Table 3.
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) |