|
| AIC准则 | BIC准则 | 十折交叉验证 |
| λ | 0.00147 | 0.00683 | 0.01372 |
| 均方误差 | 0.00294 | 0.00304 | 0.00317 |
| x1 | 0.20327 | 0.16019 | 0.19728 |
| x2 | 0.05703 | 0 | 0 |
| x3 | −0.14282 | −0.07341 | −0.00005 |
| x4 | −0.06013 | 0 | 0 |
| x5 | −0.04359 | 0 | 0 |
| x6 | 0.01722 | 0.02821 | 0.02858 |
| x7 | 0.63982 | 0.70004 | 0.70345 |
| x8 | 0 | 0 | 0 |
| x9 | −0.98506 | −0.29352 | 0 |
| x10 | 0.00000 | 0 | 0 |
| x11 | 0.02356 | 0 | 0 |
| x12 | −0.23262 | 0 | 0 |
| x13 | 0 | 0 | 0 |
| x14 | 0.04058 | 0.04947 | 0.04944 |
| x15 | 0.04632 | 0.02552 | 0.00288 |