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. Author manuscript; available in PMC: 2015 Jan 1.
Published in final edited form as: J Am Stat Assoc. 2014 Mar 19;109(505):266–274. doi: 10.1080/01621459.2013.850086

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)
1

The numbers in the parentheses are MSPE of the model.