Table 1.
Simulation results (p = 400)
| Method | Size | P1 | P2 | AE |
|---|---|---|---|---|
| LS-Lasso | 25.08 (0.60) | 100% | 6% | 1.37(0.03) |
| Q-Lasso (τ = 0.5) | 24.43 (0.97) | 100% | 6% | 0.95 (0.03) |
| Q-Lasso (τ = 0.3) | 29.83 (0.97) | 99% | 99% | 1.67 (0.05) |
| Q-Lasso (τ = 0.7) | 29.65 (0.90) | 98% | 98% | 1.58 (0.05) |
|
| ||||
| LS-ALasso | 5.02 (0.08) | 100% | 0% | 0.38 (0.02) |
| Q-Alasso (τ = 0.5) | 4.66 (0.09) | 100% | 1% | 0.18 (0.01) |
| Q-Alasso (τ = 0.3) | 6.98 (0.20) | 100% | 92% | 0.63 (0.02) |
| Q-Alasso (τ = 0.7) | 6.43 (0.15) | 100% | 98% | 0.61 (0.02) |
|
| ||||
| LS-SCAD | 5.83 (0.20) | 100% | 0% | 0.37 (0.01) |
| Q-SCAD (τ = 0.5) | 5.86 (0.24) | 100% | 0% | 0.19 (0.01) |
| Q-SCAD (τ = 0.3) | 8.29 (0.34) | 99% | 99% | 0.32 (0.02) |
| Q-SCAD (τ = 0.7) | 7.96 (0.30) | 97% | 97% | 0.30 (0.02) |
|
| ||||
| LS-MCP | 5.43 (0.17) | 100% | 0% | 0.37 (0.01) |
| Q-MCP (τ = 0.5) | 5.33 (0.18) | 100% | 1% | 0.19 (0.01) |
| Q-MCP (τ = 0.3) | 6.76 (0.25) | 99% | 99% | 0.31 (0.02) |
| Q-MCP (τ = 0.7) | 6.66 (0.20) | 97% | 97% | 0.29 (0.02) |