方法 | 训练集 | 测试集 | |||
RMS | SD | RMS | SD | ||
Cp准则 | Lasso | 123.965 | 10.49877 | 13897.34 | 47.19733 |
岭估计 | 290.4769 | 10.4829 | 13687.34 | 47.88227 | |
CV准则 | Lasso | 129.3357 | 10.75281 | 12348.29 | 44.19456 |
岭估计 | 508.5015 | 21.14796 | 17101.87 | 79.89194 | |
两步估计 | Lasso + OLSE | 123.6443 | 10.48519 | 13740.74 | 47.82017 |
Lasso + 岭估计 | 283.4467 | 10.48636 | 13595.95 | 47.84592 | |
Lasso + Liu | 124.2304 | 10.51001 | 13161.81 | 46.89458 |