方法(CV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

105,399.2

4215.967

27.51703

LASSO (36个变量)

1579.216

15.6358

3.395162

93,333.86

2828.299

22.48379

岭回归(lambda = 9.184476)

4407.568

50.6617

5.672039

104,019.4

5778.857

16.4305

LASSO + olse

341.4063

3.38026

1.578612

137,194.7

4287.333

28.03984

LASSO + 岭回归

(lambda = 0.009873543)

341.442

10.67006

1.578695

137,131.8

4285.368

28.00536

LASSO + LIU (olse)

372.8135

3.691223

1.649626

144,740.5

4523.14

28.06844