Method |
|
|
|
|
|
|
|
|
|
|
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) | (−) |