Table 2:

(Grouping effects) Estimated coefficients of BAR, Elastic Net, Lasso, SCAD, Adaptive Lasso, and MCP for a linear model with optimal tuning parameters selected by five-fold CV. The full solution paths are depicted in Figure 2.

Parameter	BAR	Elastic Net	Lasso	SCAD	Adaptive Lasso	MCP
(Intercept)	−0.008	−0.004	−0.005	0.031	−0.009	0.029
β1	1.902	2.000	2.137	6.001	1.585	6.001
β2	2.016	1.998	1.441		1.908
β3	2.081	1.999	2.421		2.506
β4	0.499	0.406	0.894	1.200	1.153	1.200
β5	0.469	0.401	0.292		0.047
β6	0.233	0.392	0.013
β7				−0.001
β8
β9
Tuning	ξn = 100	λ1 = 0.017	λ = 0.017	γ = 3.7,	ξ = 18.68	γ = 3,
parameters	λn = 0.043	λ2 = 0.001		λ = 0.044	λ = 0.001	λ = 10.861
CV Error	0.038	0.045	0.331	0.048	0.043	0.330