方法 | 选择预测因子 | 相对应系数 |
|
岭回归 |
| 0.001,0.003,−0.0004,0.001, 0.005,−0.0004,0.002,0.017 | 0.00431 |
LASSO |
| 0.004,0.001,0.0002,0.012 | 0.00435 |
SCAD |
| 0.0046,0.0016,0.004 | 0.00417 |
贝叶斯模型选择 |
| 0.007,0.004 | 0.00700 |