Table 7.
Making use of observations w/o response values: Results. Mean squared prediction errors are averaged over 500 simulations; standard errors are shown in parentheses.
Method | Mean Squared Prediction Error |
---|---|
Scout(1, ·) w/Additional Obs. | 25.65 (0.38) |
Scout(1, ·) w/o Additional Obs. | 29.92 (0.62) |
ENet | 32.38 (1.04) |
Lasso | 47.24 (3.58) |
Σ−1Cov(X, y) | 86.66 (2.07) |
Least Squares | 1104.9 (428.84) |
Null Model | 79.24 (0.3) |