Table 5.

Estimated regression coefficients from the Boston Housing Price Data

			Method
Variable	ESL-LASSO	CQR-LASSO	LAD-LASSO	MM	OLS
crim	0	0	0	−0.097	−0.101
zn	0	0	0	0.072	0.118
indus	0	0	0	−0.005	0.015
chas	0	0	0	0.038	0.074
nox	0	0	0	−0.097	−0.224
rm	0.590	0.422	0.503	0.491	0.291
age	0	0	0	−0.117	0.002
dis	0	−0.057	−0.013	−0.235	−0.338
rad	0	0	0	0.156	0.290
tax	−0.105	−0.133	−0.058	−0.208	−0.226
ptratio	−0.076	−0.153	−0.155	−0.179	−0.224
black	0	0.040	0.085	0.124	0.092
lstat	−0.131	−0.334	−0.243	−0.174	−0.408