. Author manuscript; available in PMC: 2010 Apr 6.

Published in final edited form as: J Am Stat Assoc. 2008 Jun 1;103(482):672–680. doi: 10.1198/016214508000000184

Table 2.

Simulation results on standard error estimation for the nonzero coefficients (β₁, β₂, β₅) in least squares regression with censored data

	β̂₁		β̂₂		β̂₅
	SD	SD_m	SD	SD_m	SD	SD_m
SCAD	.145	.129	.135	.128	.128	.114
Hard	.151	.130	.145	.129	.138	.119
LASSO	.160	.134	.145	.143	.161	.130
ALASSO	.149	.132	.130	.133	.133	.113
EN	.172	.113	.151	.111	.155	.103
Oracle	.144	.129	.136	.126	.143	.111

NOTE: SD refers to the mean absolute deviation of the estimated regression coefficients divided by .6745; SD_m, to the median of the standard error estimates. The table entries are for a sample size n = 100 and (error) standard deviation σ = 1.