Table 8 The 8SC for models after removing heterogeneity parameters.
Machine learning models | Highest Important Variables | AIC | FPE | GCV | HQ | RICE | SCHWARZ | SGMASQ | SHIBATA |
|---|---|---|---|---|---|---|---|---|---|
Elastic Net | 25 | 70.25421 | 70.25432 | 70.26715 | 72.22405 | 70.28034 | 75.73834 | 69.31760 | 70.22900 |
35 | 62.68245 | 62.68272 | 62.70468 | 65.12901 | 62.72748 | 69.55760 | 61.53141 | 62.63964 | |
45 | 62.38588 | 62.38645 | 62.42213 | 65.51397 | 62.45961 | 71.25907 | 60.92971 | 62.31679 | |
55 | 62.81465 | 62.81568 | 62.86894 | 66.66956 | 62.92550 | 73.85331 | 61.03908 | 62.71226 | |
100 | 61.64484 | 61.65079 | 61.82115 | 68.63553 | 62.01150 | 82.54751 | 58.57586 | 61.32796 | |
Ridge | 25 | 77.53462 | 77.53474 | 77.54891 | 79.70859 | 77.56346 | 83.58707 | 76.50095 | 77.50680 |
35 | 68.53964 | 68.53993 | 68.56394 | 71.21481 | 68.58888 | 76.05722 | 67.28104 | 68.49282 | |
45 | 64.79505 | 64.79564 | 64.83270 | 68.04393 | 64.87162 | 74.01089 | 63.28264 | 64.72329 | |
55 | 65.24243 | 65.24350 | 65.29882 | 69.24633 | 65.35756 | 76.70773 | 63.39823 | 65.13609 | |
100 | 63.90861 | 63.91478 | 64.0914 | 71.15602 | 64.28873 | 85.57889 | 60.72693 | 63.58009 | |
LASSO | 25 | 65.14142 | 65.14153 | 65.15342 | 66.96790 | 65.16565 | 70.22644 | 64.27297 | 65.11805 |
35 | 62.45330 | 62.45357 | 62.47544 | 64.89091 | 62.49816 | 69.30331 | 61.30646 | 62.41064 | |
45 | 62.34407 | 62.34463 | 62.38029 | 65.47005 | 62.41774 | 71.21130 | 60.88887 | 62.27502 | |
55 | 61.92610 | 61.92712 | 61.97962 | 65.72647 | 62.03538 | 72.80860 | 60.17564 | 61.82516 | |
89 | 61.85913 | 61.86510 | 62.03605 | 68.87412 | 62.22706 | 82.83446 | 58.77948 | 61.54114 |