Table 2.
Term-specific percentages of being selected for each main effect and interaction. (25% censoring and ρ = 0 for independent covariates)
| Method | x 1 | x 2 | x 3 | x 4 | x 5 | x 1 x 2 | x 1 x 3 | x l x 4 | |
|---|---|---|---|---|---|---|---|---|---|
| Model 1 | Lasso | 22% | 100% | 100% | 18% | 25% | 15% | 12% | 15% |
| adaptive Lasso | 6% | 100% | 100% | 3% | 7% | 2% | 4% | 1% | |
| proposed method | 5% | 100% | 100% | 4% | 6% | 5% | 5% | 0% | |
|
| |||||||||
| Model 2 | Lasso | 6% | 91% | 91% | 6% | 5% | 2% | 6% | 3% |
| adaptive Lasso | 2% | 87% | 85% | 4% | 4% | 1% | 2% | 1% | |
| proposed method | 10% | 98% | 99% | 11% | 8% | 10% | 10% | 1% | |
| Method | x 1 x 5 | x 2 x 3 | x 2 x 4 | x 2 x 5 | x 3 x 4 | x 3 x 5 | x 4 x 5 | |
|---|---|---|---|---|---|---|---|---|
| Model 1 | Lasso | 15% | 100% | 13% | 13% | 11% | 13% | 15% |
| adaptive Lasso | 2% | 100% | 3% | 2% | 2% | 2% | 0% | |
| proposed method | 1% | 100% | 4% | 6% | 4% | 6% | 0% | |
|
| ||||||||
| Model 2 | Lasso | 3% | 89% | 4% | 3% | 9% | 5% | 2% |
| adaptive Lasso | 2% | 82% | 1% | 2% | 1% | 0% | 0% | |
| proposed method | 1% | 97% | 10% | 8% | 11% | 8% | 2% | |