【摘要】 介绍了三种回归分析方法:岭回归,Lasso回归和弹性网回归,讨论了三种回归方法的优劣性,并分别用三种方法对居民消费价格指数与行业物价指数数据进行了建模,结果表明弹性网回归方法收缩了回归系数,且涵盖了大部分很有价值的预测变量,保证了模型的真实性.更多还原

【Abstract】 This paper introduced three regression methods as ridge regression,Lasso regression and elastic net regression and analyzed the strengths and weakness among them. At the same time,this paper applied this three regression methods to model with consumer price index and industry price index. Drew a conclusion that elastic net method shrinkage regression coefficients and covers most of the valuable predictive variable that ensured the authenticity of the model.更多还原