最优子集回归

向前逐步回归

向后逐步回归

岭回归模型

Lasso回归模型

Intercept

101.347

583.588

2599.662

848.268

−228.350

x₁

−0.196

−0.185

0.042

0.038

x₂

−0.287

0.067

x₃

−0.001

0.002

0.001

0.008

x₄

0.014

0.031

0.007

0.004

x₅

−0.036

0.031

x₆

−0.128

−1.255

−0.649

x₇

1.177

0.371

x₈

0.725

0.794

0.016

x₉

−0.909

−0.885

−1.069

0.092

x₁₀

0.454

11.313

4.090

x₁₁

−0.301

−0.324

0.038

0.008

x₁₂

−0.020

0.010

0.030

x₁₃

0.031

0.012

x₁₄

−1.027

0.281

x₁₅

0.060

0.140

0.021

x₁₆

0.132

0.091

0.009

MSE

36,345.68

154,046.770

169,698.56

18,227.410

12,951.780

RMSE

190.6454

232.48

264.005

135.0089

113.806