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 |