Table 3. Simulation results for the location level of contamination in the model(1 − δ)N(0, 1) + δN(−10, 1) in high-dimensional data set.
δ | Method | r = 0.5 | r = 0.85 | ||||
---|---|---|---|---|---|---|---|
Med.PMSE | C | I | Med.PMSE | C | I | ||
0% | Lasso | 5.413(27.8) | 379.001 | 1.003 | 2.017(2.00) | 384.3 | 3.17 |
E.net | 6.639(23.2) | 379.003 | 0 | 1.957(1.98) | 383.043 | 0.14 | |
CBPR | 2.410(2.20) | 376.620 | 0 | 2.257(1.93) | 366.941 | 0 | |
RAL | 2.054(1.50) | 370.820 | 0 | 2.052(2.00) | 373.156 | 0 | |
10% | Lasso | 8.691(27.20) | 372.002 | 2.005 | 1.640(1.66) | 376.106 | 0 |
E.net | 4.942(22.2) | 379.995 | 0 | 1.576(1.63) | 373.850 | 0 | |
CBPR | 1.687(1.50) | 381.009 | 0 | 1.674(1.51) | 363.644 | 0 | |
RAL | 1.894(1.01) | 369.526 | 0 | 1.400(1.20) | 379.245 | 0 | |
20% | Lasso | 4.896(27.6) | 379.002 | 2.001 | 1.369(1.49) | 376.624 | 0 |
E.net | 5.769(22.5) | 379.001 | 0 | 1.357(1.35) | 373.523 | 0 | |
CBPR | 1.975(1.80) | 381.012 | 0 | 1.213(1.03) | 375.590 | 0 | |
RAL | 1.678(1.20) | 370.550 | 0 | 1.181(1.04) | 377.505 | 0 | |
30% | Lasso | 3.140(35.07) | 364.230 | 0.005 | 1.178(1.23) | 369.374 | 0 |
E.net | 4.361(32.05) | 357.672 | 0 | 1.150(1.33) | 374.236 | 0 | |
CBPR | 2.273(1.63) | 368.892 | 0 | 1.103(0.96) | 369.537 | 0 | |
RAL | 1.297(1.66) | 370.747 | 0 | 0.152(1.05) | 381.078 | 0 |