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