. Author manuscript; available in PMC: 2014 Jan 27.

Published in final edited form as: Stat Sin. 2013 Jan 1;23(1):25–50. doi: 10.5705/ss.2010.237

Table 4.

Monte Carlo bias, standard deviation (SD), mean squared error (MSE), and empirical coverage probability (CP) of 95% pointwise confidence intervals of group SCAD (gSCAD) estimates for Study 1. Each entry is the average over the selected points in the non-null region of β₁(t) or β₂(t); the corresponding standard deviation is reported in parentheses.

	β₁(t)
Estimator	Ave. MC Bias	Ave. MC SD	Ave. MC MSE	CP

gSCAD AIC	0.004 (0.013)	0.201 (0.213)	0.085 (0.331)	0.932 (0.047)
gSCAD BIC	−0.001 (0.019)	0.195 (0.218)	0.084 (0.339)	0.928 (0.094)
	β₂(t)
Estimator	Ave. MC Bias	Ave. MC SD	Ave. MC MSE	CP

gSCAD AIC	−0.006 (0.031)	0.224 (0.247)	0.110 (0.394)	0.924 (0.053)
gSCAD BIC	−0.012 (0.043)	0.221 (0.242)	0.107 (0.378)	0.915 (0.098)