. Author manuscript; available in PMC: 2010 Jan 14.

Published in final edited form as: J R Stat Soc Series B Stat Methodol. 2009 Feb 20;71(3):615–636. doi: 10.1111/j.1467-9868.2009.00699.x

Table 4.

Median mean squared error over 200 simulated data sets is shown for each simulation. Standard errors are given in parentheses. For each simulation, the two methods with lowest median mean squared errors are shown in bold. Least squares was not performed for Simulation 5, because p = n.

Simulation	Least Squares	Lasso	ENet	Scout(1, 1)	Scout(2, 1)
Sim 1	5.83(0.43)	2.30(0.16)	1.77(0.20)	1.71(0.13)	1.85(0.14)
Sim 2	5.83(0.43)	2.84(0.10)	1.90(0.10)	0.89(0.08)	1.15(0.10)
Sim 3	147.14(3.63)	42.03(0.91)	30.79(0.61)	20.11(0.16)	18.22(0.27)
Sim 4	961.57(42.82)	46.44(2.14)	20.49(1.97)	23.15(1.62)	23.70(1.89)
Sim 5	NA	1.32(0.06)	0.55(0.02)	0.27(0.02)	0.52(0.04)