Table B8.

Comparison for scenario in Garcia, Ibrahim and Zhu (2010a), Section 4.1

		L1	L2	MPSE	TP	TN	MCC
n =40	MILS	1.04	0.58	1.67	2.98	4.87	0.97
σ = 1	LDlasso	1.57	0.59	1.56	3.00	2.24	0.54
	MIRL	1.21	0.65	1.77	2.98	4.83	0.98
	CW	1.72	0.77	1.81	3.00	3.09	0.64
	RRstep	1.31	0.72	1.75	2.96	4.80	0.95
	GarciaAlasso				3.00	4.64	0.91
	GarciaSCAD				3.00	4.64	0.91
n = 40	MILS	3.75	6.26	6.67	2.07	4.76	0.73
σ = 3	LDlasso	5.20	6.32	7.31	2.74	2.65	0.50
	MIRL	3.82	5.55	6.31	2.24	4.71	0.80
	CW	3.77	3.94	4.40	2.93	3.49	0.68
	RRstep	4.26	6.60	5.53	2.24	4.65	0.71
	GarciaAlasso				2.72	4.31	0.75
	GarciaSCAD				2.67	4.53	0.79
n = 60	MILS	0.87	0.38	1.33	2.99	4.76	0.95
σ = 1	LDlasso	1.30	0.39	1.34	3.00	2.48	0.62
	MIRL	0.86	0.31	1.29	2.99	4.98	0.99
	CW	1.31	0.45	1.40	3.00	3.24	0.65
	RRstep	1.00	0.40	1.33	2.99	4.76	0.94
	GarciaAlasso				3.00	4.83	0.96
	GarciaSCAD				3.00	4.86	0.96