Table 5.

Averaged performance of regularization methods across various sparsity levels with the simulated data.

Methods	MSE	Sensitivity	Specificity	Average of Sens. and Spec.	Computation time (Secs)
K-CV log like	0.017	1.000	0.000	0.500	2.7268
K-CV Trace L2	0.012	0.853	0.333	0.593	2.7079
AIC	0.017	1.000	0.000	0.500	0.0027
BIC	0.017	1.000	0.000	0.500	0.0016
λ*0.45	0.012	0.680	0.731	0.706	0.0004
λ*0.75	0.011	0.910	0.204	0.557	0.0004
λ*platu	0.015	0.978	0.041	0.509	0.0004

The values in bold are the optimal result across the different methods.