Table 10. The estimation results for prostate 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) |
|---|---|---|---|---|---|---|
| lcp, lpsa, | ||||||
| MLOG | age*lbph, age*gleason, | 6 | 0.4906 | 0.128 | 0.5355 | 0.1587 |
| age*pgg45, gleason*pgg45 | ||||||
| age, lcp, gleason, lpsa, lweight2, lbph2, | ||||||
| pgg452, lpsa2, lweight*lcp, lweight*lpsa, | ||||||
| ENET | age*lbph, age*pgg45, lbph*svi, lbph*lcp, | 21 | 1.8905 | 0.257 | 7.7054 | 22.8274 |
| lbph*pgg45, lbph*lpsa, svi*pgg45, | ||||||
| lcp*pgg45, lcp*lpsa, gleason*lpsa, lcp2 | ||||||
| lcp, lpsa, lcp2, | ||||||
| LASSO | lweight*lcp, age*gleason, age*lpsa | 8 | 0.5216 | 0.174 | 3.2233 | 13.3297 |
| lbph*lpsa, lcp*pgg45 |