Table 1.
(c1, c2) | Error | Full | SCAD | Hard | L0.5 | AIC | BIC | RIC | Oracle |
---|---|---|---|---|---|---|---|---|---|
Incorporating measurement error
| |||||||||
(1,1) | Homo | 20.942 | 2.542 | 2.897 | 3.279 | 9.172 | 5.223 | 5.437 | 2.289 |
(1,1) | Hete | 25.891 | 3.517 | 3.930 | 4.404 | 12.236 | 6.346 | 6.906 | 2.960 |
| |||||||||
(.5,1) | Homo | 8.894 | 1.267 | 1.633 | 1.745 | 3.830 | 1.590 | 1.699 | 1.022 |
(.5,1) | Hete | 14.970 | 2.316 | 2.553 | 2.929 | 6.378 | 2.576 | 2.670 | 1.619 |
| |||||||||
(2,1) | Homo | 64.328 | 7.920 | 8.493 | 9.754 | 30.595 | 25.215 | 25.810 | 7.178 |
(2,1) | Hete | 72.853 | 9.639 | 10.540 | 11.376 | 34.005 | 25.554 | 26.818 | 8.630 |
| |||||||||
(1,2) | Homo | 40.720 | 5.676 | 5.803 | 6.350 | 14.154 | 11.150 | 11.468 | 4.807 |
(1,2) | Hete | 48.275 | 7.684 | 7.733 | 8.193 | 19.918 | 13.710 | 14.146 | 5.561 |
| |||||||||
(.5,2) | Homo | 14.834 | 2.517 | 2.577 | 2.929 | 5.338 | 3.454 | 3.547 | 1.649 |
(.5,2) | Hete | 21.411 | 4.818 | 4.346 | 4.607 | 10.046 | 5.748 | 6.026 | 2.469 |
| |||||||||
(2,2) | Homo | 143.042 | 19.360 | 19.923 | 21.784 | 50.469 | 44.969 | 45.026 | 16.562 |
(2,2) | Hete | 161.537 | 23.477 | 23.225 | 24.811 | 58.215 | 51.068 | 51.276 | 18.830 |
| |||||||||
Ignoring measurement error
| |||||||||
(c1, c2) | Error | Full | SCAD | Hard | L0.5 | AIC | BIC | RIC | Oracle |
| |||||||||
(1,1) | Homo | 30.287 | 17.986 | 18.951 | 18.709 | 23.471 | 19.024 | 19.177 | 17.678 |
(1,1) | Hete | 35.886 | 18.389 | 19.421 | 19.377 | 25.862 | 19.697 | 19.926 | 17.736 |
| |||||||||
(.5,1) | Homo | 11.415 | 5.038 | 5.435 | 5.383 | 7.704 | 5.328 | 5.350 | 4.841 |
(.5,1) | Hete | 16.476 | 5.890 | 6.488 | 6.267 | 9.807 | 6.245 | 6.325 | 5.215 |
| |||||||||
(2,1) | Homo | 104.607 | 69.747 | 71.926 | 71.266 | 86.555 | 72.440 | 72.877 | 68.755 |
(2,1) | Hete | 109.518 | 68.572 | 70.725 | 70.430 | 87.481 | 71.914 | 72.201 | 66.599 |
| |||||||||
(1,2) | Homo | 57.374 | 41.940 | 42.690 | 42.757 | 48.899 | 43.640 | 43.865 | 42.201 |
(1,2) | Hete | 63.135 | 42.379 | 43.246 | 43.474 | 51.292 | 44.710 | 45.167 | 42.562 |
| |||||||||
(.5,2) | Homo | 18.130 | 11.078 | 11.573 | 11.628 | 14.039 | 11.733 | 11.801 | 10.947 |
(.5,2) | Hete | 23.262 | 12.114 | 12.521 | 12.472 | 16.328 | 12.465 | 12.667 | 11.354 |
| |||||||||
(2,2) | Homo | 212.973 | 165.423 | 168.211 | 167.338 | 187.880 | 171.567 | 172.710 | 166.359 |
(2,2) | Hete | 214.813 | 162.558 | 165.597 | 164.413 | 187.594 | 168.685 | 168.607 | 163.999 |
Values in table equal 100*MedSE