Table 2.
Size, Power and False Positive Rate (FPR) of Two-stage Adaptive Lasso Procedure
n | p | model | Size | Power | FPR |
---|---|---|---|---|---|
100 | 100 | A | 0.93 | 0 | 0.032 |
100 | 100 | B | 0.84 | 0.97 | 0.034 |
100 | 100 | C | 0.81 | 0.96 | 0.031 |
100 | 10 | D | 0.67 | 0.21 | 0.114 |
100 | 1000 | A | 0.96 | 0 | 0.004 |
100 | 1000 | B | 0.89 | 0.65 | 0.004 |
100 | 1000 | C | 0.76 | 0.77 | 0.002 |
1000 | 10 | D | 0.73 | 0.24 | 0.013 |