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. Author manuscript; available in PMC: 2012 Jan 1.
Published in final edited form as: Stat Sin. 2011 Jul;21(3):1225–1248. doi: 10.5705/ss.2009.140

Table 4.

Results for the nutritional study. Left panel: Estimated values, associated standard error, and P-value by using the ordinary least squares. Right panel: Estimates, associated standard errors of the coefficients using the APLM with the proposed variable selection procedures.

LS APLM

Est. s.e z value Pr(> |z|) SCAD (s.e.) LASSO (s.e.) BIC (s.e.)

BMI -0.976 0.202 -4.829 < 10−4 -0.947(0.189) -0.948(0.173) -1.001(0.188)
CALORIES 0 0 -0.457 0.648 0(0) 0(0) 0(0)
FAT -0.002 0.003 -0.711 0.477 0(0) -0.001(0.001) 0(0)
FIBER 0.027 0.012 2.352 0.019 0.021(0.007) 0.019(0.007) 0.025(0.008)
BETADIET 0.137 0.073 1.889 0.06 0.046(0.027) 0.101(0.051) 0(0)
GENDER 0.277 0.135 2.06 0.04 0.194(0.088) 0.201(0.096) 0(0)
ALCOHOL 0.043 0.048 0.901 0.368 0(0) 0(0) 0(0)
SMOKE2 -0.068 0.091 -0.742 0.458 0(0) 0(0) 0(0)
SMOKE3 -0.286 0.13 -2.191 0.029 -0.245(0.097) -0.224(0.096) -0.293(0.117)
AGE 0.005 0.003 1.724 0.086
CHOL -0.015 0.114 -0.133 0.894