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. Author manuscript; available in PMC: 2019 Nov 1.
Published in final edited form as: J Multivar Anal. 2018 Aug 23;168:334–351. doi: 10.1016/j.jmva.2018.08.007

Table 3:

(High-dimensional settings: n = 100, p = 2000) Comparison of BAR, Lasso, SCAD, MCP, Adaptive Lasso (ALasso), and TLP Following the Sparsity-Restricted Least Squares Estimate (sLSE). (Misclassification = Mean Number of Misclassified Non-zeros and Zeros; FP = Mean Number of False Positives (Non-zeros); FN = Mean Number of False Negatives (Zeros); TM = Probability that the Selected Model is Exactly the True Model; MAB = Mean Absolute Bias; MSPE = Mean Squared Prediction Error from Five-Fold CV.)

Model Method Misclassification FP FN TM MAB MSPE
1 sLSE-BAR 0.32 0.18 0.14 75.72% 0.55 1.04
sLSE-Lasso 5.10 4.96 0.14 3.8% 0.97 1.13
sLSE-SCAD 0.94 0.80 0.14 64.60% 0.57 1.05
sLSE-MCP 0.67 0.53 0.14 68.32% 0.57 1.05
sLSE-ALasso 0.92 0.78 0.14 63.88% 0.61 1.05
sLSE-TLP(0.15) 0.74 0.60 0.14 56.56% 0.64 1.06
sLSE-TLP(0.5) 0.89 0.75 0.14 67.72% 0.57 1.06
2 sLSE-BAR 0.30 0.18 0.12 0% 1.45 1.04
sLSE-Lasso 5.09 4.98 0.11 0% 1.87 1.13
sLSE-SCAD 0.95 0.83 0.12 0% 1.47 1.05
sLSE-MCP 0.66 0.54 0.12 0% 1.47 1.05
sLSE-ALasso 0.93 0.81 0.12 0% 1.51 1.05
sLSE-TLP(0.15) 0.72 0.60 0.12 0% 1.53 1.06
sLSE-TLP(0.5) 0.91 0.79 0.12 0% 1.47 1.07