Skip to main content
. Author manuscript; available in PMC: 2021 Sep 1.
Published in final edited form as: Ann Appl Stat. 2020 Sep 18;14(3):1557–1580. doi: 10.1214/20-aoas1361

Table 3:

Five operating characteristics comparing the unpenalized and penalized versions of the BPL model across 36 scenarios (12 generating models from Table 1 × three sample size configurations). RMSE, TPR, TNR, and Youden are all multiplied by 100 and rounded to the nearest integer. Each value of an operating characteristic that is within 5% of the better of the two is in bold.

Label n RMSE×100 TPR×100 TNR×100 Youden×100 Run Time (sec.)

λ = 0 λAIC λBIC λ = 0 λAIC λBIC λ = 0 λAIC λBIC λ = 0 λAIC λBIC λ = 0 λAIC λBIC
1 30 1267 246 205 91 13 9 14 89 92 5 2 1 4 20 20
1 100 459 137 91 87 20 10 20 88 94 7 8 4 5 26 26
1 500 156 76 58 86 29 8 27 89 97 13 18 5 10 72 72
2 30 1184 214 167 87 12 9 15 91 94 2 3 2 3 17 17
2 100 492 147 100 82 19 10 24 87 92 6 7 2 3 22 22
2 500 212 81 63 79 25 10 35 89 95 13 15 5 5 61 61
3 30 880 970 1000 98 36 32 82 100 100 80 36 31 5 20 20
3 100 358 390 594 100 93 69 99 100 100 99 93 69 7 26 26
3 500 157 139 138 100 100 100 100 100 100 100 100 100 24 75 75
4 30 907 941 972 96 30 26 75 100 100 71 30 26 4 18 18
4 100 349 412 673 99 89 57 98 100 100 97 89 57 6 25 25
4 500 155 143 144 100 100 100 100 100 100 100 100 100 18 60 60
5 30 725 375 392 100 99 99 23 97 96 23 96 94 4 21 21
5 100 356 198 189 100 100 100 22 92 98 22 92 98 7 31 31
5 500 156 99 88 100 100 100 22 89 100 22 89 100 20 89 89
6 30 823 431 442 100 96 96 25 96 95 25 92 91 4 19 19
6 100 412 225 220 100 100 100 25 91 98 25 91 98 5 27 27
6 500 185 103 89 100 100 100 26 90 99 26 90 99 13 75 75
7 30 4283 1137 1045 94 17 11 7 85 90 1 1 1 16 108 108
7 100 997 240 112 95 21 8 7 84 94 2 5 2 24 127 127
7 500 326 115 57 91 26 7 14 83 95 5 9 2 60 336 336
8 30 3094 433 300 91 14 7 11 88 93 2 2 1 13 96 96
8 100 948 214 116 91 17 7 11 86 93 2 2 1 12 74 74
8 500 550 85 72 85 12 7 20 91 94 5 3 2 17 183 183
9 30 1595 803 839 97 33 33 17 98 98 14 31 31 17 94 94
9 100 471 284 346 98 70 56 20 97 100 18 66 55 27 137 137
9 500 190 125 150 99 91 80 23 92 100 22 82 80 94 479 479
10 30 1597 761 720 96 32 29 20 97 98 16 29 27 14 82 82
10 100 719 442 464 96 77 61 30 79 91 26 56 52 11 76 76
10 500 520 290 270 96 95 87 41 61 81 36 55 68 19 217 217
11 30 1238 446 450 100 92 96 12 97 93 12 90 89 16 86 86
11 100 591 244 205 100 100 100 14 89 97 14 89 97 21 105 105
11 500 352 195 122 100 100 100 24 66 98 24 66 98 46 274 274
12 30 1356 616 599 100 87 91 17 96 92 17 82 82 12 72 72
12 100 827 380 322 100 100 100 26 80 91 26 80 91 9 73 73
12 500 688 324 248 100 100 100 33 57 86 33 57 86 15 195 195