Table 1. Simulation results for the location level of contamination in the model(1 − δ)N(0, 1) + δN(−10, 1).
(n, p) | δ | Method | r = 0.5 | r = 0.85 | ||||
---|---|---|---|---|---|---|---|---|
Med.PMSE | C | I | Med.PMSE | C | I | |||
(50,8) | 0% | Lasso | 1.448(1.58) | 4.384 | 0 | 1.361(1.76) | 5 | 0 |
E.net | 1.479(1.82) | 2.388 | 0 | 1.387(1.71) | 2.242 | 0 | ||
Alasso | 1.335(1.83) | 4.837 | 0 | 1.405(2.03) | 3 | 1 | ||
CBPR | 1.202(1.46) | 3.593 | 0 | 1.311(1.68) | 3.512 | 0 | ||
RAL | 1.254(1.33) | 4.713 | 0 | 1.430(1.72) | 2.62 | 0 | ||
10% | Lasso | 1.187(1.53) | 0.422 | 0 | 1.131(1.31) | 4 | 0 | |
E.net | 1.198(1.60) | 1.946 | 0 | 1.161(1.45) | 1.532 | 0 | ||
Alasso | 1.124(1.89) | 4.568 | 0 | 1.208(2.05) | 3 | 0.094 | ||
CBPR | 1.100(1.30) | 4.798 | 0 | 1.076(1.19) | 4 | 0 | ||
RAL | 1.001(1.02) | 3.913 | 0 | 1.029(1.24) | 4.837 | 0 | ||
20% | Lasso | 0.969(1.34) | 3.084 | 0.02 | 0.930(1.16) | 5 | 1 | |
E.net | 1.011(1.39) | 2.189 | 0 | 0.939(1.20) | 1 | 0 | ||
Alasso | 0.983(2.62) | 3.993 | 0 | 1.082(2.54) | 2.386 | 1.756 | ||
CBPR | 0.900(1.12) | 3.268 | 0 | 0.920(1.11) | 2.704 | 0 | ||
RAL | 0.850(0.92) | 4.735 | 0 | 0.823(0.89) | 4.910 | 0 | ||
30% | Lasso | 0.801(0.95) | 3.004 | 0 | 0.779(0.98) | 3.296 | 0 | |
E.net | 0.837(1.13) | 2.358 | 0 | 0.807(0.99) | 1.935 | 0 | ||
Alasso | 0.865(3.65) | 3 | 0 | 1.001(3.42) | 3.998 | 0.014 | ||
CBPR | 0.753(0.96) | 4.006 | 0 | 0.802(0.98) | 4.113 | 0 | ||
RAL | 0.704(0.80) | 4.442 | 0 | 0.707(0.81) | 5 | 0 | ||
(100,8) | 0% | Lasso | 1.187(0.83) | 3 | 0 | 1.169(0.79) | 4.621 | 0 |
E.net | 1.215(0.85) | 1.576 | 0 | 1.179(0.77) | 2.231 | 0 | ||
Alasso | 1.140(0.87) | 4.897 | 0 | 1.162(0.82) | 4.003 | 0 | ||
CBPR | 1.210(0.75) | 3.457 | 0 | 1.139(0.78) | 5 | 0 | ||
RAL | 1.100(0.70) | 4.365 | 0 | 1.121(0.73) | 4.159 | 0 | ||
10% | Lasso | 0.964(0.69) | 3 | 0 | 0.956(0.64) | 4 | 0 | |
E.net | 0.981(0.67) | 3.706 | 0 | 0.968(0.70) | 3.714 | 0 | ||
Alasso | 0.934(0.62) | 3.232 | 0 | 0.937(0.71) | 4.5 | 0.002 | ||
CBPR | 0.932(0.61) | 4 | 0 | 0.938(0.62) | 3.602 | 0 | ||
RAL | 0.895(0.60) | 4.578 | 0 | 0.910(0.51) | 4.330 | 0 | ||
20% | Lasso | 0.805(0.61) | 3.065 | 0 | 0.791(0.56) | 4 | 0 | |
E.net | 0.812(0.54) | 2.498 | 0 | 0.793(0.53) | 2.107 | 0 | ||
Alasso | 0.773(0.60) | 4.597 | 0 | 0.809(0.90) | 3.084 | 0 | ||
CBPR | 0.784(0.55) | 3.616 | 0 | 0.775(0.50) | 3.272 | 0 | ||
RAL | 0.758(0.54) | 5 | 0 | 0.745(0.50) | 4.530 | 0 | ||
30% | Lasso | 0.678(0.45) | 4 | 0 | 0.667(0.47) | 3 | 0 | |
E.net | 0.697(0.54) | 1.296 | 0 | 0.684(0.48) | 3.98 | 0 | ||
Alasso | 0.666(0.84) | 4.483 | 0.01 | 0.740(1.13) | 4.15 | 0.012 | ||
CBPR | 0.664(0.46) | 5 | 0 | 0.672(0.44) | 4 | 0.09 | ||
RAL | 0.649(0.40) | 4.805 | 0 | 0.630(0.39) | 5 | 0 |