Table 4.
Simulation results for individual regression parameters under Case 2. 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 | −0.19 (2.68) | 10.04 0.978 | −0.50 (2.69) | 10.04 0.990 | |
| (450, 60%) | Proposed+LASSO | −0.55 (2.86) | 11.47 0.975 | −0.79 (2.86) | 12.01 0.978 |
| Oracle | −0.18 (2.72) | 10.38 0.978 | −0.57 (2.72) | 10.06 0.990 | |
| Only.X | −2.61 (17.48) | 392.39 0.995 | −1.08(16.81) | 391.15 0.995 | |
| Proposed+MCP | 0.37 (2.19) | 7.85 0.920 | 0.28 (2.29) | 8.30 0.915 | |
| (300, 90%) | Proposed+LASSO | −0.06 (2.32) | 8.30 0.945 | 0.14 (2.36) | 8.49 0.970 |
| Oracle | 0.31 (2.16) | 7.21 0.955 | 0.10 (2.17) | 6.91 0.972 | |
| Only.X | −1.22 (13.94) | 283.02 0.990 | 0.22 (13.59) | 289.44 0.930 | |
| Proposed+MCP | −0.47 (3.24) | 14.25 0.985 | −0.54 (3.17) | 14.63 0.978 | |
| (300, 60%) | Proposed+LASSO | −0.89 (3.52) | 17.87 0.962 | −1.06 (3.43) | 18.89 0.938 |
| Oracle | −0.41 (3.34) | 15.09 0.982 | −0.58 (3.28) | 15.45 0.985 | |
| Only.X | 0.56 (21.03) | 644.01 0.938 | 0.15 (20.73) | 618.00 0.968 | |
| AR correlation | |||||
| Proposed+MCP | −0.43 (3.14) | 14.32 0.985 | −0.07 (3.57) | 17.33 0.995 | |
| (450, 60%) | Proposed+LASSO | −1.11 (3.51) | 17.87 0.970 | −0.16 (3.72) | 18.83 0.992 |
| Oracle | −0.38 (3.15) | 13.65 0.985 | −0.42 (3.13) | 13.65 0.985 | |
| Only.X | −5.71(20.06) | 556.40 0.935 | 0.44 (20.08) | 545.61 0.998 | |
| Proposed+MCP | −0.79 (2.72) | 15.30 0.922 | 0.44 (3.20) | 18.25 0.908 | |
| (300, 90%) | Proposed+LASSO | −0.65 (2.90) | 13.69 0.962 | −0.29 (3.15) | 14.94 0.960 |
| Oracle | −0.47 (2.53) | 10.32 0.960 | 0.29 (2.60) | 10.25 0.962 | |
| Only.X | 2.08 (16.26) | 386.17 0.998 | −2.66 (16.92) | 355.34 0.985 | |
| Proposed+MCP | −0.60 (3.84) | 21.09 0.985 | 0.30 (4.15) | 24.61 0.980 | |
| (300, 60%) | Proposed+LASSO | −0.70 (4.29) | 26.53 0.968 | −0.27 (4.52) | 28.86 0.962 |
| Oracle | −0.38 (3.82) | 20.62 0.992 | −0.19 (3.88) | 20.52 0.990 | |
| Only.X | 0.20 (24.91) | 873.92 0.972 | 0.91 (24.97) | 933.29 0.935 | |
| CS correlation | |||||
| Proposed+MCP | −0.22 (2.70) | 9.82 0.988 | −0.04 (2.65) | 9.83 0.990 | |
| (450, 60%) | Proposed+LASSO | −0.24 (2.88) | 11.60 0.978 | −0.31 (2.85) | 10.99 0.982 |
| Oracle | −0.14 (2.71) | 10.15 0.985 | −0.01 (2.69) | 9.89 0.980 | |
| Only.X | 1.49 (17.34) | 398.15 0.982 | −1.30 (17.35) | 384.94 0.985 | |
| Proposed+MCP | −0.11 (2.33) | 10.17 0.915 | 0.07 (2.35) | 9.78 0.912 | |
| (300, 90%) | Proposed+LASSO | −0.37 (2.37) | 8.47 0.952 | −0.74 (2.45) | 9.08 0.938 |
| Oracle | −0.18 (2.19) | 7.08 0.958 | −0.07 (2.24) | 7.50 0.940 | |
| Only.X | 1.64 (13.74) | 322.17 0.965 | −5.84 (14.52) | 315.59 0.995 | |
| Proposed+MCP | −0.14 (3.21) | 14.78 0.982 | 0.24 (3.22) | 14.39 0.982 | |
| (300, 60%) | Proposed+LASSO | −1.17 (3.53) | 19.36 0.962 | −0.27 (3.49) | 17.66 0.958 |
| Oracle | −0.17 (3.29) | 15.19 0.995 | 0.25 (3.28) | 14.82 0.990 | |
| Only.X | −4.79(21.06) | 650.7 0.990 | 2.37 (20.46) | 674.77 0.988 | |