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. Author manuscript; available in PMC: 2017 Mar 1.
Published in final edited form as: Ann Appl Stat. 2016 Mar 25;10(1):418–450. doi: 10.1214/15-AOAS899

Table B7.

Comparison for the scenario in Johnson, Lin and Zeng (2008), Section 5.2

L1 L2 MPSE TP TN MCC
Setting 1 MILS 0.52 0.07 1.07 5.65 3.81 0.90
σ = 1 LDlasso 0.97 0.16 1.15 5.98 1.73 0.62
MIRL 0.65 0.11 1.09 5.30 3.84 0.85
CW 0.59 0.07 1.06 5.99 2.75 0.75
RRstep 0.56 0.08 1.06 5.63 3.85 0.90
JohnLas 5.91 2.42 0.67
JohnALas 5.77 3.55 0.86
Setting 1 MILS 1.08 0.30 1.25 4.92 3.81 0.76
σ = 2 LDlasso 2.37 1.02 2.08 5.67 2.01 0.57
MIRL 1.28 0.40 1.31 4.75 3.87 0.76
CW 1.10 0.23 1.17 5.70 2.89 0.71
RRstep 1.13 0.28 1.19 5.07 3.79 0.78
JohnLas 4.88 3.70 0.72
JohnALas 5.60 2.54 0.61
Setting 2 MILS 0.29 0.04 1.03 3.00 6.67 0.94
σ = 1 LDlasso 0.87 0.16 1.14 3.00 3.48 0.52
MIRL 0.27 0.03 1.02 3.00 6.60 0.95
CW 0.48 0.06 1.04 3.00 4.95 0.66
RRstep 0.31 0.04 1.03 3.00 6.63 0.93
JohnLas 3.00 4.11 0.55
JohnALas 3.00 6.25 0.85
Setting 2 MILS 0.56 0.15 1.15 3.00 6.64 0.93
σ = 2 LDlasso 2.14 0.99 2.01 3.00 3.79 0.55
MIRL 0.50 0.10 1.12 3.00 6.69 0.95
CW 0.85 0.19 1.18 3.00 5.02 0.67
RRstep 0.54 0.12 1.13 3.00 6.72 0.95
JohnLas 2.98 4.56 0.59
JohnALas 2.98 6.08 0.81