Table 2.

Simulation results with example 4, ρ = 0.4,θ = 2,n = 300. Median and robust standard deviations (in parentheses) of the MSE ratio between the penalized model and full model, and the estimated θ. Mean and standard deviations of sensitivity and specificity.

Method	MSE	Sensitivity	Specificity	θ̂
NB component
NB-LASSO	2.291 (1.043)	0.638 (0.338)	0.893 (0.108)	0.628 (0.1)
NB-MCP	2.445 (1.088)	0.743 (0.248)	0.922 (0.076)	0.671 (0.092)
NB-SCAD	2.558 (1.172)	0.748 (0.278)	0.877 (0.096)	0.663 (0.084)
ZINB-LASSO	0.856 (0.489)	0.87 (0.243)	0.863 (0.112)	2.329 (0.544)
ZINB-MCP	0.548 (0.372)	0.859 (0.185)	0.965 (0.06)	2.345 (0.558)
ZINB-SCAD	0.584 (0.37)	0.889 (0.165)	0.935 (0.085)	2.384 (0.57)
BE(0.1573)	0.719 (0.29)	0.956 (0.099)	0.809 (0.121)	2.51 (0.549)
BE(0.05)	0.592 (0.336)	0.916 (0.125)	0.923 (0.092)	2.39 (0.577)
BE(0.01)	0.538 (0.411)	0.841 (0.172)	0.98 (0.043)	2.301 (0.533)
ZINB-ORACLE	0.232 (0.147)	1 (0)	1 (0)	2.352 (0.506)
Zero component
ZINB-LASSO	0.519 (0.405)	0.454 (0.252)	0.948 (0.077)
ZINB-MCP	0.635 (0.276)	0.733 (0.184)	0.777 (0.176)
ZINB-SCAD	0.619 (0.349)	0.429 (0.215)	0.962 (0.053)
BE(0.1573)	0.676 (0.252)	0.719 (0.179)	0.797 (0.123)
BE(0.05)	0.602 (0.299)	0.533 (0.19)	0.927 (0.08)
BE(0.01)	0.655 (0.434)	0.292 (0.192)	0.984 (0.033)
ZINB-ORACLE	0.177 (0.125)	1 (0)	1 (0)