Table 6. Simulations results for correlated normal and binary responses (Case 3) with UWC.
Selection | Penalty | MRME | Correct | Incorrect |
n = 50 | ||||
SCAD | 0.065 | 1.975 | 0.167 | |
LASSO | 0.098 | 1.538 | 0.117 | |
SCAD | 0.059 | 2.493 | 0.242 | |
LASSO | 0.106 | 1.601 | 0.241 | |
n = 100 | ||||
SCAD | 0.031 | 1.980 | 0.041 | |
LASSO | 0.059 | 1.578 | 0.057 | |
SCAD | 0.037 | 2.537 | 0.094 | |
LASSO | 0.063 | 1.700 | 0.079 | |
Selection | Penalty | |||
n = 50 | ||||
SCAD | 2.998(0.153) | 1.496(0.153) | 0.574(0.498) | |
LASSO | 2.883(0.178) | 1.417(0.173) | 0.209(0.237) | |
SCAD | 2.993(0.147) | 1.495(0.145) | 0.287(0.464) | |
LASSO | 2.872(0.180) | 1.407(0.181) | 0.190(0.219) | |
n = 100 | ||||
SCAD | 2.998(0.105) | 1.500(0.106) | 0.643(0.337) | |
LASSO | 2.907(0.121) | 1.442(0.113) | 0.256(0.211) | |
SCAD | 2.990(0.100) | 1.499(0.097) | 0.357(0.433) | |
LASSO | 2.894(0.126) | 1.421(0.122) | 0.216(0.184) |