方法

选择预测因子

相对应系数

Y Y ^ 2

岭回归

X 1 , X 2 , X 3 , X 4 , X 5 X 6 , X 7 , X 8

0.001,0.003,−0.0004,0.001,

0.005,−0.0004,0.002,0.017

0.00431

LASSO

X 2 , X 4 , X 7 , X 8

0.004,0.001,0.0002,0.012

0.00435

SCAD

X 2 , X 4 , X 8

0.0046,0.0016,0.004

0.00417

贝叶斯模型选择

X 2 , X 4

0.007,0.004

0.00700