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. Author manuscript; available in PMC: 2014 Apr 1.
Published in final edited form as: J Am Stat Assoc. 2013 Jul 1;108(502):632–643. doi: 10.1080/01621459.2013.766613

Table 7.

Bootstrap results

Model error

Dataset Method No. of non-zeros Median MAD
Boston Housing ESL-LASSO 3.710(0.830) 0.381(0.021) 0.180(0.069)
Price CQR-LASSO 7.025(1.015) 0.286(0.016) 0.258(0.020)
LAD-LASSO 5.020(0.839) 0.277(0.017) 0.113(0.075)

Plasma Beta- ESL-LASSO 0.305(0.462) 0.459(0.030) 0.180(0.054)
Carotene Level CQR-LASSO 2.915(1.026) 0.453(0.032) 0.299(0.050)
LAD-LASSO 2.570(1.020) 0.429(0.036) 0.176(0.161)