Table 1.

Logistic regression, Case 1

	Van-SIS	Var1-SIS	Var2-SIS	LASSO	NSC
||β – β̂||1	1.1093	1.2495	1.2134	8.4821	N/A
${\left|\right|\mathit{\beta }-\widehat{\mathit{\beta }}\left|\right|}_2^2$	0.4861	0.5237	0.5204	1.7029	N/A
Prop. incl. (I)SIS models	0.99	0.84	0.91	N/A	N/A
Prop. incl. final models	0.99	0.84	0.91	1.00	0.34
Median final model size	6	6	6	94	3
2Q(β̂0, β̂) (training)	237.21	247.00	242.85	163.64	N/A
AIC	250.43	259.87	256.26	352.54	N/A
BIC	277.77	284.90	282.04	724.70	N/A
2Q(β̂0, β̂) (test)	271.81	273.08	272.91	318.52	N/A
0–1 test error	0.1421	0.1425	0.1426	0.1720	0.3595