Variables | Regression coefficient | ||
---|---|---|---|
Lasso (α = 1) | Ridge ( α = 0) | Elastic Net regression (α = 0.5) | |
X1 | – | 4.508819e-02 | – |
X2 | 7.708620e-02 | 3.379657e-01 | 7.110331e-02 |
X3 | – | 4.499783e-03 | – |
X4 | – | 3.548136e-01 | – |
X5 | 2.467723e-02 | 7.395202e-02 | 2.676738e-02 |
X6 | – | 1.564979e-02 | – |
X7 | 5.074746e-03 | 4.111173e-01 | 7.995698e-03 |
X8 | – | −7.187830e-02 | – |
X9 | – | 3.018772e-01 | – |
X10 | −4.817413e-05 | −3.708596e-01 | −5.939468e-05 |
X11 | – | −2.457680e-01 | – |
X12 | – | −1.592871e-01 | – |
X13 | 2.376937e-03 | 2.695623e-01 | 2.233790e-03 |
X14 | – | −2.250927e-02 | – |
X15 | – | −2.623920e-01 | – |
X16 | −1.478263e-06 | −4.830314e-01 | −1.781413e-06 |
X17 | – | 1.432623e-01 | 3.840092e-05 |
X18 | – | 2.432101e-02 | – |
X19 | – | −3.505073e-02 | – |
X20 | – | 8.017608e-02 | – |
Intercept | 9.079613e-04 | −1.418397e-16 | 7.593978e-03 |