Research Article

Stochastic Restricted LASSO-Type Estimator in the Linear Regression Model

Table 1

Median cross-validated RMSE and MAPE values.

EstimatorsRMSEMAPEtkSelected variables

ρ = 0.5LASSO3.4402.8307.6016
Enet3.4542.8547.140.0117
SRLASSO3.2802.636.1615

ρ = 0.7LASSO3.5122.8048.6615
Enet3.6092.8798.950.0117
SRLASSO3.3222.6766.4315

ρ = 0.9LASSO3.5022.76913.4815
Enet3.4662.81414.470.0116
SRLASSO3.3182.73211.6615