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. Author manuscript; available in PMC: 2014 Jun 22.
Published in final edited form as: J Comput Graph Stat. 2010 Fall;19(4):947–962. doi: 10.1198/jcgs.2010.09188

Table 4.

True positive rate/true negative rate for the AR(1) error covariance models, averaged over 50 replications; n = 50. Standard errors are omitted (the largest standard error is 0.04 and most are less than 0.01). Tuning parameters were selected using a 10x resolution.

p q ρE s1, s2 lasso sep.lasso MRCE ap.MRCE
20 20 0.9 0.1, 1 0.83/0.72 0.82/0.74 0.95/0.59 0.94/0.62
20 20 0.7 0.1, 1 0.83/0.71 0.82/0.73 0.89/0.60 0.89/0.63
20 20 0.5 0.1, 1 0.83/0.70 0.81/0.73 0.86/0.62 0.87/0.63
20 20 0 0.1, 1 0.84/0.70 0.82/0.72 0.85/0.63 0.85/0.64
20 20 0.9 0.5, 1 0.86/0.44 0.87/0.44 0.93/0.42 0.91/0.45
20 20 0.7 0.5, 1 0.85/0.47 0.87/0.42 0.86/0.51 0.86/0.52
20 20 0.5 0.5, 1 0.83/0.52 0.87/0.44 0.83/0.54 0.85/0.48
20 20 0 0.5, 1 0.84/0.50 0.87/0.43 0.84/0.51 0.82/0.56
20 60 0.9 0.1, 1 0.83/0.70 0.80/0.74 0.94/0.58 0.93/0.61
20 60 0.7 0.1, 1 0.84/0.71 0.81/0.73 0.89/0.61 0.89/0.62
20 60 0.5 0.1, 1 0.84/0.70 0.82/0.73 0.86/0.64 0.86/0.64
20 60 0 0.1, 1 0.83/0.71 0.81/0.74 0.85/0.63 0.85/0.65
60 20 0.9 0.1, 1 0.79/0.76 0.79/0.76 – 0.89/0.66
60 20 0.7 0.1, 1 0.79/0.76 0.78/0.76 – 0.85/0.65
60 20 0.5 0.1, 1 0.79/0.76 0.79/0.76 – 0.83/0.66
60 20 0 0.1, 1 0.79/0.76 0.79/0.76 – 0.81/0.66
100 100 0.9 0.5, 0.1 0.77/0.81 0.76/0.82 – 0.87/0.72
100 100 0.7 0.5, 0.1 0.78/0.81 0.76/0.82 – 0.82/0.72