. Author manuscript; available in PMC: 2010 Jan 1.

Published in final edited form as: J Am Stat Assoc. 2009;104(485):234–248. doi: 10.1198/jasa.2009.0127

Table 3.

Comparison of model complexity for example 1 when we ignore measurement error.

(c₁, c₂)	Method	Under-fitted(%)	Correctly fitted(%)	Overfitted(%)			No. of Zeros
				1	2	≥ 3	C	I
(.5,1)	SCAD	5.7	45.6	37.8	9.7	1.2	7.306	0.057
	Hard	5.4	8.9	33.8	37.1	14.8	6.324	0.054
	L_0.5	5.1	67.9	22.6	4.0	0.4	7.617	0.051
	AIC	2.9	19.6	32.0	28.4	17.1	6.465	0.029
	BIC	6.0	72.9	17.8	3.1	0.2	7.682	0.060
	RIC	5.8	70.4	19.7	3.7	0.4	7.648	0.058

(1,1)	SCAD	1.2	44.9	40.4	11.2	2.3	7.281	0.012
	Hard	0.8	10.9	47.8	32.6	7.9	6.608	0.008
	L_0.5	0.7	56.7	31.0	9.7	1.9	7.431	0.007
	AIC	0	12.3	31.8	32.8	23.1	6.240	0
	BIC	1.1	63.3	29.5	5.4	0.7	7.561	0.011
	RIC	1.1	59.0	32.3	6.7	0.9	7.501	0.011

(2,1)	SCAD	0.3	36.3	44.4	15.4	3.6	7.131	0.003
	Hard	0.2	19.6	55.7	21.8	2.7	6.920	0.002
	L_0.5	0.3	43.1	39.6	13.5	3.5	7.219	0.006
	AIC	0	8.0	28.7	35.0	28.3	6.052	0
	BIC	0.2	52.5	37.6	8.5	1.2	7.414	0.002
	RIC	0.2	49.8	38.0	10.6	1.4	7.362	0.002

(.5,2)	SCAD	6.8	28.3	48.0	14.6	2.3	7.041	0.068
	Hard	6.5	4.5	34.0	39.5	15.5	6.210	0.065
	L_0.5	6.3	58.6	26.9	6.7	1.5	7.469	0.063
	AIC	3.8	12.4	31.4	30.5	21.9	6.242	0.038
	BIC	6.7	63.7	24.8	4.1	0.7	7.562	0.067
	RIC	6.8	59.2	27.5	5.6	0.9	7.496	0.068

(1,2)	SCAD	2.6	24.7	52.9	16.2	3.6	6.983	0.026
	Hard	2.2	5.4	51.6	34.4	6.4	6.537	0.022
	L_0.5	2.0	42.0	37.4	15.1	3.5	7.184	0.020
	AIC	0.4	6.7	26.5	35.9	30.5	5.977	0.004
	BIC	2.1	48.6	39.4	8.5	1.4	7.359	0.021
	RIC	2.0	43.9	42.0	10.5	1.6	7.288	0.020

(2,2)	SCAD	0.6	20.4	52.8	20.1	6.1	6.869	0.006
	Hard	0.4	12.9	58.1	24.6	4.0	6.796	0.004
	L_0.5	0.6	27.3	43.4	22.2	6.5	6.911	0.012
	AIC	0	4.4	24.2	37.4	34.0	5.851	0
	BIC	0.5	39.0	43.6	15.1	1.8	7.199	0.005
	RIC	0.5	36.3	43.5	17.1	2.6	7.136	0.005