基于Lasso的外商直接投资影响因素研究

在影响外商直接投资的众多因素中，市场规模、基础设施、关税、贸易开放度以及劳动生产率是影响外商直接投资的5个主要因素，其中市场规模的影响远远大于其他因素的影响，同时，把Lasso方法、最小二乘法及逐步回归法进行了比较，从所得结果可以看出，Lasso方法在变量选择方面优于另外两种方法。

The Study on Impact Factors of Foreign Direct Investment Based on Lasso

Among the many factors affecting foreign direct investment,the market size, infrastructure conditions, tariffs, trade openness and labor productivity are the five main impact factors of foreign direct investment, and the influence of market size is far greater than the influence of other factors. In the meantime, Lasso method, least squares method and stepwise regression method are compared. From the results we can see that the Lasso method is better than the other two methods in terms of variable selection.