Table 5.
Frequency of correctly-fitted models over 100 replications for Example 5
| nT | Lasso | OBLasso - Mean | NBLasso - Mean | OBLasso - Median | NBLasso - Median |
|---|---|---|---|---|---|
| 20 | 15 | 13 | 22 | 11 | 17 |
| 50 | 11 | 14 | 20 | 12 | 15 |
| 100 | 16 | 21 | 25 | 20 | 25 |
| 200 | 11 | 16 | 17 | 16 | 16 |
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