Table 7 The 8SC for models before removing heterogeneity parameters.
Machine learning models | Highest Important Variables | AIC | FPE | GCV | HQ | RICE | SCHWARZ | SGMASQ | SHIBATA |
|---|---|---|---|---|---|---|---|---|---|
Elastic Net | 25 | 64.43607 | 64.43618 | 64.44795 | 66.24278 | 64.46004 | 69.46604 | 63.57703 | 64.41296 |
35 | 58.35419 | 58.35444 | 58.37488 | 60.63182 | 58.39611 | 64.75461 | 57.28263 | 58.31433 | |
45 | 54.83302 | 54.83352 | 54.86488 | 60.29664 | 54.89782 | 62.63196 | 53.55314 | 54.77229 | |
55 | 54.15528 | 54.16052 | 54.31018 | 57.58240 | 54.47740 | 62.51839 | 52.45918 | 53.87690 | |
100 | 53.94150 | 53.94238 | 53.98812 | 57.25186 | 54.03668 | 63.42084 | 51.41674 | 53.85357 | |
Ridge | 25 | 100.0249 | 100.0250 | 100.0433 | 102.8294 | 100.0621 | 107.83293 | 98.69136 | 99.98898 |
35 | 62.76986 | 62.77013 | 62.79212 | 65.21984 | 62.81496 | 69.6546 | 61.61721 | 62.72699 | |
45 | 60.55568 | 60.55623 | 60.59086 | 63.59199 | 60.62724 | 69.16855 | 59.14223 | 60.48862 | |
55 | 59.24027 | 59.24125 | 59.29148 | 62.87582 | 59.34481 | 69.65079 | 57.56574 | 59.14371 | |
100 | 57.12154 | 57.12706 | 57.28492 | 63.59928 | 57.46130 | 76.49045 | 54.27776 | 56.82792 | |
LASSO | 25 | 64.91212 | 64.91223 | 64.92409 | 66.73218 | 64.93627 | 69.97925 | 64.04673 | 64.88884 |
35 | 61.09099 | 61.09126 | 61.11265 | 63.47544 | 61.13488 | 67.79159 | 59.96917 | 61.04927 | |
45 | 55.33281 | 55.33331 | 55.36496 | 58.10725 | 55.39820 | 63.20283 | 54.04127 | 55.27153 | |
55 | 54.98971 | 54.99062 | 55.03724 | 58.36440 | 55.08675 | 64.65326 | 53.43533 | 54.90008 | |
100 | 54.33572 | 54.34096 | 54.49113 | 60.49753 | 54.65890 | 72.76000 | 51.63063 | 54.05641 |
