Table 2.
Simulation results (p = 600)
| Method | Size | P1 | P2 | AE |
|---|---|---|---|---|
| LS-Lasso | 24.30 (0.61) | 100% | 7% | 1.40 (0.03) |
| Q-Lasso (τ = 0.5) | 25.76 (0.94) | 100% | 10% | 1.05 (0.03) |
| Q-Lasso (τ = 0.3) | 34.02 (1.27) | 93% | 93% | 1.82 (0.06) |
| Q-Lasso (τ = 0.7) | 32.74 (1.22) | 90% | 90% | 1.78 (0.05) |
|
| ||||
| LS-ALasso | 4.68 (0.08) | 100% | 0% | 0.37(0.02) |
| Q-Alasso (τ = 0.5) | 4.53 (0.09) | 100% | 0% | 0.18 (0.01) |
| Q-Alasso (τ = 0.3) | 6.58 (0.21) | 100% | 86% | 0.67 (0.02) |
| Q-Alasso (τ = 0.7) | 6.19 (0.16) | 100% | 86% | 0.62 (0.01) |
|
| ||||
| LS-SCAD | 6.04 (0.25) | 100% | 0% | 0.38 (0.02) |
| Q-SCAD (τ = 0.5) | 6.14 (0.36) | 100% | 7% | 0.19 (0.01) |
| Q-SCAD (τ = 0.3) | 9.02 (0.45) | 94% | 94% | 0.40 (0.03) |
| Q-SCAD (τ = 0.7) | 9.97 (0.54) | 100% | 100% | 0.38 (0.03) |
|
| ||||
| LS-MCP | 5.56 (0.19) | 100% | 0% | 0.38 (0.02) |
| Q-MCP (τ = 0.5) | 5.33 (0.23) | 100% | 3% | 0.18 (0.01) |
| Q-MCP (τ = 0.3) | 6.98 (0.28) | 94% | 94% | 0.38 (0.03) |
| Q-MCP (τ = 0.7) | 7.56 (0.32) | 98% | 98% | 0.37 (0.03) |