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Simulation results: Setting 2% correct refers to the percent of variables selected by the model that had nonzero coefficients in the generating model
| Penalty | Misclassification error (%) | Model size | Correct (%) |
|---|---|---|---|
| Genetic association | |||
| MCP (γ = 1.5) | 38.7 | 2.1 | 54.7 |
| SCAD (γ = 2.5) | 38.7 | 9.5 | 25.0 |
| Lasso | 38.8 | 12.6 | 20.6 |
| Microarray | |||
| MCP (γ = 5) | 19.7 | 4.3 | 3.2 |
| MCP (γ = 20) | 16.7 | 7.5 | 4.3 |
| SCAD (γ = 20) | 16.4 | 8.7 | 4.3 |
| Lasso | 16.2 | 8.8 | 4.3 |
