Table 5.

Average number of discrimination parameters shrunken to zero by the -penalty

Design				Lasso (orthogonal)			Lasso (oblique)
L	structure		M	Mean	SD	Prop	Mean	SD	Prop
3	Simple	0.0	3	14.22	2.36	0.53	15.03	2.44	0.56
4	Simple	0.0	3	28.38	6.41	0.59	29.40	3.05	0.61
3	Complex	0.0	3	3.98	1.14	0.15	5.88	1.49	0.22
4	Complex	0.0	3	11.62	1.78	0.24	10.90	2.84	0.23
3	Simple	0.3	3	5.42	1.30	0.20	15.93	1.99	0.59
4	Simple	0.3	3	11.10	2.59	0.23	26.73	6.72	0.56
3	Complex	0.3	3	3.80	0.85	0.14	6.90	2.10	0.26
4	Complex	0.3	3	6.72	0.75	0.14	9.07	2.77	0.19
3	Simple	0.0	5	23.00	3.33	0.51	23.25	2.45	0.52
4	Simple	0.0	5	42.48	9.07	0.53	42.85	6.34	0.54
3	Complex	0.0	5	17.35	4.46	0.39	13.25	3.79	0.29
4	Complex	0.0	5	13.07	3.73	0.16	11.03	4.47	0.14
3	Simple	0.3	5	7.20	2.27	0.16	23.05	3.02	0.51
4	Simple	0.3	5	11.90	3.39	0.15	23.23	12.94	0.29
3	Complex	0.3	5	5.92	2.07	0.13	12.75	4.84	0.28
4	Complex	0.3	5	7.38	1.33	0.09	8.82	2.56	0.11