Method

β i n t

β x 1

β x 2

β x 3

β x 1 x 2

β x 1 x 3

β x 2 x 3

β x 1 2

β x 2 2

β x 3 2

Backward

13.1263

−0.1894

0.8783

−0.7094

−0.1749

0

0

0

−0.5926

0

(0.3821)

(0.0774)

(0.0775)

(0.0775)

(0.0925)

(−)

(−)

(−)

(0.1463)

(−)

ALASSO

13.1183

−0.1894

0.8783

−0.7092

−0.1874

0

0.1795

0

−0.4754

0

(0.3633)

(0.0824)

(0.0746)

(0.0737)

(0.0875)

(−)

(0.0837)

(−)

(0.1598)

(−)

LARS

13.1249

−0.1894

0.8783

−0.7094

0

0

0

0

−0.5904

0

(0.3634)

(0.0846)

(0.0846)

(0.0846)

(−)

(−)

(−)

(−)

(0.1713)

(−)

GLS

13.1960

−0.1894

0.8783

−0.7094

0

0

0

0

−0.4303

0

(0.3910)

(0.0734)

(0.0734)

(0.0734)

(−)

(−)

(−)

(−)

(0.1877)

(−)