变量

OLS

LASSO_BIC

SCAD_BIC

MCP_BIC

MCP_MBIC

X₁

−852.8903

33.4617

0

0

0

X₂

963.6420

66.0012

101.7722

137.8352

130.4466

X₃

72.9293

14.9911

0

0

0

X₄

−177.1966

56.9189

0

0

0

X₅

−82.1408

48.1183

0

0

0

X₆

337.3167

67.8294

36.5964

124.7608

119.1098

X₇

27.9380

2.2523

0

0

0

X₈

−742.3870

43.0421

0

29.8314

97.8530

X₉

183.5095

64.3198

190.8192

151.0980

119.9879

X₁₀

−20.0722

52.7284

20.9577

128.7815

113.1012

X₁₁

794.4982

66.7017

0

111.6680

0

X₁₂

416.9650

67.5518

0

0

0

X₁₃

−377.9468

20.5463

0

0

0

X₁₄

131.7961

77.7381

69.4525

108.7831

107.0552

X₁₅

70.7693

0

0

0

0

X₁₆

−30.3442

0

0

0

0

X₁₇

−54.4371

0

0

0

0

X₁₈

100.5867

58.8511

54.1784

73.6822

84.1708

X₁₉

29.6243

0

0

0

0