Lasso回归：从解释到预测
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张沥今, 魏夏琰, 陆嘉琦, 潘俊豪
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Lasso regression: From explanation to prediction
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ZHANG Lijin, WEI Xiayan, LU Jiaqi, PAN Junhao
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表1 Lasso、OLS、Relaxed Lasso回归结果
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| 系数估计值(p值) | | 预测变量 | OLS | Lasso | Relaxed Lasso | | age | -0.206(0.009)** | -(0.072) | - | | famrel | 0.36(0.001)** | -(0.699) | - | | freetime | 0.058(0.57) | -(0.913) | - | | gout | -0.014(0.891) | -(0.981) | - | | dalc | -0.108(0.448) | -(0.646) | - | | walc | 0.17(0.105) | -(0.294) | - | | health | 0.046(0.509) | -(0.899) | - | | absences | 0.042(0.001)** | -(0.089) | - | | G1 | 0.164(0.003)** | 0.057(0.005)** | 0.153(0.007)** | | G2 | 0.977(<0.001)*** | 0.903(<0.001)*** | 0.987(<0.001)*** | | R2 | 0.835 | - | 0.822 | | adjusted R2 | 0.831 | - | 0.821 | | Mean Square Error | 3.446 | - | 3.723 |
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