方法(CV准则)

训练集

测试集

SSE

RMS

SD

SSE

RMS

SD

逐步回归(43个变量)

201.4673

2.14327

1.212668

105,399.2

4215.967

27.51703

LASSO (36个变量)

1579.216

15.6358

3.395162

93,333.86

2828.299

22.48379

岭回归(lambda = 9.184476)

4407.568

50.6617

5.672039

104,019.4

5778.857

16.4305

LASSO + 0.05分位数回归

1101.100371

10.79510167

3.285590

183,661.3

5565.493

29.62569

LASSO + 0.25分位数回归

591.95227

5.803454

2.4090358

138,480.2

4196.37

28.57266

LASSO + 0.5分位数回归

417.6217

4.094331

2.023445

133,381.1

4041.852

28.30217

LASSO + 0.75分位数回归

598.022632

5.86296698

2.421356

150,362.6

4556.443

28.75382

LASSO + 0.95分位数回归

1105.00744

10.833406

3.2914140

112,017.4

3394.467

25.24244