Table 6. Estimated coefficients and model error results, for various regularization procedures applied to the prostate data.
The dashed entries correspond to predictors that are estimated “0”.
| Variable | Lasso | Elastic net | Alasso | CBPR | RAL |
|---|---|---|---|---|---|
| Intercept | 0.635 | 0.206 | 2.921 | 1.844 | 0.208 |
| lweight | −0.282 | … | −0.821 | −0.425 | … |
| age | 0.027 | 0.008 | … | 0.029 | … |
| lbph | … | … | … | … | … |
| svi | … | … | … | … | … |
| lcp | 1.135 | 0.836 | 1.213 | 1.266 | 0.648 |
| gleason | 0.088 | 0.102 | 0.267 | … | … |
| pgg45 | … | … | … | … | … |
| lpsa | 0.094 | 0.05 | 0.374 | … | 0.342 |
| Test Error | 1.997 | 1.132 | 3.112 | 2.413 | 0.807 |