Table 8. The estimation results for diabetes data. The mean of the number of selected covariates (NONZERO), mean squared errors (MSE), standard error of estimator, mean prediction squared errors (MPSE), and the standard deviation of prediction squared errors (sd(PSE)).

Method	Selected Covariates	NONZERO	MSE	se(estimator)	MPSE	sd(PSE)
LS	age, sex, bmi, bp, $s_1$,…, $s_6$	10	0.4811	0.034	0.5106	0.0455
MLOG	sex, bmi, bp, $s_1$, $s_3$, $s_5$	6	0.4832	0.016	0.5118	0.0445
ENET	sex, bmi, bp, $s_1$, $s_2$, $s_4$, $s_5$, $s_6$	8	0.4935	0.039	0.5148	0.0452
LASSO	sex, bmi, bp, $s_1$, $s_3$, $s_5$,$s_6$	7	0.4909	0.012	0.5165	0.0442
SCAD	sex, bmi, bp, $s_1$, $s_3$, $s_5$	6	0.4898	0.019	0.5224	0.0449