. Author manuscript; available in PMC: 2015 Sep 4.

Published in final edited form as: J Comput Graph Stat. 2014 May 16;24(2):416–438. doi: 10.1080/10618600.2014.907094

Table 2.

The averages of the sensitivities and specificities (in parentheses) for Example 2.

(p, ρ)	σ²	SRP	EN	LASSO	Ridge	SPLS	SCAD	MCP
(100, 0.5)	1	0.99(0.82)	0.99(0.76)	0.99(0.74)	1(0)	0.99(0.90)	0.60(0.89)	0.51(0.90)
	5	0.98(0.80)	0.98(0.73)	0.97(0.65)	1(0)	0.90(0.84)	0.48(0.84)	0.41(0.89)
	10	0.95(0.86)	0.96(0.80)	0.93(0.62)	1(0)	0.86(0.87)	0.44(0.85)	0.36(0.91)
(100, 0.95)	1	0.99(0.89)	0.99(0.90)	0.98(0.93)	1(0)	0.94(0.73)	0.38(0.96)	0.36(0.96)
	5	0.96(0.87)	0.96(0.87)	0.85(0.90)	1(0)	0.95(0.73)	0.35(0.94)	0.32(0.96)
	10	0.95(0.87)	0.92(0.85)	0.75(0.88)	1(0)	0.96(0.77)	0.33(0.95)	0.30(0.96)
(300, 0.5)	1	0.96(0.92)	0.97(0.89)	0.97(0.89)	1(0)	0.82(0.94)	0.63(0.97)	0.45(0.99)
	5	0.91(0.91)	0.90(0.89)	0.89(0.87)	1(0)	0.75(0.94)	0.58(0.96)	0.42(0.99)
	10	0.83(0.91)	0.85(0.88)	0.82(0.86)	1(0)	0.70(0.94)	0.53(0.96)	0.36(0.98)
(300, 0.95)	1	0.99(0.96)	0.99(0.96)	0.97(0.97)	1(0)	0.94(0.93)	0.31(0.98)	0.27(0.99)
	5	0.95(0.96)	0.94(0.95)	0.84(0.94)	1(0)	0.93(0.93)	0.30(0.98)	0.26(0.99)
	10	0.96(0.96)	0.92(0.94)	0.74(0.93)	1(0)	0.95(0.94)	0.27(0.97)	0.23(0.99)