最小二乘

岭回归

LASSO

逐步回归

SICA

X₁

0.4007

0.7135

0

0

0

X₂

2.6494

1.7956

0.8958

0.1033

2.5856

X₃

−2.2908

−1.2861

−0.3943

−0.2543

−2.4047

X₄

1.3066

1.1989

0.1809

3.6142

1.3564

X₅

2.2435

0.2506

0

0

0

X₆

5.7128

1.1778

0

0

6.4960

X₇

2.0795

0.3829

0

0

2.2103

X₈

−10.0440

−6.9809

−3.4737

−1.8660

−9.8784

X₉

−1.2864

0.7831

0

0.0334

0

X₁₀

−0.9701

−1.6955

0

−0.0073

0

X₁₁

0.1385

0.0590

0

0

0

X₁₂

10.2976

1.1828

2.6773

0.0099

9.8597

X₁₃

−8.7597

−4.3576

−9.4379

−0.7102

−8.6776