Table 21.
Simulation: summary statistics on identification. In each cell, mean (sd). d = 1, 000 and ρ = 0.8.
| σ2 = 1 | σ2 = 3 | |||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
| ||||||||||||
| Complete | Half | None | Complete | Half | None | |||||||
|
| ||||||||||||
| TP | FP | TP | FP | TP | FP | TP | FP | TP | FP | TP | FP | |
| nonzero coef ~ unif(0.2,1) | ||||||||||||
| New | 17.5 (0.6) | 1.2 (1.4) | 16.9 (1.0) | 2.5 (2.1) | 16.6 (0.9) | 1.7 (1.9) | 15.3 (2.0) | 0.5 (0.7) | 14.2 (1.7) | 2.0 (1.9) | 14.7 (1.2) | 1.3 (1.1) |
| New+ | 17.5 (0.6) | 0.4 (0.8) | 16.9 (1.0) | 2.8 (2.2) | 16.6 (0.9) | 1.7 (1.9) | 15.3 (2.0) | 0.1 (0.4) | 14.2 (1.7) | 1.5 (1.8) | 14.7 (1.2) | 1.3 (1.1) |
| alg1-SB | 16.6 (1.1) | 2.4 (1.5) | 16.4 (1.1) | 4.2 (1.9) | 16.5 (1.3) | 2.7 (1.3) | 13.5 (1.6) | 2.1 (1.1) | 13.5 (1.8) | 2.6 (1.5) | 14.1 (1.7) | 2.6 (1.6) |
| sgroup-MCP | 10.7 (2.1) | 1.3 (1.8) | 9.9 (1.6) | 2.1 (2.0) | 8.8 (1.5) | 2.3 (2.3) | 7.0 (1.2) | 0.9 (1.3) | 6.6 (1.2) | 2.5 (2.8) | 5.9 (1.0) | 2.1 (2.2) |
| group-MCPT | 17.5 (1.5) | 4.4 (11.1) | 15.4 (1.7) | 19.6 (12.9) | 14.4 (2.5) | 36.7 (13.6) | 13.4 (3.3) | 2.2 (6.2) | 10.7 (2.6) | 10.3 (11.1) | 8.0 (2.4) | 15.3 (9.6) |
| indiv-SB | 16.5 (1.0) | 1.2 (1.2) | 16.0 (1.4) | 2.0 (1.2) | 16.7 (0.9) | 1.6 (1.1) | 13.9 (1.4) | 1.1 (1.2) | 13.2 (1.6) | 1.9 (1.3) | 13.7 (1.2) | 1.3 (1.1) |
| indiv-MCP | 8.4 (1.1) | 12.4 (4.7) | 8.1 (0.9) | 12.4 (7.5) | 8.0 (1.1) | 12.6 (6.3) | 6.1 (1.2) | 11.9 (6.5) | 6.1 (0.8) | 11.0 (6.1) | 5.9 (0.9) | 13.5 (7.5) |
| pool-SB | 17.9 (0.6) | 0.8 (1.6) | 14.8 (1.6) | 12.5 (2.6) | 8.8 (1.7) | 18.0 (3.2) | 17.2 (1.4) | 0.8 (1.6) | 12.5 (2.2) | 9.6 (2.7) | 7.6 (1.4) | 15.5 (2.6) |
| pool-MCP | 10.9 (2.0) | 10.9 (13.0) | 7.8 (1.7) | 26.2 (18.7) | 4.1 (0.7) | 29.8 (23.2) | 8.8 (1.8) | 17.3 (15.2) | 6.5 (1.6) | 23.8 (18.0) | 3.9 (0.7) | 21.5 (16.1) |
|
| ||||||||||||
| nonzero coef = 1 | ||||||||||||
| New | 18.0 (0) | 0.4 (0.6) | 18.0 (0) | 2.4 (1.3) | 18.0 (0) | 1.7 (1.5) | 17.9 (0.3) | 0.8 (1.2) | 17.6 (0.6) | 3.3 (1.8) | 17.7 (0.7) | 1.3 (1.4) |
| New+ | 18.0 (0) | 0.0 (0) | 18.0 (0) | 2.2 (1.2) | 18.0 (0) | 1.7 (1.6) | 17.9 (0.3) | 0.2 (0.5) | 17.6 (0.6) | 1.8 (1.6) | 17.7 (0.7) | 1.3 (1.4) |
| alg1-SB | 18.0 (0) | 2.6 (1.6) | 18.0 (0) | 5.0 (1.7) | 18.0 (0) | 2.5 (1.4) | 17.6 (0.7) | 2.2 (1.1) | 17.6 (0.8) | 3.4 (1.3) | 17.4 (0.9) | 2.3 (1.4) |
| sgroup-MCP | 16.5 (1.7) | 1.2 (1.6) | 15.0 (1.8) | 2.0 (1.7) | 13.3 (2.4) | 3.0 (2.7) | 10.5 (1.7) | 1.2 (1.8) | 9.9 (1.5) | 1.9 (1.9) | 8.8 (1.3) | 2.3 (2.4) |
| group-MCPT | 18.0 (0) | 0.7 (2.1) | 17.9 (0.5) | 21.2 (8.2) | 17.9 (0.4) | 16.8 (5.9) | 17.8 (1.2) | 4.4 (8.3) | 16.0 (1.7) | 20.5 (11.8) | 15.1 (2.6) | 35.4 (14.5) |
| indiv-SB | 18.0 (0) | 1.1 (1.1) | 18.0 (0) | 1.8 (1.4) | 18.0 (0) | 1.4 (1.1) | 17.6 (0.6) | 1.1 (1.0) | 17.3 (0.9) | 1.8 (1.1) | 17.5 (0.8) | 1.4 (1.1) |
| indiv-MCP | 10.8 (1.1) | 11.0 (5.4) | 10.5 (1.6) | 13.4 (6.5) | 10.5 (0.9) | 12.3 (6.4) | 8.7 (0.7) | 15.0 (6.1) | 8.1 (1.1) | 14.4 (5.5) | 8.7 (0.7) | 13.9 (7.2) |
| pool-SB | 18.0 (0) | 0.7 (1.5) | 16.1 (1.0) | 14.6 (2.2) | 9.6 (1.1) | 19.4 (2.2) | 18.0 (0) | 0.7 (1.5) | 15.2 (1.0) | 12.7 (2.0) | 9.2 (1.4) | 18.7 (2.8) |
| pool-MCP | 13.0 (1.6) | 1.6 (2.8) | 9.3 (1.7) | 32.4 (18.4) | 4.3 (0.8) | 32.7 (24.9) | 12.3 (1.8) | 16.6 (16.2) | 8.0 (1.3) | 29.8 (19.5) | 4.2 (0.6) | 30.8 (22.2) |