Table A7.
M:TP | M:FP | I:TP | I:FP | RSSE | Cstat | |
---|---|---|---|---|---|---|
D1: N(0,1) | ||||||
LTS-MCP-Hier | 7.9(0.4) | 7.0(11.8) | 11.8(2.8) | 0.9(1.2) | 2.52(0.56) | 0.89(0.03) |
LS-MCP | 6.8(1.1) | 14.4(5.1) | 11.7(1.2) | 41.4(7.5) | 2.15(0.66) | 0.92(0.02) |
LAD-Lasso | 7.3(1.0) | 14.1(7.8) | 6.8(4.2) | 32.0(15.9) | 3.36(0.58) | 0.82(0.06) |
RLARS | 2.3(1.3) | 2.9(1.9) | 0.7(0.8) | 34.7(7.6) | 5.51(0.55) | 0.61(0.06) |
LTS-MCP | 6.2(1.0) | 14.8(4.0) | 7.0(2.0) | 56.1(7.2) | 3.24(0.36) | 0.85(0.04) |
LS-MCP-Hier | 7.9(0.2) | 1.5(3.6) | 12.2(1.3) | 0.6(0.8) | 1.92(0.36) | 0.92(0.02) |
D2: 0.9N(0,1) + 0.1Cauchy(0,5) | ||||||
LTS-MCP-Hier | 7.7(0.5) | 8.9(7.4) | 9.6(3.1) | 1.1(1.1) | 2.75(0.58) | 0.88(0.04) |
LS-MCP | 1.0(1.3) | 16.5(8.9) | 0.8(1.1) | 64.9(10.7) | 56.73(108.19) | 0.54(0.06) |
LAD-Lasso | 5.8(1.3) | 4.9(2.4) | 1.7(1.3) | 12.9(3.5) | 4.11(0.32) | 0.74(0.05) |
RLARS | 0.9(0.9) | 2.7(2.4) | 0.4(0.6) | 32.2(8.6) | 198.16(1027.54) | 0.54(0.05) |
LTS-MCP | 6.1(1.1) | 15.9(3.9) | 5.9(1.9) | 59.1(5.8) | 3.58(0.39) | 0.82(0.03) |
LS-MCP-Hier | 5.5(1.6) | 196.3(157.2) | 1.9(2.4) | 66.8(224.0) | 57.70(118.80) | 0.58(0.08) |
D3: 0.9N(0,1) + 0.1N(20,1) | ||||||
LTS-MCP-Hier | 8.0(0.1) | 1.8(3.4) | 12.2(1.2) | 0.6(0.7) | 1.96(0.36) | 0.92(0.01) |
LS-MCP | 2.5(1.0) | 26.4(5.9) | 2.2(1.2) | 72.3(5.5) | 10.74(0.70) | 0.62(0.04) |
LAD-Lasso | 6.5(1.0) | 4.6(1.8) | 2.7(1.8) | 11.1(3.0) | 3.78(0.31) | 0.77(0.04) |
RLARS | 1.2(0.9) | 1.4(1.2) | 0.4(0.6) | 25.3(9.1) | 81.94(762.49) | 0.59(0.06) |
LTS-MCP | 6.2(1.1) | 11.4(4.0) | 9.5(1.6) | 47.3(8.5) | 2.81(0.41) | 0.90(0.02) |
LS-MCP-Hier | 5.9(1.1) | 101.8(8.3) | 2.3(1.5) | 7.4(6.8) | 9.60(0.58) | 0.66(0.04) |
D4: N(0,1) and with leverage points | ||||||
LTS-MCP-Hier | 7.0(1.0) | 18.7(9.7) | 8.5(2.3) | 0.9(1.0) | 3.85(0.42) | 0.85(0.05) |
LS-MCP | 3.0(1.3) | 18.7(4.0) | 2.6(1.5) | 54.4(4.6) | 6.12(0.59) | 0.65(0.04) |
LAD-Lasso | 2.2(1.4) | 11.9(4.9) | 0.3(0.5) | 15.4(7.8) | 4.52(0.25) | 0.62(0.04) |
RLARS | 3.6(1.2) | 21.3(4.4) | 0.4(0.6) | 18.0(5.5) | 5.34(0.43) | 0.63(0.05) |
LTS-MCP | 5.4(1.1) | 20.1(4.8) | 4.3(1.7) | 58.0(4.9) | 4.04(0.39) | 0.78(0.04) |
LS-MCP-Hier | 5.5(1.2) | 67.6(9.0) | 1.7(1.4) | 2.5(2.1) | 5.06(0.60) | 0.70(0.06) |
D5: 0.9N(0,1) + 0.1Cauchy(0,5) and with leverage points | ||||||
LTS-MCP-Hier | 7.4(0.7) | 12.1(10.4) | 9.0(3.0) | 1.2(1.1) | 3.35(0.59) | 0.84(0.05) |
LS-MCP | 0.5(0.9) | 15.3(7.7) | 0.5(0.7) | 65.6(9.7) | 64.24(125.79) | 0.52(0.03) |
LAD-Lasso | 1.6(1.7) | 12.9(5.4) | 0.3(0.5) | 9.7(4.9) | 4.62(0.30) | 0.60(0.05) |
RLARS | 3.0(1.6) | 15.2(8.2) | 0.4(0.7) | 19.5(6.6) | 104.31(331.36) | 0.60(0.06) |
LTS-MCP | 5.8(1.1) | 18.0(4.9) | 5.3(1.9) | 57.6(5.9) | 3.76(0.39) | 0.81(0.04) |
LS-MCP-Hier | 4.3(2.2) | 204.0(159.3) | 1.4(2.6) | 81.3(250.6) | 60.77(122.85) | 0.51(0.05) |