Table 4.
The sizes and MSPE of the nine models
| CC-SIS+LASSO | CC-SIS+ALASSO | CC-SIS+SCAD | |
|---|---|---|---|
| AIC | 43 (0.405)1 | 40 (0.401) | 34 (0.380) |
| BIC | 42 (0.395) | 38 (0.400) | 34 (0.380) |
| GCV | 43 (0.405) | 40 (0.401) | 34 (0.380) |
The numbers in the parentheses are MSPE of the model.