Table 6.
Lasso, SCAD and MCP results for the U.S. Census Bureau data
| Penalty | Final Model | Runtime (s) | ||||
|---|---|---|---|---|---|---|
| Size | CV error | AIC | BIC | OEM | CD | |
| LASSO | 32 | 46.93 | 3.81 | 3.87 | 2.097 | 0.273 |
| SCAD | 28 | 47.12 | 3.81 | 3.87 | 1.783 | 3.454 |
| MCP | 23 | 47.17 | 3.82 | 3.88 | 1.433 | 3.032 |
Official websites use .gov
A
.gov website belongs to an official
government organization in the United States.
Secure .gov websites use HTTPS
A lock (
) or https:// means you've safely
connected to the .gov website. Share sensitive
information only on official, secure websites.