方法( 准则) | 训练集 | 测试集 | ||||
SSE | RMS | SD | SSE | RMS | SD | |
逐步回归(75个变量) | 5386.56 | 71.82 | 6.3220 | 1,689,352 | 22524.70 | 72.9586 |
Lasso (89个变量) | 12506.73 | 140.53 | 6.0550 | 1,771,612 | 19905.75 | 26.0402 |
岭回归 | 146418.91 | 2033.60 | 22.7600 | 2,376,360 | 20803.24 | 27.5321 |
Lasso + olse | 10888.67 | 145.18 | 6.5800 | 2,715,301 | 36204.01 | 25.7395 |
Lasso + 岭回归 | 16734.67 | 223.28 | 6.7650 | 1,963,476 | 26179.68 | 22.5828 |
Lasso + LIU (olse) | 15244.06 | 203.22 | 7.7840 | 1,692,975 | 22572.92 | 19.9017 |