方法( C p 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