{"id":4757,"date":"2026-08-15T21:10:07","date_gmt":"2026-08-15T12:10:07","guid":{"rendered":"https:\/\/best-biostatistics.com\/toukei-er\/?p=4757"},"modified":"2026-08-15T21:10:07","modified_gmt":"2026-08-15T12:10:07","slug":"lasso-regularization-is-not-built-for-p-values-understanding-l1-penalty-mechanisms-to-prevent-overfitting-and-building-clinical-models-with-lambda-1se","status":"publish","type":"post","link":"https:\/\/best-biostatistics.com\/toukei-er\/entry\/lasso-regularization-is-not-built-for-p-values-understanding-l1-penalty-mechanisms-to-prevent-overfitting-and-building-clinical-models-with-lambda-1se\/","title":{"rendered":"Lasso\u6b63\u5247\u5316\u306fP\u5024\u3092\u51fa\u3055\u306a\u3044\u624b\u6cd5\u3067\u3042\u308b\uff01\u904e\u5b66\u7fd2\u3092\u9632\u3050L1\u30da\u30ca\u30eb\u30c6\u30a3\u306e\u4ed5\u7d44\u307f\u3068 lambda.1se \u306b\u3088\u308b\u5b9f\u52d9\u30e2\u30c7\u30eb\u69cb\u7bc9"},"content":{"rendered":"\n<p class=\"wp-block-paragraph\">\u300c\u67fb\u8aad\u8005\u304b\u3089\u300e\u591a\u5909\u91cf\u30e2\u30c7\u30eb\u3067\u306e\u30b9\u30c6\u30c3\u30d7\u30ef\u30a4\u30ba\u6cd5\u306b\u3088\u308b\u81ea\u52d5\u5909\u6570\u9078\u629e\u306f\u904e\u5b66\u7fd2\u3084P-hacking\u3092\u62db\u304f\u305f\u3081\u4e0d\u53ef\u300f\u3068\u6307\u6458\u3055\u308c\u307e\u3057\u305f\u3002\u305d\u3053\u3067\u6a5f\u68b0\u5b66\u7fd2\u3067\u6d41\u884c\u308a\u306eLasso\uff08\u30e9\u30c3\u30bd\uff09\u3092\u8a66\u3057\u305f\u306e\u3067\u3059\u304c\u3001R\u306e <code>glmnet<\/code> \u30d1\u30c3\u30b1\u30fc\u30b8\u3067\u89e3\u6790\u3057\u305f\u3089\u2026\u2026\u3042\u308c\uff1f P\u5024\u3082\u6a19\u6e96\u8aa4\u5dee\uff08SE\uff09\u308295%\u4fe1\u983c\u533a\u9593\u3082\u4e00\u5207\u51fa\u529b\u3055\u308c\u307e\u305b\u3093\uff01 \u30aa\u30c3\u30ba\u6bd4\u3060\u3051\u51fa\u3066\u3082\u8ad6\u6587\u306b\u3069\u3046\u66f8\u3051\u3070\u3044\u3044\u306e\u3067\u3057\u3087\u3046\u304b\uff1f\u300d<\/p>\n\n\n\n<p class=\"wp-block-paragraph\">\u8fd1\u5e74\u3001\u8ad6\u6587\u67fb\u8aad\u306b\u304a\u3051\u308b\u30b9\u30c6\u30c3\u30d7\u30ef\u30a4\u30ba\u6cd5\uff08Stepwise selection\uff09\u3078\u306e\u98a8\u5f53\u305f\u308a\u306f\u6025\u901f\u306b\u53b3\u3057\u304f\u306a\u3063\u3066\u3044\u308b\u3002\u305d\u306e\u4ee3\u66ff\u6848\u3068\u3057\u3066\u3001\u30c7\u30fc\u30bf\u30b5\u30a4\u30a8\u30f3\u30c6\u30a3\u30b9\u30c8\u3084\u6a5f\u68b0\u5b66\u7fd2\u306e\u5206\u91ce\u3067\u6a19\u6e96\u7684\u306b\u4f7f\u308f\u308c\u308b\u300cLasso\u6b63\u5247\u5316\u30ed\u30b8\u30b9\u30c6\u30a3\u30c3\u30af\u56de\u5e30\u300d\u3092\u5c0e\u5165\u3059\u308b\u7814\u7a76\u8005\u304c\u5897\u3048\u3066\u3044\u308b\u3002<\/p>\n\n\n\n<p class=\"wp-block-paragraph\">\u3057\u304b\u3057\u3001\u5f93\u6765\u306e\u591a\u5909\u91cf\u89e3\u6790\u3068\u540c\u3058\u611f\u899a\u3067 <code>glmnet<\/code> \u3092\u5b9f\u884c\u3059\u308b\u3068\u3001\u753b\u9762\u306b\u8868\u793a\u3055\u308c\u308b\u306e\u306f\u300c\u975e\u30bc\u30ed\u306e\u4fc2\u6570\uff08\u30aa\u30c3\u30ba\u6bd4\uff09\u300d\u3060\u3051\u3067\u3042\u308a\u3001\u533b\u5b66\u8ad6\u6587\u306e\u6a19\u6e96\u30d5\u30a9\u30fc\u30de\u30c3\u30c8\u3067\u3042\u308b\u300c$P$ \u5024\u300d\u3084\u300c95%\u4fe1\u983c\u533a\u9593\u300d\u304c\u5f71\u3082\u5f62\u3082\u306a\u3044\u3053\u3068\u306b\u30d1\u30cb\u30c3\u30af\u306b\u9665\u308b\u3002<\/p>\n\n\n\n<p class=\"wp-block-paragraph\">Lasso\u306e\u672c\u8cea\u306f\u3001\u672a\u77e5\u306e\u30c7\u30fc\u30bf\u306b\u5bfe\u3059\u308b\u300c\u4e88\u6e2c\u7cbe\u5ea6\uff08Prediction\uff09\u300d\u3092\u9ad8\u3081\u300c\u904e\u5b66\u7fd2\uff08Overfitting\uff09\u300d\u3092\u9632\u3050\u305f\u3081\u306e\u6b63\u5247\u5316\u624b\u6cd5\u3067\u3042\u308a\u3001\u533b\u5b66\u7d71\u8a08\u304c\u5f97\u610f\u3068\u3059\u308b\u300c\u56e0\u679c\u63a8\u8ad6\uff08Causality\uff09\u30fb\u4e3b\u66dd\u9732\u56e0\u5b50\u306e\u30aa\u30c3\u30ba\u6bd4\u7b97\u51fa\u300d\u3068\u306f\u76ee\u7684\u304c\u6839\u672c\u7684\u306b\u7570\u306a\u308b\u3002<\/p>\n\n\n\n<p class=\"wp-block-paragraph\">\u672c\u8a18\u4e8b\u3067\u306f\u3001\u306a\u305cLasso\u3067\u306f $P$ \u5024\u304c\u51fa\u306a\u3044\u306e\u304b\u3068\u3044\u3046\u7406\u8ad6\u7684\u80cc\u666f\u3001\u9078\u629e\u5f8c\u63a8\u8ad6\uff08Post-selection inference\uff09\u306e\u30d0\u30a4\u30a2\u30b9\u3001\u76ee\u7684\u5225\u306e\u6b63\u3057\u3044\u4f7f\u3044\u5206\u3051\u3001$\\lambda$\uff08\u30e9\u30e0\u30c0\uff09\u306e\u9078\u3073\u65b9\uff08<code>lambda.min<\/code> vs <code>lambda.1se<\/code>\uff09\u3001\u4e3b\u66dd\u9732\u5909\u6570\u3092\u5b88\u308b\u5b9f\u8df5\u7684\u306aR\u5b9f\u88c5\u3001\u305d\u3057\u3066\u8ad6\u6587\u3067\u4f7f\u3048\u308b\u82f1\u6587\u30c6\u30f3\u30d7\u30ec\u30fc\u30c8\u307e\u3067\u3092\u5fb9\u5e95\u89e3\u8aac\u3059\u308b\u3002<\/p>\n\n\n\n<!--more-->\n\n\n\n<h2 class=\"wp-block-heading\">1. \u300c\u30b9\u30c6\u30c3\u30d7\u30ef\u30a4\u30ba\u306f\u30c0\u30e1\u3068\u8a00\u308f\u308c\u305f\u306e\u3067Lasso\u3092\u4f7f\u3044\u307e\u3057\u305f\u300d\u81e8\u5e8a\u533b\u304c\u76f4\u9762\u3059\u308bP\u5024\u6d88\u5931\u30d1\u30cb\u30c3\u30af<\/h2>\n\n\n\n<p class=\"wp-block-paragraph\">\u81e8\u5e8a\u7814\u7a76\u3084\u8ad6\u6587\u57f7\u7b46\u306e\u73fe\u5834\u3067\u3001\u5019\u88dc\u3068\u306a\u308b\u80cc\u666f\u56e0\u5b50\u3084\u81e8\u5e8a\u691c\u67fb\u5024\u304c20\u301c30\u9805\u76ee\u4ee5\u4e0a\u306b\u53ca\u3076\u969b\u3001\u3069\u306e\u5909\u6570\u3092\u30e2\u30c7\u30eb\u306b\u5165\u308c\u308b\u3079\u304d\u304b\u3068\u3044\u3046\u300c\u5909\u6570\u9078\u629e\u300d\u306f\u907f\u3051\u3066\u901a\u308c\u306a\u3044\u8ab2\u984c\u3067\u3042\u308b\u3002<\/p>\n\n\n\n<p class=\"wp-block-paragraph\">\u304b\u3064\u3066\u591a\u7528\u3055\u308c\u305f\u30b9\u30c6\u30c3\u30d7\u30ef\u30a4\u30ba\u6cd5\u306f\u3001\u691c\u5b9a\u3092\u4f55\u91cd\u306b\u3082\u7e70\u308a\u8fd4\u3059\u3053\u3068\u3067\u7b2c\u4e00\u7a2e\u306e\u8aa4\u308a\u7387\uff08\u507d\u967d\u6027\uff09\u304c\u8df3\u306d\u4e0a\u304c\u308a\u3001\u30b5\u30f3\u30d7\u30eb\u30b5\u30a4\u30ba\u306b\u5bfe\u3057\u3066\u904e\u5270\u306b\u9069\u5408\u3057\u305f\u904e\u5b66\u7fd2\u30e2\u30c7\u30eb\u3092\u4f5c\u308a\u51fa\u3059\u3068\u3057\u3066\u3001\u73fe\u4ee3\u306e\u4e3b\u8981\u306a\u533b\u5b66\u8a8c\u306e\u67fb\u8aad\uff08Peer Review\uff09\u3067\u306f\u307b\u307c\u7981\u6b62\u3055\u308c\u3064\u3064\u3042\u308b\u3002<\/p>\n\n\n\n<p class=\"wp-block-paragraph\">\u305d\u3053\u3067\u300c\u30b9\u30c6\u30c3\u30d7\u30ef\u30a4\u30ba\u306e\u4ee3\u308f\u308a\u306bLasso\u3092\u4f7f\u304a\u3046\u300d\u3068R\u306e <code>glmnet<\/code> \u30d1\u30c3\u30b1\u30fc\u30b8\u3092\u5b9f\u884c\u3059\u308b\u3068\u3001\u4ee5\u4e0b\u306e\u3088\u3046\u306a\u58c1\u306b\u3076\u3064\u304b\u308b\uff1a<\/p>\n\n\n\n<ul class=\"wp-block-list\">\n<li><code>summary()<\/code> \u3092\u5b9f\u884c\u3057\u3066\u3082 $P$ \u5024\u304c\u51fa\u529b\u3055\u308c\u306a\u3044\u3002<\/li>\n\n\n\n<li>\u5404\u5909\u6570\u306e\u6a19\u6e96\u8aa4\u5dee\uff08SE\uff09\u308495%\u4fe1\u983c\u533a\u9593\uff0895% CI\uff09\u304c\u51fa\u306a\u3044\u3002<\/li>\n\n\n\n<li>\u5909\u6570\u304c\u81ea\u52d5\u3067\u524a\u3089\u308c\u3066\u300c0\u300d\u306b\u306a\u308b\u4ed5\u7d44\u307f\u306f\u5206\u304b\u308b\u304c\u3001\u6b8b\u3063\u305f\u56e0\u5b50\u306e $P$ \u5024\u3092\u3069\u3046\u8ad6\u6587\u306b\u66f8\u3051\u3070\u3044\u3044\u304b\u5206\u304b\u3089\u306a\u3044\u3002<\/li>\n<\/ul>\n\n\n\n<p class=\"wp-block-paragraph\">Lasso\u306f $P$ \u5024\u3092\u51fa\u3059\u305f\u3081\u306e\u30c4\u30fc\u30eb\u3067\u306f\u306a\u304f\u3001\u300c\u5909\u6570\u306e\u4fc2\u6570\u3092\u3042\u3048\u3066\u7e2e\u5c0f\uff08\u30b7\u30e5\u30ea\u30f3\u30af\uff09\u3055\u305b\u3066\u30e2\u30c7\u30eb\u3092\u7c21\u7d20\u5316\u3059\u308b\u624b\u6cd5\u300d\u3067\u3042\u308b\u3002\u307e\u305a\u306f\u904e\u5b66\u7fd2\u3068\u6b63\u5247\u5316\u306e\u57fa\u672c\u539f\u7406\u3092\u76f4\u611f\u7684\u306b\u7406\u89e3\u3057\u3088\u3046\u3002<\/p>\n\n\n\n<blockquote class=\"wp-block-quote is-layout-flow wp-block-quote-is-layout-flow\">\n<h3 class=\"wp-block-heading\">\u3010\u30b3\u30e9\u30e01\u3011\u76f4\u611f\u3067\u7406\u89e3\u3059\u308b\uff01\u300c\u904e\u5b66\u7fd2\u300d\u3068\u300c\u6b63\u5247\u5316\u300d\uff08\u904e\u53bb\u554f\u4e38\u6697\u8a18 vs \u30b9\u30d1\u30eb\u30bf\u6307\u5c0e\u8005\uff09<\/h3>\n\n\n\n<p class=\"wp-block-paragraph\">\u7d71\u8a08\u5b66\u3084\u6a5f\u68b0\u5b66\u7fd2\u3067\u767b\u5834\u3059\u308b\u300c\u904e\u5b66\u7fd2\u300d\u3068\u300c\u6b63\u5247\u5316\u300d\u306f\u3001\u53d7\u9a13\u52c9\u5f37\u306b\u4f8b\u3048\u308b\u3068\u4e00\u767a\u3067\u7406\u89e3\u3067\u304d\u308b\u3002<\/p>\n\n\n\n<ul class=\"wp-block-list\">\n<li><strong>\u904e\u5b66\u7fd2\uff08Overfitting\uff09\uff1d\u300c\u904e\u53bb\u554f\u306e\u7b54\u3048\u3092\u4e38\u6697\u8a18\u3057\u305f\u53d7\u9a13\u751f\u300d<\/strong>\u624b\u5143\u306b\u3042\u308b\u904e\u53bb\u554f\uff08\u65e2\u5b58\u30c7\u30fc\u30bf\uff09\u3092\u9685\u3005\u307e\u3067\u89e3\u304d\u660e\u304b\u3057\u3001\u554f\u984c\u306e\u3061\u3087\u3063\u3068\u3057\u305f\u5370\u5237\u306e\u30ab\u30b9\u3084\u5076\u7136\u306e\u50be\u5411\u307e\u3067100%\u5b8c\u74a7\u306b\u899a\u3048\u305f\u72b6\u614b\u3002\u3057\u304b\u3057\u3001\u51fa\u984c\u50be\u5411\u304c\u5c11\u3057\u5909\u308f\u3063\u305f\u672c\u756a\u306e\u8a66\u9a13\uff08\u672a\u77e5\u306e\u81e8\u5e8a\u30c7\u30fc\u30bf\uff09\u3092\u53d7\u3051\u308b\u3068\u3001\u5fdc\u7528\u304c\u4e00\u5207\u52b9\u304b\u305a\u306b\u30dc\u30ed\u30dc\u30ed\u306e\u70b9\u6570\u3092\u53d6\u308b\u3002\u3053\u308c\u304c\u904e\u5b66\u7fd2\u3067\u3042\u308b\u3002<\/li>\n\n\n\n<li><strong>\u6b63\u5247\u5316\uff08Regularization\uff09\uff1d\u300c\u7121\u99c4\u306a\u4e38\u6697\u8a18\u3092\u8a31\u3055\u306a\u3044\u30b9\u30d1\u30eb\u30bf\u6307\u5c0e\u8005\u300d<\/strong>\u904e\u53bb\u554f\u3092\u89e3\u304b\u305b\u308b\u3068\u304d\u306b\u3001\u300c\u3042\u307e\u308a\u306b\u3082\u8907\u96d1\u306a\u89e3\u304d\u65b9\u3084\u4e38\u6697\u8a18\u3092\u3057\u305f\u5834\u5408\u306f\u3001\u30c6\u30b9\u30c8\u306e\u70b9\u6570\u3092\u6e1b\u70b9\u3059\u308b\uff08<strong>\u30da\u30ca\u30eb\u30c6\u30a3\u3092\u4e0e\u3048\u308b<\/strong>\uff09\u300d\u3068\u3044\u3046\u5236\u7d04\u3092\u8ab2\u3059\u624b\u6cd5\u3002\u3042\u3048\u3066\u30e2\u30c7\u30eb\u3092\u81ea\u7531\u306b\u30d5\u30a3\u30c3\u30c8\u3055\u305b\u305a\u8db3\u67b7\uff08\u30da\u30ca\u30eb\u30c6\u30a3\uff09\u3092\u306f\u3081\u308b\u3053\u3068\u3067\u3001\u7d30\u304b\u3044\u30ce\u30a4\u30ba\u306e\u4e38\u6697\u8a18\u3092\u9632\u304e\u3001\u672c\u756a\u306e\u8a66\u9a13\uff08\u672a\u77e5\u306e\u30c7\u30fc\u30bf\uff09\u3067\u3082\u901a\u7528\u3059\u308b\u300c\u672c\u8cea\u7684\u306a\u89e3\u6cd5\uff08\u30b7\u30f3\u30d7\u30eb\u3067\u6c4e\u7528\u7684\u306a\u30e2\u30c7\u30eb\uff09\u300d\u3092\u5b66\u3070\u305b\u308b\u3002<\/li>\n<\/ul>\n<\/blockquote>\n\n\n\n<blockquote class=\"wp-block-quote is-layout-flow wp-block-quote-is-layout-flow\">\n<h3 class=\"wp-block-heading\">\u3010\u30b3\u30e9\u30e02\u3011L1\u30da\u30ca\u30eb\u30c6\u30a3\u306e\u6b63\u4f53\uff08\u6e1b\u70b9\u4e3b\u7fa9\u306e\u4ed5\u5206\u3051\u4eba\uff09<\/h3>\n\n\n\n<p class=\"wp-block-paragraph\">\u6b63\u5247\u5316\u306e\u4e2d\u3067\u3082\u3001Lasso\u304c\u63a1\u7528\u3057\u3066\u3044\u308b\u306e\u304c <strong>L1\u30da\u30ca\u30eb\u30c6\u30a3<\/strong>\uff08\u5404\u5909\u6570\u306e\u56de\u5e30\u4fc2\u6570$\\beta$\u306e\u7d76\u5bfe\u5024\u306e\u5408\u8a08\u306b\u5bfe\u3059\u308b\u30da\u30ca\u30eb\u30c6\u30a3\uff09\u3067\u3042\u308b\u3002<\/p>\n\n\n\n<p class=\"wp-block-paragraph\">\u901a\u5e38\u306e\u30ed\u30b8\u30b9\u30c6\u30a3\u30c3\u30af\u56de\u5e30\uff08<code>glm<\/code>\uff09\u306f\u3001\u30c7\u30fc\u30bf\u3078\u306e\u3042\u3066\u306f\u307e\u308a\u306e\u826f\u3055\uff08\u5c24\u5ea6\uff09\u3060\u3051\u3092\u3072\u305f\u3059\u3089\u8ffd\u6c42\u3059\u308b\u300c\u7518\u3084\u304b\u3057\u30e2\u30c7\u30eb\u300d\u3067\u3042\u308a\u3001\u5909\u6570\u3092\u5165\u308c\u308c\u3070\u5165\u308c\u308b\u307b\u3069\u904e\u5b66\u7fd2\u3092\u8d77\u3053\u3059\u3002<\/p>\n\n\n\n<p class=\"wp-block-paragraph\">\u3053\u308c\u306b\u5bfe\u3057Lasso\u306f\u3001\u30e2\u30c7\u30eb\u306e\u8907\u96d1\u3055\u306b\u5bfe\u3057\u3066\u300c\u91cd\u7a0e\uff08L1\u30da\u30ca\u30eb\u30c6\u30a3\uff09\u300d\u3092\u8ab2\u3059\u3002\u30e2\u30c7\u30eb\u306e\u4e2d\u306b\u5927\u3057\u3066\u5f79\u306b\u7acb\u305f\u306a\u3044\u5fae\u5c0f\u306a\u52b9\u679c\u306e\u5909\u6570\u3092\u62b1\u3048\u3066\u3044\u308b\u3068\u3001\u305d\u306e\u5909\u6570\u306f\u300c\u91cd\u7a0e\u300d\u306b\u8010\u3048\u304d\u308c\u306a\u304f\u306a\u308a\u3001<strong>\u4fc2\u6570\u3092\u3061\u3087\u3046\u3069\u300c\u30bc\u30ed\uff08<\/strong>$0$<strong>\uff09\u300d\u306b\u6f70\u3055\u308c\u3066\u30e2\u30c7\u30eb\u304b\u3089\u5f37\u5236\u9000\u5834\u3055\u305b\u3089\u308c\u308b<\/strong>\u3002<\/p>\n\n\n\n<p class=\"wp-block-paragraph\">\u3053\u308c\u304c\u3001Lasso\u306b\u3088\u3063\u3066\u7279\u5b9a\u306e\u5909\u6570\u304c\u81ea\u52d5\u7684\u306b\u6d88\u53bb\u3055\u308c\u3001\u91cd\u8981\u306a\u5909\u6570\u3060\u3051\u304c\u624b\u5143\u306b\u6b8b\u308b\u300c\u81ea\u52d5\u5909\u6570\u9078\u629e\uff08\u30b9\u30d1\u30fc\u30b9\u6027\uff09\u300d\u306e\u4ed5\u7d44\u307f\u3067\u3042\u308b\u3002<\/p>\n<\/blockquote>\n\n\n\n<h2 class=\"wp-block-heading\">2. \u81e8\u5e8a\u533b\u304c\u7d76\u5bfe\u306b\u77e5\u3063\u3066\u304a\u304f\u3079\u304dLasso\u306e\u300c4\u3064\u306e\u7f60\u300d<\/h2>\n\n\n\n<p class=\"wp-block-paragraph\">Lasso\u3092\u81e8\u5e8a\u7814\u7a76\u306b\u9069\u7528\u3059\u308b\u969b\u3001\u305d\u306e\u7279\u6027\u3092\u6b63\u3057\u304f\u7406\u89e3\u3057\u3066\u3044\u306a\u3044\u3068\u67fb\u8aad\u3067\u91cd\u5927\u306a\u30d0\u30a4\u30a2\u30b9\u3092\u6307\u6458\u3055\u308c\u308b\u3053\u3068\u306b\u306a\u308b\u3002\u7d76\u5bfe\u306b\u77e5\u3063\u3066\u304a\u304f\u3079\u304d\u300c4\u3064\u306e\u7f60\u300d\u3092\u6574\u7406\u3059\u308b\u3002<\/p>\n\n\n\n<h3 class=\"wp-block-heading\">\u7f601\uff1aP\u5024\u304c\u51fa\u306a\u3044\u7f60\uff08\u7406\u8ad6\u7684\u5236\u7d04\uff09<\/h3>\n\n\n\n<p class=\"wp-block-paragraph\">Lasso\u3067 $P$ \u5024\u304c\u51fa\u306a\u3044\u306e\u306f <code>glmnet<\/code> \u30d1\u30c3\u30b1\u30fc\u30b8\u306e\u4e0d\u5099\u3067\u306f\u306a\u304f\u3001<strong>\u7d71\u8a08\u7406\u8ad6\u4e0a\u306e\u5fc5\u7136<\/strong>\u3067\u3042\u308b\u3002<\/p>\n\n\n\n<p class=\"wp-block-paragraph\">\u901a\u5e38\u306e $P$ \u5024\u3084\u6a19\u6e96\u8aa4\u5dee\u306f\u300c\u7121\u30d0\u30a4\u30a2\u30b9\u63a8\u5b9a\uff08\u771f\u306e\u5024\u306b\u5e73\u5747\u3057\u3066\u4e00\u81f4\u3059\u308b\u63a8\u5b9a\u5024\uff09\u300d\u3092\u524d\u63d0\u3068\u3057\u3066\u8a08\u7b97\u3055\u308c\u308b\u3002\u3057\u304b\u3057Lasso\u306f\u3001\u30da\u30ca\u30eb\u30c6\u30a3\u3092\u8ab2\u3059\u3053\u3068\u3067\u63a8\u5b9a\u5024\u306b\u3042\u3048\u3066\u300c\u30d0\u30a4\u30a2\u30b9\u300d\u3092\u6ce8\u5165\u3057\u3001\u305d\u306e\u4ee3\u308f\u308a\u306b\u95a2\u6570\u306e\u30d0\u30ea\u30a2\u30f3\u30b9\uff08\u3070\u3089\u3064\u304d\uff09\u3092\u6fc0\u6e1b\u3055\u305b\u308b\u624b\u6cd5\u3067\u3042\u308b\u3002\u610f\u56f3\u7684\u306b\u30d0\u30a4\u30a2\u30b9\u3092\u542b\u307e\u305b\u3066\u3044\u308b\u305f\u3081\u3001\u5f93\u6765\u306e\u300c\u7121\u30d0\u30a4\u30a2\u30b9\u3092\u524d\u63d0\u3068\u3057\u305f\u6a19\u6e96\u8aa4\u5dee\u3084 $P$ \u5024\u300d\u306f\u6570\u5b66\u7684\u306b\u76f4\u63a5\u5b9a\u7fa9\u3055\u308c\u306a\u3044\u3002<\/p>\n\n\n\n<h3 class=\"wp-block-heading\">\u7f602\uff1a\u300cLasso\u3067\u30b9\u30af\u30ea\u30fc\u30cb\u30f3\u30b0 $\\rightarrow$ \u666e\u901a\u306e glm()\u300d\u306e\u7f60\uff08\u9078\u629e\u5f8c\u63a8\u8ad6\uff09<\/h3>\n\n\n\n<p class=\"wp-block-paragraph\">\u5b9f\u52d9\u3084\u4e00\u90e8\u306e\u8ad6\u6587\u3067\u983b\u7e41\u306b\u898b\u304b\u3051\u308b\u306e\u304c\u3001\u300cLasso\u3067\u6b8b\u3063\u305f\u975e\u30bc\u30ed\u306e\u5909\u6570\u3060\u3051\u3092\u62bd\u51fa\u3057\u3001\u305d\u306e\u5909\u6570\u30bb\u30c3\u30c8\u3092\u4f7f\u3063\u3066\u6539\u3081\u3066\u666e\u901a\u306e <code>glm()<\/code> \u3092\u56de\u3057\u3066 $P$ \u5024\u3084\u30aa\u30c3\u30ba\u6bd4\u3092\u7b97\u51fa\u3059\u308b\u300d\u3068\u3044\u30462\u6bb5\u968e\u30a2\u30d7\u30ed\u30fc\u30c1\uff08Two-stage approach\uff09\u3067\u3042\u308b\u3002<\/p>\n\n\n\n<p class=\"wp-block-paragraph\">\u4e00\u898b\u30b9\u30de\u30fc\u30c8\u306b\u898b\u3048\u308b\u304c\u3001\u3053\u308c\u306f <strong>\u9078\u629e\u5f8c\u63a8\u8ad6\uff08Post-selection inference\uff09\u306e\u30d0\u30a4\u30a2\u30b9<\/strong> \u3092\u751f\u3080\u3002\u300c\u5909\u6570\u9078\u629e\u306b\u4f7f\u3063\u305f\u30c7\u30fc\u30bf\u300d\u3068\u300c$P$ \u5024\u306e\u8a08\u7b97\u306b\u4f7f\u3063\u305f\u30c7\u30fc\u30bf\u300d\u304c\u540c\u4e00\u3067\u3042\u308b\u305f\u3081\u3001\u5f97\u3089\u308c\u308b $P$ \u5024\u306f\u4e0d\u5f53\u306b\u5c0f\u3055\u304f\uff08\u904e\u5270\u306b\u6709\u610f\u306b\uff09\u306a\u308a\u3001\u30aa\u30c3\u30ba\u6bd4\u306f\u904e\u5927\u8a55\u4fa1\u3055\u308c\u308b\u3002<strong>\u3053\u306e\u9650\u754c\uff08Limitation\uff09\u3092\u7406\u89e3\u3057\u305f\u4e0a\u3067\u611f\u5ea6\u5206\u6790\u3068\u3057\u3066\u63d0\u793a\u3059\u308b<\/strong>\u59ff\u52e2\u304c\u5fc5\u8981\u3068\u306a\u308b\u3002<\/p>\n\n\n\n<h3 class=\"wp-block-heading\">\u7f603\uff1a\u76ee\u7684\u306e\u6df7\u540c\u306e\u7f60\uff08\u300c\u4e88\u6e2c Prediction\u300d vs \u300c\u56e0\u679c\u63a8\u8ad6 Causality\u300d\uff09<\/h3>\n\n\n\n<p class=\"wp-block-paragraph\">\u30c7\u30fc\u30bf\u30b5\u30a4\u30a8\u30f3\u30b9\uff08\u6a5f\u68b0\u5b66\u7fd2\uff09\u3068\u533b\u5b66\u7d71\u8a08\u3067\u306f\u3001\u30e2\u30c7\u30eb\u69cb\u7bc9\u306e\u76ee\u7684\u304c\u6839\u672c\u7684\u306b\u7570\u306a\u308b\u3002<\/p>\n\n\n\n<ul class=\"wp-block-list\">\n<li><strong>\u30c7\u30fc\u30bf\u30b5\u30a4\u30a8\u30f3\u30c6\u30a3\u30b9\u30c8\uff08\u6a5f\u68b0\u5b66\u7fd2\uff09<\/strong>: \u672a\u77e5\u30c7\u30fc\u30bf\u306b\u5bfe\u3059\u308b\u300c\u4e88\u6e2c\u7cbe\u5ea6\uff08Out-of-sample prediction \/ C-index\u5411\u4e0a\uff09\u300d\u304c\u76ee\u7684\u3002<\/li>\n\n\n\n<li><strong>\u81e8\u5e8a\u533b\uff08\u533b\u5b66\u7d71\u8a08\uff09<\/strong>: \u300c\u7279\u5b9a\u306e\u30ea\u30b9\u30af\u56e0\u5b50\uff08\u4e3b\u66dd\u9732\uff09\u3068\u75be\u75c5\u306e\u56e0\u679c\u95a2\u4fc2\u3084\u591a\u5909\u91cf\u8abf\u6574\u30aa\u30c3\u30ba\u6bd4\u306e\u89e3\u91c8\u300d\u304c\u76ee\u7684\u3002<\/li>\n<\/ul>\n\n\n\n<p class=\"wp-block-paragraph\">\u76ee\u7684\u304c\u300c\u56e0\u679c\u63a8\u8ad6\u300d\u3067\u3042\u308b\u306b\u3082\u304b\u304b\u308f\u3089\u305a\u7121\u6761\u4ef6\u306bLasso\u3092\u56de\u3059\u3068\u3001<strong>\u6700\u3082\u8a55\u4fa1\u3057\u305f\u3044\u4e3b\u66dd\u9732\u5909\u6570\uff08Main exposure\uff09\u3084\u91cd\u8981\u306a\u4ea4\u7d61\u8981\u56e0\uff08Confounder\uff09\u304c\u3001Lasso\u306e\u30da\u30ca\u30eb\u30c6\u30a3\u306b\u3088\u3063\u3066 <\/strong>$0$<strong> \u306b\u6f70\u3055\u308c\u3066\u6d88\u6ec5\u3059\u308b\u60b2\u5287<\/strong>\u304c\u8d77\u304d\u308b\u3002<\/p>\n\n\n\n<h3 class=\"wp-block-heading\">\u7f604\uff1a\u6a19\u6e96\u5316\uff08Standardization\uff09\u672a\u8003\u616e\u306e\u7f60<\/h3>\n\n\n\n<p class=\"wp-block-paragraph\">Lasso\u306f\u4fc2\u6570 $\\beta$ \u306e\u7d76\u5bfe\u5024\u306e\u5927\u304d\u3055\u306b\u30da\u30ca\u30eb\u30c6\u30a3\u3092\u8ab2\u3059\u305f\u3081\u3001\u5909\u6570\u306e\u5358\u4f4d\uff08\u4f8b\uff1a\u5e74\u9f62\uff3b\u6b73\uff3d\u3068\u6027\u5225\uff3b0\/1\uff3d\u3001\u8840\u5727\uff3bmmHg\uff3d\u306a\u3069\uff09\u306e\u30b9\u30b1\u30fc\u30eb\u304c\u63c3\u3063\u3066\u3044\u306a\u3044\u3068\u3001\u5358\u4f4d\u306e\u5927\u304d\u3044\u5909\u6570\u304c\u4e0d\u5f53\u306b\u5f37\u304f\u30da\u30ca\u30eb\u30c6\u30a3\u3092\u53d7\u3051\u3066\u6d88\u3055\u308c\u3066\u3057\u307e\u3046\u3002\u89e3\u6790\u524d\u306e\u6a19\u6e96\u5316\uff08Standardization\uff09\u307e\u305f\u306f <code>glmnet<\/code> \u5185\u90e8\u3067\u306e\u81ea\u52d5\u6a19\u6e96\u5316\uff08<code>standardize = TRUE<\/code>\uff09\u304c\u5fc5\u9808\u3067\u3042\u308b\u3002<\/p>\n\n\n\n<blockquote class=\"wp-block-quote is-layout-flow wp-block-quote-is-layout-flow\">\n<p class=\"wp-block-paragraph\"><strong>\u203b\u88dc\u8db3\uff08\u95a2\u9023\u8a18\u4e8b\uff09<\/strong>:<\/p>\n\n\n\n<p class=\"wp-block-paragraph\">\u30ea\u30c3\u30b8\uff08Ridge\uff09\u3001\u30e9\u30c3\u30bd\uff08Lasso\uff09\u3001\u30a8\u30e9\u30b9\u30c6\u30a3\u30c3\u30af\u30cd\u30c3\u30c8\uff08Elastic Net\uff09\u306e\u9055\u3044\u3084\u3001R\u3067\u306e\u57fa\u672c\u7684\u306a\u5b9f\u884c\u6bd4\u8f03\u306b\u3064\u3044\u3066\u306f <a href=\"https:\/\/best-biostatistics.com\/toukei-er\/entry\/how-to-conduct-ridge-lasso-elastic-net-in-r\/\">Ridge\u30fbLasso\u30fbElastic Net\u306eR\u3067\u306e\u5b9f\u884c\u65b9\u6cd5\u30ac\u30a4\u30c9<\/a> \u3092\u53c2\u7167\u3055\u308c\u305f\u3044\u3002<\/p>\n<\/blockquote>\n\n\n\n<div id=\"biost-2313752817\" class=\"biost- biost-entity-placement\"><p style=\"text-align: center;\"><span style=\"font-size: 20px;\"><strong><a href=\"https:\/\/best-biostatistics.com\/kmhl\">\uff1e\uff1e\u3082\u3046\u7d71\u8a08\u3067\u60a9\u3080\u306e\u306f\u7d42\u308f\u308a\u306b\u3057\u307e\u305b\u3093\u304b\uff1f\u00a0<\/a><\/strong><\/span><\/p>\r\n<a href=\"https:\/\/best-biostatistics.com\/kmhl\"><img class=\"aligncenter wp-image-2794 size-full\" src=\"https:\/\/best-biostatistics.com\/wp\/wp-content\/uploads\/2023\/11\/bn_r_03.png\" alt=\"\" width=\"500\" height=\"327\" \/><\/a>\r\n<p style=\"text-align: center;\"><span style=\"color: #ff0000; font-size: 20px;\"><strong><span class=\"marker2\">\u21911\u4e07\u4eba\u4ee5\u4e0a\u306e\u533b\u7642\u5f93\u4e8b\u8005\u304c\u8cfc\u8aad\u4e2d<\/span><\/strong><\/span><\/p><\/div><h2 class=\"wp-block-heading\">3. \u76ee\u7684\u3067180\u5ea6\u5909\u308f\u308b\uff01Lasso\u306e\u6b63\u3057\u3044\u4f7f\u3044\u5206\u3051\u3068\u5b9f\u8df5\u6226\u7565<\/h2>\n\n\n\n<p class=\"wp-block-paragraph\">Lasso\u3092\u4f7f\u7528\u3059\u308b\u969b\u306f\u3001\u7814\u7a76\u306e\u76ee\u7684\u304c\u300c\u4e88\u6e2c\u30e2\u30c7\u30eb\u306e\u69cb\u7bc9\u300d\u306a\u306e\u304b\u300c\u7279\u5b9a\u56e0\u5b50\u306e\u30aa\u30c3\u30ba\u6bd4\u63a8\u5b9a\uff08\u56e0\u679c\u63a8\u8ad6\uff09\u300d\u306a\u306e\u304b\u3092\u660e\u78ba\u306b\u533a\u5225\u3057\u306a\u3051\u308c\u3070\u306a\u3089\u306a\u3044\u3002<\/p>\n\n\n\n<pre class=\"wp-block-code\"><code>                    \u3010\u7814\u7a76\u306e\u76ee\u7684\u306f\u3069\u3061\u3089\u304b\uff1f\u3011\n                                \u2502\n         \u250c\u2500\u2500\u2500\u2500\u2500\u2500\u2500\u2500\u2500\u2500\u2500\u2500\u2500\u2500\u2500\u2500\u2500\u2500\u2500\u2500\u2500\u2500\u2534\u2500\u2500\u2500\u2500\u2500\u2500\u2500\u2500\u2500\u2500\u2500\u2500\u2500\u2500\u2500\u2500\u2500\u2500\u2500\u2500\u2500\u2500\u2510\n         \u25bc                                             \u25bc\n\u3010A: \u4e88\u5f8c\u4e88\u6e2c\u30e2\u30c7\u30eb\u69cb\u7bc9\u3011                       \u3010B: \u4e3b\u66dd\u9732\u56e0\u5b50\u306e\u30aa\u30c3\u30ba\u6bd4\u63a8\u5b9a\u3011\n(Prognostic Risk Score)                        (Causal Inference)\n         \u2502                                             \u2502\n \u30fbP\u5024\u306b\u56fa\u57f7\u3057\u306a\u3044                              \u30fb\u7121\u6761\u4ef6\u306eLasso\u306fNG\n \u30fbC-index \/ Calibration \u3067\u8a55\u4fa1                 \u30fb\u4e3b\u66dd\u9732\u5909\u6570\u306f penalty.factor = 0 \u3067\u4fdd\u8b77\n \u30fb\u5909\u6570\u9078\u629e\u306f lambda.1se \u3092\u63a1\u7528                 \u30fbDouble Selection Lasso \u3092\u691c\u8a0e\n<\/code><\/pre>\n\n\n\n<h3 class=\"wp-block-heading\">\u30b7\u30ca\u30ea\u30aa A\uff1a\u76ee\u7684\u304c\u300c\u4e88\u5f8c\u4e88\u6e2c\u30e2\u30c7\u30eb\u69cb\u7bc9\uff08Prognostic Model \/ Risk Score\uff09\u300d\u306e\u5834\u5408<\/h3>\n\n\n\n<ul class=\"wp-block-list\">\n<li><strong>Lasso\u306f\u6700\u5f37\u306e\u6b63\u653b\u6cd5<\/strong>: \u904e\u5b66\u7fd2\u3092\u9632\u304e\u3001\u30b9\u30b3\u30a2\u5316\u306b\u9069\u3057\u305f\u30b3\u30f3\u30d1\u30af\u30c8\u306a\u30e2\u30c7\u30eb\u3092\u4f5c\u308b\u3053\u3068\u304c\u3067\u304d\u308b\u3002<\/li>\n\n\n\n<li><strong>\u8a55\u4fa1\u8ef8<\/strong>: $P$ \u5024\u306e\u63d0\u793a\u306b\u57f7\u7740\u305b\u305a\u3001<strong>C-index\uff08AUC\uff09<\/strong> \u3084 <strong>Calibration plot\uff08\u6821\u6b63\u30d7\u30ed\u30c3\u30c8\uff09<\/strong> \u3067\u30e2\u30c7\u30eb\u306e\u4e88\u6e2c\u7cbe\u5ea6\u3092\u8a55\u4fa1\u30fb\u63d0\u793a\u3059\u308b\u3002<\/li>\n\n\n\n<li><strong>\u95be\u5024\u306e\u9078\u629e<\/strong>: \u4e88\u6e2c\u8aa4\u5dee\u304c\u6700\u5c0f\u3068\u306a\u308b <code>lambda.min<\/code> \u3088\u308a\u3082\u30011\u6a19\u6e96\u8aa4\u5dee\u30eb\u30fc\u30eb\u3092\u9069\u7528\u3057\u305f <strong><code>lambda.1se<\/code><\/strong> \u3092\u9078\u3076\u306e\u304c\u533b\u5b66\u8ad6\u6587\u3067\u306e\u4e16\u754c\u6a19\u6e96\u30a2\u30d7\u30ed\u30fc\u30c1\u3067\u3042\u308b\u3002<\/li>\n<\/ul>\n\n\n\n<h3 class=\"wp-block-heading\">\u30b7\u30ca\u30ea\u30aa B\uff1a\u76ee\u7684\u304c\u300c\u56e0\u679c\u63a8\u8ad6\uff08\u7279\u5b9a\u56e0\u5b50\u306e\u30aa\u30c3\u30ba\u6bd4\u63a8\u5b9a\uff09\u300d\u306e\u5834\u5408<\/h3>\n\n\n\n<ul class=\"wp-block-list\">\n<li><strong>\u4e3b\u66b4\u9732\u5909\u6570\u306e\u4fdd\u8b77<\/strong>: \u8a55\u4fa1\u3057\u305f\u3044\u4e3b\u66dd\u9732\u56e0\u5b50\uff08\u4f8b\uff1a\u65b0\u6cbb\u7642\u306e\u6709\u7121\uff09\u304cLasso\u3067\u6d88\u3055\u308c\u306a\u3044\u3088\u3046\u3001\u7279\u5b9a\u5909\u6570\u306e\u30da\u30ca\u30eb\u30c6\u30a3\u4fc2\u6570\u3092 $0$ \u306b\u8a2d\u5b9a\u3059\u308b\uff08<code>penalty.factor = 0<\/code>\uff09\u3002<\/li>\n\n\n\n<li><strong>Double Selection Lasso \u306e\u691c\u8a0e<\/strong>: \u66dd\u9732\u5909\u6570\u3068\u30a2\u30a6\u30c8\u30ab\u30e0\u306e\u4e21\u65b9\u306b\u95a2\u9023\u3059\u308b\u5171\u5909\u91cf\u3092Lasso\u3067\u305d\u308c\u305e\u308c\u9078\u51fa\u3057\u3001\u6700\u7d42\u7684\u306a\u591a\u5909\u91cf\u30e2\u30c7\u30eb\u306b\u6295\u5165\u3059\u308b\u7d71\u8a08\u7684\u624b\u6cd5\uff08Double Selection\uff09\u3092\u691c\u8a0e\u3059\u308b\u3002<\/li>\n<\/ul>\n\n\n\n<blockquote class=\"wp-block-quote is-layout-flow wp-block-quote-is-layout-flow\">\n<h3 class=\"wp-block-heading\">\u3010\u30b3\u30e9\u30e03\u3011$\\lambda$\uff08\u30e9\u30e0\u30c0\uff09\u306e\u9078\u3073\u65b9\uff1a<code>lambda.min<\/code> vs <code>lambda.1se<\/code><\/h3>\n\n\n\n<p class=\"wp-block-paragraph\">Lasso\u3092\u5b9f\u884c\u3059\u308b\u969b\u3001\u30da\u30ca\u30eb\u30c6\u30a3\u306e\u5f37\u3055\u3092\u6c7a\u5b9a\u3059\u308b\u30cf\u30a4\u30d1\u30fc\u30d1\u30e9\u30e1\u30fc\u30bf\u304c$\\lambda$\uff08\u30e9\u30e0\u30c0\uff09\u3067\u3042\u308b\u3002\u30af\u30ed\u30b9\u30d0\u30ea\u30c7\u30fc\u30b7\u30e7\u30f3\uff08<code>cv.glmnet<\/code>\uff09\u3092\u5b9f\u884c\u3059\u308b\u3068\u3001\u4e3b\u306b2\u3064\u306e$\\lambda$\u304c\u7b97\u51fa\u3055\u308c\u308b\u3002<\/p>\n\n\n\n<ul class=\"wp-block-list\">\n<li><strong><code>lambda.min<\/code>\uff08\u30ae\u30ea\u30ae\u30ea\u307e\u3067\u6b32\u5f35\u308b\u6d3e\uff09<\/strong>:\u30af\u30ed\u30b9\u30d0\u30ea\u30c7\u30fc\u30b7\u30e7\u30f3\u3067\u4e88\u6e2c\u8aa4\u5dee\uff08Deviance\uff09\u304c\u6700\u3082\u5c0f\u3055\u304f\u306a\u3063\u305f\u30dd\u30a4\u30f3\u30c8\u3002\u4e88\u6e2c\u7cbe\u5ea6\u3092\u6975\u9650\u307e\u3067\u8ffd\u6c42\u3059\u308b\u305f\u3081\u3001\u5909\u6570\u306f\u591a\u3081\u306b\u6b8b\u308a\u3084\u3059\u3044\u3002<\/li>\n\n\n\n<li><strong><code>lambda.1se<\/code>\uff08\u5b89\u5168\u7b2c\u4e00\u30fb\u30b7\u30f3\u30d7\u30eb\u6d3e\uff09<\/strong>:\u6700\u5c0f\u4e88\u6e2c\u8aa4\u5dee\u304b\u3089\u300c1\u6a19\u6e96\u8aa4\u5dee\uff081 Standard Error\uff09\u3076\u3093\u30da\u30ca\u30eb\u30c6\u30a3\u3092\u5f37\u3081\u305f\uff08\u5909\u6570\u3092\u3055\u3089\u306b\u7d5e\u308a\u8fbc\u3093\u3060\uff09\u300d\u30dd\u30a4\u30f3\u30c8\u3002\u4e88\u6e2c\u7cbe\u5ea6\u3092\u307b\u3068\u3093\u3069\u843d\u3068\u3059\u3053\u3068\u306a\u304f\u3001\u3088\u308a\u7c21\u7d20\u3067\u904e\u5b66\u7fd2\u3057\u306b\u304f\u3044\u5805\u7262\u306a\u30e2\u30c7\u30eb\u304c\u5f97\u3089\u308c\u308b\u3002<strong>\u533b\u5b66\u8ad6\u6587\u3067\u306f\u30e2\u30c7\u30eb\u306e\u7c21\u7d20\u6027\u3068\u518d\u73fe\u6027\u3092\u91cd\u8996\u3059\u308b\u305f\u3081 <code>lambda.1se<\/code> \u306e\u63a1\u7528\u304c\u63a8\u5968\u3055\u308c\u308b\u3053\u3068\u304c\u591a\u3044\u3002<\/strong><\/li>\n<\/ul>\n<\/blockquote>\n\n\n\n<h2 class=\"wp-block-heading\">4. \u3010\u5b9f\u8df5R\u30b3\u30fc\u30c9\u3011<code>glmnet<\/code> \u30d1\u30c3\u30b1\u30fc\u30b8\u306b\u3088\u308bLasso\u6b63\u5247\u5316\u30ed\u30b8\u30b9\u30c6\u30a3\u30c3\u30af\u56de\u5e30\uff08Step by Step\uff09<\/h2>\n\n\n\n<p class=\"wp-block-paragraph\">\u3053\u3053\u304b\u3089\u306f\u3001R\u306e <code>glmnet<\/code> \u30d1\u30c3\u30b1\u30fc\u30b8\u3092\u7528\u3044\u3001\u4e3b\u66dd\u9732\u5909\u6570\u3092\u4fdd\u8b77\u3057\u306a\u304c\u3089 <code>lambda.1se<\/code> \u3067\u30e2\u30c7\u30eb\u3092\u69cb\u7bc9\u3057\u3001\u30aa\u30c3\u30ba\u6bd4\u3068\u4e88\u6e2c\u7cbe\u5ea6\uff08C-index\uff09\u3092\u8a55\u4fa1\u3059\u308b\u624b\u9806\u3092 Step by Step \u3067\u89e3\u8aac\u3059\u308b\u3002<\/p>\n\n\n\n<h3 class=\"wp-block-heading\">Step 1: \u7591\u4f3c\u81e8\u5e8a\u30c7\u30fc\u30bf\uff08\u9ad8\u6b21\u5143\u30fb\u591a\u91cd\u5171\u7dda\u6027\u3092\u542b\u3080\uff09\u306e\u4f5c\u6210<\/h3>\n\n\n\n<p class=\"wp-block-paragraph\">\u60a3\u8005300\u4eba\u5206\u3001\u30a2\u30a6\u30c8\u30ab\u30e0 $Y$\uff08\u767a\u75c7: 1\/0\uff09\u3001\u4e3b\u66dd\u9732\u5909\u6570 $X_1$\uff08<code>exposure<\/code>\uff09\u3001\u304a\u3088\u3073\u5171\u5909\u91cf20\u9805\u76ee\u306e\u30c7\u30fc\u30bf\u3092\u751f\u6210\u3059\u308b\u3002<\/p>\n\n\n\n<pre class=\"wp-block-code\"><code>library(glmnet)\nlibrary(pROC)\nlibrary(tidyverse)\n\n# \u4e71\u6570\u30b7\u30fc\u30c9\u306e\u8a2d\u5b9a\nset.seed(123)\nn &lt;- 300\np &lt;- 20 # \u5171\u5909\u91cf\u306e\u6570\n\n# \u8aac\u660e\u5909\u6570\u306e\u884c\u5217\u3092\u4f5c\u6210\nX_cov &lt;- matrix(rnorm(n * p), nrow = n, ncol = p)\ncolnames(X_cov) &lt;- paste0(\"X\", 1:p)\n\n# \u4e3b\u66dd\u9732\u5909\u6570 (exposure: 0\/1)\nexposure &lt;- rbinom(n, size = 1, prob = 0.5)\n\n# \u771f\u306e\u30ed\u30b8\u30c3\u30c8\u5f0f\uff08exposure, X1, X2 \u306e\u307f\u304c\u771f\u306e\u5f71\u97ff\u3092\u6301\u3064\uff09\nlogit_p &lt;- -1.0 + 0.8 * exposure + 0.6 * X_cov&#91;, 1] - 0.7 * X_cov&#91;, 2]\nprob &lt;- 1 \/ (1 + exp(-logit_p))\ny &lt;- rbinom(n, size = 1, prob = prob)\n\n# \u30c7\u30fc\u30bf\u30d5\u30ec\u30fc\u30e0\u306e\u7d71\u5408\ndf_clinical &lt;- as_tibble(X_cov) %>%\n  mutate(y = y, exposure = exposure) \n\n# \u30c7\u30fc\u30bf\u306e\u78ba\u8a8d\nhead(df_clinical)\n<\/code><\/pre>\n\n\n\n<h3 class=\"wp-block-heading\">Step 2: \u884c\u5217\u5f62\u5f0f\u3078\u306e\u6574\u5f62\u3068 <code>penalty.factor<\/code> \u306e\u8a2d\u5b9a<\/h3>\n\n\n\n<p class=\"wp-block-paragraph\"><code>glmnet<\/code> \u95a2\u6570\u306f <code>formula<\/code> \u8868\u8a18\uff08<code>y ~ x<\/code>\uff09\u3067\u306f\u306a\u304f\u3001\u8aac\u660e\u5909\u6570\u306e\u884c\u5217\uff08<code>matrix<\/code>\uff09\u3068\u76ee\u7684\u5909\u6570\u306e\u30d9\u30af\u30c8\u30eb\uff08<code>vector<\/code>\uff09\u3092\u8981\u6c42\u3059\u308b\u3002<\/p>\n\n\n\n<p class=\"wp-block-paragraph\">\u307e\u305f\u3001\u4e3b\u66dd\u9732\u5909\u6570 <code>exposure<\/code> \u304cLasso\u306b\u3088\u3063\u3066 $0$ \u306b\u6f70\u3055\u308c\u306a\u3044\u3088\u3046\u3001<code>penalty.factor<\/code> \u3092\u8a2d\u5b9a\u3059\u308b\uff08\u4fdd\u8b77\u3057\u305f\u3044\u5909\u6570\u306f $0$\u3001\u30da\u30ca\u30eb\u30c6\u30a3\u3092\u8ab2\u3059\u5909\u6570\u306f $1$ \u3068\u3059\u308b\uff09\u3002<\/p>\n\n\n\n<p class=\"wp-block-paragraph\">\u3010\u67fb\u8aad\u30b3\u30e1\u30f3\u30c8\u3011<code>model.matrix()<\/code> \u3067\u884c\u5217\u3092\u4f5c\u6210\u3059\u308b\u969b\u3001<code>model.matrix<\/code> \u304c\u51fa\u529b\u3059\u308b\u5217\u306e\u4e26\u3073\u9806\u3068 <code>penalty.factor<\/code> \u30d9\u30af\u30c8\u30eb\u306e\u9806\u5e8f\u304c\u5bf8\u5206\u9055\u308f\u305a\u4e00\u81f4\u3057\u3066\u3044\u308b\u3053\u3068\u3092\u5fc5\u305a\u78ba\u8a8d\u3057\u3066\u304f\u3060\u3055\u3044\u3002\u4f4d\u7f6e\u304c\u30ba\u30ec\u3066\u3044\u308b\u3068\u3001\u4fdd\u8b77\u3059\u308b\u3064\u3082\u308a\u306e\u306a\u3044\u5909\u6570\u306e\u30da\u30ca\u30eb\u30c6\u30a3\u304c0\u306b\u306a\u3063\u3066\u3057\u307e\u3044\u307e\u3059\u3002<\/p>\n\n\n\n<pre class=\"wp-block-code\"><code># \u8aac\u660e\u5909\u6570\u306e\u884c\u5217 (x) \u3068\u76ee\u7684\u5909\u6570\u30d9\u30af\u30c8\u30eb (y) \u306e\u6e96\u5099\n# model.matrix \u3067\u30c0\u30df\u30fc\u5909\u6570\u5316\u3055\u308c\u305f\u884c\u5217\u3092\u4f5c\u6210\uff08\u5207\u7247\u5217\u306f\u9664\u304f\uff09\nx_mat &lt;- model.matrix(y ~ . - 1, data = df_clinical)\ny_vec &lt;- df_clinical$y\n\n# penalty.factor \u306e\u8a2d\u5b9a\uff08exposure \u306e\u4f4d\u7f6e\u3092 0 \u306b\u3057\u3066\u30da\u30ca\u30eb\u30c6\u30a3\u9664\u5916\uff09\np_fac &lt;- rep(1, ncol(x_mat))\np_fac&#91;colnames(x_mat) == \"exposure\"] &lt;- 0\n\n# \u8a2d\u5b9a\u306e\u78ba\u8a8d\np_fac\n<\/code><\/pre>\n\n\n\n<h3 class=\"wp-block-heading\">Step 3: \u30af\u30ed\u30b9\u30d0\u30ea\u30c7\u30fc\u30b7\u30e7\u30f3\uff08<code>cv.glmnet<\/code>\uff09\u306b\u3088\u308b\u6700\u9069 $\\lambda$ \u306e\u63a2\u7d22<\/h3>\n\n\n\n<p class=\"wp-block-paragraph\">10-fold Cross-Validation \u3092\u5b9f\u884c\u3057\u3001\u6700\u9069\u306a $\\lambda$\uff08<code>lambda.min<\/code> \u304a\u3088\u3073 <code>lambda.1se<\/code>\uff09\u3092\u63a2\u7d22\u3059\u308b\u3002<\/p>\n\n\n\n<p class=\"wp-block-paragraph\"><code>cv.glmnet<\/code> \u306f\u5206\u5272\u306e\u4ed5\u65b9\uff0810-fold\uff09\u306b\u3088\u3063\u3066\u9078\u3070\u308c\u308b <code>lambda<\/code> \u3084\u6b8b\u308b\u5909\u6570\u304c\u308f\u305a\u304b\u306b\u5909\u52d5\u3059\u308b\u3002\u8ad6\u6587\u7528\u306e\u89e3\u6790\u306e\u518d\u73fe\u6027\u3092\u4fdd\u8a3c\u3059\u308b\u305f\u3081\u306b\u3001<code>cv.glmnet<\/code> \u3092\u547c\u3073\u51fa\u3059\u76f4\u524d\u306b <code>set.seed()<\/code> \u3092\u660e\u8a18\u3057\u3066\u304a\u304f\u3053\u3068\u304c\u5fc5\u9808\u3067\u3042\u308b\u3002<\/p>\n\n\n\n<pre class=\"wp-block-code\"><code># \u30af\u30ed\u30b9\u30d0\u30ea\u30c7\u30fc\u30b7\u30e7\u30f3\u306e\u5b9f\u884c (\u30ed\u30b8\u30b9\u30c6\u30a3\u30c3\u30af\u56de\u5e30\u306e\u305f\u3081 family = \"binomial\")\nset.seed(123) # \u518d\u73fe\u6027\u306e\u305f\u3081\u5fc5\u9808\ncv_fit &lt;- cv.glmnet(\n  x = x_mat,\n  y = y_vec,\n  family = \"binomial\",\n  alpha = 1,              # alpha = 1 \u306f Lasso (alpha = 0 \u306f Ridge)\n  penalty.factor = p_fac, # \u4e3b\u66dd\u9732\u5909\u6570\u306e\u4fdd\u8b77\n  standardize = TRUE      # \u5185\u90e8\u3067\u306e\u6a19\u6e96\u5316\u3092\u5b9f\u884c\n)\n\n# CV\u30d7\u30ed\u30c3\u30c8\u306e\u63cf\u753b\nplot(cv_fit)\n<\/code><\/pre>\n\n\n\n<p class=\"wp-block-paragraph\">\u30d7\u30ed\u30c3\u30c8\u4e0a\u306e\u5de6\u5074\u306e\u70b9\u7dda\u304c <code>lambda.min<\/code>\u3001\u53f3\u5074\u306e\u70b9\u7dda\u304c <code>lambda.1se<\/code> \u3092\u793a\u3059\u3002<\/p>\n\n\n\n<figure class=\"wp-block-image size-full\"><img decoding=\"async\" width=\"575\" height=\"483\" src=\"https:\/\/best-biostatistics.com\/toukei-er\/wp-content\/uploads\/2026\/08\/image-13.png\" alt=\"\" class=\"wp-image-4758\" srcset=\"https:\/\/best-biostatistics.com\/toukei-er\/wp-content\/uploads\/2026\/08\/image-13.png 575w, https:\/\/best-biostatistics.com\/toukei-er\/wp-content\/uploads\/2026\/08\/image-13-300x252.png 300w\" sizes=\"(max-width: 575px) 100vw, 575px\" \/><\/figure>\n\n\n\n<h3 class=\"wp-block-heading\">Step 4: <code>lambda.1se<\/code> \u3067\u306e\u975e\u30bc\u30ed\u4fc2\u6570\uff08\u30aa\u30c3\u30ba\u6bd4\uff09\u306e\u53d6\u308a\u51fa\u3057<\/h3>\n\n\n\n<p class=\"wp-block-paragraph\"><code>lambda.1se<\/code> \u306e\u30dd\u30a4\u30f3\u30c8\u3067\u6b8b\u3063\u305f\u5909\u6570\u3092\u62bd\u51fa\u3057\u3001\u4fc2\u6570 $\\beta$ \u304a\u3088\u3073\u30aa\u30c3\u30ba\u6bd4\uff08$\\exp(\\beta)$\uff09\u3092\u7b97\u51fa\u3059\u308b\u3002<\/p>\n\n\n\n<pre class=\"wp-block-code\"><code># lambda.1se \u3067\u306e\u975e\u30bc\u30ed\u4fc2\u6570\u3092\u62bd\u51fa\ncoef_1se &lt;- coef(cv_fit, s = \"lambda.1se\")\n\n# \u30b9\u30d1\u30fc\u30b9\u884c\u5217\u304b\u3089\u30c7\u30fc\u30bf\u30d5\u30ec\u30fc\u30e0\u3078\u5909\u63db\ndf_coef &lt;- tibble(\n  var = rownames(coef_1se),\n  coef = as.vector(coef_1se)\n) %&gt;%\n  filter(coef != 0) %&gt;% # 0\u3067\u306a\u3044\uff08\u9078\u629e\u3055\u308c\u305f\uff09\u5909\u6570\u306e\u307f\u62bd\u51fa\n  mutate(odds_ratio = exp(coef))\n\nprint(df_coef)\n<\/code><\/pre>\n\n\n\n<p class=\"wp-block-paragraph\">\u51fa\u529b\u7d50\u679c<\/p>\n\n\n\n<pre class=\"wp-block-code\"><code>> print(df_coef)\n# A tibble: 4 \u00d7 3\n  var            coef odds_ratio\n  &lt;chr>         &lt;dbl>      &lt;dbl>\n1 (Intercept) -0.776       0.460\n2 X1           0.0820      1.09 \n3 X2          -0.176       0.839\n4 exposure     0.669       1.95 <\/code><\/pre>\n\n\n\n<p class=\"wp-block-paragraph\">\u4e3b\u66dd\u9732\u5909\u6570 <code>exposure<\/code> \u306f <code>penalty.factor = 0<\/code> \u306b\u3088\u308a\u78ba\u5b9f\u306b\u4fdd\u8b77\u3055\u308c\u3064\u3064\u3001\u771f\u306b\u95a2\u9023\u306e\u3042\u308b\u5909\u6570\uff08<code>X1<\/code>, <code>X2<\/code> \uff09\u306e\u307f\u304c\u6b63\u3057\u304f\u9078\u629e\u3055\u308c\u305f\u3053\u3068\u304c\u78ba\u8a8d\u3067\u304d\u308b\u3002<\/p>\n\n\n\n<h3 class=\"wp-block-heading\">Step 5: C-index\uff08AUC\uff09\u306b\u3088\u308b\u30e2\u30c7\u30eb\u4e88\u6e2c\u7cbe\u5ea6\u306e\u8a55\u4fa1<\/h3>\n\n\n\n<p class=\"wp-block-paragraph\">\u7b97\u51fa\u3055\u308c\u305fLasso\u30e2\u30c7\u30eb\u306e\u4e88\u6e2c\u78ba\u7387\u3092\u6c42\u3081\u3001<code>pROC<\/code> \u30d1\u30c3\u30b1\u30fc\u30b8\u3092\u7528\u3044\u3066 C-index\uff08ROC-AUC\uff09\u3068\u305d\u306e95%\u4fe1\u983c\u533a\u9593\u3092\u8a08\u7b97\u3059\u308b\u3002<\/p>\n\n\n\n<pre class=\"wp-block-code\"><code># lambda.1se \u3067\u306e\u4e88\u6e2c\u78ba\u7387\u306e\u7b97\u51fa\npred_prob &lt;- predict(cv_fit, newx = x_mat, s = \"lambda.1se\", type = \"response\")\n\n# ROC\u66f2\u7dda\u306e\u4f5c\u6210\u3068 C-index (AUC) \u306e\u7b97\u51fa\nroc_obj &lt;- roc(y_vec, as.vector(pred_prob))\nauc_value &lt;- auc(roc_obj)\nauc_ci &lt;- ci.auc(roc_obj)\n\ncat(sprintf(\"C-index (AUC): %.3f (95%% CI: %.3f - %.3f)\\n\", auc_value, auc_ci&#91;1], auc_ci&#91;3]))\n<\/code><\/pre>\n\n\n\n<p class=\"wp-block-paragraph\">\u51fa\u529b\u7d50\u679c<\/p>\n\n\n\n<pre class=\"wp-block-code\"><code>> cat(sprintf(\"C-index (AUC): %.3f (95%% CI: %.3f - %.3f)\\n\", auc_value, auc_ci&#91;1], auc_ci&#91;3]))\nC-index (AUC): 0.681 (95% CI: 0.621 - 0.741)<\/code><\/pre>\n\n\n\n<h2 class=\"wp-block-heading\">5. \u8ad6\u6587\u3067\u305d\u306e\u307e\u307e\u4f7f\u3048\u308b\u82f1\u6587\u30c6\u30f3\u30d7\u30ec\u30fc\u30c8\uff08Methods &amp; Results\uff09<\/h2>\n\n\n\n<p class=\"wp-block-paragraph\">\u8ad6\u6587\u306e Methods \u304a\u3088\u3073 Results \u30bb\u30af\u30b7\u30e7\u30f3\u306b\u8a18\u8ff0\u3059\u308b\u6a19\u6e96\u7684\u306a\u82f1\u6587\u8868\u73fe\u30c6\u30f3\u30d7\u30ec\u30fc\u30c8\u3092\u793a\u3059\u3002<\/p>\n\n\n\n<h3 class=\"wp-block-heading\">Methods \u30bb\u30af\u30b7\u30e7\u30f3\u82f1\u6587\u30c6\u30f3\u30d7\u30ec\u30fc\u30c8<\/h3>\n\n\n\n<blockquote class=\"wp-block-quote is-layout-flow wp-block-quote-is-layout-flow\">\n<p class=\"wp-block-paragraph\">&#8220;To avoid overfitting and address potential multicollinearity among a large set of candidate covariates, variable selection was performed using Lasso (Least Absolute Shrinkage and Selection Operator) penalized logistic regression via the <code>glmnet<\/code> package in R.<\/p>\n\n\n\n<p class=\"wp-block-paragraph\">To ensure that the primary exposure variable [e.g., treatment group] remained in the multivariable model, its penalty factor was set to zero (<code>penalty.factor = 0<\/code>). Optimal penalization parameter ($\\lambda$) was determined using 10-fold cross-validation, and the one-standard-error rule (<code>lambda.1se<\/code>) was selected to build the most parsimonious model. Model discrimination was evaluated using the C-index (area under the receiver operating characteristic curve [AUC]).&#8221;<\/p>\n<\/blockquote>\n\n\n\n<h3 class=\"wp-block-heading\">Results \u30bb\u30af\u30b7\u30e7\u30f3\u82f1\u6587\u30c6\u30f3\u30d7\u30ec\u30fc\u30c8<\/h3>\n\n\n\n<blockquote class=\"wp-block-quote is-layout-flow wp-block-quote-is-layout-flow\">\n<p class=\"wp-block-paragraph\">&#8220;Out of [20] candidate covariates, Lasso logistic regression with <code>lambda.1se<\/code> selected [2] independent predictors ([X1] and [X2]) in addition to the primary exposure variable.<\/p>\n\n\n\n<p class=\"wp-block-paragraph\">After regularized adjustment, the primary exposure remained significantly associated with the outcome (regularized Odds Ratio [OR], [1.95]). The final parsimonious model demonstrated robust discriminative ability, achieving a C-index of [0.681] (95% CI, [0.621] to [0.741]).&#8221;<\/p>\n<\/blockquote>\n\n\n\n<h2 class=\"wp-block-heading\">6. \u307e\u3068\u3081\uff06\u4e00\u62ec\u30b3\u30d4\u30da\u7528R\u30b9\u30af\u30ea\u30d7\u30c8<\/h2>\n\n\n\n<h3 class=\"wp-block-heading\">\u672c\u8a18\u4e8b\u306e\u30dd\u30a4\u30f3\u30c8\u304a\u3055\u3089\u3044<\/h3>\n\n\n\n<ol class=\"wp-block-list\">\n<li><strong>Lasso\u3067P\u5024\u304c\u51fa\u306a\u3044\u306e\u306f\u5f53\u7136\u306e\u4ed5\u69d8<\/strong>: \u6b63\u5247\u5316\u3067\u30d0\u30a4\u30a2\u30b9\u3092\u6ce8\u5165\u3057\u3066\u904e\u5b66\u7fd2\u3092\u9632\u3050\u624b\u6cd5\u3067\u3042\u308b\u305f\u3081\u3001\u7121\u30d0\u30a4\u30a2\u30b9\u524d\u63d0\u306e $P$ \u5024\u308495% CI\u306f\u76f4\u63a5\u7b97\u51fa\u3055\u308c\u306a\u3044\u3002<\/li>\n\n\n\n<li><strong>\u300cLasso <\/strong>$\\rightarrow$<strong> \u901a\u5e38\u306e <code>glm()<\/code>\u300d\u306e\u5b89\u6613\u306a\u5b9f\u884c\u306b\u6ce8\u610f<\/strong>: \u9078\u629e\u5f8c\u63a8\u8ad6\uff08Post-selection bias\uff09\u304c\u751f\u3058\u308b\u305f\u3081\u3001\u305d\u306e\u307e\u307e\u306e $P$ \u5024\u3092\u771f\u306b\u53d7\u3051\u3066\u306f\u306a\u3089\u306a\u3044\u3002<\/li>\n\n\n\n<li><strong>\u4e3b\u66b4\u9732\u5909\u6570\u306f <code>penalty.factor = 0<\/code> \u3067\u4fdd\u8b77\u3059\u308b<\/strong>: \u56e0\u679c\u63a8\u8ad6\u76ee\u7684\u306e\u89e3\u6790\u3067\u306f\u3001\u6d88\u3055\u308c\u3066\u306f\u56f0\u308b\u91cd\u8981\u306a\u5909\u6570\u306e\u30da\u30ca\u30eb\u30c6\u30a3\u3092\u89e3\u9664\u3057\u3066\u56de\u3059\u3002<\/li>\n\n\n\n<li><strong><code>lambda.1se<\/code> \u306e\u63a1\u7528\u304c\u4e16\u754c\u6a19\u6e96<\/strong>: \u6700\u5c0f\u8aa4\u5dee\u306e <code>lambda.min<\/code> \u3088\u308a\u3082\u30011\u6a19\u6e96\u8aa4\u5dee\u30eb\u30fc\u30eb\u3092\u9069\u7528\u3057\u305f <code>lambda.1se<\/code> \u306e\u65b9\u304c\u7c21\u7d20\u3067\u5805\u7262\u306a\u533b\u5b66\u30e2\u30c7\u30eb\u306b\u306a\u308b\u3002<\/li>\n<\/ol>\n\n\n\n<h3 class=\"wp-block-heading\">\u4e00\u62ec\u5b9f\u884c\u7528R\u30b9\u30af\u30ea\u30d7\u30c8<\/h3>\n\n\n\n<p class=\"wp-block-paragraph\">\u4ee5\u4e0b\u306e\u30b3\u30fc\u30c9\u3092\u30b3\u30d4\u30fc\uff06\u30da\u30fc\u30b9\u30c8\u3059\u308b\u3053\u3068\u3067\u3001\u7591\u4f3c\u30c7\u30fc\u30bf\u4f5c\u6210\u304b\u3089 <code>penalty.factor<\/code> \u8a2d\u5b9a\u3001CV\u5b9f\u884c\u3001<code>lambda.1se<\/code> \u3067\u306e\u30aa\u30c3\u30ba\u6bd4\u62bd\u51fa\u3001C-index\u8a55\u4fa1\u307e\u3067\u3092\u4e00\u6c17\u901a\u8cab\u3067\u5b9f\u884c\u3067\u304d\u308b\u3002<\/p>\n\n\n\n<pre class=\"wp-block-code\"><code># ==============================================================================\n# Lasso\u6b63\u5247\u5316\u30ed\u30b8\u30b9\u30c6\u30a3\u30c3\u30af\u56de\u5e30\uff08\u4e3b\u66dd\u9732\u5909\u6570\u4fdd\u8b77 \uff0b lambda.1se \u9078\u629e\uff09\u4e00\u62ec\u5b9f\u884c\u30b9\u30af\u30ea\u30d7\u30c8\n# \u30d1\u30c3\u30b1\u30fc\u30b8: glmnet, pROC, tidyverse\n# ==============================================================================\n\nif (!requireNamespace(\"glmnet\", quietly = TRUE)) install.packages(\"glmnet\")\nif (!requireNamespace(\"pROC\", quietly = TRUE)) install.packages(\"pROC\")\nif (!requireNamespace(\"tidyverse\", quietly = TRUE)) install.packages(\"tidyverse\")\n\nlibrary(glmnet)\nlibrary(pROC)\nlibrary(tidyverse)\n\n# 1. \u7591\u4f3c\u30c7\u30fc\u30bf\u306e\u4f5c\u6210\nset.seed(123)\nn &lt;- 300\np &lt;- 20\n\nX_cov &lt;- matrix(rnorm(n * p), nrow = n, ncol = p)\ncolnames(X_cov) &lt;- paste0(\"X\", 1:p)\nexposure &lt;- rbinom(n, size = 1, prob = 0.5)\n\nlogit_p &lt;- -1.0 + 0.8 * exposure + 0.6 * X_cov&#91;, 1] - 0.7 * X_cov&#91;, 2]\nprob &lt;- 1 \/ (1 + exp(-logit_p))\ny &lt;- rbinom(n, size = 1, prob = prob)\n\ndf_clinical &lt;- as_tibble(X_cov) %>%\n  mutate(y = y, exposure = exposure) \n\n# 2. \u884c\u5217\u6574\u5f62\u3068 penalty.factor \u8a2d\u5b9a\uff08exposure \u3092\u4fdd\u8b77\uff09\nx_mat &lt;- model.matrix(y ~ . - 1, data = df_clinical)\ny_vec &lt;- df_clinical$y\n\np_fac &lt;- rep(1, ncol(x_mat))\np_fac&#91;colnames(x_mat) == \"exposure\"] &lt;- 0\n\n# 3. cv.glmnet \u306b\u3088\u308b 10-fold CV \u5b9f\u884c\nset.seed(123)\ncv_fit &lt;- cv.glmnet(\n  x = x_mat,\n  y = y_vec,\n  family = \"binomial\",\n  alpha = 1,\n  penalty.factor = p_fac,\n  standardize = TRUE\n)\n\n# 4. lambda.1se \u3067\u306e\u975e\u30bc\u30ed\u4fc2\u6570\u30fb\u30aa\u30c3\u30ba\u6bd4\u306e\u7b97\u51fa\ncoef_1se &lt;- coef(cv_fit, s = \"lambda.1se\")\n\ndf_results &lt;- tibble(\n  Variable = rownames(coef_1se),\n  Coefficient = as.vector(coef_1se)\n) %>%\n  filter(Coefficient != 0) %>%\n  mutate(Odds_Ratio = exp(Coefficient))\n\ncat(\"\\n--- Lasso \u9078\u629e\u5909\u6570\u304a\u3088\u3073\u30aa\u30c3\u30ba\u6bd4 (lambda.1se) ---\\n\")\nprint(df_results)\n\n# 5. C-index (AUC) \u306b\u3088\u308b\u4e88\u6e2c\u7cbe\u5ea6\u306e\u8a55\u4fa1\npred_prob &lt;- predict(cv_fit, newx = x_mat, s = \"lambda.1se\", type = \"response\")\nroc_obj &lt;- roc(y_vec, as.vector(pred_prob))\nauc_ci &lt;- ci.auc(roc_obj)\n\ncat(sprintf(\"\\nModel C-index (AUC): %.3f (95%% CI: %.3f - %.3f)\\n\", auc(roc_obj), auc_ci&#91;1], auc_ci&#91;3]))\n<\/code><\/pre>\n\n\n\n<h2 class=\"wp-block-heading\">\u304a\u3059\u3059\u3081\u66f8\u7c4d<\/h2>\n\n\n\n<p class=\"wp-block-paragraph\"><a href=\"https:\/\/amzn.to\/3SEGwoZ\">\u8ab0\u3082\u6559\u3048\u3066\u304f\u308c\u306a\u304b\u3063\u305f\u3000\u533b\u7642\u7d71\u8a08\u306e\u4f7f\u3044\u5206\u3051\u301c\u8ff7\u3044\u3084\u3059\u3044\u89e3\u6790\u624b\u6cd5\u306e\u9078\u3073\u65b9\u304c\uff0cR\u3067\u5b9f\u611f\u3057\u306a\u304c\u3089\u308f\u304b\u308b\uff01<\/a><\/p>\n\n\n\n<p class=\"wp-block-paragraph\"><\/p>\n","protected":false},"excerpt":{"rendered":"<p>\u300c\u67fb\u8aad\u8005\u304b\u3089\u300e\u591a\u5909\u91cf\u30e2\u30c7\u30eb\u3067\u306e\u30b9\u30c6\u30c3\u30d7\u30ef\u30a4\u30ba\u6cd5\u306b\u3088\u308b\u81ea\u52d5\u5909\u6570\u9078\u629e\u306f\u904e\u5b66\u7fd2\u3084P-hacking\u3092\u62db\u304f\u305f\u3081\u4e0d\u53ef\u300f\u3068\u6307\u6458\u3055\u308c\u307e\u3057\u305f\u3002\u305d\u3053\u3067\u6a5f\u68b0\u5b66\u7fd2\u3067\u6d41\u884c\u308a\u306eLasso\uff08\u30e9\u30c3\u30bd\uff09\u3092\u8a66\u3057\u305f\u306e\u3067\u3059\u304c\u3001R\u306e glmnet \u30d1\u30c3\u30b1\u30fc\u30b8\u3067 [&hellip;]<\/p>\n","protected":false},"author":2,"featured_media":4759,"comment_status":"open","ping_status":"open","sticky":false,"template":"","format":"standard","meta":{"swell_btn_cv_data":"","_jetpack_newsletter_access":"","_jetpack_dont_email_post_to_subs":false,"_jetpack_newsletter_tier_id":0,"_jetpack_memberships_contains_paywalled_content":false,"_jetpack_feature_clip_id":0,"_jetpack_memberships_contains_paid_content":false,"footnotes":"","jetpack_publicize_message":"","jetpack_publicize_feature_enabled":true,"jetpack_social_post_already_shared":true,"jetpack_social_options":{"image_generator_settings":{"template":"highway","default_image_id":0,"font":"","enabled":false},"version":2},"jetpack_post_was_ever_published":false},"categories":[58],"tags":[],"class_list":["post-4757","post","type-post","status-publish","format-standard","has-post-thumbnail","hentry","category-58"],"jetpack_publicize_connections":[],"jetpack_sharing_enabled":true,"jetpack_featured_media_url":"https:\/\/best-biostatistics.com\/toukei-er\/wp-content\/uploads\/2026\/08\/Lasso\u6b63\u5247\u5316\u3067\u5909\u6570\u9078\u629e-scaled.jpeg","_links":{"self":[{"href":"https:\/\/best-biostatistics.com\/toukei-er\/wp-json\/wp\/v2\/posts\/4757","targetHints":{"allow":["GET"]}}],"collection":[{"href":"https:\/\/best-biostatistics.com\/toukei-er\/wp-json\/wp\/v2\/posts"}],"about":[{"href":"https:\/\/best-biostatistics.com\/toukei-er\/wp-json\/wp\/v2\/types\/post"}],"author":[{"embeddable":true,"href":"https:\/\/best-biostatistics.com\/toukei-er\/wp-json\/wp\/v2\/users\/2"}],"replies":[{"embeddable":true,"href":"https:\/\/best-biostatistics.com\/toukei-er\/wp-json\/wp\/v2\/comments?post=4757"}],"version-history":[{"count":2,"href":"https:\/\/best-biostatistics.com\/toukei-er\/wp-json\/wp\/v2\/posts\/4757\/revisions"}],"predecessor-version":[{"id":4761,"href":"https:\/\/best-biostatistics.com\/toukei-er\/wp-json\/wp\/v2\/posts\/4757\/revisions\/4761"}],"wp:featuredmedia":[{"embeddable":true,"href":"https:\/\/best-biostatistics.com\/toukei-er\/wp-json\/wp\/v2\/media\/4759"}],"wp:attachment":[{"href":"https:\/\/best-biostatistics.com\/toukei-er\/wp-json\/wp\/v2\/media?parent=4757"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/best-biostatistics.com\/toukei-er\/wp-json\/wp\/v2\/categories?post=4757"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/best-biostatistics.com\/toukei-er\/wp-json\/wp\/v2\/tags?post=4757"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}