Research Article
Stochastic Restricted LASSO-Type Estimator in the Linear Regression Model
Table 1
Median cross-validated RMSE and MAPE values.
| | Estimators | RMSE | MAPE | t | k | Selected variables |
| ρ = 0.5 | LASSO | 3.440 | 2.830 | 7.60 | — | 16 | Enet | 3.454 | 2.854 | 7.14 | 0.01 | 17 | SRLASSO | 3.280 | 2.63 | 6.16 | — | 15 |
| ρ = 0.7 | LASSO | 3.512 | 2.804 | 8.66 | — | 15 | Enet | 3.609 | 2.879 | 8.95 | 0.01 | 17 | SRLASSO | 3.322 | 2.676 | 6.43 | — | 15 |
| ρ = 0.9 | LASSO | 3.502 | 2.769 | 13.48 | — | 15 | Enet | 3.466 | 2.814 | 14.47 | 0.01 | 16 | SRLASSO | 3.318 | 2.732 | 11.66 | — | 15 |
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