方法(C_p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

105399.2

4215.967

27.51703

LASSO (49个变量)

194.9932

2.215832

1.193025

91512.74

4816.46

26.17163

岭回归

200.1542

2.003084

1.197432

96531.38

5080.59

27.61190

LASSO + olse

831.9254

9.347477

2.464234

44111.98

2205.599

20.637

LASSO + 岭回归

(lambda = 0.03695123)

832.718

41.6359

2.465407

44656.91

2232.845

20.60334

LASSO + LIU (olse)

958.2969

10.76738

2.644781

39096.67

1954.833

18.81555