Method for Solving LASSO Problem Based on Multidimensional Weight

Table 1

Regression coefficient.

Β	1.7211	3.5409	−0.4862	−0.3665	−0.6504	2.2141	0.7071	−0.1810
Βpart_PCA	1.5300	3.5311	−0.4269	−0.3018	−0.6181	2.0409	0.6727	−0.0567
βIW	1.5050	3.5294	−0.4253	−0.2863	−0.6072	2.0066	0.6651	−0.0356
βCRITIC	1.6449	3.4482	−0.5019	−0.3705	−0.6302	2.1668	0.5471	−0.1597