. 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 4.

Simulations for classification in high dimension (n = 300, p = 2000).

method	TP	FP	TM	Misclassification Rate
Oracle	3.00	0.00	1.00	0.116
Lasso	3.00	46.48	0.00	0.134
SCAD	2.08	4.02	0.04	0.161
ALASSO	2.02	4.58	0.00	0.188
HLASSO	2.87	0.00	0.87	0.120
MCP (a = 3)	2.96	0.56	0.54	0.128
New	2.99	0.00	0.99	0.116