最小二乘

岭回 λ = 18.437

向前逐步

向后逐步

Lasso回归 λ = 2.553

Intercept

−137.765

−266.701

34.198

34.198

−32.644

x1

−0.017

0.184

0.315

x2

0.091

0.038

0.083

0.083

x3

−0.021

0.002

x4

0.004

0.003

0.002

0.002

0.002

x5

0.309

0.281

x6

0.016

0.030

x7

0.137

0.022

0.151

0.151

0.092

x8

−2.358

0.394

−2.480

−2.480

x9

0.055

0.206

0.054

x10

−76.335

27.305

MSE

570.016

118.906

554.354

554.354

110.216

RMSE

23.875

10.904

23.545

23.545

10.498