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. Author manuscript; available in PMC: 2018 May 4.
Published in final edited form as: J Stat Comput Simul. 2017 Nov 8;88(3):575–596. doi: 10.1080/00949655.2017.1398255

Table 1.

Comparison of EMVS’s and LASSO’s selection performance in simulated application settings: FPR, average false positive rate; FNR, average false negative rate; WACAP, weighted average correct association percentage.

Heredity Constraint Correlation Model 3.3.1: True Model
Follows
Strong Heredity
Model 3.3.2: True Model
Follows
Weak Heredity
Model 3.3.3: True Model
Not
Well Formulated
FPR FNR WACAP FPR FNR WACAP FPR FNR WACAP
0   0.025
(−0.065)
  0.164
  (0.024)
  0.876
  (0.008)
  0.026
(−0.077)
  0.210
  (0.111)
  0.833
(−0.050)
  0.017
(−0.163)
  0.263
  (0.155)
  0.774
(−0.037)
Stronga 0.4   0.028
(−0.074)
  0.193
  (0.043)
  0.846
(−0.004)
  0.024
(−0.087)
  0.245
  (0.123)
  0.800
(−0.060)
  0.015
(−0.133)
  0.264
  (0.088)
  0.773
(−0.009)
0.8   0.035
(−0.059)
  0.267
  (0.012)
  0.778
  (0.012)
  0.029
(−0.085)
  0.319
  (0.080)
  0.728
(−0.037)
  0.024
(−0.125)
  0.279
  (0.095)
  0.756
(−0.019)
0   0.079
(−0.040)
  0.094
(−0.007)
  0.908
  (0.029)
  0.082
(−0.027)
  0.129
(−0.029)
  0.878
  (0.036)
  0.063
(−0.091)
  0.169
(−0.081)
  0.836
  (0.127)
Weakb 0.4   0.092
(−0.041)
  0.115
  (0.007)
  0.885
  (0.020)
  0.090
(−0.007)
  0.138
(−0.086)
  0.866
  (0.088)
  0.068
(−0.030)
  0.180
(−0.180)
  0.821
  (0.196)
0.8   0.127
  (0.005)
  0.177
(−0.031)
  0.813
  (0.026)
  0.126
  (0.090)
  0.213
(−0.182)
  0.779
  (0.137)
  0.101
  (0.047)
  0.191
(−0.260)
  0.794
  (0.244)
0   0.101
(−0.038)
  0.082
(−0.137)
  0.903
  (0.129)
  0.112
  (0.015)
  0.085
(−0.154)
  0.894
  (0.108)
  0.099
  (0.029)
  0.082
(−0.208)
  0.903
  (0.149)
Nonec 0.4   0.119
(−0.020)
  0.097
(−0.130)
  0.882
  (0.115)
  0.125
  (0.043)
  0.097
(−0.183)
  0.877
  (0.131)
  0.113
  (0.065)
  0.088
(−0.259)
  0.889
  (0.199)
0.8   0.176
  (0.054)
  0.148
(−0.125)
  0.806
  (0.078)
  0.186
  (0.148)
  0.158
(−0.265)
  0.791
  (0.210)
  0.178
  (0.157)
  0.135
(−0.306)
  0.812
  (0.239)
a

Deterministic annealing EMVS (Deterministic annealing EMVS-LASSO with strong heredity constraint).

b

Deterministic annealing EMVS (Deterministic annealing EMVS-LASSO with weak heredity constraint).

c

Deterministic annealing EMVS (Deterministic annealing EMVS-grouped LASSO).