Table A4.
Summary results under simulation scenarios with categorical G factors and AR structure under linear model. In each cell, mean (sd) based on 200 replicates.
| M:TP | M:FP | I:TP | I:FP | RSSE | PMSE | |
|---|---|---|---|---|---|---|
| D1: N(0,1) | ||||||
| LTS-MCP-Hier | 7.9(0.3) | 0.3(1.0) | 12.3(1.5) | 0.6(0.9) | 2.03(0.42) | 0.95(0.44) |
| LS-MCP | 6.2(1.1) | 4.5(4.2) | 11.3(1.3) | 14.3(11.5) | 2.48(0.54) | 1.13(0.37) |
| LAD-Lasso | 8.0(0.0) | 10.7(5.7) | 13.4(1.0) | 27.9(10.1) | 1.68(0.31) | 1.37(0.41) |
| RLARS | 4.1(1.2) | 13.2(5.8) | 2.3(1.6) | 8.4(5.0) | 4.73(0.44) | 8.87(3.01) |
| LTS-MCP | 6.7(0.9) | 7.0(3.3) | 11.3(1.1) | 27.6(8.1) | 2.19(0.49) | 1.19(0.25) |
| LS-MCP-Hier | 8.0(0.0) | 0.3(0.8) | 13.1(0.9) | 0.5(0.7) | 1.66(0.27) | 0.80(0.17) |
| D2: 0.9N(0,1) + 0.1Cauchy(0,5) | ||||||
| LTS-MCP-Hier | 8.0(0.2) | 1.0(2.8) | 11.8(2.0) | 0.9(1.1) | 2.13(0.47) | 1.07(0.45) |
| LS-MCP | 1.9(1.8) | 21.1(8.4) | 2.2(2.4) | 74.7(11.4) | 35.47(49.17) | 712.17(2635.35) |
| LAD-Lasso | 7.8(0.4) | 2.4(1.7) | 7.8(2.3) | 7.2(3.5) | 3.02(0.34) | 4.05(1.16) |
| RLARS | 4.0(1.1) | 11.4(5.3) | 1.9(1.4) | 7.8(4.4) | 4.85(0.41) | 9.86(3.38) |
| LTS-MCP | 6.5(1.0) | 8.5(3.5) | 11.1(1.2) | 32.1(7.9) | 2.35(0.52) | 1.24(0.28) |
| LS-MCP-Hier | 6.0(1.5) | 153.5(116.8) | 2.4(3.2) | 24.5(72.4) | 28.86(41.92) | 1214.97(5318.06) |
| D3: 0.9N(0,1) + 0.1N(20,1) | ||||||
| LTS-MCP-Hier | 8.0(0.2) | 0.5(1.4) | 12.3(1.6) | 0.8(0.9) | 1.94(0.41) | 0.93(0.41) |
| LS-MCP | 2.8(1.1) | 25.0(5.4) | 2.7(1.4) | 67.2(6.0) | 9.90(0.71) | 34.37(7.31) |
| LAD-Lasso | 7.5(0.6) | 2.8(1.9) | 5.6(2.2) | 8.4(2.6) | 3.33(0.33) | 5.04(1.54) |
| RLARS | 3.8(1.1) | 10.1(3.8) | 0.9(0.9) | 6.3(3.2) | 5.14(0.50) | 11.87(3.95) |
| LTS-MCP | 6.7(1.1) | 7.6(3.5) | 11.4(1.1) | 28.0(7.5) | 2.21(0.52) | 1.03(0.22) |
| LS-MCP-Hier | 6.4(1.0) | 94.4(7.5) | 2.2(1.5) | 5.1(5.6) | 8.64(0.53) | 31.64(6.01) |
| D4: N(0,1) and with leverage points | ||||||
| LTS-MCP-Hier | 7.7(0.6) | 7.7(12.3) | 10.1(3.0) | 1.3(1.1) | 2.50(0.61) | 1.71(1.08) |
| LS-MCP | 4.4(1.3) | 21.5(5.7) | 6.8(1.9) | 55.4(7.3) | 4.95(0.79) | 6.95(2.98) |
| LAD-Lasso | 7.0(0.9) | 7.6(4.0) | 4.7(2.4) | 9.0(4.1) | 3.51(0.37) | 6.35(1.97) |
| RLARS | 5.7(1.1) | 13.7(6.6) | 2.7(1.7) | 8.7(4.8) | 4.46(0.42) | 7.11(2.26) |
| LTS-MCP | 6.2(1.1) | 11.9(5.1) | 10.5(1.6) | 34.4(7.0) | 2.67(0.59) | 2.17(0.56) |
| LS-MCP-Hier | 7.7(0.6) | 52.4(20.8) | 6.5(2.2) | 2.4(2.4) | 3.61(0.67) | 4.38(1.90) |
| D5: 0.9N(0,1) + 0.1Cauchy(0,5) and with leverage points | ||||||
| LTS-MCP-Hier | 7.9(0.4) | 1.7(4.7) | 11.2(2.3) | 1.0(1.1) | 2.27(0.53) | 1.56(0.78) |
| LS-MCP | 1.4(1.4) | 22.2(7.7) | 1.6(2.0) | 76.1(10.6) | 39.92(54.72) | 771.74(2428.31) |
| LAD-Lasso | 7.2(0.9) | 4.5(2.6) | 4.6(2.2) | 8.0(2.9) | 3.51(0.31) | 6.12(1.65) |
| RLARS | 5.6(1.1) | 11.0(5.6) | 2.7(1.8) | 9.3(5.8) | 4.50(0.40) | 7.18(2.21) |
| LTS-MCP | 6.4(0.9) | 10.1(4.2) | 11.1(1.4) | 32.8(7.5) | 2.43(0.55) | 1.86(0.38) |
| LS-MCP-Hier | 5.4(1.5) | 164.5(117.5) | 1.7(2.4) | 29.5(75.9) | 31.75(42.57) | 1196.18(4354.42) |