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. Author manuscript; available in PMC: 2018 Jul 1.
Published in final edited form as: Stat Sin. 2017 Jul;27(3):983–996. doi: 10.5705/ss.202015.0473

Table 3.2.

Results for Real Data Example

Selected Probes SCAD LASSO PC-simple TPC M6 Est(& SE) M4 Est(& SE)
Intercept Yes Yes Yes Yes .0147 (.0465) .0164 (.0467)
1389584 at(x1) Yes Yes Yes Yes .3669 (.0823)*** .4098 (.0710) ***
1383996 at(x2) Yes Yes Yes Yes .1400 (.0595) * .1583 (.0590) **
1382452 at(x3) Yes Yes / / .2450 (.0606)*** .2279 (.0547) ***
1370429 at(x4) / / Yes Yes .0464 (.0815)
1383110 at(x5) / Yes / Yes .1543 (.0840)
1374106 at(x6) / Yes / Yes .2203 (.0727)** .2580 (.0688) ***
15 more probe / Yes / /

Size 4 21 4 6 7 5

Adjusted-R2(%) 69.37 69.55 66.64 69.10 74.60 74.38

PE 0.297 0.298 0.326 0.301 0.275 0.270

The 15 probes selected only by LASSO are omitted. “Yes” means the probe is selected by this method.

M6 stands for the linear model with six probes x1-x6; M4 for the model with four probes x1, x2, x3 and x6.

‘*’ stands for significant at level 0.05, ‘**’ for level 0.01, and ‘***’ for level 0.001.