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. 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 5.

Median L2 distance over 200 simulated data sets is shown for each simulation; details are as in Table 4.

Simulation Least Squares Lasso ENet Scout(1, 1) Scout(2, 1)
Sim 1 3.05(0.10) 1.74(0.05) 1.65(0.08) 1.58(0.05) 1.62(0.06)
Sim 2 3.05(0.10) 1.95(0.02) 1.62(0.03) 0.90(0.03) 1.04(0.04)
Sim 3 17.03(0.22) 8.91(0.09) 7.70(0.06) 6.15(0.01) 5.83(0.03)
Sim 4 168.40(5.13) 17.40(0.16) 3.85(0.13) 5.19(2.3) 3.80(0.14)
Sim 5 NA 1.23(0.04) 1.03(0.03) 0.62(0.03) 0.89(0.02)