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| n:p= 2500:50 | n:p= 40:50 | |||||||
|---|---|---|---|---|---|---|---|---|
| Regression method | VC | Selection rate | VD | Rejection rate | VC | Selection rate | VD | Rejection rate |
| Elastic-Net | 5 | 100% | 0.093 | ≈0 | 5 | 100% | 0.057 | ≈0 |
| Lasso | 5 | 100% | 24.5 | 53.8% | 4.98 | 99.6% | 5.99 | 13.3% |
| SCAD | 5 | 100% | 45 | 100% | 4.66 | 93.1% | 43.6 | 96.7% |
| Adaptive-Lasso | 5 | 100% | 26.2 | 58.2% | 4.91 | 98.2% | 4.78 | 10.6% |
