Table 2.
Summary results under simulation scenarios with continuous G factors and AR structure under AFT model. In each cell, mean (sd) based on 200 replicates.
| M:TP | M:FP | I:TP | I:FP | RSSE | Cstat | |
|---|---|---|---|---|---|---|
| D1: N(0,1) | ||||||
| LTS-MCP-Hier | 7.8(0.5) | 5.6(9.6) | 11.0(2.7) | 0.9(1.1) | 2.48(0.52) | 0.90(0.03) |
| LS-MCP | 6.3(1.1) | 12.3(4.8) | 11.3(1.2) | 38.3(9.6) | 2.39(0.66) | 0.92(0.02) |
| LAD-Lasso | 7.5(0.8) | 15.5(8.1) | 8.4(3.9) | 36.5(15.7) | 3.06(0.59) | 0.85(0.05) |
| RLARS | 7.3(0.7) | 10.3(3.8) | 3.2(1.6) | 21.8(4.3) | 4.22(0.35) | 0.78(0.04) |
| LTS-MCP | 6.0(1.0) | 14.8(4.9) | 6.4(1.8) | 57.4(10.4) | 3.37(0.34) | 0.85(0.04) |
| LS-MCP-Hier | 8.0(0.2) | 1.0(1.9) | 12.1(1.5) | 0.6(0.8) | 1.94(0.34) | 0.92(0.02) |
| D2: 0.9N(0,1) + 0.1Cauchy(0,5) | ||||||
| LTS-MCP-Hier | 7.7(0.5) | 5.5(4.1) | 9.1(2.8) | 1.3(1.1) | 2.71(0.58) | 0.89(0.03) |
| LS-MCP | 1.2(1.4) | 13.9(8.6) | 1.1(1.4) | 59.6(10.7) | 46.11(87.78) | 0.55(0.07) |
| LAD-Lasso | 5.8(1.7) | 4.6(2.1) | 1.7(1.3) | 12.0(3.4) | 4.11(0.40) | 0.74(0.07) |
| RLARS | 6.3(1.6) | 7.6(4.9) | 1.6(1.3) | 22.9(6.3) | 4.83(0.68) | 0.73(0.06) |
| LTS-MCP | 6.0(1.0) | 15.4(4.0) | 5.5(1.8) | 59.7(5.5) | 3.71(0.33) | 0.82(0.03) |
| LS-MCP-Hier | 5.4(1.5) | 196.6(162.2) | 2.0(2.4) | 70.9(223.4) | 59.00(119.77) | 0.58(0.07) |
| D3: 0.9N(0,1) + 0.1N(20,1) | ||||||
| LTS-MCP-Hier | 8.0(0.2) | 2.2(4.8) | 11.9(1.6) | 0.9(0.9) | 2.01(0.38) | 0.92(0.01) |
| LS-MCP | 2.5(1.1) | 24.6(4.9) | 2.4(1.4) | 72.2(6.1) | 10.72(0.71) | 0.64(0.04) |
| LAD-Lasso | 6.6(1.2) | 3.9(2.2) | 2.7(1.6) | 11.1(3.3) | 3.79(0.28) | 0.78(0.04) |
| RLARS | 6.4(1.0) | 4.2(3.2) | 1.4(1.1) | 12.4(6.3) | 4.41(0.42) | 0.78(0.04) |
| LTS-MCP | 6.1(1.0) | 11.4(4.1) | 9.0(1.7) | 48.9(10.3) | 2.95(0.49) | 0.89(0.02) |
| LS-MCP-Hier | 5.8(1.1) | 100.5(7.8) | 2.5(1.5) | 8.3(7.2) | 9.75(0.56) | 0.66(0.03) |
| D4: N(0,1) and with leverage points | ||||||
| LTS-MCP-Hier | 7.1(1.0) | 10.9(14.7) | 9.0(4.0) | 1.2(1.2) | 3.18(0.83) | 0.84(0.07) |
| LS-MCP | 3.4(1.1) | 14.7(4.5) | 4.9(2.1) | 52.7(6.5) | 4.89(0.60) | 0.75(0.05) |
| LAD-Lasso | 6.1(1.2) | 7.2(5.0) | 3.4(2.0) | 17.8(11.8) | 3.88(0.31) | 0.77(0.04) |
| RLARS | 7.0(0.8) | 11.9(3.6) | 2.6(1.4) | 21.5(4.5) | 4.37(0.36) | 0.77(0.04) |
| LTS-MCP | 5.5(1.3) | 17.0(4.0) | 5.2(1.8) | 61.4(6.0) | 3.77(0.42) | 0.81(0.04) |
| LS-MCP-Hier | 6.4(1.0) | 42.4(24.3) | 4.6(2.5) | 2.9(2.1) | 4.08(0.66) | 0.78(0.05) |
| D5: 0.9N(0,1) + 0.1Cauchy(0,5) and with leverage points | ||||||
| LTS-MCP-Hier | 7.1(1.1) | 12.9(14.1) | 9.3(3.9) | 1.5(1.4) | 3.08(0.81) | 0.85(0.07) |
| LS-MCP | 1.1(1.1) | 12.6(7.8) | 1.3(1.3) | 56.3(9.8) | 35.96(69.84) | 0.56(0.06) |
| LAD-Lasso | 5.7(1.5) | 4.3(2.3) | 2.0(1.5) | 12.2(3.4) | 4.12(0.36) | 0.74(0.06) |
| RLARS | 6.5(1.4) | 8.8(4.6) | 2.2(1.5) | 21.6(6.4) | 4.79(1.30) | 0.74(0.06) |
| LTS-MCP | 5.7(1.1) | 16.1(4.2) | 5.1(2.0) | 60.4(4.6) | 3.77(0.37) | 0.81(0.04) |
| LS-MCP-Hier | 5.1(1.6) | 174.4(158.2) | 2.4(2.6) | 67.4(229.7) | 54.36(131.61) | 0.57(0.07) |