|
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
|
- Oracle estimator is the least squares estimator of the true model, which contains seven nonzero covariates. TP (True Positive) is the average number of nonzero covariates being correctly selected. FP (False Positive) is the average number of zero covariates being incorrectly selected. Median relative model error (MRME) is used to measure the overall performance of different models
