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 |