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Compare test R2 and number of selected covariates of adaptive LASSO, standard LASSO and xtune LASSO using bone density data. The mean test R2 is 0.27 for adaptive LASSO; 0.38 for the standard LASSO, and 0.43 for xtune LASSO. The mean number of selected covariates is 10 for adaptive LASSO, 43 for standard LASSO and 16 for the xtune LASSO
