. Author manuscript; available in PMC: 2014 Jun 17.

Published in final edited form as: Ann Stat. 2013 Oct 1;41(5):2505–2536. doi: 10.1214/13-AOS1159

Table 3.

Gene expression data analysis. The results are based on 100 random partitions of the original data set.

p	method	ave model size	Prediction Error
1000	Lasso	31.17	0.586
	ALasso	11.76	0.646
	HLasso	12.04	0.676
	SCAD	4.81	0.827
	MCP(a = 1.5)	11.79	0.668
	MCP(a = 3)	7.02	0.768
	New	8.50	0.689

2000	Lasso	32.01	0.604
	ALasso	11.01	0.661
	HLasso	10.82	0.689
	SCAD	4.57	0.850
	MCP(a = 1.5)	11.33	0.700
	MCP(a = 3)	6.78	0.788
	New	7.91	0.736