Table 4.

Estimated coefficients and standard errors from ML, ALASSO, AGLASSO for the PBC data. Results for ALASSO and AGLASSO were obtained from refitting the selected model without penalty.

Covariate	ML		ALASSO		AGLASSO
	Coef	Std.Err	Coef	Std.Err	Coef	Std.Err
trt	−0.062	0.211
age	0.261	0.113	0.270	0.124	0.263	0.126
female	−0.256	0.317
ascites	0.162	0.381
hepato	−0.100	0.254
spiders	0.049	0.243
edema	0.926	0.378	0.842	0.410	0.932	0.443
logbili	0.723	0.162	0.699	0.115	See Figure 2
chol	0.000	0.000
logalb	−2.270	0.947	−2.538	0.762	−2.440	0.789
copper	1.694	1.251	2.218	1.236	2.089	1.261
alk.phos	0.000	0.000
ast	0.003	0.002
trig	−0.002	0.001
platelet	0.001	0.001
logprotime	2.335	1.321	2.099	1.241	1.822	1.249
stage	0.381	0.176	0.274	0.140	0.278	0.143