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

105,399.2

4215.967

27.51703

LASSO (49个变量)

194.9932

2.215832

1.193025

91,512.74

4816.46

26.17163

岭回归

200.1542

2.003084

1.197432

96,531.38

5080.59

27.61190

LASSO + olse

831.9254

9.347477

2.464234

44,111.98

2205.599

20.637

LASSO + 岭回归

(lambda = 0.03695123)

832.718

41.6359

2.465407

44,656.91

2232.845

20.60334

LASSO + LIU (olse)

958.2969

10.76738

2.644781

39,096.67

1954.833

18.81555

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