方法(CV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

6.3221

1,689,352

22524.70

72.9586

Lasso (72个变量)

11828.93

164.29

8.5716

1,086,600

15091.68

21.5125

岭回归

146418.91

2033.60

22.7568

2,376,360

19803.24

24.5321

Lasso + olse

9447.08

78.73

6.4847

1,433,214

19905.75

26.0402

Lasso + 岭回归

100158.56

1391.09

6.5728

1,368,249

19003.47

25.6692

Lasso + LIU (olse)

8125.61

112.86

7.7642

868523.8

12062.85

20.4668