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. Author manuscript; available in PMC: 2013 Mar 1.
Published in final edited form as: J Am Stat Assoc. 2012 Jun 11;107(497):214–222. doi: 10.1080/01621459.2012.656014

Table 3.

Analysis of microarray data set

all data random partition

Method # nonzero ave # nonzero prediction error
LS-Lasso 24 21.66(1.67) 1.57(0.03)
Q-Lasso (τ = 0.5) 23 18.36(0.83) 1.51(0.03)
Q-Lasso (τ = 0.3) 23 19.34(1.69) 1.54(0.04)
Q-Lasso (τ = 0.7) 17 15.54(0.71) 1.29(0.02)

LS-ALasso 16 15.22(10.72) 1.65(0.27)
Q-ALasso (τ = 0.5) 13 11.28(0.65) 1.53(0.03)
Q-ALasso (τ = 0.3) 19 12.52(1.38) 1.57(0.03)
Q-ALasso (τ = 0.7) 10 9.16(0.48) 1.32(0.03)

LS-SCAD 10 11.32(1.16) 1.72(0.04)
Q-SCAD (τ = 0.5) 23 18.32(0.82) 1.51(0.03)
Q-SCAD (τ = 0.3) 23 17.66(1.52) 1.56(0.04)
Q-SCAD (τ = 0.7) 19 15.72(0.72) 1.30(0.03)

LS-MCP 5 9.08(1.68) 1.82(0.04)
Q-MCP (τ = 0.5) 23 17.64(0.82) 1.52(0.03)
Q-MCP (τ = 0.3) 15 16.36(1.53) 1.57(0.04)
Q-MCP (τ = 0.7) 16 13.92(0.72) 1.31(0.03)