Table 5. Simulation results for the location level of contamination in the model(1 − δ)exp(1) + δexp(0.2) in high-dimensional data set.
δ | Method | r = 0.5 | r = 0.85 | ||||
---|---|---|---|---|---|---|---|
Med.PMSE | C | I | Med.PMSE | C | I | ||
0% | Lasso | 5.170(36.74) | 354.096 | 2.143 | 2.057(2.12) | 374.469 | 0 |
E.net | 6.704(33.29) | 352.160 | 1 | 1.982(1.81) | 375.198 | 0 | |
CBPR | 2.684(3.97) | 368.523 | 0 | 1.707(1.49) | 376.233 | 0 | |
RAL | 2.878(4.37) | 367.174 | 0 | 1.677(1.55) | 380.644 | 0 | |
10% | Lasso | 5.763(35.56) | 363.011 | 0.034 | 2.160(2.26) | 370.476 | 0.015 |
E.net | 7.306(37.42) | 354.849 | 0 | 2.072(2.18) | 373.299 | 0 | |
CBPR | 3.919(5.57) | 359.637 | 0 | 1.866(1.66) | 372.595 | 0 | |
RAL | 3.881(5.10) | 367.295 | 0 | 1.892(1.58) | 381.919 | 0 | |
20% | Lasso | 8.281(32.98) | 364.791 | 0.122 | 3.300(3.63) | 370.232 | 0 |
E.net | 9.923(37.64) | 356.168 | 0 | 3.116(3.48) | 375.916 | 0 | |
CBPR | 3.682(5.37) | 369.929 | 0 | 3.947(3.10) | 366.586 | 0 | |
RAL | 2.551(4.43) | 370.475 | 0 | 2.813(2.95) | 380.964 | 0 | |
30% | Lasso | 13.869(46.19) | 361.1 | 0.233 | 5.369(6.33) | 371.226 | 0 |
E.net | 15.110(44.32) | 347.852 | 0 | 5.092(5.55) | 375.691 | 0.108 | |
CBPR | 5.566(8.13) | 365.307 | 0 | 5.391(6.381) | 363.874 | 0 | |
RAL | 4.659(7.91) | 377.308 | 0 | 4.263(4.92) | 379.011 | 0 |