Table 4. Simulation results are based on 1000 replications and δ is the level of contamination in the model (1 − δ)exp(1) + δexp(0.2).
| (n, p) | δ | Method | r = 0.5 | r = 0.85 | ||||
|---|---|---|---|---|---|---|---|---|
| Med.PMSE | C | I | Med.PMSE | C | I | |||
| (50,8) | 0% | Lasso | 1.354(2.73) | 3.325 | 0 | 1.333(2.43) | 2.660 | 1 |
| E.net | 1.336(2.41) | 1.669 | 0 | 1.356(2.48) | 1.795 | 0 | ||
| Alasso | 1.282(4.11) | 3.648 | 0 | 1.389(3.22) | 4.382 | 0 | ||
| CBPR | 1.375(2.60) | 3.204 | 0.007 | 1.321(2.33) | 3.179 | 0 | ||
| RAL | 1.192(2.21) | 4.639 | 0 | 1.227(2.09) | 4.575 | 0 | ||
| 10% | Lasso | 1.455(2.48) | 1.554 | 0 | 1.414(2.10) | 3.617 | 0 | |
| E.net | 1.494(2.60) | 0.540 | 0 | 1.394(2.22) | 1.832 | 1 | ||
| Alasso | 1.385(3.13) | 4.064 | 0 | 1.610(3.19) | 3 | 0 | ||
| CBPR | 1.372(2.24) | 4.590 | 0 | 1.375(2.34) | 2.06 | 0 | ||
| RAL | 1.253(2.06) | 4.892 | 0 | 1.243(2.00) | 4.668 | 0 | ||
| 20% | Lasso | 2.226(3.68) | 2.311 | 0 | 2.117(3.16) | 2.323 | 1 | |
| E.net | 2.305(4.05) | 2.373 | 0 | 2.256(3.35) | 2.829 | 0 | ||
| Alasso | 2.382(4.85) | 4.249 | 0.021 | 2.480(4.58) | 4.163 | 1 | ||
| CBPR | 2.134(3.36) | 3.472 | 0.002 | 2.157(3.02) | 3.619 | 0 | ||
| RAL | 1.953(2.89) | 4.949 | 0 | 2.016(2.81) | 4.888 | 0.001 | ||
| 30% | Lasso | 3.800(6.33) | 2.393 | 0 | 3.567(5.71) | 4.091 | 0.17 | |
| E.net | 3.810(6.51) | 1.522 | 0 | 3.508(6.24) | 3.261 | 0 | ||
| Alasso | 3.941(8.40) | 3.930 | 0.052 | 3.908(6.68) | 3.599 | 0.233 | ||
| CBPR | 3.493(5.85) | 3.719 | 0 | 3.527(6.40) | 3.843 | 0 | ||
| RAL | 2.468(5.42) | 4.221 | 0 | 2.469(5.32) | 4.489 | 0.04 | ||
| (100,8) | 0% | Lasso | 1.135(1.27) | 3.198 | 0 | 1.154(0.81) | 3 | 0 |
| E.net | 1.133(1.28) | 1.421 | 0 | 1.185(0.80) | 1.62 | 0 | ||
| Alasso | 1.081(1.33) | 4.859 | 0 | 1.158(0.78) | 4.99 | 0 | ||
| CBPR | 1.103(1.29) | 3.069 | 0 | 1.111(0.77) | 4.73 | 0 | ||
| RAL | 1.173(1.44) | 3.473 | 0 | 1.106(0.74) | 5 | 0 | ||
| 10% | Lasso | 1.205(1.19) | 3.117 | 0 | 1.222(0.90) | 3 | 0 | |
| E.net | 1.235(1.25) | 0.388 | 0 | 1.235(0.92) | 1.361 | 0 | ||
| Alasso | 1.176(1.14) | 4.189 | 0 | 1.232(0.88) | 2.943 | 1 | ||
| CBPR | 1.166(1.30) | 3.683 | 0 | 1.220(0.85) | 4 | 0 | ||
| RAL | 1.131(1.17) | 4.228 | 0 | 1.181(0.81) | 4.430 | 0 | ||
| 20% | Lasso | 1.925(1.98) | 2.004 | 0 | 1.863(1.64) | 3.329 | 0 | |
| E.net | 1.935(1.88) | 1.547 | 0 | 1.876(1.72) | 3.564 | 0 | ||
| Alasso | 1.860(1.85) | 3.007 | 0 | 1.898(1.82) | 3.519 | 0 | ||
| CBPR | 1.786(1.69) | 4.166 | 0 | 1.868(1.60) | 2.015 | 0 | ||
| RAL | 1.062(1.68) | 4.301 | 0 | 1.754(1.55) | 4.865 | 0 | ||
| 30% | Lasso | 3.130(3.18) | 2.418 | 0.031 | 3.091(3.09) | 3.001 | 0 | |
| E.net | 3.203(3.64) | 1.883 | 0 | 3.090(3.03) | 2.554 | 0 | ||
| Alasso | 3.148(3.56) | 3.370 | 0.926 | 3.240(3.52) | 1 | 0.001 | ||
| CBPR | 3.043(3.26) | 4.392 | 0.012 | 3.075(3.21) | 2.957 | 0 | ||
| RAL | 2.960(3.00) | 4.768 | 0 | 2.939(2.98) | 4.614 | 0 | ||