Table A5.
Summary results under simulation scenarios with categorical 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(0.4) | 6.4(10.0) | 10.1(2.7) | 0.8(1.0) | 2.43(0.53) | 0.90(0.03) |
| LS-MCP | 7.0(1.0) | 12.3(4.6) | 12.1(1.2) | 38.1(8.7) | 1.92(0.67) | 0.92(0.01) |
| LAD-Lasso | 7.5(0.7) | 14.6(8.2) | 8.0(4.1) | 33.2(16.6) | 3.16(0.60) | 0.85(0.05) |
| RLARS | 2.6(1.3) | 3.5(2.8) | 0.7(0.9) | 34.4(6.8) | 5.65(0.54) | 0.61(0.07) |
| LTS-MCP | 6.1(1.0) | 15.2(4.3) | 6.7(1.7) | 57.4(8.5) | 3.27(0.32) | 0.85(0.03) |
| LS-MCP-Hier | 7.9(0.3) | 1.3(3.0) | 12.3(1.2) | 0.5(0.8) | 1.89(0.36) | 0.92(0.02) |
| D2: 0.9N(0,1) + 0.1Cauchy(0,5) | ||||||
| LTS-MCP-Hier | 7.8(0.4) | 6.2(5.4) | 9.3(3.3) | 1.1(1.1) | 2.64(0.59) | 0.88(0.04) |
| LS-MCP | 1.1(1.4) | 16.5(8.8) | 1.2(1.5) | 63.9(9.9) | 58.01(114.22) | 0.55(0.07) |
| LAD-Lasso | 5.8(1.6) | 4.7(2.4) | 1.9(1.3) | 12.1(3.4) | 4.09(0.33) | 0.74(0.06) |
| RLARS | 1.0(1.1) | 2.8(2.3) | 0.5(0.8) | 32.4(8.8) | 232.54(898.65) | 0.55(0.05) |
| LTS-MCP | 6.2(0.9) | 15.5(4.3) | 5.6(1.7) | 59.7(4.9) | 3.57(0.33) | 0.83(0.03) |
| LS-MCP-Hier | 5.4(1.5) | 198.8(160.5) | 2.0(2.7) | 70.5(239.0) | 59.85(123.92) | 0.58(0.08) |
| D3: 0.9N(0,1) + 0.1N(20,1) | ||||||
| LTS-MCP-Hier | 8.0(0.2) | 1.2(3.0) | 12.4(1.3) | 0.6(0.8) | 1.90(0.34) | 0.92(0.01) |
| LS-MCP | 2.5(1.1) | 26.5(5.0) | 2.5(1.5) | 71.4(5.6) | 10.67(0.75) | 0.63(0.04) |
| LAD-Lasso | 6.5(1.1) | 4.3(2.5) | 2.8(1.7) | 10.8(3.5) | 3.79(0.29) | 0.78(0.04) |
| RLARS | 1.2(1.0) | 1.6(1.7) | 0.5(0.7) | 25.7(9.8) | 5.75(0.75) | 0.60(0.06) |
| LTS-MCP | 6.3(0.8) | 12.2(4.0) | 9.4(1.7) | 48.6(9.6) | 2.77(0.52) | 0.90(0.02) |
| LS-MCP-Hier | 5.9(1.2) | 101.6(7.2) | 2.2(1.7) | 7.6(6.1) | 9.60(0.61) | 0.66(0.04) |
| D4: N(0,1) and with leverage points | ||||||
| LTS-MCP-Hier | 7.2(0.8) | 15.4(10.4) | 8.7(2.4) | 1.2(1.1) | 3.67(0.44) | 0.85(0.05) |
| LS-MCP | 3.3(1.3) | 18.8(4.1) | 3.0(1.7) | 53.8(5.1) | 6.07(0.70) | 0.67(0.05) |
| LAD-Lasso | 2.3(1.6) | 11.5(4.9) | 0.3(0.7) | 14.5(6.7) | 4.48(0.29) | 0.63(0.05) |
| RLARS | 3.9(1.2) | 21.4(6.0) | 0.3(0.5) | 17.4(6.3) | 5.38(0.40) | 0.64(0.04) |
| LTS-MCP | 5.6(1.1) | 19.2(5.3) | 4.2(1.6) | 59.4(5.9) | 4.00(0.35) | 0.78(0.04) |
| LS-MCP-Hier | 5.9(1.1) | 66.0(8.2) | 1.7(1.3) | 2.9(2.7) | 5.03(0.67) | 0.71(0.05) |
| D5: 0.9N(0,1) + 0.1Cauchy(0,5) and with leverage points | ||||||
| LTS-MCP-Hier | 7.5(0.7) | 13.6(19.0) | 9.1(3.4) | 1.0(1.1) | 3.28(0.62) | 0.84(0.05) |
| LS-MCP | 0.5(0.8) | 16.2(7.7) | 0.4(0.7) | 64.4(9.4) | 63.10(119.35) | 0.52(0.03) |
| LAD-Lasso | 1.6(1.6) | 12.9(5.6) | 0.2(0.5) | 10.1(5.0) | 4.60(0.27) | 0.60(0.05) |
| RLARS | 3.4(1.6) | 15.4(8.1) | 0.4(0.7) | 18.8(6.2) | 63.57(153.77) | 0.61(0.06) |
| LTS-MCP | 6.0(1.0) | 16.8(4.2) | 5.0(2.0) | 59.0(5.1) | 3.82(0.37) | 0.81(0.03) |
| LS-MCP-Hier | 4.6(2.2) | 201.0(155.2) | 1.6(2.8) | 87.9(263.4) | 63.33(132.06) | 0.51(0.05) |