Table 1.
k | 1 | 2 | 5 | 10 | 20 | 25 | 50 | 100 | 200 |
---|---|---|---|---|---|---|---|---|---|
Score test (s) | 364.39 | 73.22 | 35.09 | 23.61 | 23.56 | 20.78 | 24.13 | 37.53 | 64.67 |
Wald test (s) | 426.23 | 68.95 | 19.66 | 10.09 | 6.70 | 5.71 | 3.88 | 2.60 | 1.91 |
𝒯ν(β̄d)(103s) | 61.50 | 30.00 | 7.92 | 6.58 | 4.48 | 2.94 | 2.64 | 2.11 | 1.66 |
Split Lasso (s) | 89.18 | 32.02 | 34.57 | 6.47 | 4.87 | 4.16 | 2.56 | 1.92 | 2.64 |