Table 2 Comparison of methods with different correlation levels (ρ) and signal noise ratio (SNR) from 100 simulation datasets
ρ | SNR | Criteria | Stepwise | Elastic Net | LASSO | MCP | SCAD | Adaptive LASSO | Oracle |
|---|---|---|---|---|---|---|---|---|---|
1 | TP | 2.30 | 4.44 | 4.48 | 3.78 | 4.26 | 3.74 | 7.00 | |
FP | 0.30 | 4.06 | 4.20 | 2.30 | 3.39 | 2.04 | 0.00 | ||
MRME (%) | 60.40 | 46.34 | 46.56 | 45.04 | 43.51 | 45.23 | 17.93 | ||
0.2 | 3 | TP | 4.97 | 6.51 | 6.55 | 6.05 | 6.35 | 6.08 | 7.00 |
FP | 0.35 | 4.75 | 4.80 | 2.04 | 3.34 | 2.08 | 0.00 | ||
MRME (%) | 65.26 | 61.87 | 62.17 | 56.00 | 59.48 | 54.50 | 17.93 | ||
5 | TP | 6.16 | 6.89 | 6.88 | 6.68 | 6.76 | 6.71 | 7.00 | |
FP | 0.41 | 5.30 | 5.32 | 1.93 | 3.21 | 2.06 | 0.00 | ||
MRME (%) | 46.40 | 61.05 | 61.65 | 49.76 | 52.87 | 47.44 | 17.93 | ||
0.5 | 1 | TP | 2.29 | 4.38 | 4.41 | 2.66 | 4.15 | 3.67 | 7.00 |
FP | 0.34 | 4.16 | 4.11 | 2.38 | 3.36 | 2.17 | 0.00 | ||
MRME (%) | 57.76 | 46.01 | 46.56 | 44.03 | 43.00 | 44.66 | 17.89 | ||
3 | TP | 4.95 | 6.54 | 6.54 | 6.01 | 6.31 | 6.00 | 7.00 | |
FP | 0.39 | 4.79 | 4.73 | 1.99 | 3.20 | 2.16 | 0.00 | ||
MRME (%) | 65.52 | 60.72 | 62.90 | 56.98 | 60.66 | 56.64 | 17.89 | ||
5 | TP | 6.15 | 6.88 | 6.87 | 6.70 | 6.76 | 6.72 | 7.00 | |
FP | 0.38 | 5.28 | 5.27 | 1.82 | 3.04 | 2.14 | 0.00 | ||
MRME (%) | 46.56 | 60.39 | 61.09 | 49.18 | 52.93 | 48.03 | 17.89 | ||
0.8 | 1 | TP | 2.07 | 4.12 | 4.05 | 3.30 | 3.76 | 3.34 | 7.00 |
FP | 0.58 | 4.47 | 4.20 | 2.25 | 3.24 | 2.21 | 0.00 | ||
MRME (%) | 58.85 | 44.01 | 45.63 | 44.16 | 42.13 | 42.63 | 18.04 | ||
3 | TP | 4.54 | 6.36 | 6.32 | 5.76 | 6.07 | 5.78 | 7.00 | |
FP | 0.52 | 5.16 | 4.88 | 2.03 | 2.90 | 2.37 | 0.00 | ||
MRME (%) | 65.93 | 60.92 | 63.41 | 58.36 | 59.99 | 56.21 | 18.04 | ||
5 | TP | 5.90 | 6.85 | 6.83 | 6.51 | 6.61 | 6.59 | 7.00 | |
FP | 0.49 | 5.59 | 5.37 | 1.73 | 2.83 | 2.27 | 0.00 | ||
MRME (%) | 52.57 | 59.45 | 62.29 | 53.52 | 56.85 | 50.16 | 18.04 |