Table 3.
Simulation results for individual regression parameters under Case 1. All values are multiplied by 100 except for CVR.
|
β1 = 1 |
β2 = 1 |
||||
|---|---|---|---|---|---|
| (SS, FR) | Method | Bias(se) | MSE CVR | Bias(se) | MSE CVR |
| Ind correlation | |||||
| Proposed+MCP | 1.06 (3.82 | 22.34 0.968 | 0.77 (3.74 | 22.410.972 | |
| (450, 60%) | Proposed+LASSO | −3.17 (4.04 | 32.23 0.958 | −3.79 (3.87) | 35.50 0.925 |
| Oracle | 1.70 (3.96 | 25.84 0.950 | 1.56 (3.84 | 25.17 0.955 | |
| Only.X | −19.17(25.82) | 1,406.54 0.925 | −28.64(25.65) | 1,712.64 0.862 | |
| Proposed+MCP | 0.02 (2.37) | 8.68 0.948 | 0.78 (2.44 | 10.40 0.942 | |
| (300, 90%) | Proposed+LASSO | −1.26 (2.53) | 10.29 0.908 | −1.14 (2.61) | 10.710.962 |
| Oracle | 0.00 (2.33) | 7.97 0.975 | 0.47 (2.40 | 9.69 0.968 | |
| Only.X | −9.62(15.90) | 482.15 0.942 | −10.25(18.16) | 601.310.975 | |
| Proposed+MCP | 0.93 (4.04) | 29.25 0.938 | 1.31 (3.97) | 27.14 0.978 | |
| (300, 60%) | Proposed+LASSO | −4.70 (5.07) | 62.38 0.888 | −5.87 (4.98) | 69.15 0.872 |
| Oracle | 1.58 (4.16 | 31.36 0.938 | 2.06 (4.13 | 31.89 0.962 | |
| Only.X | −20.66(26.10) | 1,409.41 0.922 | −22.22(28.10) | 1,816.54 0.910 | |
| AR correlation | |||||
| Proposed+MCP | 1.67 (4.19 | 31.37 0.965 | 1.56 (4.48) | 31.99 0.988 | |
| (450, 60%) | Proposed+LASSO | −1.41 (4.51) | 31.40 0.990 | −1.56 (4.49) | 36.10 0.972 |
| Oracle | 2.15 (4.06) | 30.72 0.955 | 1.86 (4.07) | 29.88 0.978 | |
| Only.X | −19.39(28.88) | 1,562.74 0.945 | −18.01(28.28) | 1,555.93 0.925 | |
| Proposed+MCP | 0.81 (3.01) | 17.59 0.912 | 0.08 (3.29) | 18.04 0.945 | |
| (300, 90%) | Proposed+LASSO | −0.05 (3.17 | 16.72 0.958 | −1.37 (3.29) | 18.48 0.945 |
| Oracle | 0.80 (2.80 | 13.34 0.930 | 0.35 (2.77) | 11.79 0.962 | |
| Only.X | −4.95(20.70) | 660.11 0.955 | −9.14(20.20 | 679.58 0.930 | |
| Proposed+MCP | 1.56 (4.83) | 38.56 0.982 | 1.60 (4.89) | 42.25 0.955 | |
| (300, 60%) | Proposed+LASSO | −3.89 (5.89) | 64.19 0.962 | −2.60 (5.84 | 57.70 0.952 |
| Oracle | 2.13 (4.75) | 38.34 0.962 | 1.90 (4.66) | 41.56 0.932 | |
| Only.X | −22.27(29.00) | 1,734.95 0.932 | −14.38(28.72) | 1,395.78 0.975 | |
| CS correlation | |||||
| Proposed+MCP | 1.21 (3.61 | 21.63 0.982 | 1.30 (3.75 | 22.43 0.968 | |
| (450, 60%) | Proposed+LASSO | −1.72 (3.92) | 26.67 0.982 | −2.11 (4.03) | 30.26 0.965 |
| Oracle | 1.71 (3.66) | 22.76 0.962 | 1.72 (3.74 | 24.47 0.962 | |
| Only.X | −15.80(25.84) | 1,039.64 0.988 | −16.88(25.45) | 1,223.55 0.952 | |
| Proposed+MCP | −0.10 (2.54 | 11.00 0.950 | 0.56 (2.62) | 12.75 0.882 | |
| (300, 90%) | Proposed+LASSO | −1.16 (2.67) | 12.51 0.920 | −1.13 (2.68) | 11.35 0.958 |
| Oracle | −0.18 (2.46) | 9.41 0.962 | 0.19 (2.40 | 8.92 0.950 | |
| Only.X | −4.11(16.81) | 577.59 0.875 | −9.20(17.11) | 597.53 0.970 | |
| Proposed+MCP | 1.36 (3.90 | 25.96 0.970 | 2.16 (3.85) | 30.93 0.930 | |
| (300, 60%) | Proposed+LASSO | −3.83 (4.95) | 57.59 0.898 | −2.45 (5.24 | 47.10 0.965 |
| Oracle | 1.95 (3.95) | 27.65 0.955 | 2.69 (4.01) | 33.39 0.915 | |
| Only.X | −16.53(25.14 | 1,240.66 0.925 | −14.59(27.86) | 1,322.56 0.995 | |