e88\u6e2c\u56e0\u5b50\u306f\u9664\u5916\u3059\u308b\u3068\u3044\u3046\u8003\u3048\u65b9\u3067\u3059\u3002\u3057\u304b\u3057\u3001\u3053\u306e\u65b9\u6cd5\u306f\u975e\u5e38\u306b\u4e00\u822c\u7684\u3067\u3042\u308b\u4e00\u65b9\u3001\u63a8\u5968\u3055\u308c\u307e\u305b\u3093\u3002\u305d\u306e\u7406\u7531\u306f\u3001\u30c7\u30fc\u30bf\u306e\u3070\u3089\u3064\u304d\u3084\u4ed6\u306e\u56e0\u5b50\u306b\u3088\u308b\u4ea4\u7d61\u306e\u5f71\u97ff\u3067\u3001\u672c\u6765\u91cd\u8981\u306a\u56e0\u5b50\u304c\u8aa4\u3063\u3066\u9664\u5916\u3055\u308c\u308b\u53ef\u80fd\u6027\u304c\u3042\u308b\u304b\u3089\u3067\u3059\u3002\u5358\u5909\u91cf\u3067\u306e\u975e\u6709\u610f\u6027\uff1d\u91cd\u8981\u3067\u306a\u3044\u3068\u306f\u9650\u3089\u306a\u3044\u306e\u3067\u3059\u3002<\/em>
<\/p>\n<\/blockquote>\n\n\n\n\n
To investigate how individual risk factors may influence outcomes, bivariable analysis may be performed. A bivariable analysis defines the relationship between one independent variable and one dependent variable. In the current health care literature (1989-1994), many investigators report using the bivariable selection (BVS) method initially to select independent variables to be used in multivariable analysis [1-58]. That is, if the statistical p value of a risk factor is greater than a desirable arbitrary value selected by the investigators in the bivariable analysis, then this factor will not be allowed to compete for inclusion in the multivariable analysis. However, because the BVS method cannot properly control for possible confounding, using this method to screen variables for subsequent multivariable analysis introduces a source of significant error and may cause the rejection or inclusion of inappropriate variables in the multivariable analysis.<\/em>
<\/p>\n<\/blockquote>\n\n\n\n\n
\u500b\u3005\u306e\u30ea\u30b9\u30af\u56e0\u5b50\u304c\u30a2\u30a6\u30c8\u30ab\u30e0\u306b\u3069\u306e\u3088\u3046\u306a\u5f71\u97ff\u3092\u4e0e\u3048\u308b\u304b\u3092\u8abf\u67fb\u3059\u308b\u305f\u3081\u306b\u3001\u30d0\u30a4\u30d0\u30ea\u30a2\u30d6\u30eb\u89e3\u6790\u304c\u5b9f\u65bd\u3055\u308c\u308b\u3053\u3068\u304c\u3042\u308b\u3002\u30d0\u30a4\u30d0\u30ea\u30a2\u30d6\u30eb\u89e3\u6790\u3068\u306f\u30011\u3064\u306e\u72ec\u7acb\u5909\u6570\u30681\u3064\u306e\u5f93\u5c5e\u5909\u6570\u3068\u306e\u95a2\u4fc2\u3092\u660e\u3089\u304b\u306b\u3059\u308b\u624b\u6cd5\u3067\u3042\u308b\u30021989\u5e74\u304b\u30891994\u5e74\u306b\u304b\u3051\u3066\u306e\u533b\u7642\u5206\u91ce\u306e\u6587\u732e\u3067\u306f\u3001\u591a\u304f\u306e\u7814\u7a76\u8005\u304c\u30d0\u30a4\u30d0\u30ea\u30a2\u30d6\u30eb\u9078\u629e\u6cd5\uff08BVS\uff09\u3092\u6700\u521d\u306e\u6bb5\u968e\u3067\u4f7f\u7528\u3057\u3001\u591a\u5909\u91cf\u89e3\u6790\u3067\u7528\u3044\u308b\u72ec\u7acb\u5909\u6570\u3092\u9078\u629e\u3057\u305f\u3068\u5831\u544a\u3057\u3066\u3044\u308b\u3002\u3064\u307e\u308a\u3001\u30d0\u30a4\u30d0\u30ea\u30a2\u30d6\u30eb\u89e3\u6790\u306b\u304a\u3044\u3066\u30ea\u30b9\u30af\u56e0\u5b50\u306e\u7d71\u8a08\u7684p\u5024\u304c\u3001\u7814\u7a76\u8005\u304c\u4efb\u610f\u306b\u8a2d\u5b9a\u3057\u305f\u95be\u5024\uff08\u901a\u5e38p = 0.05\uff09\u3092\u8d85\u3048\u305f\u5834\u5408\u3001\u305d\u306e\u56e0\u5b50\u306f\u591a\u5909\u91cf\u89e3\u6790\u3078\u306e\u7d44\u307f\u8fbc\u307f\u3092\u8a31\u53ef\u3055\u308c\u306a\u3044\u3002\u3057\u304b\u3057\u3001BVS\u306e\u624b\u6cd5\u3067\u306f\u4ea4\u7d61\u56e0\u5b50\uff08Confounder\uff09\u3092\u9069\u5207\u306b\u5236\u5fa1\u3059\u308b\u3053\u3068\u304c\u3067\u304d\u306a\u3044\u305f\u3081\u3001\u5f8c\u7d9a\u306e\u591a\u5909\u91cf\u89e3\u6790\u306b\u304a\u3051\u308b\u5909\u6570\u306e\u9078\u5b9a\u306b\u91cd\u5927\u306a\u8aa4\u308a\u3092\u5f15\u304d\u8d77\u3053\u3059\u53ef\u80fd\u6027\u304c\u3042\u308b\u3002\u305d\u306e\u7d50\u679c\u3001\u591a\u5909\u91cf\u89e3\u6790\u306b\u304a\u3044\u3066\u3001\u672c\u6765\u91cd\u8981\u3067\u3042\u308b\u306f\u305a\u306e\u5909\u6570\u304c\u8aa4\u3063\u3066\u9664\u5916\u3055\u308c\u305f\u308a\u3001\u4e0d\u9069\u5207\u306a\u5909\u6570\u304c\u542b\u307e\u308c\u305f\u308a\u3059\u308b\u30ea\u30b9\u30af\u304c\u3042\u308b\u3002<\/em>
<\/p>\n<\/blockquote>\n\n\n\n\u5358\u5909\u91cf\u89e3\u6790\u4ee5\u5916\u306e\u624b\u6cd5\u306b\u3088\u308b\u5909\u6570\u9078\u629e<\/strong><\/h2>\n\n\n\n
\n
Overfitting, optimism, and miscalibration can also be addressed and accounted for by applying shrinkage or penalization procedures (287, 290, 294, 301). The lasso method and variants of it are particularly popular when a model is developed with rare events or from a very large number of predictors and the sample size is small (24, 302, 303).<\/em>
<\/p>\n<\/blockquote>\n\n\n\n\n
\u904e\u5b66\u7fd2\u3001\u697d\u89b3\u7684\u8a55\u4fa1\u3001\u30ad\u30e3\u30ea\u30d6\u30ec\u30fc\u30b7\u30e7\u30f3\u306e\u305a\u308c\u306f\u3001\u30b7\u30e5\u30ea\u30f3\u30b1\u30fc\u30b8\u3084\u7f70\u5247\u51e6\u7406\u306e\u624b\u6cd5\u3092\u9069\u7528\u3059\u308b\u3053\u3068\u3067\u5bfe\u51e6\u3057\u3001\u88dc\u6b63\u3059\u308b\u3053\u3068\u304c\u53ef\u80fd\u3067\u3059\uff08287, 290, 294, 301\uff09\u3002\u7279\u306b\u3001\u5e0c\u5c11\u306a\u4e8b\u8c61\u306b\u57fa\u3065\u3044\u3066\u30e2\u30c7\u30eb\u3092\u69cb\u7bc9\u3059\u308b\u5834\u5408\u3084\u3001\u975e\u5e38\u306b\u591a\u6570\u306e\u4e88\u6e2c\u56e0\u5b50\u3092\u7528\u3044\u3001\u304b\u3064\u30b5\u30f3\u30d7\u30eb\u30b5\u30a4\u30ba\u304c\u5c0f\u3055\u3044\u5834\u5408\u306b\u306f\u3001LASSO\u6cd5\u304a\u3088\u3073\u305d\u306e\u6d3e\u751f\u624b\u6cd5\u304c\u975e\u5e38\u306b\u4eba\u6c17\u3067\u3059\uff0824, 302, 303\uff09\u3002<\/em>
<\/p>\n<\/blockquote>\n\n\n\nLASSO\u6cd5<\/strong><\/h2>\n\n\n\n
LASSO\u6cd5\u306e\u4ed5\u7d44\u307f<\/strong><\/h2>\n\n\n\n
\\sum_{i=1}^{n} \\left( Y_i – \\beta_0 – \\sum_{j=1}^{p} \\beta_j x_{ij} \\right)^2 + \\lambda \\sum_{j=1}^{p} |\\beta_j|
\\)\uff08\u5f0f\uff11\uff09<\/p>\n\n\n\nLASSO\u6cd5\u306b\u304a\u3051\u308b\u61f8\u5ff5\u70b9<\/strong><\/h2>\n\n\n\n
\n
In the context of having more covariates<\/em> \\(p\\) , than number of samples<\/em> \\(n\\) , the LASSO regression can identify at most<\/em> \\(n\\) important covariates before it saturates (see Zou and Hastie (2005)).<\/em>
<\/p>\n<\/blockquote>\n\n\n\n\n
\u8aac\u660e\u5909\u6570\u306e\u6570 \\(p\\)\u304c\u30b5\u30f3\u30d7\u30eb\u6570 \\(n\\) \u3092\u4e0a\u56de\u308b\u72b6\u6cc1\u3067\u306f\u3001LASSO\u56de\u5e30\u306f\u98fd\u548c\u72b6\u614b\u306b\u9054\u3059\u308b\u524d\u306b\u3001\u305b\u3044\u305c\u3044 \\(n\\)\u500b\u306e\u91cd\u8981\u306a\u8aac\u660e\u5909\u6570\u3057\u304b\u7279\u5b9a\u3067\u304d\u307e\u305b\u3093\uff08Zou and Hastie (2005) \u3092\u53c2\u7167\uff09<\/em>
<\/p>\n<\/blockquote>\n\n\n\n\n
Related with this, another caveat of penalization processes is the bias. This produces higher prediction errors. In the LASSO adjustment, the imposition of the L1 penalization in the OLS problem (3) as a safe passage to estimate <\/em>\\(\\beta\\) has a cost, which is translated in bias (see Hastie et al. (2009), Giraud (2014) or Hastie et al. (2015)).<\/em>
<\/p>\n<\/blockquote>\n\n\n\n\n
\u3053\u308c\u306b\u95a2\u9023\u3057\u3066\u3001\u7f70\u5247\u51e6\u7406\u306b\u4f34\u3046\u3082\u3046\u4e00\u3064\u306e\u6ce8\u610f\u70b9\u306f\u30d0\u30a4\u30a2\u30b9\u3067\u3059\u3002\u3053\u308c\u304c\u4e88\u6e2c\u8aa4\u5dee\u306e\u5897\u5927\u306b\u3064\u306a\u304c\u308a\u307e\u3059\u3002LASSO\u8abf\u6574\u3067\u306f\u3001OLS\u554f\u984c\uff08\u5f0f3\uff09\u306bL\uff11\u7f70\u5247\u3092\u8ab2\u3059\u3053\u3068\u3067 \\(\\beta\\) \u3092\u5b89\u5168\u306b\u63a8\u5b9a\u3057\u3088\u3046\u3068\u3057\u307e\u3059\u304c\u3001\u305d\u306e\u4ee3\u511f\u3068\u3057\u3066\u30d0\u30a4\u30a2\u30b9\u304c\u751f\u3058\u308b\u306e\u3067\u3059\uff08Hastie et al. (2009), Giraud (2014), \u307e\u305f\u306f Hastie et al. (2015) \u53c2\u7167\uff09\u3002<\/em>
<\/p>\n<\/blockquote>\n\n\n\n\n
For example, when the model has several highly correlated covariates with the response, LASSO tends to pick randomly only one or a few of them and shrinks the rest to 0 (see Zou and Hastie (2005)). This fact results in a confusion phenomenon if there are high correlations between relevant and unimportant covariates, and in a loss of information when the subset of important covariates have a strong dependence structure.<\/em>
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\u4f8b\u3048\u3070\u3001\u30e2\u30c7\u30eb\u306b\u304a\u3044\u3066\u76ee\u7684\u5909\u6570\u3068\u975e\u5e38\u306b\u9ad8\u3044\u76f8\u95a2\u3092\u6301\u3064\u8907\u6570\u306e\u8aac\u660e\u5909\u6570\u304c\u5b58\u5728\u3059\u308b\u5834\u5408\u3001LASSO\u306f\u305d\u308c\u3089\u306e\u4e2d\u304b\u3089\u30e9\u30f3\u30c0\u30e0\u306b1\u3064\u307e\u305f\u306f\u5c11\u6570\u306e\u307f\u3092\u9078\u3073\u3001\u6b8b\u308a\u30920\u306b\u7e2e\u5c0f\u3059\u308b\u50be\u5411\u304c\u3042\u308a\u307e\u3059\uff08Zou and Hastie (2005) \u53c2\u7167\uff09\u3002\u3053\u306e\u4e8b\u5b9f\u306f\u3001\u91cd\u8981\u306a\u8aac\u660e\u5909\u6570\u3068\u91cd\u8981\u3067\u306a\u3044\u8aac\u660e\u5909\u6570\u3068\u306e\u9593\u306b\u9ad8\u3044\u76f8\u95a2\u304c\u3042\u308b\u5834\u5408\u306b\u6df7\u4e71\u73fe\u8c61\u3092\u5f15\u304d\u8d77\u3053\u3057\u3001\u307e\u305f\u3001\u91cd\u8981\u306a\u8aac\u660e\u5909\u6570\u306e\u90e8\u5206\u96c6\u5408\u304c\u5f37\u3044\u4f9d\u5b58\u69cb\u9020\u3092\u6301\u3064\u5834\u5408\u306b\u306f\u60c5\u5831\u306e\u640d\u5931\u306b\u3064\u306a\u304c\u308a\u307e\u3059\u3002<\/em>
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This can be translated as one of the major disadvantages of using LASSO like a variable<\/em>
selector is that exists a trade-o\ufb00 between the false discovery proportion (FDP) and the true positive proportion (TPP)<\/em>
<\/p>\n<\/blockquote>\n\n\n\n\n
\u3053\u308c\u306f\u3001LASSO\u3092\u5909\u6570\u9078\u629e\u5668\u3068\u3057\u3066\u7528\u3044\u308b\u969b\u306e\u4e3b\u306a\u6b20\u70b9\u306e\u4e00\u3064\u3068\u3057\u3066\u3001\u507d\u767a\u898b\u7387\uff08FDP\uff09\u3068\u771f\u967d\u6027\u7387\uff08TPP\uff09\u306e\u9593\u306b\u30c8\u30ec\u30fc\u30c9\u30aa\u30d5\u304c\u5b58\u5728\u3059\u308b\u3053\u3068\u304c\u6319\u3052\u3089\u308c\u308b\u3001\u3068\u3044\u3046\u3053\u3068\u306b\u8a00\u3044\u63db\u3048\u308b\u3053\u3068\u304c\u3067\u304d\u307e\u3059\u3002<\/em>
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A too large value of <\/em> \\(\\lambda\\) forces all coe\ufb03cients of <\/em> \\(\\hat{\\beta}^{L_1}\\) to be null, while a value next to zero includes too many noisy covariates. Then, a good choice of <\/em> \\(\\lambda\\) is needed in order to achieve a balance between simplicity and selection accuracy.<\/em>
<\/p>\n<\/blockquote>\n\n\n\n\n
\\(\\lambda\\) \u306e\u5024\u304c\u5927\u304d\u3059\u304e\u308b\u3068\u3001 \\(\\hat{\\beta}^{L_1}\\) \u306e\u5168\u3066\u306e\u4fc2\u6570\u304c\u30bc\u30ed\u306b\u5f37\u5236\u3055\u308c\u3001\u4e00\u65b9\u3067 \\(\\lambda\\) \u306e\u5024\u304c\u307b\u307c\u30bc\u30ed\u306e\u5834\u5408\u306f\u3001\u30ce\u30a4\u30ba\u3068\u306a\u308b\u8aac\u660e\u5909\u6570\u304c\u3042\u307e\u308a\u306b\u3082\u591a\u304f\u542b\u307e\u308c\u3066\u3057\u307e\u3044\u307e\u3059\u3002\u3057\u305f\u304c\u3063\u3066\u3001\u5358\u7d14\u3055\u3068\u9078\u629e\u7cbe\u5ea6\u306e\u30d0\u30e9\u30f3\u30b9\u3092\u53d6\u308b\u305f\u3081\u306b\u306f\u3001\u9069\u5207\u306a\\(\\lambda\\)\u306e\u5024\u3092\u9078\u3076\u5fc5\u8981\u304c\u3042\u308a\u307e\u3059\u3002<\/em>
<\/p>\n<\/blockquote>\n\n\n\n\u307e\u3068\u3081<\/strong><\/h2>\n\n\n\n
Collins, Gary S., et al. “Transparent reporting of a multivariable prediction model for individual prognosis or diagnosis (TRIPOD) the TRIPOD statement.” Circulation<\/em> 131.2 (2015): 211-219.
(https:\/\/doi.org\/10.1161\/CIRCULATIONAHA.114.01450<\/a>)<\/p>\n\n\n\n
Moons, Karel GM, et al. “Transparent Reporting of a multivariable prediction model for Individual Prognosis or Diagnosis (TRIPOD): explanation and elaboration.” Annals of internal medicine<\/em> 162.1 (2015): W1-W73.
(https:\/\/doi.org\/10.7326\/M14-069<\/a>)<\/p>\n\n\n\n
Sun, Guo-Wen, Thomas L. Shook, and Gregory L. Kay. “Inappropriate use of bivariable analysis to screen risk factors for use in multivariable analysis.” Journal of clinical epidemiology<\/em> 49.8 (1996): 907-916.
(https:\/\/doi.org\/10.1016\/0895-4356(96)00025-X<\/a>)<\/p>\n\n\n\n
Tibshirani, Robert. “Regression shrinkage and selection via the lasso.” Journal of the Royal Statistical Society Series B: Statistical Methodology<\/em> 58.1 (1996): 267-288.
(https:\/\/doi.org\/10.1111\/j.2517-6161.1996.tb02080.x<\/a>)<\/p>\n\n\n\n
Freijeiro\u2010Gonz\u00e1lez, Laura, Manuel Febrero\u2010Bande, and Wenceslao Gonz\u00e1lez\u2010Manteiga. “A critical review of LASSO and its derivatives for variable selection under dependence among covariates.” International Statistical Review<\/em> 90.1 (2022): 118-145.
(https:\/\/doi.org\/10.1111\/insr.12469<\/a>)<\/p>\n\n\n\n
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\n \uff1e\u5171\u540c\u7814\u7a76\u3092\u3054\u76f8\u8ac7\u3055\u308c\u305f\u3044\u65b9\u306f\u3053\u3061\u3089<\/a><\/span><\/p>\n\n\n\n
\n \uff1e\u30b3\u30f3\u30b5\u30eb\u30c6\u30a3\u30f3\u30b0\u306b\u3064\u3044\u3066\u3054\u8cea\u554f\u306e\u3042\u308b\u65b9\u306f\u3053\u3061\u3089<\/a><\/span><\/p>\n\n\n\n