. Author manuscript; available in PMC: 2024 Sep 10.

Published in final edited form as: Stat Med. 2023 Jun 14;42(20):3685–3698. doi: 10.1002/sim.9825

TABLE 2.

The bias, standard deviation (SD), standard error (SE), and the coverage probability of 95% confidence intervals (CP) of the estimators in Example 1 and Example 3.

			m=50				m=100
	m	Method	Bias	SD	SE	CP	Bias	SD	SE	CP
Example 1	${\hat{α}}_{1}$	SCAD	0.014	0.090	0.113	98.9	0.008	0.070	0.078	97.8
	${\hat{α}}_{1}$	Oracle	0.009	0.094	0.105	96.0	0.018	0.078	0.074	94.0
	${\hat{α}}_{3}$	SCAD	0.028	0.094	0.086	91.5	0.010	0.055	0.061	97.8
	${\hat{α}}_{3}$	Oracle	0.006	0.094	0.084	92.0	0.006	0.055	0.060	98.0
Example 3	${\hat{α}}_{1}$	SCAD	0.009	0.086	0.087	93.4	0.004	0.063	0.062	97.4
	${\hat{α}}_{1}$	Oracle	0.004	0.082	0.087	95.0	0.002	0.061	0.062	98.0
	${\hat{α}}_{3}$	SCAD	0.005	0.069	0.089	97.8	0.019	0.058	0.062	94.8
	${\hat{α}}_{3}$	Oracle	0.004	0.084	0.086	96.0	0.004	0.059	0.061	94.0
	${\hat{α}}_{4}$	SCAD	0.006	0.088	0.085	92.3	0.008	0.057	0.060	93.5
	${\hat{α}}_{4}$	Oracle	0.009	0.087	0.085	93.0	0.006	0.055	0.060	96.0