| |
PMS
|
glmnet
|
SparseReg
|
L
0ADRIDGE
|
|---|
| | |
L
1
|
SCAD
|
MC+
| |
|---|
| |
rMSE
|
1.10(±.091)
|
1.090(±.092)
|
1
.
0
8
7
(
±
.
0
9
1
)
|
1.937(±.222)
|
|
N =100
|
\(|\hat { {\beta }} - {\beta } |\)
|
1.755(±.274)
|
1.754(±.275)
|
1.737±.273)
|
0
.
2
2
2
(
±
.
1
1
6
)
|
|
P =100
|
ANSF
|
43.03(±3.52)
|
43.07(±3.57)
|
42.06(±3.51)
|
3
.
9
9
(
±
.
1
0
0
)
|
| |
PTM
|
0%
|
0%
|
0%
|
9
9
%
|
| |
FDR
|
90.6%
|
90.6%
|
90.6%
|
0
%
|
| |
rMSE
|
0.503(±.017)
|
0.502(±.017)
|
0
.
5
0
1
(
±
.
0
1
8
)
|
2.108(±.359)
|
|
N =100
|
\(|\hat { {\beta }} - {\beta } |\)
|
2.671(±.421)
|
2.673(±.425)
|
2.821±2.012)
|
0
.
4
2
4
(
±
.
3
5
0
)
|
|
P=103
|
ANSF
|
75.47(±5.61)
|
75.82(±5.71)
|
75.14(±8.69)
|
3
.
6
1
0
(
±
.
6
0
1
)
|
| |
PTM
|
0%
|
0%
|
0%
|
6
4
%
|
| |
FDR
|
94.7%
|
94.7%
|
94.6%
|
2
.
4
%
|
| |
rMSE
|
0
.
2
7
1
(
±
.
0
0
4
)
|
0.272(±.012)
|
0.275(±.025)
|
1.916(±.081)
|
|
N =500
|
\(|\hat { {\beta }} - {\beta } |\)
|
5.845(±.280)
|
6.185(±2.359)
|
5.807±.273)
|
0
.
0
8
6
(
±
.
0
3
3
)
|
|
P=104
|
ANSF
|
465.6(±14.1)
|
475.1(±15.5)
|
463.6(±13.9)
|
4
.
0
0
0
(
±
.
0
0
0
)
|
| |
PTM
|
0%
|
0%
|
0%
|
1
0
0
%
|
| |
FDR
|
99.1%
|
99.2%
|
99.1%
|
0
%
|
- PMS: Performance Measures. PTM: Percentage of true models. FDR: False discovery rate. The values in boldface indicate the best performance
